Convergence Criteria of Three Step Schemes for Solving Equations

We develop a unified convergence analysis of three-step iterative schemes for solving nonlinear Banach space valued equations. The local convergence order has been shown before to be five on the finite dimensional Euclidean space assuming Taylor expansions and the existence of the sixth derivative not on these schemes. So, the usage of them is restricted six or higher differentiable mappings. But in our paper only the first Frèchet derivative is utilized to show convergence. Consequently, the scheme is expanded. Numerical applications are also given to test convergence.

Extended Kung–Traub Methods for Solving Equations with Applications

Kung and Traub (1974) proposed an iterative method for solving equations defined on the real line. The convergence order four was shown using Taylor expansions, requiring the existence of the fifth derivative not in this method. However, these hypotheses limit the utilization of it to functions that are at least five times differentiable, although the methods may converge. As far as we know, no semi-local convergence has been given in this setting. Our goal is to extend the applicability of this method in both the local and semi-local convergence case and in the more general setting of Banach space valued operators. Moreover, we use our idea of recurrent functions and conditions only on the first derivative and divided difference, which appear in the method. This idea can be used to extend other high convergence multipoint and multistep methods. Numerical experiments testing the convergence criteria complement this study.

New Numerical Approach for Solving Abel’s Integral Equations

In this article, we present an efficient method for solving Abel’s integral equations. This important equation is consisting of an integral equation that is modeling many problems in literature. Our proposed method is based on first taking the truncated Taylor expansions of the solution function and fractional derivatives, then substituting their matrix forms into the equation. The main character behind this technique’s approach is that it reduces such problems to solving a system of algebraic equations, thus greatly simplifying the problem. Numerical examples are used to illustrate the preciseness and effectiveness of the proposed method. Figures and tables are demonstrated to solutions impress. Also, all numerical examples are solved with the aid of Maple.

An explicit calculation of pseudo-goldstino mass at the leading three-loop level

Pseudo-goldstinos appear in the scenario of multi-sector SUSY breaking. Unlike the true goldstino which is massless and absorbed by the gravitino, pseudo-goldstinos could obtain mass from radiative effects. In this note, working in the scenario of two-sector SUSY breaking with gauge mediation, we explicitly calculate the pseudo-goldstino mass at the leading three-loop level and provide the analytical results after performing Taylor expansions in the loop integrals. In our calculation we consider the general case of messenger masses (not necessarily equal) and include the higher order terms of SUSY breaking scales. Our results can reproduce the numerical value estimated previously at the leading order of SUSY breaking scales with the assumption of equal messenger masses. It turns out that the results are very sensitive to the ratio of messenger masses, while the higher order terms of SUSY breaking scales are rather small in magnitude. Depending on the ratio of messenger masses, the pseudo-goldstino mass can be as low as $$ \mathcal{O} $$ O (0.1) GeV.

Pricing and risk management under multivariate switching models

The objective of this thesis is to provide a simulations-free approximation to the price of multivariate derivatives and for the calculation of risk measures like Value at Risk (VaR). The first chapters are dedicated to the pricing of multivariate derivatives. In particular we focus on multivariate derivatives under switching regime Markov models. We consider the cases of two and three states of the switching regime Markov model, and derive analytic expressions for the first and second order moments of the occupation times of the continuous-time Markov process. Then we use these expressions to provide approximations for the derivative prices based on Taylor expansions. We compare our closed form approximations with Monte Carlo simulations. In the last chapter we also provide a simulations-free approximation for the VaR under a switching regime model with two states. We compare these VaR estimations with those obtained using Monte Carlo.

Pricing and risk management under multivariate switching models

The objective of this thesis is to provide a simulations-free approximation to the price of multivariate derivatives and for the calculation of risk measures like Value at Risk (VaR). The first chapters are dedicated to the pricing of multivariate derivatives. In particular we focus on multivariate derivatives under switching regime Markov models. We consider the cases of two and three states of the switching regime Markov model, and derive analytic expressions for the first and second order moments of the occupation times of the continuous-time Markov process. Then we use these expressions to provide approximations for the derivative prices based on Taylor expansions. We compare our closed form approximations with Monte Carlo simulations. In the last chapter we also provide a simulations-free approximation for the VaR under a switching regime model with two states. We compare these VaR estimations with those obtained using Monte Carlo.

BOUNDNESS OF INTERSECTION NUMBERS FOR ACTIONS BY TWO-DIMENSIONAL BIHOLOMORPHISMS

We say that a group G of local (maybe formal) biholomorphisms satisfies the uniform intersection property if the intersection multiplicity $(\phi (V), W)$ takes only finitely many values as a function of G for any choice of analytic sets V and W of complementary dimension. In dimension $2$ we show that G satisfies the uniform intersection property if and only if it is finitely determined – that is, if there exists a natural number k such that different elements of G have different Taylor expansions of degree k at the origin. We also prove that G is finitely determined if and only if the action of G on the space of germs of analytic curves has discrete orbits.