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Publications of Sergei Silvestrov

My publications 1992 - June 2015

Sergei Silvestrov publications 1992-June 2015 (pdf 181 kB)

 

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Sergei Silvestrov at Research Gate

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Note: MathSciNet. Mathematical Reviews is one of the most known, oldest and comprehensive databases reviewing mathematics publications. The database is run by the American Mathematical Society since 1940. It contains list with reviews of publications in selected established peer-reviewed mathematics sources of international journals, volumes, books, procedures, collective volumes, etc. MathSciNet access requires subscription (institutional or individual). Publications are reviewed in MathSciNet with some natural delays. Mathematics and Applied Mathematics publications published in non-mathematical journals or in proceedings Volumes for example might be absent from MathSciNet or registered with longer delays due to how MathSciNet collects information.  

DIVA (Mälardalen University publications database)

Latest publications by Sergei Silvestrov registered in DIVA

 

DIVA registered latest publications

  • A componentwise PageRank algorithm

    In this article we will take a look at a variant of the PageRank algorithminitially used by S. Brinn and L. Page to rank homepages on the Internet. The aim ofthe article is to see how we can use the topological structure of the graph to speed upcalculations of PageRank without doing any additional approximations. We will seethat by considering a non-normalized version of PageRank it is easy to see how wecan handle dierent types of vertices or strongly connected components in the graphmore eciently. Using this we propose two PageRank algorithms, one similar to theLumping algorithm proposed by Qing et al which handles certain types of verticesfaster and last another PageRank algorithm which can handle more types of verticesas well as strongly connected components more eectively. In the last sections we willlook at some specic types of components as well as verifying the time complexity ofthe algorithm.

  • A functional equation for the Riemann zeta fractional derivative

    In this paper a functional equation for the fractional derivative of the Riemann zeta function is presented. The fractional derivative of the zeta function is computed by a generalization of the Grunwald-Letnikov fractional operator, which satisfies the generalized Leibniz rule. It is applied to the asymmetric functional equation of the Rieman zeta function in order to obtain the result sought. Moreover, further properties of this fractional derivative are proposed and discussed.

  • A Note on Exploration of Sequence Spaces and Function Spaces on Interval [0,1] for DNA Sequencing

    In [7] authors studied the sequence spaces and function spaces on interval [0,1]. Further they introduced new sequence spaces by using generalized p-summation method and proved these spaces of sequences and functions are Banach spaces. In this paper we extend the results of authors in [7] by introducing a new basis function and strongly p-summation method.

  • A spectral analysis of the Weierstrass-Mandelbrot function on the Cantor set

    In this paper, the Weierstrass-Mandelbrot function on the Cantor set is presented with emphasis on possible applications in science and engineering. An asymptotic estimation of its one-sided Fourier transform, in accordance with the simulation results, is analytically derived. Moreover, a time-frequency analysis of the Weierstrass-Mandelbrot function is provided by the numerical computation of its continuous wavelet transform.

  • A Survey on Queueing Systems with Mathematical Models and Applications

    Queuing systems consist of one or more servers that provide some sort of services to arriving customers. Almost everyone has some experience of tedious time being in a queue during several daily life activities. It is reasonable to accept that service should be provided to the one who arrives first in the queue. But this rule always may not work. Sometimes the last comer or the customer in the high priority gets service earlier than the one who is waiting in the queue for a long time. All these characteristics are the interesting areas of research in the queueing theory. In this paper, we present some of the previous works of various researchers with brief explanations. We then carry out some of the mathematical expressions which represent the different queueing behaviors. In almost all the literatures, these queueing behaviors are examined with the help of mathematical simulations. Based on the previous contributions of researchers, our specific point of attraction is to study the finite capacity queueing models in which limited number of customers are served by a single or multiple number of servers and the batch queueing models where arrival or service or both occur in a bulk. Furthermore, we present some performance measure equations of some queueing models together with necessary components used in the queueing theory. Finally, we report some applications of queueing systems in supply chain management pointing out some areas of research as further works.

