A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and convergence analysis are proposed. Numerical examples validate the proposed method and display its potential for consistent semi-Lagrangian discretization of advection...

The efficient market hypothesis suggests that stock markets are “informationally efficient”. That is, any new information relevant to the market is spontaneously reflected in the stock prices. A consequence of this hypothesis is that past prices cannot have any predictive power for future prices once the current prices have been used as an explanatory variable. In other words the change in futu...

We show that Gentzen’s sequent calculus admits generalization of semi-terms of particularly simple form. This theorem extends one of the main results in [BS95] to languages L with functions of arbitrary arity and the central result in [KP88] to semi-terms.

With a finite volume approach, a flux-form semi-Lagrangian (TFSL) scheme with space-time transformation was developed to provide stable and accurate algorithm in solving the advection-diffusion equation. Different from the existing fluxform semi-Lagrangian schemes, the temporal integration of the flux from the present to the next time step is transformed into a spatial integration of the flux a...

Numerical approaches in atmospheric and oceanic modeling inevitably introduce diffusion (or dissipation) and dispersion into the approximate solution. From a physical point of view, advection of a passive tracer is the simple transition of a quantity. Therefore, dispersion, the propagation of different spatial scales at different phase speed, and diffusion are processes that are aliens to the p...

__________________________________________________________________________________ This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, and no evidence that predictability has diminished in recent year...

In this paper we consider the problem of finding a decomposed solution to a Markov model where the action rates may depend on the global state space. To do this we consider regular cycles in the underlying state space and show that a semi-product form solution exists when the functions describing the action rates have specific forms. The approach is illustrated with a simple queueing example al...

• To propose a direct and “elementary” proof of the main result of [3], nameley that the semi-classical spectrum near a global minimum of the classical Hamiltonian determines the whole semi-classical Birkhoff normal form (denoted the BNF) in the non-resonant case. I believe however that the method used in [3] (trace formulas) are more general and can be applied to any non degenerate non resonan...

We give in this paper a partial classification of the consistent quadratic gauge actions that can be written in terms of s-form fields. This provides a starting point to study the uniqueness of the Yang-Mills action as a deformation of Maxwell-like theories. We also show that it is impossible to write kinetic 1-form terms that can be consistently added to other 1-form actions such as tetrad gra...

We use a factorisation technique and representations of canonical transformations to construct globally valid closed form expressions without singularities of semi-classical wave functions for arbitrary smooth local potentials over a one-dimensional position space.