Low regularity well-posedness for the one-dimensional Dirac-Klein-Gordon system.
Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
2000 Mathematics Subject Classification: 65M06, 65M12.In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and low volatility options. Discontinuities in the initial conditions require applying nonstandard non-oscillating finite difference schemes such as the exponentially fitted finite difference schemes suggested by D. Duffy and the Crank-Nicolson variant...
Low-Dimensional Description of Pulses under the Action of Global Feedback Control
The influence of a global delayed feedback control which acts on a system governed by a subcritical complex Ginzburg-Landau equation is considered. The method based on a variational principle is applied for the derivation of low-dimensional evolution models. In the framework of those models, one-pulse and two-pulse solutions are found, and their linear stability analysis is carried out. The application of the finite-dimensional model allows to reveal...
Lower and upper bounds for the Rayleigh conductivity of a perforated plate
Lower and upper bounds for the Rayleigh conductivity of a perforation in a thick plate are usually derived from intuitive approximations and by physical reasoning. This paper addresses a mathematical justification of these approaches. As a byproduct of the rigorous handling of these issues, some improvements to previous bounds for axisymmetric holes are given as well as new estimates for tilted perforations. The main techniques are a proper use of the Dirichlet and Kelvin variational principlesin...
Lq - Lr estimates for solutions of the nonstationary Stokes equations in an exterior domain and the Navier-Stokes initial value problems in Lq spaces.
Lyapunov control of a quantum particle in a decaying potential