  • Algebra, Geometry and Mathematical Physics : Proceedings of the AGMP, Mulhouse, France, October 2011

    This book collects the proceedings of the Algebra, Geometry and Mathematical Physics Conference, held at the University of Haute Alsace, France, October 2011. Organized in the four areas of algebra, geometry, dynamical symmetries and conservation laws and mathematical physics and applications, the book covers deformation theory and quantization; Hom-algebras and n-ary algebraic structures; Hopf algebra, integrable systems and related math structures; jet theory and Weil bundles; Lie theory and applications; non-commutative and Lie algebra and more.

    The papers explore the interplay between research in contemporary mathematics and physics concerned with generalizations of the main structures of Lie theory aimed at quantization, and discrete and non-commutative extensions of differential calculus and geometry, non-associative structures, actions of groups and semi-groups, non-commutative dynamics, non-commutative geometry and applications in physics and beyond.

  • An evaluation of centrality measures used in cluster analysis

    Clustering of data into groups of similar objects plays an important part when analysing many types of data especially when the datasets are large as they often are in for example bioinformatics social networks and computational linguistics. Many clustering algorithms such as K-means and some types of hierarchical clustering need a number of centroids representing the 'center' of the clusters. The choice of centroids for the initial clusters often plays an important role in the quality of the clusters. Since a data point with a high centrality supposedly lies close to the 'center' of some cluster this can be used to assign centroids rather than through some other method such as picking them at random. Some work have been done to evaluate the use of centrality measures such as degree betweenness and eigenvector centrality in clustering algorithms. The aim of this article is to compare and evaluate the usefulness of a number of common centrality measures such as the above mentioned and others such as PageRank and related measures.

  • An examination of the multi-peaked analytically extended function for approximation of lightning channel-base currents

    A multi-peaked version of the analytically extended function (AEF) intended for approximation of multi-peaked lightning current wave-forms will be presented along with some of its basic properties. A general framework for estimating the parameters of the AEF using the Marquardt least-squares method (MLSM) for a waveform with an arbitrary (finite) number of peaks as well as a given charge trans-fer and specific energy will also be described. This framework is used to find parameters for some common single-peak wave-forms and some advantages and disadvantages of the approach will be discussed.

  • An Examination of the Multi-Peaked Analytically Extended Function for Approximation of Lightning Channel-Base Currents

    A multi-peaked version of the analytically extendedfunction (AEF) intended for approximation of multi-peaked light-ning current waveforms will be presented along with some of itsbasic properties. A general framework for estimating the parame-ters of the AEF using the Marquardt least-squares method(MLSM) for a waveform with an arbitrary (finite) number ofpeaks as well as a given charge transfer and specific energy willalso be described. This framework is used to find parameters forsome common single-peak wave-forms and some advantages anddisadvantages of the approach will be discussed.

  • Analysis of Horizontal Thin-Wire Conductor Buried in Lossy Ground: New Model for Sommerfeld Type Integral

    A new simple approximation that can be used for modeling of one type of Sommerfeld integrals typically occurring in the expressions that describe sources buried in the lossy ground, is proposed in the paper. The ground is treated as a linear, isotropic and homogenous medium of known electrical parameters. Proposed approximation has a form of a weighted exponential function with an additional complex constant term. The derivation procedure of this approximation is explained in detail, and the validation is done applying it in the analysis of a bare conductor fed in the center and immersed in the lossy ground at arbitrary depth. Wide range of ground and geometry parameters of interest has been taken into consideration.

  • Analysis of shielded coupled microstrip line with partial dielectric support

    A shielded coupled microstrip line with partial dielectric support is analysed using the hybrid boundary element method (HBEM) and the finite difference method (FDM). The HBEM is a combination of the equivalent electrodes method (EEM) and the boundary element method (BEM). The microstrip line characteristic parameters: the effective relative permittivity and the characteristic impedance are deter­mined. “Odd” and “even” modes are taken into account. The results are compared with corresponding ones found in the literature.

