We classify up to isomorphism all non-Kac compact quantum groups with the same fusion rules and dimension function as SU(n). For this we first prove, using categorical Poisson boundary, the following general result. Let G ...

Motivated by the relation between the Drinfeld double and central property (T) for quantum groups, given a rigid C*-tensor category C and a unitary half-braiding on an ind-object, we construct a *-representation of the ...

We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capital-dependent utilities. The result is applied to ...

This study presents an experimental investigation of plunging breakers on a sloping beach with an inclination of 5.1°. The incident waves are solitary waves with various amplitudes from non-breaking waves to plunging ...

A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities: (i) The optimal terminal wealth X^*(T) : = X_{\varphi ^*}(T) of the problem to maximize the ...

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t) and a predictive ...

We have released a software named EuroForMix to analyze STR DNA profiles in a user-friendly graphical user interface. The software implements a model to explain the allelic peak height on a continuous scale in order to ...

The investigation of the performance of models to interpret complex DNA profiles is best undertaken using real DNA profiles. Here we used a data set to reflect the variety typically encountered in real casework. The ...

We prove that if a closed subset X of the Baire space is searchable in the sense of Escardó [Logical Methods in Computer Science 4(3) (2008), 3], and by a functional definable in Gödel’s T, then X is countable, and the ...

Objective A number of observational studies have shown an inverse association between circulating 25-hydroxyvitamin D and total mortality, but a reverse J-shaped association has also been reported. In a large nested ...

In the present paper, a three-component, stationary, multistate flow network system is studied. Detailed costs and incomes are specified. The aim is to minimize the expected total net loss with respect to the expected times ...

Direct Numerical Simulations (DNS) of the Navier Stokes equations is an invaluable research tool in fluid dynamics. Still, there are few publicly available research codes and, due to the heavy number crunching implied, ...

We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward ...

We introduce Bichromatic Synthetic Schlieren (BiCSS) for instantaneous surface measurements, in where we use two simultaneous images taken at blue and near infrared wavelengths, making use of that refractive index variation ...

We show that a pseudoeffective R-divisor has numerical dimension 0 if it is numerically trivial on a subvariety with ample normal bundle. This implies that the cycle class of a curve with ample normal bundle is big, which ...

We investigate the K -theory of unital UCT Kirchberg algebras QS arising from families S of relatively prime numbers. It is shown that K∗(QS) is the direct sum of a free abelian group and a torsion group, each of which is ...

We consider the pricing problem facing a seller of a contingent claim. We assume that this seller has some general level of partial information, and that he is not allowed to sell short in certain assets. This pricing ...

In the Barents Sea and adjacent water, fishing grounds are closed for shrimp fishing by the Norwegian Directorate of Fisheries Monitoring and Surveillance Service (MSS) if the expected number of juvenile fish caught are ...

Dynamical downscaling of earth system models is intended to produce high-resolution climate information at regional to local scales. Current models, while adequate for describing temperature distributions at relatively ...

A well known property of a harmonic function in a ball is that its value at the centre equals the mean of its values on the boundary. Less well known is the more general property that its value at any point x equals the ...

For the space of \(C^3\) quintics on the Powell–Sabin 12-split of a triangle, we determine explicitly the six symmetric simplex spline bases that reduce to a B-spline basis on each edge and have a positive partition of ...

Given a Hopf algebra A graded by a discrete group together with an action of the same group preserving the grading, we define a new Hopf algebra, which we call the graded twisting of A. If the action is by adjoint maps, ...

Complexes of discrete distributional differential forms are introduced into finite element exterior calculus. Thus, we generalize a notion of Braess and Schöberl, originally studied for a posteriori error estimation. We ...

Within the framework of finite element systems, we show how spaces of differential forms may be constructed, in such a way that they are equipped with commuting interpolators and contain prescribed functions, and are minimal ...

We show how the high order finite element spaces of differential forms due to Raviart-Thomas-Nédelec-Hiptmair fit into the framework of finite element systems, in an elaboration of the finite element exterior calculus of ...

Using the notion of multivariate lower set interpolation, we construct nodal basis functions for the serendipity family of finite elements, of any order and any dimension. For the purpose of computation, we also show how ...

We show that four well-known kinds of generalized barycentric coordinates in convex polygons share a simple monotonicity property: the coordinate function associated with a vertex is increasing along any line from the ...

