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The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive…

Computational Finance · Quantitative Finance 2011-07-20 Antonis Papapantoleon , David Skovmand

Bilevel optimization aims to optimize an outer objective function that depends on the solution to an inner optimization problem. It is routinely used in Machine Learning, notably for hyperparameter tuning. The conventional method to compute…

Machine Learning · Computer Science 2024-02-27 Zhenzhang Ye , Gabriel Peyré , Daniel Cremers , Pierre Ablin

In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…

Optimization and Control · Mathematics 2016-02-01 Radu Ioan Bot , Ernö Robert Csetnek

Invoking increasingly higher dimension operators to encode novel UV physics in effective gauge and gravity theories traditionally means working with increasingly more finicky and difficult expressions. We demonstrate that local higher…

High Energy Physics - Theory · Physics 2021-01-04 John Joseph M. Carrasco , Laurentiu Rodina , Zanpeng Yin , Suna Zekioglu

An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in…

Numerical Analysis · Mathematics 2013-03-12 Emmanuil H. Georgoulis , Juha M. Virtanen

We describe the application of a novel approach for the reduction of scattering amplitudes, based on multivariate polynomial division, which we have recently presented. This technique yields the complete integrand decomposition for…

High Energy Physics - Phenomenology · Physics 2013-07-17 Pierpaolo Mastrolia , Edoardo Mirabella , Giovanni Ossola , Tiziano Peraro

High orders in perturbation theory can be calculated by the Lipatov method. For most field theories, the Lipatov asymptotics has the functional form c a^N \Gamma(N+b) (N is the order of perturbation theory); relative corrections to this…

High Energy Physics - Phenomenology · Physics 2010-01-18 D. A. Lobaskin , I. M. Suslov

We calculate the D-instanton corrections (with all D-instanton numbers) to the quantum moduli space metric of a single matter hypermultiplet with toric isometry, in the effective N=2 supergravity arising in type-IIA superstrings…

High Energy Physics - Theory · Physics 2010-11-19 Sergei V. Ketov

The two-center two-electron Coulomb and hybrid integrals arising in relativistic and nonrelativistic ab-initio calculations of molecules are evaluated over the non-integer Slater-type orbitals via ellipsoidal coordinates. These integrals…

Quantum Physics · Physics 2014-05-22 Ali Bağcı , Philip E. Hoggan

We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…

Numerical Analysis · Mathematics 2020-02-04 Adrien Laurent , Gilles Vilmart

The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…

Numerical Analysis · Mathematics 2013-11-18 Yuri Dimitrov

We study $\mathcal{N}=2$ supersymmetric Jackiw-Teitelboim (JT) gravity at finite temperature coupled to matter. The matter fields are related to superconformal primaries by AdS/CFT duality. Due to broken super reparametrisation invariance…

High Energy Physics - Theory · Physics 2022-11-09 Ruben Campos Delgado , Stefan Forste

We introduce a general approximation scheme in order to calculate gauge invariant observables in the canonical formulation of general relativity. Using this scheme we will show how the observables and the dynamics of field theories on a…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Bianca Dittrich , Johannes Tambornino

This is the second in a series of papers investigating the formulation of the simplified Dark Matter models with graviton mediators in cosmological backgrounds. We address here the crucial problem of the fundamental observable of interest,…

General Relativity and Quantum Cosmology · Physics 2019-01-28 Ion V. Vancea

In our previous work \cite{Feng:2013pba}, we have shown a curvaton model where the curvaton has a nonminimal derivative coupling to gravity. Such a coupling could bring us scale-invariance of the perturbations for wide range constant values…

High Energy Physics - Theory · Physics 2014-12-17 Kaixi Feng , Taotao Qiu

In the present paper 2-local derivations on various algebras of infinite dimensional matrix-valued functions on a compact are considered. It is proved that every 2-local derivation on such algebra is a derivation. Also we explain that the…

Operator Algebras · Mathematics 2015-09-21 Shavkat Ayupov , Farhodjon Arzikulov

A computing program in Matlab is given that computes amplitudes in scalar $\phi^3$ theory. The program is partitioned into several parts and a simple guide is given for its use.

General Physics · Physics 2007-05-23 Gordon Chalmers

We study a non-commutative deformation of general relativity based on spectral invariants of a partial differential operator acting on sections of a vector bundle over a smooth manifold. We compute the first non-commutative corrections to…

General Relativity and Quantum Cosmology · Physics 2011-02-17 Guglielmo Fucci , Ivan G. Avramidi

In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…

Numerical Analysis · Mathematics 2013-12-19 Shuvam Sen

A program for molecular calculations with B functions is reported and its performance is analyzed. All the one- and two-center integrals, and the three-center nuclear attraction integrals are computed by direct procedures, using previously…

Chemical Physics · Physics 2016-02-19 E. O. Steinborn , H. H. H. Homeier , I. Ema , R. Lopez , G. Ramirez