Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Differentiability, analyticity and optimal rates of decay for damped wave equations
We give necessary and sufficient conditions on the damping term of a wave equation for the corresponding semigroup to be analytic. We characterize damped operators for which the corresponding semigroup is analytic, differentiable, or exponentially ...
Luci Harue Fatori +2 more
doaj
Equivariant toric geometry and Euler–Maclaurin formulae
Abstract We first investigate torus‐equivariant motivic characteristic classes of toric varieties, and then apply them via the equivariant Riemann–Roch formalism to prove very general Euler–Maclaurin‐type formulae for full‐dimensional simple lattice polytopes.
Sylvain E. Cappell +3 more
wiley +1 more source
A note on the spectral operators of scalar type and semigroups of bounded linear operators
It is shown that, for the spectral operators of scalar type, the well-known characterizations of the generation of C0- and analytic semigroups of bounded linear operators can be reformulated exclusively in terms of the spectrum of such operators, the ...
Marat V. Markin
doaj +1 more source
Elliptic operators and maximal regularity on periodic little-H\"older spaces
We consider one-dimensional inhomogeneous parabolic equations with higher-order elliptic differential operators subject to periodic boundary conditions.
LeCrone, Jeremy
core +1 more source
Semiclassical inequalities for Dirichlet and Neumann Laplacians on convex domains
Abstract We are interested in inequalities that bound the Riesz means of the eigenvalues of the Dirichlet and Neumann Laplacians in terms of their semiclassical counterpart. We show that the classical inequalities of Berezin–Li–Yau and Kröger, valid for Riesz exponents γ≥1$\gamma \ge 1$, extend to certain values γ<1$\gamma <1$, provided the underlying ...
Rupert L. Frank, Simon Larson
wiley +1 more source
Efficient Dynamics: Reduced‐Order Modeling of the Time‐Dependent Schrödinger Equation
Reduced‐order modeling (ROM) approaches for the time‐dependent Schrödinger equation are investigated, highlighting their ability to simulate quantum dynamics efficiently. Proper Orthogonal Decomposition, Dynamic Mode Decomposition, and Reduced Basis Methods are compared across canonical systems and extended to higher dimensions.
Kolade M. Owolabi
wiley +1 more source
Control of Open Quantum Systems via Dynamical Invariants
Dynamical invariants are used to reverse‐engineer control fields for open quantum systems described by time‐dependent Lindblad master equations. By minimizing an analytic leakage functional, the protocol dynamically steers the state along an effectively decoherence‐free path without costly iterative propagation.
Loris M. Cangemi +4 more
wiley +1 more source
Attractors and upper semicontinuity for an extensible beam with nonlocal structural damping
Abstract We analyze the asymptotic behavior of a class of extensible beam models governed by a nonlocal structural damping mechanism of the form φ(El)(−Δ)βut$\varphi (E_l)(-\Delta)^{\beta }u_t$, where β∈λ=(0,1]$\beta \in \lambda =(0,1]$. The coefficient φ$\varphi$ is a degenerate C1$C^{1}$‐function depending on the linear energy El$E_l$ of the system ...
Zayd Hajjej +3 more
wiley +1 more source
Mild Solutions to the Cauchy Problem for Some Fractional Differential Equations with Delay
In this paper, we present new existence theorems of mild solutions to Cauchy problem for some fractional differential equations with delay. Our main tools to obtain our results are the theory of analytic semigroups and compact semigroups, the Kuratowski ...
Jin Liang, Yunyi Mu
doaj +1 more source