The aim of this study is to measure velocity fields and accurate surface elevation in solitary waves utilizing a fast Xray PTV system. It is difficult to measure the free surface of water waves with the optical measurement ...

It is known that generalized barycentric coordinates (GBCs) can be used to form Bernstein polynomial-like functions over a polygon with any number of sides. We propose to use these functions to form a space of continuous ...

Banebrytende forskningsmodeller innenfor viktige tema/fagområder som blant annet klima, menneskekroppen og jordskorpen tar alle utgangspunkt i kompliserte dataprogrammer, og krever ofte flere dager for en super-datamaskin ...

The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ...

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in ...

The final publication is available at Springer via http://dx.doi.org/10.1007/s00031-015-9324-y

We study a hierarchical dynamic state-space model for abundance estimation. A generic data fusion approach for combining computer simulated posterior samples of catch output data with observed re- search survey indices ...

The canonical map from the Kan subdivision of a product of finite simplicial sets to the product of the Kan subdivisions is a simple map, in the sense that its geometric realization has contractible point inverses. First ...

The construction of projection operators, which commute with the exterior derivative and at the same time are bounded in the proper Sobolev spaces, represents a key tool in the recent stability analysis of finite element ...

The purpose of this paper is to discuss the construction of a linear operator, referred to as the bubble transform, which maps scalar functions defined on Ω⊂Rn into a collection of functions with local support. In fact, ...

We analyze cointegration in commodity markets, and propose a parametric class of pricing measures which preserves cointegration for forward prices with fixed time to maturity. We present explicit expressions for the term ...

We investigate multivariate subordination of Lévy processes which was first introduced by Barndorff-Nielsen et al. [O.E. Barndorff-Nielsen, F.E. Benth, and A. Veraart, Modelling electricity forward markets by ambit fields, ...

Quantifying operational risk exposure typically involves gathering information from several sources, including historical data as well as subjective assessments. Using historical data one can estimate both an incident ...

Direct numerical simulation data of an evolving Kelvin-Helmholtz instability have been analyzed in order to characterize the dynamic and kinematic response of shear-generated turbulent flow to imposed stable stratification. ...

We study the logarithmic topological Hochschild homology of ring spectra with logarithmic structures and establish localization sequences for this theory. Our results apply, for example, to connective covers of periodic ...

The present thesis is motivated by the desire to understand and to predict the effects of stable stratification on turbulent flow and passive scalar dispersion. A methodology which enables the simulation of stably stratified, ...

Tsunamis induced by rock slides constitute a severe hazard towards coastal fjord communities. Fjords are narrow and rugged with steep slopes, and modeling the short-frequency and high-amplitude tsunamis in this environment ...

This review presents modelling techniques and processes that govern landslide tsunami generation, with emphasis on tsunamis induced by fully submerged landslides. The analysis focuses on a set of representative examples ...

Motivated by Quantum Bayesianism I give background for a general epistemic approach to quantum mechanics, where complementarity and symmetry are the only essential features. A general definition of a symmetric epistemic ...

We solve the problem of pricing and hedging Asian-style options on energy with a quadratic risk criterion when trading in the underlying future is restricted. Liquid trading in the future is only possible up to the start ...

Based on forward curves modelled as Hilbert-space valued processes, we analyze the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from ...

Microfluidics is considered as both science and technology that deal with fluids in microchannels or in micro scale space. During the past two decades, microfluidic has been the hot spot in various research areas, e.g., ...

We discuss the crossing sea state and the probability of rogue waves during the accident of the tanker Prestige on 13 November 2002. We present newly computed hindcast spectra for every hour during that day at nearby ...

For a commodity spot price dynamics given by an Ornstein–Uhlenbeck (OU) process with Barndorff-Nielsen and Shephard stochastic volatility, we price forwards using a class of pricing measures that simultaneously allow for ...

Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore, classical methods, such as dynamic programming, cannot be used to study optimal control problems for such equations. However, ...

We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional ...

Quadric fibrations over smooth curves are investigated with respect to their osculatory behavior. In particular, bounds for the dimensions of the osculating spaces are determined, and explicit formulas for the classes of ...

We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.

We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different ...

We present an overview of the continuous and discontinuous Galerkin finite element methods (CG-FEM, DG-FEM) for numerical solution of the transport equation and show how the Navier-Stokes equations can be solved with CG-FEM ...

