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We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…

Computational Finance · Quantitative Finance 2014-04-23 Bertram Düring , Michel Fournié

Higher-dimensional automata, i.e., pointed labeled precubical sets, are a powerful combinatorial-topological model for concurrent systems. In this paper, we show that for every (nonempty) connected polyhedron there exists a shared-variable…

Formal Languages and Automata Theory · Computer Science 2024-04-26 Catarina Faustino , Thomas Kahl , Rodrigo Lopes

These lecture notes provide an introduction to higher-spin gauge theories in three spacetime dimensions, with a focus on their asymptotic symmetries, their holographic description in terms of conformal field theories with W-symmetries as…

High Energy Physics - Theory · Physics 2024-09-24 Andrea Campoleoni , Stefan Fredenhagen

We explore the relation between the singleton and adjoint modules of higher-spin algebras via so(2,d) characters. In order to relate the tensor product of the singleton and its dual to the adjoint module, we consider a heuristic formula…

High Energy Physics - Theory · Physics 2018-08-01 Thomas Basile , Xavier Bekaert , Euihun Joung

In this paper, we design and analyze a Hybrid-High Order (HHO) approximation for a class of quasilinear elliptic problems of nonmonotone type. The proposed method has several advantages, for instance, it supports arbitrary order of…

Numerical Analysis · Mathematics 2021-11-01 Thirupathi Gudi , Gouranga Mallik , Tamal Pramanick

Hodge theorem and harmonic spinors are studied in a physics-oriented approach in the present paper. New mathematical results on the harmonic spinors are as follows. Harmonic spinors defined by partial differential operators could be of two…

General Physics · Physics 2025-08-20 S C Tiwari

Homotopy optimization is a traditional method to deal with a complicated optimization problem by solving a sequence of easy-to-hard surrogate subproblems. However, this method can be very sensitive to the continuation schedule design and…

Machine Learning · Computer Science 2023-07-25 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

We give a particular choice of the higher Eilenberg-MacLane maps by a recursive formula.This choice leads to a simple description of the homotopy operations for simplicial Z/2-algebras.

Algebraic Topology · Mathematics 2007-05-23 Marcel Bokstedt , Iver Ottosen

This work explores the tensor and combinatorial constructs underlying the linearised higher-order variational equations of a generic autonomous system along a particular solution. The main result of this paper is a compact yet explicit and…

Exactly Solvable and Integrable Systems · Physics 2015-02-11 Sergi Simon

Can the holographic principle be extended beyond the well known AdS/CFT correspondence? During the last couple of years there has been a substantial amount of research trying to find answers for this question. In this work we provide a…

High Energy Physics - Theory · Physics 2018-01-30 Stefan Prohazka , Max Riegler

The paper aims at the qualitative criterion of higher-spin locality. Perturbative analysis of the Vasiliev equations gives rise to the so-called $z$-dominated non-localities which nevertheless disappear from interaction vertices leaving the…

High Energy Physics - Theory · Physics 2023-05-31 V. E. Didenko , A. V. Korybut

The basic ideas of a homotopy-based multiple-variable method is proposed and applied to investigate the nonlinear interactions of periodic traveling waves. Mathematically, this method does not depend upon any small physical parameters at…

Fluid Dynamics · Physics 2011-08-01 Shijun Liao

There is studied problem on existence of solutions to non-homogeneous differential equation of higher even order. Similar problem arises while studying soliton and soliton-like solutions to partial differential equations of integrable type.…

Mathematical Physics · Physics 2018-01-25 Valerii H. Samoilenko , Yuliia I. Samoilenko

This is a survey. The main subject of this survey is the homotopical or homological nature of certain structures which appear in classical problems about groups, Lie rings and group rings. It is well known that the (generalized) dimension…

Group Theory · Mathematics 2021-11-02 Roman Mikhailov

The homotopy theory of small functors is a useful tool for studying various questions in homotopy theory. In this paper, we develop the homotopy theory of small functors from spectra to spectra, and study its interplay with…

Algebraic Topology · Mathematics 2015-11-25 Georg Biedermann , Boris Chorny

We propose a new approach in studying the planetary orbits and the perihelion precession in General Relativity by means of the Homotopy Perturbation Method (HPM).For this purpose, we give a brief review of the nonlinear geodesic equations…

General Relativity and Quantum Cosmology · Physics 2017-06-07 V. K. Shchigolev

We propose sparseGeoHOPCA, a novel framework for sparse higher-order principal component analysis (SHOPCA) that introduces a geometric perspective to high-dimensional tensor decomposition. By unfolding the input tensor along each mode and…

Numerical Analysis · Mathematics 2025-06-11 Renjie Xu , Chong Wu , Maolin Che , Zhuoheng Ran , Yimin Wei , Hong Yan

It is well known that the classical energetically consistent micropolar model has limits in simulating the frequency band structure of packed granular materials (see Merkel et al., 2011). It is here shown that if a standard continualization…

Soft Condensed Matter · Physics 2021-04-27 Andrea Bacigalupo , Luigi Gambarotta

Nonlinear higher-spin equations in four dimensions admit a closed two-form that defines a gauge-invariant global charge as an integral over a two-dimensional cycle. In this paper we argue that this charge gives rise to partitions depending…

High Energy Physics - Theory · Physics 2017-04-04 V. E. Didenko , N. G. Misuna , M. A. Vasiliev

Results on symplectic spinors and their higher spin versions, concerning representation theory and cohomology properties are presented. Exterior forms with values in the symplectic spinors are decomposed into irreducible modules including…

Differential Geometry · Mathematics 2017-08-08 Svatopluk Krýsl