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An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometric functions. Simulations based on this Modified Brownian…

Pricing of Securities · Quantitative Finance 2015-07-09 Gurjeet Dhesi , Muhammad Bilal Shakeel , Ling Xiao

A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.

Probability · Mathematics 2022-01-11 Khoa Lê

In this paper, we consider non developable ruled surface with spacelike ruling, timelike ruling, respectively. We give the relations between the structure functions with the curvature and torsion of the striction line of the timelike and…

Differential Geometry · Mathematics 2014-03-06 Fatma Guler , Emin Kasap

In this paper, we explore some links between transforms derived by Stein's method and concentration inequalities. In particular, we show that the stochastic domination of the zero bias transform of a random variable is equivalent to…

Probability · Mathematics 2022-11-24 Santiago Arenas-Velilla , Emilien Joly

We review some techniques from non-linear analysis in order to investigate critical paths for the action functional in the calculus of variations applied to physics. Previous attempts to analyse when these are minima ex- ist, but mainly…

Mathematical Physics · Physics 2013-03-22 E. López , A. Molgado , J. A. Vallejo

Since the seminal work of Marzari and Vanderbilt, maximally localized Wannier functions have become widely used as a real-space representation of the electronic structure of periodic materials. In this paper we introduce selectively…

Strongly Correlated Electrons · Physics 2016-04-08 Runzhi Wang , Emanuel A. Lazar , Hyowon Park , Andrew J. Millis , Chris A. Marianetti

The canonical partition function approach was designed to avoid the overlap problem that affects the lattice simulations of nuclear matter at high density. The method employs the projections of the quark determinant on a fix quark number…

High Energy Physics - Lattice · Physics 2010-01-21 Xiangfei Meng , Anyi Li , Andrei Alexandru , Keh-Fei Liu

We study integral representations of random variables with respect to general H\"older continuous processes and with respect to two particular cases; fractional Brownian motion and mixed fractional Brownian motion. We prove that arbitrary…

Probability · Mathematics 2014-05-01 Georgiy Shevchenko , Lauri Viitasaari

The paper is devoted to the study, characterizations, and applications of variational convexity of functions, the property that has been recently introduced by Rockafellar together with its strong counterpart. First we show that these…

Optimization and Control · Mathematics 2023-01-30 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

This work presents global random walk approximations of solutions to one-dimensional Stefan-type moving-boundary problems. We are particularly interested in the case when the moving boundary is driven by an explicit representation of its…

Numerical Analysis · Mathematics 2024-10-17 Nicolae Suciu , Surendra Nepal , Yosief Wondmagegne , Magnus Ögren , Adrian Muntean

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matrices. Their properties, especially, the properties of their…

Probability · Mathematics 2021-09-28 Jian Song , Jianfeng Yao , Wangjun Yuan

A numerical algorithm for mean curvature flow of closed mean convex surfaces with surgery is proposed. The method uses a finite element based mean curvature flow algorithm based on a coupled partial differential equation system which…

Numerical Analysis · Mathematics 2023-09-22 Balázs Kovács

We consider the linear and quadratic higher order terms associated to the response of the statistical properties of a dynamical system to suitable small perturbations. These terms are related to the first and second derivative of the…

Dynamical Systems · Mathematics 2020-02-12 Stefano Galatolo , Julien Sedro

We introduce a new Symanzik improved action by adding a 2x2 plaquette in such a way that the Feynman rules in the covariant gauge simplify. We call this the square Symanzik action. Some comparisons with the continuum and the standard Wilson…

High Energy Physics - Lattice · Physics 2008-11-26 Margarita Garcia Perez , Jeroen Snippe , Pierre van Baal

Dual maps have been introduced as a generalization to higher dimensions of word substitutions and free group morphisms. In this paper, we study the action of these dual maps on particular discrete planes and surfaces -- namely stepped…

Discrete Mathematics · Computer Science 2016-08-23 Valérie Berthé , Thomas Fernique

We analyze a model of hypercubic random surfaces with an extrinsic curvature term in the action. We find a first order phase transition at finite coupling separating a branched polymer from a stable flat phase.

High Energy Physics - Lattice · Physics 2007-05-23 S. Bilke

We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We show that random rough differential equations driven by such…

Probability · Mathematics 2016-12-07 Ismael Bailleul , Sebastian Riedel , Michael Scheutzow

We generate random functions locally via a novel generalization of Dyson Brownian motion, such that the functions are in a desired differentiability class, while ensuring that the Hessian is a member of the Gaussian orthogonal ensemble…

High Energy Physics - Theory · Physics 2015-03-11 Thorsten Battefeld , Chirag Modi

We compute the third order gauge invariant action for scalar-graviton interactions in the Jordan frame. We demonstrate that the gauge invariant action for scalar and tensor perturbations on one physical hypersurface only differs from that…

General Relativity and Quantum Cosmology · Physics 2015-06-15 Tomislav Prokopec , Jan Weenink