We construct a new stochastic interest rate model with two stochastic factors, by introducing a stochastic long-run equilibrium level into the Vasicek interest rate model which follows another Ornstein–Uhlenbeck process. With the interest rate under the Black–Scholes model being assumed to follow the newly proposed model, a closed-form representation of European option prices is successfully presented, when the analytical characteristic function of the underlying log-price under a forward measure is derived. To assess the model performance, a preliminary empirical study is conducted using S&P 500 index and its options, with the Vasicek model and an alternative two-factor Vasicek model taken as benchmarks.

This work describes a hyperbolic model for cell-cell repulsion with population dynamics. We consider the pressure produced by a population of cells to describe their motion. We assume that cells try to avoid crowded areas and prefer locally empty spaces far away from the carrying capacity. Here, our main goal is to prove the existence of travelling waves with continuous profiles. This article complements our previous results about sharp travelling waves. We conclude the paper with numerical simulations of the PDE problem, illustrating such a result. An application to wound healing also illustrates the importance of travelling waves with a continuous and discontinuous profile.

Let G be a connected semisimple real algebraic group. For a Zariski dense Anosov subgroup $\Gamma <G$ with respect to a parabolic subgroup $P_\theta $, we prove that any $\Gamma $-Patterson–Sullivan measure charges no mass on any proper subvariety of $G/P_\theta $. More generally, we prove that for a Zariski dense $\theta $-transverse subgroup $\Gamma <G$, any $(\Gamma , \psi )$-Patterson–Sullivan measure charges no mass on any proper subvariety of $G/P_\theta $, provided the $\psi $-Poincaré series of $\Gamma $ diverges at its abscissa of convergence. In particular, our result also applies to relatively Anosov subgroups.

This paper is concerned with the development and analysis of a mathematical model that is motivated by interstitial hydrodynamics and tissue deformation mechanics (poro-elasto-hydrodynamics) within an in-vitro solid tumour. The classical mixture theory is adopted for mass and momentum balance equations for a two-phase system. A main contribution of this study is we treat the physiological transport parameter (i.e., hydraulic resistivity) as anisotropic and heterogeneous, thus the governing system is strongly coupled and non-linear. We derived a weak formulation and then formulated the equivalent fixed-point problem. This enabled us to use the Galerkin method, and the classical results on monotone operators combined with the well-known Schauder and Banach fixed-point theorems to prove the existence and uniqueness of results.

In loving memory of my beloved miniature dachshund Maddie (16 March 2002 – 16 March 2020). We consider nonlocal differential equations with convolution coefficients of the form

\[{-}M\Big(\big(a*(g\circ |u|)\big)(1)\Big)u''(t)=\lambda f\big(t,u(t)\big),\quad t\in(0,1), \]

$g$

$M$

$M$

$f$

We perform a multifractal analysis of homological growth rates of oriented geodesics on hyperbolic surfaces. Our main result provides a formula for the Hausdorff dimension of level sets of prescribed growth rates in terms of a generalized Poincaré exponent of the Fuchsian group. We employ symbolic dynamics developed by Bowen and Series, ergodic theory and thermodynamic formalism to prove the analyticity of the dimension spectrum.

We prove that the existence of one horosphere in the universal cover of a closed Riemannian manifold of dimension $n \geq 3$ with strongly $1/4$-pinched or relatively $1/2$-pinched sectional curvature, on which the stable holonomy along one horosphere coincides with the Riemannian parallel transport, implies that the manifold is homothetic to a real hyperbolic manifold.

We study the community detection problem on a Gaussian mixture model, in which vertices are divided into $k\geq 2$ distinct communities. The major difference in our model is that the intensities for Gaussian perturbations are different for different entries in the observation matrix, and we do not assume that every community has the same number of vertices. We explicitly find the necessary and sufficient conditions for the exact recovery of the maximum likelihood estimation, which can give a sharp phase transition for the exact recovery even though the Gaussian perturbations are not identically distributed; see Section 7. Applications include the community detection on hypergraphs.

