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3.0
Jun 30, 2018
06/18
by
Frederic Legoll; William Minvielle
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We consider a variance reduction approach for the stochastic homogenization of divergence form linear elliptic problems. Although the exact homogenized coefficients are deterministic, their practical approximations are random. We introduce a control variate technique to reduce the variance of the computed approximations of the homogenized coefficients. Our approach is based on a surrogate model inspired by a defect-type theory, where a perfect periodic material is perturbed by rare defects....
Topics: Mathematics, Numerical Analysis, Probability
Source: http://arxiv.org/abs/1407.8029
7
7.0
Jun 30, 2018
06/18
by
Leandro Cagliero; Fernando Szechtman
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Let ${\mathfrak g}$ be a finite dimensional Lie algebra over a field of characteristic 0, with solvable radical ${\mathfrak r}$ and nilpotent radical ${\mathfrak n}=[{\mathfrak g},{\mathfrak r}]$. Given a finite dimensional ${\mathfrak g}$-module $U$, its nilpotency series $ 0\subset U({\mathfrak n}^1)\subset\cdots\subset U({\mathfrak n}^m)=U$ is defined so that $U({\mathfrak n}^1)$ is the 0-weight space of ${\mathfrak n}$ in $U$, $U({\mathfrak n}^2)/U({\mathfrak n}^1)$ is the 0-weight space of...
Topics: Mathematics, Representation Theory
Source: http://arxiv.org/abs/1407.8125
5
5.0
Jun 30, 2018
06/18
by
Fernando Cordero; Lavinia Perez-Ostafe
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We study the arbitrage opportunities in the presence of transaction costs in a sequence of binary markets approximating the fractional Black-Scholes model. This approximating sequence was constructed by Sottinen and named fractional binary markets. Since, in the frictionless case, these markets admit arbitrage, we aim to determine the size of the transaction costs needed to eliminate the arbitrage from these models. To gain more insight, we first consider only 1-step trading strategies and we...
Topics: Probability, Mathematics, Quantitative Finance, Pricing of Securities
Source: http://arxiv.org/abs/1407.8068
4
4.0
Jun 30, 2018
06/18
by
Anna M. Barry; F. Hajir; P. G. Kevrekidis
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In this work, we construct suitable generating functions for vortices of alternating signs in the realm of Bose-Einstein condensates. In addition to the vortex-vortex interaction included in earlier fluid dynamics constructions of such functions, the vortices here precess around the center of the trap. This results in the generating functions of the vortices of positive charge and of negative charge satisfying a modified, so-called, Tkachenko differential equation. From that equation, we...
Topics: Nonlinear Sciences, Quantum Gases, Mathematics, Pattern Formation and Solitons, Mathematical...
Source: http://arxiv.org/abs/1407.7965
3
3.0
Jun 30, 2018
06/18
by
Farhad A. Goodarzi; Daewon Lee; Taeyoung Lee
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We derived a coordinate-free form of equations of motion for a complete model of a quadrotor UAV with a payload which is connected via a flexible cable according to Lagrangian mechanics on a manifold. The flexible cable is modeled as a system of serially-connected links and has been considered in the full dynamic model. A geometric nonlinear control system is presented to exponentially stabilize the position of the quadrotor while aligning the links to the vertical direction below the...
Topics: Mathematics, Optimization and Control
Source: http://arxiv.org/abs/1407.8164
5
5.0
Jun 30, 2018
06/18
by
Franziska Jahnke; Jochen Koenigsmann
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Admitting a non-trivial $p$-henselian valuation is a weaker assumption on a field than admitting a non-trivial henselian valuation. Unlike henselianity, $p$-henselianity is an elementary property in the language of rings. We are interested in the question when a field admits a non-trivial 0-definable $p$-henselian valuation (in the language of rings). We give a classification of elementary classes of fields in which the canonical $p$-henselian valuation is uniformly 0-definable. We then apply...
Topics: Mathematics, Logic, Commutative Algebra
Source: http://arxiv.org/abs/1407.8156
4
4.0
Jun 30, 2018
06/18
by
Friedrich Knop; Bernhard Krötz; Eitan Sayag; Henrik Schlichtkrull
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We apply the local structure theorem and the polar decomposition to a real spherical space Z=G/H and control the volume growth on Z. We define the Harish-Chandra Schwartz space on Z. We give a geometric criterion to ensure $L^p$-integrability of matrix coefficients on Z.
Topics: Mathematics, Representation Theory
Source: http://arxiv.org/abs/1407.8006
