Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with respect to the time discretisation parameter and one half with respect to the space discretisation parameter is proved by reformulating the corresponding optima...

This paper considers discrete-time, uncertain PWA (piecewise affine) systems affected by parameter variations and bounded disturbances, where reachability technique based on polyhedral approach is developed and the robust control problems are investigated. Checking attainability and calculating the state space regions for which a robust control is assured despite the possible disturbance and th...

We investigate a dissipative, deterministic ratchet model in the overdamped regime driven by a rectangular force. Extensive numerical calculations are presented in a diagram depicting the drift velocity as a function of a wide range of the driving parameter values. We also present some theoretical considerations which explain some features of the mentioned diagram. In particular, we proof the e...

For a graph G of order n, the maximum nullity of G is defined to be the largest possible nullity over all real symmetric n × n matrices A whose (i, j)th entry (for i 6= j) is nonzero whenever {i, j} is an edge in G and is zero otherwise. Maximum nullity and the related parameter minimum rank of the same set of matrices have been studied extensively. A new parameter, generic maximum nullity, is ...

Current algorithms for bounded model checking use SAT methods for checking satisfiability of Boolean formulae. Methods based on the validity of Quantified Boolean Formulae (QBF) allow an exponentially more succinct representation of formulae to be checked, because no “unrolling” of the transition relation is required. These methods have not been widely used, because of the lack of an efficient ...

In this paper, we look at the online bounded-space bin cover problem and show how we can use the language of Markov chains to model and analyze the problem. We will use the insights given by the Markov chains to design an algorithm for the online bounded-space bin cover problem. The algorithm is a heuristic that we create by simplifying the Markov chain. We also show how we can use simple metho...

Multidimensional (MD) systems describe relations between signals depending on two or more independent variables. They are also called distributed parameter systems, if the independent variables are time and space. The only conventional models for their description are partial diierential equations. This is in contrast to onedimensional (lumped parameter) systems, where a variety of diierent mod...

The total variation (TV) model and its related variants have already been proposed for image processing in previous literature. In this paper a novel total variation model based on kernel functions is proposed. In this novel model, we first map each pixel value of an image into a Hilbert space by using a nonlinear map, and then define a coupled image of an original image in order to construct a...

Let  $varpi$ be a representation of the homogeneous space $G/H$, where $G$ be a locally compact group and  $H$ be a compact subgroup of $G$. For  an admissible wavelet $zeta$ for $varpi$  and $psi in L^p(G/H), 1leq p <infty$, we determine a class of bounded  compact operators  which are related to continuous wavelet transforms on homogeneous spaces and they are called localization operators.