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We provide a precise formulation which, in addition, is amenable to generalization in higher dimensions. We work out in detail the case of transport in one dimension by proving existence and uniqueness of solution. Under suitable regularity assumptions, we give an explicit construction of the transport plan. Generalization of flux constraints to higher dimensions and possible extensions of the theory are discussed.

Clustering is a method of allocating data points in various groups, known as clusters, based on similarity. The notion of expressing similarity mathematically and then maximizing it (minimize dissimilarity) can be formulated as an optimization problem. Spectral clustering is an example of such an approach to clustering, and it has been successfully applied to visualization of clustering and mapping of points into clusters in two and three dimensions. Higher dimension problems remained untouched due to complexity and, most importantly, lack of understanding what “similarity” means in higher dimensions. In this paper, we apply spectral clustering to long timeseries EEG (electroencephalogram) data. We developed several models, based on different similarity functions and different approaches for spectral clustering itself. The results of the numerical experiment demonstrate that the created models are accurate and can be used for timeseries classification.

We are interested in the two-dimensional four-constant Riemann problem to the isentropic compressible Euler equations. In terms of the self-similar variables, the governing system is of nonlinear mixed-type and the solution configuration typically contains transonic and small-scale structures. We construct a supersonic-sonic patch along a pseudo-streamline from the supersonic part to a sonic point. This kind of patch appears frequently in the two-dimensional Riemann problem and is a building block for constructing a global solution. To overcome the difficulty caused by the sonic degeneracy, we apply the characteristic decomposition technique to handle the problem in a partial hodograph plane. We establish a regular supersonic solution for the original problem by showing the global one-to-one property of the partial hodograph transformation. The uniform regularity of the solution and the regularity of an associated sonic curve are also discussed.

In a smoothly bounded domain $\Omega \subset \mathbb{R}^n$, $n\ge 1$, this manuscript considers the homogeneous Neumann boundary problem for the chemotaxis system

\begin{eqnarray*} \left \{ \begin{array}{l} u_t = \Delta u - \nabla \cdot (u\nabla v), \\[5pt] v_t = \Delta v + u - \alpha uv, \end{array} \right . \end{eqnarray*}

$\alpha \gt 0$

It is shown that there exists $\delta _\star =\delta _\star (n)\gt 0$ such that for any given $\alpha \ge \frac{1}{\delta _\star }$ and for any suitably regular initial data satisfying $v(\cdot, 0)\le \delta _\star$, this problem admits a unique classical solution that stabilizes to the constant equilibrium $(\frac{1}{|\Omega |}\int _\Omega u(\cdot, 0), \, \frac{1}{\alpha })$ in the large time limit.

The purpose of the paper is twofold. First, we show that partial-data transmission eigenfunctions associated with a conductive boundary condition vanish locally around a polyhedral or conic corner in $\mathbb{R}^n$, $n=2,3$. Second, we apply the spectral property to the geometrical inverse scattering problem of determining the shape as well as its boundary impedance parameter of a conductive scatterer, independent of its medium content, by a single far-field measurement. We establish several new unique recovery results. The results extend the relevant ones in [26] in two directions: first, we consider a more general geometric setup where both polyhedral and conic corners are investigated, whereas in [26] only polyhedral corners are concerned; second, we significantly relax the regularity assumptions in [26] which is particularly useful for the geometrical inverse problem mentioned above. We develop novel technical strategies to achieve these new results.

