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We introduce a novel class of term structure models for variance swaps. The multivariate state process is characterized by a quadratic diffusion function. The variance swap curve is quadratic in the state variable and available in closed form, greatly faci ...
Higher Green functions are real-valued functions of two variables on the upper half-plane, which are bi-invariant under the action of a congruence subgroup, have a logarithmic singularity along the diagonal, and satisfy the equation f = k(1−k) f ; here i ...
In this paper we prove the global in time well-posedness of the following non-local diffusion equation with αε[0,2/3): ∂tu={(−Δ)−1u}Δu+αu2,u(t=0)=u0. The initial condition u0 is positive, rad ...
We present a theoretical and numerical framework to compute bifurcations of equilibria and stability of slender elastic rods. The 3D kinematics of the rod is treated in a geometrically exact way by parameterizing the position of the centerline and making u ...
A recently found local-global principle for quadratic forms over function fields of curves over a complete discretely valued field is applied to the study of quadratic forms, sums of squares, and related field invariants. ...
We propose an efficient variant for the initialisation step of quadratic sieving, the sieving step of the quadratic sieve and its variants, which is also used in sieving-based algorithms for computing class groups of quadratic fields. As an application we ...
A new approach stemming from the adiabatic-connection (AC) formalism is proposed to derive parameter-free double-hybrid (DH) exchange-correlation functionals. It is based on a quadratic form that models the integrand of the coupling parameter, whose compon ...
We present a series of molecular dynamics simulations of the shock compression of copper matrices containing a single graphite inclusion: these model systems can be related to some specific carbon-rich rocks which, after a meteoritic impact, are found to c ...
Many classical results concerning quadratic forms have been extended to Hermitian forms over algebras with involution. However, not much is known in the case of sesquilinear forms without any symmetry property. The present paper will establish a Witt cance ...
Let k be a global field of characteristic not 2, and let f is an element of k[X] be an irreducible polynomial. We show that a non-degenerate quadratic space has an isometry with minimal polynomial f if and only if such an isometry exists over all the compl ...
