Related papers: Smiles in delta
In this paper, we develop the theory of bi-freeness in an amalgamated setting. We construct the operator-valued bi-free cumulant functions, and show that the vanishing of mixed cumulants is necessary and sufficient for bi-free independence.…
We present explicit formulas for solutions to nonhomogeneous boundary value problems involving any positive power of the Laplacian in the half-space. For non-integer powers the operator becomes nonlocal and this requires a suitable…
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…
Bubbles are point-like regular solutions of the higher-dimensional Kaluza-Klein equations that appear as naked singularities in four dimensions. We analyze all such possible solutions in 5D Kaluza-Klein theory that are static and…
Lovasz theta function and the related theta body of graphs have been in the center of the intersection of four research areas: combinatorial optimization, graph theory, information theory, and semidefinite optimization. In this paper,…
The enumeration of diagonally symmetric alternating sign matrices (DSASMs) is studied, and a Pfaffian formula is obtained for the number of DSASMs of any fixed size, where the entries for the Pfaffian are positive integers given by simple…
For $\alpha\geq 0$, $\delta>0$, $\beta<1$ and $\gamma\geq 0$, the class $\mathcal{W}_{\beta}^\delta(\alpha,\gamma)$ consist of analytic and normalized functions $f$ along with the condition \begin{align*} {\rm Re\,}…
Excision techniques are used in order to deal with black holes in numerical simulations of Einstein equations and consist in removing a topological sphere containing the physical singularity from the numerical domain, applying instead…
Let \Delta be a (d-1)-dimensional homology sphere on n vertices with m minimal non-faces. We consider the invariant \alpha := m - (n-d) and prove that for a given value of \alpha, there are only finitely many homology spheres that cannot be…
Based on results about open string correlation functions, a nonassociative algebra was proposed in a recent paper for D-branes in a background with nonvanishing $H$. We show that our associative algebra obtained by quantizing the endpoints…
Let $F_1,\dotsc,F_R$ be quadratic forms with integer coefficients in $n$ variables. When $n\geq 9R$ and the variety $V(F_1,\dotsc,F_R)$ is a smooth complete intersection, we prove an asymptotic formula for the number of integer points in an…
Let $\Omega$ be a smooth bounded domain in $\mathbb{R}^{N}$, $N\geq1$, let $K$, $M$ be two nonnegative functions and let $\alpha,\gamma>0$. We study existence and nonexistence of positive solutions for singular problems of the form $-\Delta…
We consider numerical integration in classes, for which we do not impose any smoothness assumptions. We illustrate how nonlinear approximation, in particular greedy approximation, allows us to guarantee some rate of decay of errors of…
Under investigation in this work is the robust inverse scattering transform of the discrete Hirota equation with nonzero boundary conditions, which is applied to solve simultaneously arbitrary-order poles on the branch points and spectral…
This investigation establishes a formal equivalence between the generalized Black-Scholes equation under a Quadratic Normal Volatility (QNV) specification and the stationary Schr\"odinger equation for a hyperbolic P\"oschl-Teller potential.…
The main themes of this survey are as follows: (a) the canonical (Riesz--Nevanlinna) factorization in various classes of analytic functions on the disk that are smooth up to its boundary, and (b) model subspaces (i.e., invariant subspaces…
We analyse two classes of $(1+2)$ evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor Commodities Problem. Our approach is that of…
Studied here is the effect of the presence of symmetry groups in a system of algebraic equations on the numerical resolution with fixed-point algorithms. It is proved that the symmetries imply two important properties of the system: the…
In this paper we study the asymptotic properties of point configurations that achieve optimal covering of sets lacking smoothness. Our results include the proofs of the existence of asymptotics of best covering and maximal polarization for…
We prove the monotonicity of positive solutions to the problem $-\Delta u = f(u)$ in $\mathbb{R}^N_+ := \{(x',x_N)\in\mathbb{R}^N \mid x_N>0 \}$ under zero Dirichlet boundary condition with a possible singular nonlinearity $f$. In some…