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A Discrete Weighted Helmholtz Decomposition and Applications to Non-overlapping Domain Decomposition for Saddle-point Maxwell Systems with Jumps in Coefficients
Maxwell's equations N秂d秂lec 痭ite elements weighted Helmholtz decom-position domain decomposition saddle-point system, preconditioners, condition number
2012/8/8
We shall establish a discrete weighted Helmholtz decomposition in edge element
spaces, which is stable uniformly with respect to the jumps in the discontinuous weight
function. The stable decomposit...
Exponential Stability of Impulsive Stochastic Delay Partial Differential Equations with Poisson Jumps
impulsive stochastic differential equation exponential stability mild solution Poisson jumps
2012/9/24
Up to now, the stability problem of mild solution for the impulsive stochastic system with Poisson jumps has not been solved. In this paper, based on fixed point theory, the stability of mild solution...
Asymptotics of the Invariant Measure in Mean Field Models with Jumps
decoupling approximation fluid limit invariant measure McKean-Vlasov equation mean field limit small noise limit
2011/9/16
Abstract: We consider the asymptotics of the invariant measure for the process of the spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects th...
Binary jumps in continuum. II. Non-equilibrium process and a Vlasov-type scaling limit
continuous system binary jumps non-equilibrium dynamics correlation functions scaling limit Vlasov scaling Poisson measure
2011/9/15
Abstract: Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pai...
Stability of Impulsive Stochastic Partial Delay Differential Equations with Markovian Jumps
impulse mild solution asymptotical stability Markovian jumps
2012/9/26
Based on the fixed point theory, the asymp totical stability of mild solution to impulsive stochastic partial differential equations with infinite delays and Markovian jumps is studied. In addition, s...
Comparison principles for integro-differential equations with L{é}vy operators - the case of spacial depending jumps -
Integro-differential equation L´ evy-Ito Operator Compari-son principle
2011/1/21
A comparison principle for the integro-differential equation with the L´evy operator corresponding to the spacial depending jump process is presented in this paper. The jump (x, z) at a point x...
SUSY Jumps Out of Superspace in the Supersymmetric Standard Model
SUSY Jumps Out Superspace Supersymmetric Standard Model
2011/3/3
The supersymmetric standard model (SSM) appears to be firmly grounded in superspace.For example, it would be natural to assume that all the physically important composite operators can be made by comb...
Carleman estimates for elliptic operators with jumps at an interface: Anisotropic case and sharp geometric conditions
Carleman estimate elliptic operator non-smooth coecient quasimode
2011/2/21
We consider a second-order selfadjoint elliptic operator with an anisotropic di usion matrix having a jump across a smooth hypersurface. We prove the existence of a weight-function such that a Carlema...
On the distribution of exponential functionals for Levy processes with jumps of rational transform
exponential functionals Levy processes rational transform
2010/11/22
We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou o...
Escape from the potential well: competition between long jumps and long waiting times
potential well competition between long jumps long waiting times
2010/12/15
Within a concept of the fractional diffusion equation and subordination, the paper examines the
influence of a competition between long waiting times and long jumps on the escape from the poten-tial ...
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
cosine law stochastic billiard Knudsen random wal random medium random walk in random environment unbounded
2010/11/26
We consider a random walk in a stationary ergodic environment
in Z, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of s...
Error bounds for small jumps of Lévy processes and financial applications
Approximation of small jumps L´ evy processes Skorokhod embedding
2010/12/16
The pricing of exotic options in exponential L´evy models amounts to the computation of expectations of functionals of the whole path of a L´evy process. In many situations, Monte-Carlo me...
Locally Perturbed Random Walks with Unbounded Jumps
Random walk local impurities infinite horizon weak convergence Brownian motion local limit theorem
2010/12/8
In [17], D. Szász and A. Telcs have shown that for the diffusively scaled,simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if d ≥ 2.
We consider a stochastic volatility model with L´evy jumps for a log-return pro-cess Z = (Zt)t≥0 of the form Z = U +X, where U = (Ut)t≥0 is a classical stochastic volatility process and X = (Xt)...
We prove a strong form of the motivic monodromy conjecture for abelian varieties, by showing that the order of the unique pole of the motivic zeta function is equal to the size of the maximal Jordan b...