Background Common genetic variants have been shown to modify BRCA1 penetrance. The aim of this study was to validate these reports in a special cohort of Norwegian BRCA1 mutation carriers that were selected ...

We report laboratory experiments and numerical simulations of the Zakharov equation, designed to have sufficient resolution in space and time to measure the dispersion relation for random surface gravity waves. The experiments ...

This paper is an invitation to Fourier analysis in the context of reduced twisted C*-crossed products associated with discrete unital twisted C*-dynamical systems. We discuss norm-convergence of Fourier series, multipliers ...

The present report is concerned with the evolution of boundary layers during runup of solitary waves on a beach in a wave tank of depth 0.2m. It comprises both theory and high resolution PIV measurements of velocity profiles. ...

This paper presents a nonconforming finite element approximation of the space of symmetric tensors with square integrable divergence, on tetrahedral meshes. Used for stress approximation together with the full space of ...

In this paper an infinite-dimensional approach to model energy forward markets is introduced. Similar to the Heath–Jarrow–Morton framework in interest-rate modelling, a first-order hyperbolic stochastic partial differential ...

We give a short introduction to the stochastic calculus for Itô-Lévy processes and review briefly the two main methods of optimal control of systems described by such processes: (i) Dynamic programming and the ...

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a ...

In this paper we propose a new modelling framework for electricity futures markets based on so-called ambit fields. The new model can capture many of the stylised facts observed in electricity futures and is highly ...

We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic ...

We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...

This paper is mainly a survey of recent research developments regarding methods for risk minimization in financial markets modeled by Itô-Lévy processes, but it also contains some new results on the underlying stochastic ...

We consider general singular control problems for random fields given by a stochastic partial differential equation (SPDE). We show that under some conditions the optimal singular control can be identified with the solution ...

A semi-analytical model for ultimate strength prediction of simply supported, rectangular, composite plates has been presented previously. The model is based on large deflection theory in combination with first order shear ...

Hierarchical models defined by means of directed, acyclic graphs are a power- ful and widely used tool for Bayesian analysis of problems of varying degrees of complexity. A simulation based method for model criticism in ...

First published in Mathematics of Computation Mathematics of Computation. 2014, 83 (290), published by the American Mathematical Society.

In this paper we derive power futures prices from a two-factor spot model being a generalization of the classical Schwartz–Smith commodity dynamics. We include non-Gaussian effects by introducing Lévy processes as the ...

In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein–Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. ...

In this paper we show that solutions of stochastic partial differ- ential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. ...

The subject of this thesis concerns deformation quantization for operator algebras, with considerations of some aspects of K-theory and certain concepts from non-commutative geometry. The thesis studies deformation ...

Accurate determination of pipeline eigenfrequencies and mode shapes is essential to free span design. For pipelines resting on rough seabeds, multiple free spans are commonly located sufficiently close to be interacting, ...

Quartic spectrahedra in 3-space form a semialgebraic set of dimension 24. This set is stratified by the location of the ten nodes of the corresponding real quartic surface. There are twenty maximal strata, identified ...

Published by Palgrave Macmillan. Reproduced with permission of Palgrave Macmillan. This extract is taken from the author's original manuscript and has not been edited. The definitive, published, version of record is available ...

We show that any open Riemann surface can be properly im- mersed in any Stein manifold with the (Volume) Density property and of dimension at least 2. If the dimension is at least 3, we can actually choose this immersion ...

The kinematics below the strongest possible periodic water waves on intermediate depth, for wave periods Tg/h=8.75 and 11.7 (g acceleration of gravity, h water depth), is measured by PTV. The largest possible uniform waves ...

Assume A is a Fréchet algebra equipped with a smooth isometric action of a vector group V, and consider Rieffel’s deformation AJ of A . We construct an explicit isomorphism between the smooth crossed products V⋉AJ and V⋉A ...

We derive two types of Akaike information criterion (AIC)‐like model‐selection formulae for the semiparametric pseudo‐maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ...

In epidemiological research it is common to follow large cohorts over time with respect to exposure and outcome development. This can, however, be expensive, time consuming or even logistically impossible. A much used ...

This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space of Potthoff–Timpel distributions. Sufficient conditions for integrability of generalized processes ...

We consider a problem of optimal control of an infinite horizon system governed by forward–backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial ...

The present paper discusses simulation of Lévy semistationary (LSS) processes in the context of power markets. A disadvantage of applying numerical integration to obtain trajectories of LSS processes is that such a scheme ...