The paper solves a complex option pricing model using finite elements.
arXiv research
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Paper solves convertible bond valuation using finite elements with penalty method.
New finite element method for complex forms in any dimension.
Finite element method applied to Leland's model for option pricing with transaction costs.
The paper approximates Levi-Civita connection and curvature on 2D manifolds using finite elements.
The paper improves convergence rates of curvature approximations using Regge elements.
Constructs finite element spaces for -forms, excluding one subspace.
A recent paper of Arnold, Falk, and Winther [Bull AMS, 47 (2010)] showed that a large class of mixed finite element methods can be formulated naturally on Hilbert complexes, where using a Galerkin-like approach, one solves a variational problem on a finite-dimensional subcomplex. In a seemingly unrelated research direc…
Characterizes periodic elements in Artin-Tits groups via stability conditions.
Two elements generate extended mapping class groups of certain surfaces.
A positive integer will be called a {\it finitistic order} for an element of a group if there exist a finite group and a homomorphism such that has order in . It is shown that up to conjugacy, all but finitely many elements of a given finitely generated, torsion-free Kleinian gr…
Let G be a finitely generated group with a given word metric. The asymptotic density of elements in G that have a particular property P is defined to be the limit, as r goes to infinity, of the proportion of elements in the ball of radius r which have the property P. We obtain a formula to compute the asymptotic densit…
Rust library solves complex equations on abstract simplicial complexes.
Statistical finite elements use Langevin dynamics to efficiently handle uncertainty quantification.
If F is a surface with boundary, then a finitely generated subgroup without peripheral elements of G = π_1(F) can be separated from finitely many other elements of G by a finite index subgroup of G corresponding to a finite cover F' with the same number of boundary components as F .
The paper analyzes finite element methods on manifolds with approximate metrics.
Finite quandles with n elements can be represented as n-by-n matrices. We show how to use these matrices to distinguish all isomorphism classes of finite quandles for a given cardinality n, as well as how to compute the automorphism group of each finite quandle. As an application, we classify finite quandles with up to…
Given a finite set of points in a closed surface of genus , we consider the torsion elements in the mapping class group of the surface leaving the finite set invariant. We show that the torsion elements generate the mapping class group if and only if for some integer .
Finite element exterior calculus refers to the development of finite element methods for differential forms, generalizing several earlier finite element spaces of scalar fields and vector fields to arbitrary dimension , arbitrary polynomial degree , and arbitrary differential form degree . The study of finite …
The paper constructs discrete Hessian and divdiv complexes on triangulations and proves their cohomology isomorphic to continuous versions.
We enhance the biquandle counting invariant using elements of truncated biquandle-labeled Polyak algebras. These finite type enhancements reduce to the finite type enhancements defined by Goussarov, Polyak and Viro for the trivial biquandle of one element and determine (but are not determined by) the biquandle counting…
EPGP surrogate outperforms finite elements in solving wave equations.
Develops unisolvent weights for Nédélec second family finite elements in 2D.
We construct examples of finite covers of punctured surfaces where the first rational homology is not spanned by lifts of simple closed curves. More generally, for any set which is contained in the union of finitely many -orbits, we construct finite-index normal subgroups of wh…
Study shows Morse elements are common in acylindrically hyperbolic groups.
Finite element method approximates scalar curvature in arbitrary dimensions.
Constructs CAT(0) actions for certain groups without unipotent elements.
The paper approximates Einstein tensor using finite elements.
We prove that for genus , the extended mapping class group can be generated by two elements of finite orders. But for , cannot be generated by two elements of finite orders.
The paper constructs hyperbolic elements in multiple spaces.
Study on curvature in finitely generated groups, showing positive curvature in specific cases.
We show that the mapping class group of a closed oriented surface of genus at least three is generated by 3 elements of order 3 and by 4 elements of order 4. Note that the mapping class group cannot be generated by finitely many torsion elements of same order if genus is equal to one or two.
Study on mapping class groups of infinite type surfaces.
Characterizes when geodesics in groups are generic.
Positive Dehn twist products for some elements of finite order in the mapping class group of a 2-dimensional closed, compact, oriented surface , which are rotations of through , are presented. The homeomorphism invariants of the resulting simply connected symplectic 4- manifolds are computed.
Study shows how numerical discretization affects reconstructions and parameter distributions in nano metrology.
We classify the groups quasi-isometric to a group generated by finite-order elements within the class of one-ended hyperbolic groups which are not Fuchsian and whose JSJ decomposition over two-ended subgroups does not contain rigid vertex groups. To do this, we characterize which JSJ trees of a group in this class admi…
The paper studies cohomology of groups with contracting elements.
New method approximates anisotropic curve shortening flow.
Finite order elements with infinite centralizers in 3-manifold groups imply specific structure.
This article presents a finite element method (FEM) for a partial integro-differential equation (PIDE) to price two-asset options with underlying price processes modeled by an exponential Levy process. We provide a variational formulation in a weighted Sobolev space, and establish existence and uniqueness of the FEM-ba…
A nontrivial element in a group is a generalized torsion element if some nonempty finite product of its conjugates is the identity. We prove that any generalized torsion element in a free product of torsion-free groups is conjugate to a generalized torsion element in some factor group. This implies that the fundamental…
Geometric model for a specific group in Artin groups.
In order to generalize finite element methods to differential forms, Arnold, Falk, and Winther constructed two families of spaces of polynomial differential forms on a simplex , the spaces and the spaces, where is the degree of the form and is the degree of its coe…
A new method uses SPDEs to efficiently model random fields on complex domains.
We present a local formulation for 2D Discrete Exterior Calculus (DEC) similar to that of the Finite Element Method (FEM), which allows a natural treatment of material heterogeneity (element by element). It also allows us to deduce, in a robust manner, anisotropic fluxes and the DEC discretization of the pullback of 1-…
We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…
Wajnryb proved that the mapping class group of an orientable surface is generated by two elements. We prove that one of these generators can be taken as a Dehn twist. We also prove that the extended mapping class group is generated by two elements, again one of which is a Dehn twist. Another result we prove is that the…