Let $(X,\mu ,T,d)$ be a metric measure-preserving dynamical system such that three-fold correlations decay exponentially for Lipschitz continuous observables. Given a sequence $(M_k)$ that converges to $0$ slowly enough, we obtain a strong dynamical Borel–Cantelli result for recurrence, that is, for $\mu $-almost every $x\in X$,

$$ \begin{align*} \lim_{n \to \infty}\frac{\sum_{k=1}^{n} \mathbf{1}_{B_k(x)}(T^{k}x)} {\sum_{k=1}^{n} \mu(B_k(x))} = 1, \end{align*} $$

$\mu (B_k(x)) = M_k$

The structure of groups in which every element has prime power order (CP-groups) is extensively studied. We first investigate the properties of group $G$ such that each element of $G\setminus N$ has prime power order. It is proved that $N$ is solvable or every non-solvable chief factor $H/K$ of $G$ satisfying $H\leq N$ is isomorphic to $PSL_2(3^f)$ with $f$ a 2-power. This partially answers the question proposed by Lewis in 2023, asking whether $G\cong M_{10}$? Furthermore, we prove that if each element $x\in G\backslash N$ has prime power order and ${\bf C}_G(x)$ is maximal in $G$, then $N$ is solvable. Relying on this, we give the structure of group $G$ with normal subgroup $N$ such that ${\bf C}_G(x)$ is maximal in $G$ for any element $x\in G\setminus N$. Finally, we investigate the structure of a normal subgroup $N$ when the centralizer ${\bf C}_G(x)$ is maximal in $G$ for any element $x\in N\setminus {\bf Z}(N)$, which is a generalization of results of Zhao, Chen, and Guo in 2020, investigating a special case that $N=G$ for our main result. We also provide a new proof for Zhao, Chen, and Guo's results above.

We find solutions that describe the levelling of a thin fluid film, comprising a non-Newtonian power-law fluid, that coats a substrate and evolves under the influence of surface tension. We consider the evolution from periodic and localized initial conditions as separate cases. The particular (similarity) solutions in each of these two cases exhibit the generic property that the profiles are weakly singular (that is, higher-order derivatives do not exist) at points where the pressure gradient vanishes. Numerical simulations of the thin film equation, with either periodic or localized initial condition, are shown to approach the appropriate particular solution.

We define duality triples and duality pairs in compactly generated triangulated categories and investigate their properties. This enables us to give an elementary way to determine whether a class is closed under pure subobjects, pure quotients and pure extensions, as well as providing a way to show the existence of approximations. One key ingredient is a new characterization of phantom maps. We then introduce an axiomatic form of Auslander–Gruson–Jensen duality, from which we define dual definable categories, and show that these coincide with symmetric coproduct closed duality pairs. This framework is ubiquitous, encompassing both algebraic triangulated categories and stable homotopy theories. Accordingly, we provide many applications in both settings, with a particular emphasis on silting theory and stratified tensor-triangulated categories.

We study the asymptotic behaviour of the least energy solutions to the following class of nonlocal Neumann problems:

$$ \begin{align*} \begin{cases} { d(-\Delta)^{s}u+ u= \vert u\vert^{p-1}u } & \text{in } \Omega, \\ {u>0} & \text{in } \Omega, \\ { \mathcal{N}_{s}u=0 } & \text{in } \mathbb{R}^{n}\setminus \overline{\Omega}, \end{cases} \end{align*} $$

where $\Omega \subset \mathbb {R}^{n}$ is a bounded domain of class $C^{1,1}$, $1<p<({n+s})/({n-s}),\,n>\max \{1, 2s \}, 0<s<1, d>0$ and $\mathcal {N}_{s}u$ is the nonlocal Neumann derivative. We show that for small $d,$ the least energy solutions $u_d$ of the above problem achieve an $L^{\infty }$-bound independent of $d.$ Using this together with suitable $L^{r}$-estimates on $u_d,$ we show that the least energy solution $u_d$ achieves a maximum on the boundary of $\Omega $ for d sufficiently small.

We study analogues of Kronecker coefficients for symmetric inverse semigroups, for dual symmetric inverse semigroups and for the inverse semigroups of bijections between subquotients of finite sets. In all cases, we reduce the problem of determination of such coefficients to some group-theoretic and combinatorial problems. For symmetric inverse semigroups, we provide an explicit formula in terms of the classical Kronecker and Littlewood–Richardson coefficients for symmetric groups.