相关论文: The Bohl spectrum for nonautonomous differential e…
The space of call price functions has a natural noncommutative semigroup structure with an involution. A basic example is the Black--Scholes call price surface, from which an interesting inequality for Black--Scholes implied volatility is…
In this paper we provide a complete study of the spectrum of a constant coefficients differential operator on a scale of localized Sobolev spaces, $H^{s}_{loc}(I),$ which are Fr\'echet spaces. This is quite different from what we find in…
We study the semiclassical spectral theory of a one-dimensional Dirac operator describing waves at the interface between topologically distinct media. We derive a modified Bohr-Sommerfeld quantization condition for the squared operator via…
We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…
By means of a linear scaling of the variables we convert a singular bifurcation equation in $\R^n$ into an equivalent equation to which the classical implicit function theorem can be directly applied. This allows to deduce the existence of…
In this paper we give a smooth linearization theorem for nonautonomous difference equations with a nonuniform strong exponential dichotomy. The linear part of such a nonautonomous difference equation is defined by a sequence of invertible…
We introduce the periodic Airy-Schr\"odinger operator and we study its band spectrum. This is an example of an explicitly solvable model with a periodic potential which is not differentiable at its minima and maxima. We define a…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
We study non-elliptic quadratic differential operators. Quadratic differential operators are non-selfadjoint operators defined in the Weyl quantization by complex-valued quadratic symbols. When the real part of their Weyl symbols is a…
A general lattice Boltzmann (LB) model is proposed for solving nonlinear partial differential equations with the form $\partial_t \phi+\sum_{k=1}^{m} \alpha_k \partial_x^k \Pi_k (\phi)=0$, where $\alpha_k$ are constant coefficients, and…
These notes are meant as an introduction to the theory of nonlinear spectral theory. We will discuss the variational form of nonlninear eigenvalue problems and the corresponding non-linear Euler--Lagrange equations, as well as connections…
We use a quite concrete and simple realization of $\slq$ involving finite difference operators. We interpret them as derivations (in the non-commutative sense) on a suitable graded algebra, which gives rise to the double of the projective…
A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…
In this paper we study the asymptotic behavior of solutions for a non-local non-autonomous scalar quasilinear parabolic problem in one space dimension. Our aim is to give a fairly complete description of the the forwards asymptotic behavior…
We consider the Boltzmann operator for mixtures with cutoff Maxwellian, hard potentials, or hard spheres collision kernels. In a perturbative regime around the global Maxwellian equilibrium, the linearized Boltzmann multi-species operator…
In this article, the existence of the spectrum (the eigenvalues) for the nonlinear continuous operators acting in the Banach spaces is investigated. For the study, this question is used a different approach that allows the studying of all…
Fractional derivatives of Prabhakar type are capturing an increasing interest since their ability to describe anomalous relaxation phenomena (in dielectrics and other fields) showing a simultaneous nonlocal and nonlinear behaviour. In this…
A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes O(m^2n)…