Related papers: Instabilities of explicit finite difference scheme…
In this paper we present a MATLAB version of a non-standard finite difference scheme for the numerical solution of the perpetual American put option models of financial markets. These models can be derived from the celebrated Black-Scholes…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
In this paper, we present a numerical strategy to check the strong stability (or GKS-stability) of one-step explicit finite difference schemes for the one-dimensional advection equation with an inflow boundary condition. The strong…
Ghosts have been a stumbling block in the development of a UV complete quantum field theory for gravity. We discuss how difficulties associated with ghosts are overcome in the context of 0+1d QFT. Obtaining a probability interpretation is…
We report symmetry-breaking and restoring bifurcations of solitons in a fractional Schr\"{o}dinger equation with the cubic or cubic-quintic (CQ) nonlinearity and a parity-time (PT)-symmetric potential, which may be realized in optical…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
We compute the ghost anomalous dimension within the asymptotic-safety scenario for quantum gravity. For a class of covariant gauge fixings and using a functional RG scheme, the anomalous dimension $\eta_c$ is negative, implying an improved…
We explore the real solutions to the Spherical Collapse Model in a non-flat Universe with a Cosmological Constant, and observe a possible situation for a fake or Ghost Collapse, in which an expanding overdense spherical region, turns around…
Continuing the study of Hamiltonian pseudo-rotations of projective spaces, we focus on the conjecture that the fixed-point data set (the actions and the linearized flows at one-periodic orbits) of a pseudo-rotation exactly matches that data…
Ghost fields have reemerged in a handful of phenomenologically motivated cosmological and particle physics scenarios, and most recently in a cyclic mechanism to address the fine-tuning of gauge couplings in the standard model. We study the…
We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
In financial mathematics, it is a typical approach to approximate financial markets operating in discrete time by continuous-time models such as the Black Scholes model. Fitting this model gives rise to difficulties due to the discrete…
The main purpose of the current paper is to contribute towards the comprehension of the dynamics of the shadow system of a singular Gierer-Meinhardt model on an isotropically evolving domain. In the case where the inhibitor's response to…
In this lecture, I explain the gauge-invariant formulation for perturbations of background spacetimes with untwisted homologous Einstein fibres, which include lots of practically important spacetimes such as static black holes, static black…
The aim of this paper is to investigate the response of this system/scheme in terms of stability in presence of explicitly treated residual terms, as it inevitably occurs in the reality of NWP. This sudy is restricted to the impact of…
We report the observation of a long-lived non-stationary state of light in a single-mode optical cavity. The observed state is a ghost of a saddle-node bifurcation which creates a bottleneck in phase space. While such ghosts are known to…