相关论文: Instabilities of Super-Time-Stepping Methods on th…
In recent years, the class of energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) has been devised for numerically solving Hamiltonian problems. In this short note, we study their natural formulation as…
This paper presents an analysis approach to finite-time attraction in probability concerns with nonlinear systems described by nonlinear random differential equations (RDE). RDE provide meticulous physical interpreted models for some…
A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…
We study the late time flow structure of Richtmyer-Meshkov instability. Recent numerical work has suggested a self-similar collapse of the development of this instability at late times, independent of the initial surface profile. Using the…
In the following we consider a 2-dimensional system of ODE's containing quasiperiodic terms. The system is proposed as an extension of Mathieu-type equations to higher dimensions, with emphasis on how resonance between the internal…
We consider the stochastic volatility model obtained by adding a compound Hawkes process to the volatility of the well-known Heston model. A Hawkes process is a self-exciting counting process with many applications in mathematical finance,…
When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity…
Stability of radial and nonradial oscillations of massive supergiants is discussed. The kappa-mechanism and strange-mode instability exciteoscillations having various periods in wide ranges of the upper part of the HR diagram. In addition,…
We introduce a class of randomly time-changed fast mean-reverting stochastic volatility models and, using spectral theory and singular perturbation techniques, we derive an approximation for the prices of European options in this setting.…
The finite-size behaviours of the homogeneous sine-Gordon models are analysed in detail, using the thermodynamic Bethe ansatz. Crossovers are observed which allow scales associated with both stable and unstable quantum particles to be…
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…
This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…
We study the stability properties of the Kidder-Scheel-Teukolsky (KST) many-parameter formulation of Einstein's equations for weak gravitational waves on flat space-time from a continuum and numerical point of view. At the continuum,…
The Euler-Lagrange equations for the variational approach to the Seiberg-Witten equations always admit reducible solutions. In this context, the existence of unstable reducible solutions is achieved by assuming the existence of a parallel…
We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…
We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process…
It is argued that the newly introduced moments of rapidity gaps for the event-by-event fluctuations depends on the number of events and multiplicity. The interesting ones of them are unstable under ISR energies of h-h collisions. The…
The possible instabilities in a running superfluid has been a long-time historical problem since first studied by L. P. Landau. By constructing effective actions in terms of suitable order parameters, we revisit this outstanding open…
A method to quantify robust performance for situations where structured parameter variations and initial state errors rather than extraneous disturbances are the main performance limiting factors is presented. The approach is based on the…
The double Heston model is one of the most popular option pricing models in financial theory. It is applied to several issues such that risk management and volatility surface calibration. This paper deals with the problem of global…