Nonperturbative quasilinear approach to the shear dynamo problem
We study large-scale dynamo action due to turbulence in the presence of a linear shear flow. Our treatment is quasilinear and equivalent to the standard `first order smoothing approximation'. However it is non perturbative in the shear strength. We first
Sridhar, S., Subramanian, Kandaswamy
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A fractional residue theorem and its applications in calculating real integrals
Abstract As part of an ongoing effort to fractionalise complex analysis, we present a fractional version of the residue theorem, involving pseudo‐residues calculated at branch points. Since fractional derivatives are non‐local and fractional powers necessitate branch cuts, each pseudo‐residue depends on a line segment in the complex plane rather than a
Egor Zaytsev, Arran Fernandez
wiley +1 more source
Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity [PDF]
We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity.
Choukroun, Sébastien, Cosso, Andrea
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Large-scale dynamo action due to $\alpha$ fluctuations in a linear shear flow
We present a model of large-scale dynamo action in a shear flow that has stochastic, zero-mean fluctuations of the $\alpha$ parameter. This is based on a minimal extension of the Kraichnan-Moffatt model, to include a background linear shear and Galilean ...
Singh, Nishant K., Sridhar, S.
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ABSTRACT This paper proposes a novel extension of the classical cobweb price model by incorporating behavioral inventory responses through an anticipatory mini‐storage mechanism. In many real‐world commodity markets, persistent price oscillations occur even when classical stability conditions are theoretically satisfied, an inconsistency traditional ...
M. Anokye +6 more
wiley +1 more source
THE MINIMAL ENTROPY MARTINGALE MEASURE AND NUMERICAL OPTION PRICING FOR THE BARNDORFF - NIELSEN - SHEPHARD STOCHASTIC VOLATILITY MODEL [PDF]
We develop and apply a numerical scheme for pricing options for the stochastic volatility model proposed by Barndorff-Nielsen and Shephard. This non-Gaussian Ornstein-Uhlenbeck type of volatility model gives rise to an incomplete market, and we consider ...
Benth, Fred Espen, Groth, Martin
core
Coupling Enhancement and Symmetrization in Dissipative Optomechanical Systems
A practical circuit‐QED scheme with dual coherent laser driving and enhanced cross‐Kerr nonlinearity is presented to achieve ultrastrong optomechanical coupling in the few‐photon regime. A symmetric optomechanical dynamical framework is further established to enable a systematic classification of different coupling regimes.
Cheng Shang, H. Z. Shen
wiley +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Phase-Lag Integro-Partial Differential Equation: Local and Nonlocal Solutions
Nonlocal information, such as material deformation, genetic genes, or the history of the disease, are essential as they provide us with additional details that increase the numerical solution’s accuracy.
Sameeha Ali Raad
doaj +1 more source
Double ARA-Sumudu decomposition method for the solution of linear fractional partial integro-differential equations [PDF]
This paper focuses on deriving the exact solution to the linear fractional partial integro-differential equation through the application of the double ARA-Sumudu transform.
Jagdish Nanaware, Akshaykumar Dongardive
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