We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending on the past history of the process itself. ...

Intrathecal drug and gene vector delivery is a procedure to release a solute within the cerebrospinal fluid. This procedure is currently used in clinical practice and shows promise for treatment of several central nervous ...

We consider the problem of finding a maximum k-regular induced subgraph of a graph G. Theoretical results are established to compare upper bounds obtained from different techniques, including bounds from quadratic programming, ...

The algebraic connectivity a(G) of a graph G is an important parameter, defined as the second smallest eigenvalue of the Laplacian matrix of G. If T is a tree, a(T) is closely related to the Perron values (spectral radius) ...

An alternating sign matrix , or ASM, is a (0,±1)(0,±1)-matrix where the nonzero entries in each row and column alternate in sign, and where each row and column sum is 1. We study the convex cone generated by ASMs of order ...

A well-known application of Malliavin calculus in mathematical finance is the probabilistic representation of option price sensitivities, the so-called Greeks, as expectation functionals that do not involve the derivative ...

There are many different numerical methods for solving the Navier-Stokes equations for problems with a free surface. Some examples are volume of fluid (VOF), Marker and cell (MAC), level set, smooth particle hydrodynamics ...

In this paper we derive optimal subspaces for Kolmogorov nn-widths in the L2 norm with respect to sets of functions defined by kernels. This enables us to prove the existence of optimal spline subspaces of arbitrarily high ...

We comment on the discretization of the Dirac equation using finite element spaces of differential forms. In order to treat perturbations by low order terms, such as those arising from electromagnetic fields, we develop ...

Let ℓ be a prime and q=pν, where p is a prime different from ℓ. We show that the ℓ–completion of the nth stable homotopy group of spheres is a summand of the ℓ–completion of the (n,0) motivic stable homotopy group of spheres ...

Background It has been proposed that future reference genomes should be graph structures in order to better represent the sequence diversity present in a species. However, there is currently no standard ...

We study a Navier Stokes equation on the d-dimensional torus with a transport type noise term. The noise is smooth in space but rough in time, so we can use the recently developed theory of "Unbounded Rough Drivers" to ...

We propose and investigate a valuation model for the income of selling tradeable green certificates (TGCs) in the Swedish–Norwegian market, formulated as a singular stochastic control problem. Our model takes into account ...

We lift ambit fields to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of weighted real-valued volatility ...

We consider a scalar conservation law with zero-flux boundary conditions imposed on the boundary of a rectangular multidimensional domain. We study monotone schemes applied to this problem. For the Godunov version of the ...

For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kružkov entropy condition by allowing the Kružkov constants to be Malliavin differentiable random variables. Existence ...

In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as ...

Electricity infrastructure has become a critical element of modern industrial society. In order to model and analyse this infrastructure, identify weaknesses, and optimize performance, one needs to take into account its ...

Background: Using computational fluid dynamics (CFD) to compute the hemodynamics in cerebral aneurysms has received much attention in the last decade. The usability of these methods depends on the quality of the computations, ...

The notion of higher order dual varieties of a projective variety, introduced in \cite{P83}, is a natural generalization of the classical notion of projective duality. In this paper we present geometric and combinatorial ...

Proper orthogonal decomposition (POD) is applied to distinct data sets in order to characterize the propagation of error arising from basis truncation in the description of turbulence. Experimental data from stereo particle ...

We prove that the Farrell–Jones assembly map for connective algebraic K -theory is rationally injective, under mild homological finiteness conditions on the group and assuming that a weak version of the Leopoldt–Schneider ...

The final publication is available at IOS Press.

For many high-dimensional studies, additional information on the variables, like (genomic) annotation or external p-values, is available. In the context of binary and continuous prediction, we develop a method for adaptive ...

libRadtran is a widely used software package for radiative transfer calculations. It allows one to compute (polarized) radiances, irradiance, and actinic fluxes in the solar and thermal spectral regions. libRadtran has ...

We combine stochastic control methods, white noise analysis, and Hida–Malliavin calculus applied to the Donsker delta functional to obtain explicit representations of semimartingale decompositions under enlargement of ...

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 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 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 ...

Biot's consolidation model in poroelasticity has a number of applications in science, medicine, and engineering. The model depends on various parameters, and in practical applications these parameters range over several ...

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 ...

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 ...

We introduce the notion of accurate foundation sets and the accurate refinement property for right LCM semigroups. For right LCM semigroups with this property, we derive a more explicit presentation of the boundary quotient. ...

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 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 ...

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 ...

The Bruhat order is defined in terms of an interchange operation on the set of permutation matrices of order n which corresponds to the transposition of a pair of elements in a permutation. We introduce an extension of ...

We initiate the study of the internal structure of C*-algebras associated to a left cancellative semigroup in which any two principal right ideals are either disjoint or intersect in another principal right ideal; these ...

In this paper we continue our study of logarithmic topological Hochschild homology. We show that the inclusion of the connective Adams summand ℓ into the p-local complex connective K-theory spectrum ku(p), equipped with ...

A matrix with a nonzero nonnegative vector in its null space is called central . We study classes of central matrices having zero column sums. The study is motivated by an engineering application concerning induction ...

We study the a priori error analysis of finite element methods for Biot’s consolidation model. We consider a formulation which has the stress tensor, the fluid flux, the solid displacement, and the pore pressure as unknowns. ...

A matrix of the form A = BBT where B is nonnegative is called completely positive (CP). Berman and Xu (2005) investigated a subclass of CP-matrices, called f0, 1g-completely positive matrices. We introduce a related concept ...

We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus to define this stochastic integration as ...

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 ...

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 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

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., ...

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 ...

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 ...

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, ...

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 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 ...

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 ...

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 ...

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 ...

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, ...

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 ...

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 ...

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, ...

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 ...

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 ...

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 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 ...

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 ...

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 ...

We consider explicit formulae for equilibrium prices in a continuous-time vertical contracting model. A manufacturer sells goods to a retailer, and the objective of both parties is to maximize expected profits. Demand is ...

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 ...

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 ...

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 develop a general approach to portfolio optimization in futures markets. Following the Heath–Jarrow–Morton (HJM) approach, we model the entire futures price curve at once as a solution of a stochastic partial differential ...

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 ...

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 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 ...