Mathematical Physics (MP)
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Numerical valuation of twoasset options under jump diffusion models using GaussHermite quadrature
(Journal of Computational and Applied Mathematics, 20170419)In this work a finite difference approach together with a bivariate Gauss–Hermite quadrature technique is developed for partial integrodifferential equations related to option pricing problems on two underlying asset ... 
From G  Equation to Michelson  Sivashinsky Equation in Turbulent Premixed Combustion Modelling
(Proceedings/Extended Abstract Book (6 pages) of the XXXIX Meeting of the Italian Section of the Combustion Institute, Naples, Italy, 20170620)It is well known that the MichelsonSivashinky equation describes hydrodynamic instabilities in turbulent premixed combustion. Here a formulation of the flame front propagation based on the Gequation and on stochastic ... 
DarrieusLandau instabilities in the framework of the Gequation
(Digital proceedings of the 8th European Combustion Meeting, 1821 April 2017, Dubrovnik, Croatia, 201704)We consider a model formulation of the flame front propagation in turbulent premixed combustion based on stochastic fluctuations imposed to the mean flame position. In particular, the mean flame motion is described by ... 
Representation of surface homeomorphisms by têteàtête graphs
(20170621)We use têteàtête graphs as defined by N. A'campo and extended versions to codify all periodic mapping classes of an orientable surface with nonempty boundary, improving work of N. A'Campo and C. Graf. We also introduce ... 
Nonnormal affine monoids, modules and Poincaré series of plumbed 3manifolds
(Acta Mathematica Hungarica, 20170518)We construct a nonnormal affine monoid together with its modules associated with a negative definite plumbed 3manifold M. In terms of their structure, we describe the $H_1(M,\mathbb{Z})$equivariant parts of the topological ... 
On intersection cohomology with torus actions of complexity one
(Revista Matemática Completense, 20170520)The purpose of this article is to investigate the intersection cohomology for algebraic varieties with torus action. Given an algebraic torus T, one of our result determines the intersection cohomology Betti numbers of ... 
Euler reflexion formulas for motivic multiple zeta functions
(Journal of Algebraic Geometry, 20170514)We introduce a new notion of $\boxast$product of two integrable series with coefficients in distinct Grothendieck rings of algebraic varieties, preserving the integrability of and commuting with the limit of rational ... 
Isotropic BipolaronFermionExchange Theory and Unconventional Pairing in Cuprate Superconductors
(20170503)The discovery of hightemperature superconductors in 1986 represented a major experimental breakthrough (Nobel Prize 1987), but their theoretical explanation is still a subject of much debate. These materials have many ... 
Logarithmic connections on principal bundles over a Riemann surface
(arxiv, 2017)Let $E_G$ be a holomorphic principal $G$bundle on a compact connected Riemann surface $X$, where $G$ is a connected reductive complex affine algebraic group. Fix a finite subset $D\, \subset\, X$, and for each $x\,\in\, ... 
Criterion for logarithmic connections with prescribed residues
(Manucripta Mathematica, 20170401)A theorem of Weil and Atiyah says that a holomorphic vector bundle $E$ on a compact Riemann surface $X$ admits a holomorphic connection if and only if the degree of every direct summand of $E$ is zero. Fix a finite subset ... 
A Short Survey on the Integral Identity Conjecture and Theories of Motivic Integration
(Acta Mathematica Vietnamica, 20170404)In KontsevichSoibelman’s theory of motivic DonaldsonThomas invariants for 3dimensional noncommutative CalabiYau varieties, the integral identity conjecture plays a crucial role as it involves the existence of these ... 
The MWright function as a generalization of the Gaussian density for fractional diffusion processes
(Fractional Calculus and Applied Analysis, 20131231)The leading role of a special function of the Wrighttype, referred to as MWright or Mainardi function, within a parametric class of selfsimilar stochastic processes with stationary increments, is surveyed. This class ... 
Twoparticle anomalous diffusion: Probability density functions and selfsimilar stochastic processes
(Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 20131231)Twoparticle dispersion is investigated in the context of anomalous diffusion. Two different modeling approaches related to time subordination are considered and unified in the framework of selfsimilar stochastic processes. ... 
Homogeneous singularity and the Alexander polynomial of a projective plane curve
(20171210)The Alexander polynomial of a plane curve is an important invariant in global theories on curves. However, it seems that this invariant and even a much stronger one the fundamental group of the complement of a plane curve ... 
On the generalized Nash problem for smooth germs and adjacencies of curve singularities
(20171210)In this paper we explore the generalized Nash problem for arcs on a germ of smooth surface: given two prime divisors above its special point, to determine whether the arc space of one of them is included in the arc space ... 
Euler reflexion formulas for motivic multiple zeta functions
(20170110)We introduce a new notion of $\boxast$product of two integrable series with coefficients in distinct Grothendieck rings of algebraic varieties, preserving the integrability and commuting with the limit of rational series. ... 
Singularities of the Hilbert scheme of effective divisors
(20170110)In this article, we study the Hilbert scheme of effective divisors in smooth hypersurfaces in $\mathbb{P}^3$, a topic not extensively studied. We prove that there exists such effective divisors $D$ satisfying the property: ... 
A specialization property of index
(20170110)In [Kol13] Kollár defined $i$th index of a proper scheme over a field. In this note we study how index behaves under specialization, in any characteristic. 
A note on the determinant map
(20170110)Classically, there exists a determinant map from the moduli space of semistable sheaves on a smooth, projective variety to the Picard scheme. Unfortunately, if the underlying variety is singular, then such a map does not ...