Well-posed constraint-preserving boundary conditions for the AA formulation of Einstein's equations

In this paper, we address the problem of artificial boundary conditions for the symmetric linearized hyperbolic formulation of Einstein's equations introduced in [A.M. Alekseenko, D.N. Arnold, New first-order formulation for the Einstein equations, Phys. Rev. D (3) 68 (6) (2003) 064013, 6 pp.]. We prescribe simple boundary conditions that make the problem well-posed and preserve the constraints.     

Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure

We study the following stochastic differential delay equations driven by Poisson random jump measure

     

A wavelet operational method for solving fractional partial differential equations numerically

Fractional calculus is an extension of derivatives and integrals to non-integer orders, and a partial differential equation involving the fractional calculus operators is called the fractional PDE. They have many applications in science and engineering. However not only the analytical solution existed for a limited number of cases, but also the numerical methods are very complicated and difficult. In this paper, we newly establish the simulation method based on the operational matrices of the orthogonal functions. We formulate the operational matrix of integration in a unified framework. By using the operational matrix of integration, we propose a new numerical method for linear fractional partial differential equation solving. In the method, we (1) use the Haar wavelet; (2) establish a Lyapunov-type matrix equation; and (3) obtain the algebraic equations suitable for computer programming. Two examples are given to demonstrate the simplicity, clarity and powerfulness of the new method.     

A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

In this note, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay (INSFDEs in short) in which the initial value belongs to the phase space BC((-∞,0]R^d), which denotes the family of bounded continuous R^d-value functions φ defined on (-∞,0] with norm ||φ||=sup_-∞<θ?0|φ(θ)|, under some Carathéodory-type conditions on the coefficients by means of the successive approximation. Especially, we extend the results appeared in Ren et al. [Y. Ren, S. Lu, N. Xia, Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay, J. Comput. Appl. Math. 220 (2008) 364-372], Ren and Xia [Y. Ren, N. Xia, Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay, Appl. Math. Comput. 210 (2009) 72-79] and Zhou and Xue [S. Zhou, M. Xue, The existence and uniqueness of the solutions for neutral stochastic functional differential equations with infinite delay, Math. Appl. 21 (2008) 75-83].     

Oscillation for a second-order neutral differential equation with impulses

We consider a certain type of second-order neutral delay differential systems and we establish two results concerning the oscillation of solutions after the system undergoes controlled abrupt perturbations (called impulses). As a matter of fact, some particular non-impulsive cases of the system are oscillatory already. Thus, we are interested in finding adequate impulse controls under which our system remains oscillatory.     

The generalization of the generalized Al-Oboudi differential operator

In this paper, firstly we define the generalization of the generalized Al-Oboudi differential operator. Then we also define new classes of analytic and p-valently starlike and convex functions with complex order by means of this new general differential operator. Our main purpose is to determine coefficient bounds for functions in certain subclasses of this classes, which are introduced here by means of a family of nonhomogeneous Cauchy-Euler differential equations. Relevant connections of some of the results obtained with those in earlier works are also provided.     

Solving integro-differential equations with Cauchy kernel

A simple method for solving the Fredholm singular integro-differential equations with Cauchy kernel is proposed based on a new reproducing kernel space. Using a transformation and modifying the traditional reproducing kernel method, the singular term is removed and the analytical representation of the exact solution is obtained in the form of series in the new reproducing kernel space. The advantage of the approach lies in the fact that, on the one hand, by improving the definition of traditional inner product, the representation of new reproducing kernel function becomes simple and requirement for image space of operator is weakened comparing with traditional reproducing kernel method; on the other hand, the approximate solution and its derivatives converge uniformly to the exact solution and its derivatives. Some examples are displayed to demonstrate the validity and applicability of the proposed method.     

Delay-dependent stability of symmetric schemes in Boundary Value Methods for DDEs

We consider the symmetric schemes in Boundary Value Methods (BVMs) applied to delay differential equations y^′(t)=ay(t)+by(t-τ) with real coefficients a and b. If the numerical solution tends to zero whenever the exact solution does, the symmetric scheme with (k₁+m,k₂)-boundary conditions is called τ_k1,k2(0)-stable. Three families of symmetric schemes, namely the Extended Trapezoidal Rules of first (ETRs) and second (ETR₂s) kind, and the Top Order Methods (TOMs), are considered in this paper.By using the boundary locus technology, the delay-dependent stability region of the symmetric schemes are analyzed and their boundaries are found. Then by using a necessary and sufficient condition, the considered symmetric schemes are proved to be τ_ν,ν-1(0)-stable.     

Global eigenvalue distribution regime of random matrices with an anharmonic potential and an external source

We consider ensembles of random Hermitian matrices with a distribution measure determined by a polynomial potential perturbed by an external source. We find the genus-zero algebraic function describing the limit mean density of eigenvalues in the case of an anharmonic potential and a diagonal external source with two symmetric eigenvalues. We discuss critical regimes where the density support changes the connectivity or increases the genus of the algebraic function and consequently obtain local universal asymptotic representations for the density at interior and boundary points of its support (in the generic cases). The investigation technique is based on an analysis of the asymptotic properties of multiple orthogonal polynomials, equilibrium problems for vector potentials with interaction matrices and external fields, and the matrix Riemann-Hilbert boundary value problem. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 159, No. 1, pp. 34–57, April, 2009.     

<Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-approximating Pricing under Restricted Information

We consider the mean-variance hedging problem under partial information in the case where the flow of observable events does not contain the full information on the underlying asset price process. We introduce a certain type martingale equation and characterize the optimal strategy in terms of the solution of this equation. We give relations between this equation and backward stochastic differential equations for the value process of the problem. This work was supported by Georgian National Science Foundation grant STO07/3-172.