Related papers: Discrete Spinning Tops -- Difference equations for…
We investigate two hedging problems in exponential L\'evy models. First, we provide an explicit representation for the F\"ollmer--Schweizer decomposition of European type options under mild conditions, which implies a closed-form expression…
In this paper we study a discrete variational optimal control problem for the rigid body. The cost to be minimized is the external torque applied to move the rigid body from an initial condition to a pre-specified terminal condition.…
We propose three iterative methods for solving the Moser-Veselov equation, which arises in the discretization of the Euler-Arnold differential equations governing the motion of a generalized rigid body. We start by formulating the problem…
The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…
This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum wave equations so that important properties of the continuum that are proved using vector calculus can be proven in an analogous…
We introduce the discrete time version of the spin Calogero-Moser system. The equations of motion follow from the dynamics of poles of rational solutions to the matrix KP hierarchy with discrete time. The dynamics of poles is derived using…
Discontinuous Galerkin methods of higher order are applied as temporal discretizations for the transient Navier--Stokes equations. The spatial discretization based on inf-sup stable pairs of finite element spaces is stabilised using a…
An integrable deformation of the known integrable model of two interacting p-dimensional and q-dimensional spherical tops is considered. After reduction this system gives rise to the generalized Lagrange and the Kowalevski tops. The…
We consider an integrable three-dimensional system of ordinary differential equations introduced by S.V. Kovalevskaya in a letter to G. Mittag-Leffler. We prove its isomorphism with the three-dimensional Euler top, and propose two…
A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…
Matched pairs of Lie groupoids and Lie algebroids are studied. Discrete Euler-Lagrange equations are written for the matched pairs of Lie groupoids. As such, a geometric framework to analyse a discrete system by decomposing it into two…
This paper considers the numerical treatment of the time-dependent Gross-Pitaevskii equation. In order to conserve the time invariants of the equation as accurately as possible, we propose a Crank-Nicolson-type time discretization that is…
We present a unified analysis for a family of variational time discretization methods, including discontinuous Galerkin methods and continuous Galerkin-Petrov methods, applied to non-stiff initial value problems. Besides the…
Discretizations of the Bogoyavlensky lattices are introduced, belonging to the same hierarchies as the continuous--time systems. The construction exemplifies the general scheme for integrable discretization of systems on Lie algebras with…
We propose the systematic construction of classical and quantum two dimensional space-time lattices primarily based on algebraic considerations, i.e. on the existence of associated r-matrices and underlying spatial and temporal classical…
Time-variant standard Sylvester-conjugate matrix equations are presented as early time-variant versions of the complex conjugate matrix equations. Current solving methods include Con-CZND1 and Con-CZND2 models, both of which use ode45 for…
In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…
We investigate the temporal accuracy of two generalized-$\alpha$ schemes for the incompressible Navier-Stokes equations. The conventional approach treats the pressure with the backward Euler method while discretizing the remainder of the…
We consider two discrete models for the Euler equation describing incompressible fluid dynamics. These models are infinite coupled systems of ODEs for the functions $u_j$ which can be thought of as wavelet coefficients of the fluid…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…