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A POSTERIORI ERROR ANALYSIS FOR PARABOLIC VARIATIONAL INEQUALITIES
variational inequality American option pricing
2015/12/11
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω ⊂ Rd with a continuous piecewise smooth obstacle.
...
Asymptotic Analysis of Subcritical Hopf-Homoclinic Bifurcation
Hopf-Homoclinic Bifurcation Asymptotic
2015/8/25
termined by the coincidence of a subcritical Hopf bifurcation with a homoclinic orbit
of the Hopf equilibrium. Our work is motivated by our previous analysis of a
Hodgkin-Huxley neuron model which p...
We describe a frameworkfor multiscale image analysis in which line
segments play a role analogous to the role played by points in wavelet analysis.
The frameworkhas 5 key components.
ON THE DISTRIBUTION OF THE LARGEST EIGENVALUE IN PRINCIPAL COMPONENTS ANALYSIS
LARGEST EIGENVALUE PRINCIPAL COMPONENTS
2015/8/20
Let x1 denote the square of the largest singular value of an n × p
matrix X, all of whose entries are independent standard Gaussian varates. Equivalently, x1 is the largest principal component vari...
Three lectures on Algebraic Microlocal Analysis
Three lectures Algebraic Microlocal Analysis Algebraic Geometry
2012/6/27
These three lectures present some fundamental and classical aspects of microlocal analysis. Starting with the Sato's microlocalization functor and the microsupport of sheaves, we then construct a micr...
Harmonic analysis and the Riemann-Roch theorem
Harmonic analysis the Riemann-Roch theorem Algebraic Geometry
2011/8/23
Abstract: This paper is a continuation of papers: arXiv:0707.1766 [math.AG] and arXiv:0912.1577 [math.AG]. Using the two-dimensional Poisson formulas from these papers and two-dimensional adelic theor...