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We consider the problem of the optimal trading strategy in the presence of a price predictor, linear trading costs and a quadratic risk control. The solution is known to be a band system, a policy that induces a no-trading zone in the…

数理金融 · 定量金融 2020-03-18 Joachim de Lataillade , Ayman Chaouki

This is a survey of some recent applications of Boolean valued analysis to operator theory and harmonic analysis. Under consideration are pseudoembedding operators, the noncommutative Wickstead problem, the Radon-Nikodym Theorem for…

泛函分析 · 数学 2015-02-18 A. G. Kusraev , S. S. Kutateladze

In this article we give a brief overview of some known results in the theory of obstacle-type problems associated with a class of fourth-order elliptic operators, and we highlight our recent work with collaborators in this direction.…

偏微分方程分析 · 数学 2024-01-23 Donatella Danielli , Alaa Haj Ali

The theory of one-sided coupled operator matrices, recently introduced by K.-J. Engel, is an abstract framework for concrete initial value problems and allows complete information on well-posedness, and stability of solutions. These notes…

偏微分方程分析 · 数学 2025-12-02 Marjeta Kramar , Delio Mugnolo , Rainer Nagel

The one-dimensional Hubbard model is integrable in the sense that it has an infinite family of conserved currents. We explicitly construct a ladder operator which can be used to iteratively generate all of the conserved current operators.…

强关联电子 · 物理学 2009-10-31 Jon Links , Huan-Qiang Zhou , Ross H. McKenzie , Mark D. Gould

We present general principles for the preservation of a.c. spectrum under weak perturbations. The Schrodinger operators on the strip and on the Caley tree (Bethe lattice) are considered.

数学物理 · 物理学 2007-05-23 Sergey A. Denisov

This is an expository paper intended to introduce the polynomial time lattice basis reduction algorithm first described by Arjen Lenstra, Hendrik Lenstra, and L\'aszl\'o Lov\'asz in 1982. We begin by introducing the shortest vector problem,…

数论 · 数学 2024-11-22 Alex Kalbach , Ted Chinburg

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

数值分析 · 数学 2009-11-30 Thomas Blumensath

As a continuation of the work on linear maps between operator algebras which preserve certain subsets of operators with finite rank, or corank, here we consider the problem inbetween, that is, we treat the question of preserving operators…

算子代数 · 数学 2007-05-23 Lajos Molnar

The notion of unboundedly order converges has been recieved recently a particular attention by several authors. The main result of the present paper shows that the notion is efficient and deserves that care. It states that a vector lattice…

泛函分析 · 数学 2017-10-10 Youssef Azouzi

The problem of ordering operators has afflicted quantum mechanics since its foundation. Several orderings have been devised, but a systematic procedure to move from one ordering to another is still missing. The importance of establishing…

量子物理 · 物理学 2023-05-25 Luca Ferialdi

The Densest Subgraph Problem requires to find, in a given graph, a subset of vertices whose induced subgraph maximizes a measure of density. The problem has received a great deal of attention in the algorithmic literature since the early…

数据结构与算法 · 计算机科学 2024-04-19 Tommaso Lanciano , Atsushi Miyauchi , Adriano Fazzone , Francesco Bonchi

We consider arbitrary splits of field operators into two parts, and use the corresponding definition of normal ordering introduced by Evans and Steer. In this case the normal ordered products and contractions have none of the special…

高能物理 - 唯象学 · 物理学 2016-09-06 T. S. Evans , T. W. B. Kibble , D. A. Steer

We discuss how to generalize a Dirac operator such that the solution of a Dirac equation is of bounded variation rather than continuous. We build the spectral theory for generalized Dirac operators and discuss the connection between them…

谱理论 · 数学 2025-08-13 Jie Zeng

This paper is based on MacColl's [1] solution of the equation of motion for a linear (harmonic) oscillator subject to the laws of special relativity in the rest frame of the center of attraction. MacColl's result can be extended to the…

经典物理 · 物理学 2017-12-14 Robert L. Anderson

This work provides a complete characterization of the solutions of a linear interpolation problem for vector polynomials. The interpolation problem consists in finding n scalar polynomials such that an equation involving a linear…

经典分析与常微分方程 · 数学 2015-06-24 Mikhail Kudryavtsev , Sergio Palafox , Luis O. Silva

We study extensions of the classic \emph{Line Cover} problem, which asks whether a set of $n$ points in the plane can be covered using $k$ lines. Line Cover is known to be NP-hard, and we focus on two natural generalizations. The first is…

Lipschitz continuity of algorithms, introduced by Kumabe and Yoshida (FOCS'23), measures the stability of an algorithm against small input perturbations. Algorithms with small Lipschitz continuity are desirable, as they ensure reliable…

数据结构与算法 · 计算机科学 2025-07-01 Tatsuya Gima , Soh Kumabe , Yuichi Yoshida

For a given set of intervals on the real line, we consider the problem of ordering the intervals with the goal of minimizing an objective function that depends on the exposed interval pieces (that is, the pieces that are not covered by…

数据结构与算法 · 计算机科学 2011-12-05 Christoph Dürr , Maurice Queyranne , Frits C. R. Spieksma , Fabrice Talla Nobibon , Gerhard J. Woeginger

All the spaces considered are over $\bbc$. $Z$ represents any Banach space, $L(Z)$ the space of all the bounded operators on $Z$, and $H$ any Hilbert space. We will prove that for any unital proper weakly closed subalgebra (upwcsa)…

综合数学 · 数学 2013-08-27 Shamim I. Ansari