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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Monotonicity of the second Neumann eigenfunction in symmetry domain
对称域 第二个 诺依曼特征函数 单调性
2023/4/18
Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach
interest rate models callable bonds options embedded in bonds optimal stopping stochastic games eigenfunction expansions option pricing stochastic time changes
2012/9/14
We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versi...
Exact solution for eigenfunction statistics at the center-of-band anomaly in the Anderson localization model
Exact solution for eigenfunction statistics Anderson localization model
2010/11/24
An exact solution is found for the problem of the center-of-band (E = 0) anomaly in the one-
dimensional (1D) Anderson model of localization. By deriving and solving an equation for the
generating f...
Commensurability effects in one-dimensional Anderson localization: anomalies in eigenfunction statistics
Commensurability effects eigenfunction statistics
2010/11/18
The one-dimensional (1d) Anderson model (AM), i.e. a tight-binding chain with uncorrelated Gaussian disorder in the on-site energies, has statistical anomalies at any rational point f = 2a E , where ...
Eigenfunction localization for the 2D periodic Schrödinger operator
Eigenfunction localization 2D periodic Schrö dinger operator
2010/11/30
We prove that for any fixed trigonometric polynomial potential satisfying a genericity condition, the spectrum of the two dimension periodic Schr¨odinger operator has finite multiplicity and the Fouri...
The nodal line of the second eigenfunction of the Robin Laplacian in $\mathbb{R}^2$ can be closed
Laplacian eigenfunction nodal line Robin boundary
2010/12/13
We construct a multiply connected domain in R2 for which the second eigenfunction of the Laplacian with Robin boundary condi-tions has an interior nodal line. In the process, we adapt a bound of Donne...