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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…
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…
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…
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…
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…
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…
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…
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.
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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…
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…