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Indifference Pricing for Power Utilities

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Scheduling trips through a bottleneck: monotonicity and stability

Nikolaos Geroliminis, Raphael Ali Francis Lamotte

This paper investigates the stability of departure time choice within a population of commuters that need to pass through a bottleneck of constant capacity. It is shown that the corresponding utility function is monotonic if and only if the marginal utilit ...

2019

Optimal Spline Generators for Derivative Sampling

Michaël Unser, Shayan Aziznejad, Alireza Naderi

The goal of derivative sampling is to reconstruct a signal from the samples of the function and of its first-order derivative. In this paper, we consider this problem over a shift-invariant reconstruction subspace generated by two compact-support functions ...

IEEE2019

On the Averaged Green’s Function of an Elliptic Equation with Random Coefficients

Marius Christopher Lemm

We consider a divergence-form elliptic difference operator on the lattice Zd, with a coefficient matrix that is an i.i.d. perturbation of the identity matrix. Recently, Bourgain introduced novel techniques from harmonic analysis to prove the convergence of ...

2019

Contributions to Modelling Extremes of Spatial Data

Linda Frossard

The increasing interest in using statistical extreme value theory to analyse environmental data is mainly driven by the large impact extreme events can have. A difficulty with spatial data is that most existing inference methods for asymptotically justifie ...

EPFL2017

Bifurcation without Frechet differentiability at the trivial solution

Charles Stuart

Criteria for the bifurcation of small solutions of an equation F(lambda,u) = 0 from a line {(lambda,0): lambda is an element of R} of trivial solutions are usually based on properties of the DuF(lambda,0) at the trivial solutions, where the partial derivat ...

Wiley-Blackwell2015

Nondispersive Decay For The Cubic Wave Equation

Roland Donninger

We consider the hyperboloidal initial value problem for the cubic focusing wave equation (-partial derivative(2)(t) + Delta(x))nu(t, x) + nu(t, x)(3) = 0, x is an element of R-3 Without symmetry assumptions, we prove the existence of a codimension-4 Lipsch ...

Mathematical Science Publ2014

Discontinuous Galerkin method for fractional convection-diffusion equations

Jan Sickmann Hesthaven

We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order alpha [1,2] defined through the fractional Laplacian. The fractional operator of order alpha is expressed as a composite of first order der ...

Society for Industrial and Applied Mathematics2014

Bidder optimal assignments for general utilities

Monika Henzinger, Ingmar Weber

We study the problem of matching bidders to items where each bidder i has general, strictly monotonic utility functions u(i,j)(p(j)) expressing his utility of being matched to item j at price p(j). For this setting we prove that a bidder optimal outcome al ...

Elsevier Science Bv2013

Generalized Flows Satisfying Spatial Boundary Conditions

Boris Buffoni

In a region D in R-2 or R-3, the classical Euler equation for the regular motion of an inviscid and incompressible fluid of constant density is given by partial derivative(t)v + (v . del(x))v = -del(xP), div(x)v = 0, where v(t, x) is the velocity of the pa ...

Birkhäuser-Verlag, Springer2012

An Expressive Mechanism for Auctions on the Web

Monika Henzinger, Ingmar Weber, Paul David Dütting

Auctions are widely used on the Web. Applications range from internet advertising to platforms such as eBay. In most of these applications the auctions in use are single/multi-item auctions with unit demand. The main drawback of standard mechanisms for thi ...

2011