Existence of Strong Solutions for Nonlinear Systems of PDEs Arising in Convective Flow

In this paper, we will study the existence of strong solutions for a nonlinear system of partial differential equations arising in convective flow, modeling a phenomenon of mixed convection created by a heated and diving plate in a porous medium saturated with a fluid. The main tools are Schäfer’s fixed-point theorem, the Fredholm alternative, and some theorems on second-order elliptic operators.

Lights Out on graphs

We model the Lights Out game on general simple graphs in the framework of linear algebra over the field $$\mathbb{F}_{2}$$ F 2 . Based upon a version of the Fredholm alternative, we introduce a separating invariant of the game, i.e., an initial state can be transformed into a final state if and only if the values of the invariant of both states agree. We also investigate certain states with particularly interesting properties. Apart from the classical version of the game, we propose several variants, in particular a version with more than only two states (light on, light off), where the analysis relies on systems of linear equations over the ring $$\mathbb{Z}_{n}$$ Z n . Although it is easy to find a concrete solution of the Lights Out problem, we show that it is NP-hard to find a minimal solution. We also propose electric circuit diagrams to actually realize the Lights Out game.

Quasi-compactness of linear operators on Banach spaces: New properties and application to Markov chains

The purpose of this paper is to study the notion of quasi-compact linear operators acting in a Banach space. This class of operators contains the set of compact, polynomially compact, quasi-nilpotent and that of all Riesz operators. We show the equivalence between different definitions of quasi-compactness known in the mathematical literature and we present several general theorems about quasi-compact endomorphisms: stability under algebraic operations, extension of Schauder theorem and the Fredholm alternative. We also study the question of existence of invariant subspaces and we examine the class of semigroups for quasi-compact operators. The obtained results are used to describe Markov chains.

Finding the derivative price using the Vasicek model with multidimensional stochastic volatility

Methods of calculating the approximate price of options using instruments of spectral analysis, singular and regular wave theory in the context of influence of fast and slow acting factors are developed. By combining methods from the spectral theory of singular and regular disturbances, one can approximate the price of derivative financial instruments as a schedule of its own functions. The article uses the theory of spectral analysis and the singular and regular theory of perturbations, which are applied to the short-term interest rates described by the Vasicek model with multidimensional stochastic volatility. The approximate price of derivatives and their profitability are calculated. Applying the Sturm-Liouville theory, the Fredholm alternative, and the analysis of singular and regular disturbances in different time scales, explicit formulas were obtained for the approximation of bond prices and yields based on the development of their own functions and eigenvalues of self-adjoint operators using boundary value problems for singular and regular perturbations. The theorem for estimating the accuracy of derivatives price approximation is established. Such a technique, in contrast to existing ones, makes it possible to study the stock market dynamics and to monitor the financial flows in the market. This greatly facilitates the statistical evaluation of their parameters in the process of monitoring the derivatives pricing and the study of volatility behavior for the profitability analysis and taking strategic management decisions on the stock market transactions.

Linear Operators and Equations with Partial Integrals

We consider linear operators and equations with partial integrals in Banach ideal spaces, spaces of vector functions, and spaces of continuous functions. We study the action, regularity, duality, algebras, Fredholm properties, invertibility, and spectral properties of such operators. We describe principal properties of linear equations with partial integrals. We show that such equations are essentially different compared to usual integral equations. We obtain conditions for the Fredholm alternative, conditions for zero spectral radius of the Volterra operator with partial integrals, and construct resolvents of invertible equations. We discuss Volterra-Fredholm equations with partial integrals and consider problems leading to linear equations with partial integrals.

Computing Poincaré-Lyapunov Constants via Carleman Linearization

Using Carleman linearization an approximation is given for the solution of a system at Hopf bifurcation. The values of the Poincaré-Lyapunov constants (whether they are zero or not) affect the linear algebraic properties of the Carleman matrix and they appear in solvability conditions (through the Fredholm alternative). We provide a linear algebra based algorithm to compute the Poincaré-Lyapunov constants.

On Bragg resonances and wave triad interactions in two-layered shear flows

The standard resonance conditions for Bragg scattering as well as weakly nonlinear wave triads have been traditionally derived in the absence of any background velocity. In this paper, we have studied how these resonance conditions get modified when uniform, as well as various piecewise linear velocity profiles, are considered for two-layered shear flows. Background velocity can influence the resonance conditions in two ways: (i) by causing Doppler shifts, and (ii) by changing the intrinsic frequencies of the waves. For Bragg resonance, even a uniform velocity field changes the resonance condition. Velocity shear strongly influences the resonance conditions since, in addition to changing the intrinsic frequencies, it can cause unequal Doppler shifts between the surface, pycnocline and the bottom. Using multiple scale analysis and Fredholm alternative, we analytically obtain the equations governing both the Bragg resonance and the wave triads. We have also extended the higher-order spectral method, a highly efficient computational tool usually used to study triad and Bragg resonance problems, to incorporate the effect of piecewise linear velocity profile. A significant aspect, both on the theoretical and numerical fronts, has been extending the potential flow approximation, which is the basis of the study of these kinds of problems, to incorporate piecewise constant background shear.