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A recursive robust Bayesian estimation in partially observed financial market

Jianhui Huang (2007)

Applicationes Mathematicae

I propose a nonlinear Bayesian methodology to estimate the latent states which are partially observed in financial market. The distinguishable character of my methodology is that the recursive Bayesian estimation can be represented by some deterministic partial differential equation (PDE) (or evolution equation in the general case) parameterized by the underlying observation path. Unlike the traditional stochastic filtering equation, this dynamical representation is continuously dependent on the...

A reduced model for domain walls in soft ferromagnetic films at the cross-over from symmetric to asymmetric wall types

Lucas Döring, Radu Ignat, Felix Otto (2014)

Journal of the European Mathematical Society

We study the Landau-Lifshitz model for the energy of multi-scale transition layers – called “domain walls” – in soft ferromagnetic films. Domain walls separate domains of constant magnetization vectors m α ± 𝕊 2 that differ by an angle 2 α . Assuming translation invariance tangential to the wall, our main result is the rigorous derivation of a reduced model for the energy of the optimal transition layer, which in a certain parameter regime confirms the experimental, numerical and physical predictions: The...

A Reduced Model for Flame-Flow Interaction

P. Gordon, M. Frankel, G. Sivashinsky (2010)

Mathematical Modelling of Natural Phenomena

The paper is concerned with an extension of the classical relation between the flame speed and the curvature-flow stretch, valid only for high Lewis numbers (diffusively stable flames). At low Lewis numbers the corresponding flame-flow system suffers short-wavelength instability, making the associated initial value problem ill-posed. In this study the difficulty is resolved by incorporation of higher-order effects. As a result one ends up with a reduced model based on a coupled system of second-order...

A refinement of the radial Pohozaev identity

Florin Catrina (2010)

Mathematica Bohemica

In this article we produce a refined version of the classical Pohozaev identity in the radial setting. The refined identity is then compared to the original, and possible applications are discussed.

A regularity criterion for the 2D MHD and viscoelastic fluid equations

Zhuan Ye (2015)

Annales Polonici Mathematici

This paper is dedicated to a regularity criterion for the 2D MHD equations and viscoelastic equations. We prove that if the magnetic field B, respectively the local deformation gradient F, satisfies B , F L q ( 0 , T ; L p ( ² ) ) for 1/p + 1/q = 1 and 2 < p ≤ ∞, then the corresponding local solution can be extended beyond time T.

A regularity result for a convex functional and bounds for the singular set

Bruno De Maria (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we prove a regularity result for local minimizers of functionals of the Calculus of Variations of the type Ω f ( x , D u ) d x where Ω is a bounded open set in n , u∈ W loc 1 , p (Ω; N ), p> 1, n≥ 2 and N≥ 1. We use the technique of difference quotient without the usual assumption on the growth of the second derivatives of the function f. We apply this result to give a bound on the Hausdorff dimension of the singular set of minimizers.

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