  • Application of Genetic Algorithm to Estimation of Function Parameters in Lightning Currents Approximations

    Genetic algorithm (GA) is applied for the estimation of two-peaked analytically extended function (2P-AEF) parameters in this paper. 2P-AEF is used for approximation of measured and typical lightning discharge currents. Lightning discharge channel is often modeled as thin-wire vertical antenna at perfectly conducting ground. Engineering lightning stroke models assume that the current along that channel is related to the channel-base current which may be measured at the instrumented tall towers and in triggered lightning experiments. Mathematical modeling of lightning currents is important in verification of lightning strokes models based on simultaneously measured electromagnetic fields at various distances, so as in lightning protection studies, computation of lightning induced effects and simulation of overvoltages in power systems. Typical lightning discharge currents of the first positive, first negative, and subsequent negative strokes are defined by IEC 62305 Standard based on comprehensive measurements. Parameters of 2P-AEF’s approximation of the typical negative first stroke current are determined by GA and compared to approximations obtained by other functions. Measured currents at Monte San Salvatore in Switzerland, at Morro de Cachimbo Station in Brazil, and in rocket-triggered lightning experiments at Camp Blanding in Florida are approximated by 2P-AEFs, and good agreement with experimentally measured waveshapes is obtained.

  • Application of the Marquardt Least Square Method to the Estimation of Pulse Function Parameters

    Application of the Marquardt least-squares method (MLSM) to the estimation of non-linear parameters of functionsused for representing various lightning current waveshapes is presented in this paper. Parameters are determined for the Pulse,Heidler’s and DEXP function representing the first positive, first and subsequent negative stroke currents as given in IEC62305-1 Standard Ed.2, and also for some other fast- and slow-decaying lightning current waveshapes. The results prove theability of the MLSM to be used for the estimation of parameters of the functions important in lightning discharge modeling.

  • Application of the multi-peaked analytically extended function to representation of some measured lightning currents

    A multi-peaked form of the analytically extended function (AEF) is used for approximation of lightning current waveforms in this paper. The AEF function's parameters are estimated using the Marquardt least-squares method (MLSM), and the general procedure for fitting the p-peaked AEF function to a waveform with an arbitrary (finite) number of peaks is briefly described. This framework is used for obtaining parameters of 2-peaked waveforms typically present when measuring first negative stroke currents. Advantages, disadvantages and possible improvements of the approach are also discussed.

  • Approximation Methods of European Option Pricing in Multiscale Stochastic Volatility Model

    In the classical Black-Scholes model for financial option pricing, the asset price follows a geometric Brownian motion with constant volatility. Empirical findings such as volatility smile/skew, fat-tailed asset return distributions have suggested that the constant volatility assumption might not be realistic. A general stochastic volatility model, e.g. Heston model, GARCH model  and SABR volatility model , in which the variance/volatility itself follows typically a mean-reverting stochastic process, has shown to be superior in terms of capturing the empirical facts. However in order to capture more features of the volatility smile a two-factor, of double Heston type, stochastic volatility model is more useful as shown by Christoffersen, Heston and Jacobs.  We consider one specific type of such two-factor volatility models in which the volatility has multiscale mean-reversion rates. Our model contains two mean-reverting volatility processes with a fast and a slow reverting rate respectively. We consider the European option pricing problem under one type of the multiscale stochastic volatility model where the two volatility processes act as independent factors in the asset price process.  The novelty in this chapter is an approximating analytical solution using asymptotic expansion method which extends the authors earlier research in Canhanga et al. In addition we propose a numerical approximating solution using Monte-Carlo simulation. For completeness and for comparison we also implement the semi-analytical solution by Chiarella and Ziveyi using method of characteristics, Fourier and bivariate Laplace transforms.

  • Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices

    Asian options are options whose value depends on the average asset price during its lifetime. They are useful because they are less subject to price manipulations. We consider Asian option pricing on a lattice where the underlying asset follows the Merton–Bates jump-diffusion model. We describe the construction of the lattice using the moment matching technique which results in an equation system described by a Vandermonde matrix. Using some properties of Vandermonde matrices we calculate the jump probabilities of the resulting system. Some conditions on the possible jump sizes in the lattice are also given.

  • Asymptotic expansions for stationary and quasi-stationary distributions of perturbed semi-Markov processes

    New algorithms for computing asymptotic expansions, without and with explicit upper bounds for remainders, for stationary and quasi-stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to models with an arbitrary asymptotic communicative structure of phase spaces. 

  • Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. II
  • Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
  • Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

    New algorithms for computing asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces.

  • Asymptotic expansions for stationary distributions of perturbed semi-markov processes

    New algorithms for computing asymptotic expansionsfor power moments of hitting times and stationary andquasi-stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are basedon special techniques of sequential phase space reduction, which can be applied to models with an arbitrary asymptoticcommunicative structure of phase spaces.

  • Brackets with (τ,σ)-derivations and (p,q)-deformations of Witt and Virasoro algebras

    The aim of this paper is to study some brackets defined on (τ,σ)-derivations satisfying quasi-Lie identities. Moreover, we provide examples of (p, q)-deformations of Witt and Virasoro algebras as well as sl(2) algebra. These constructions generalize the results obtained by Hartwig, Larsson and Silvestrov on σ-derivations, arising in connection with discretizations and deformations of algebras of vector fields.

  • Calculating PageRank in a changing network with added or removed edges

    PageRank was initially developed by S. Brinn and L. Page in 1998 to rank homepages on the Internet using the stationary distribution of a Markov chain created using the web graph. Due to the large size of the web graph and many other real worldnetworks fast methods to calculate PageRank is needed and even if the original way of calculating PageRank using a Power iterations is rather fast, many other approaches have been made to improve the speed further. In this paper we will consider the problem of recalculating PageRank of a changing network where the PageRank of a previous version of the network is known. In particular we will consider the special case of adding or removing edges to a single vertex in the graph or graph component

  • Centralizers in Ore extensions over polynomial rings

    In this paper we consider centralizers of single elements in Ore extensions of the ring of polynomials in one variable over a field. We show that they are commutative and finitely generated as an algebra. We also show that for certain classes of elements their centralizer is singly generated as an algebra.

  • Common Fixed Point Results for Family of Generalized Multivalued F-contraction Mappings in Ordered Metric Spaces

    In this paper, we study the existence of common fixed points of family of multivalued mappings satisfying generalized F-contractive conditions in ordered metric spaces. These results establish some of the general common fixed point theorems for family of multivalued maps.

  • Common fixed point results of four mappings in ordered partial metric spaces

    On partially ordered set equipped with a partial metric, we study the sufficient conditions for existence of common fixed points of various mappings satisfying generalized weak contractive conditions. These results unify several comparable results in the existing literature. We also study the existence of nonnegative solution of implicit nonlinear integral equation. Furthermore, we study the fractal of finite family of generalized contraction mappings defined on a partial metric space.

  • Common Fixed Points of Weakly Commuting Multivalued Mappings on a Domain of Sets Endowed with Directed Graph

    In this paper, the existence of coincidence points and common fixed points for multivalued mappings satisfying certain graphic ψ- contraction contractive conditions with set-valued domain endowed with a graph, without appealing to continuity, is established. Some examples are presented to support the results proved herein. Our results unify, generalize and extend various results in the existing literature.

  • Commutants and Centers in a 6-Parameter Family of Quadratically Linked Quantum Plane Algebras

    We consider a family of associative algebras, defined as the quotient of a free algebra with the ideal generated by a set of multi-parameter deformed commutation relations between four generators consisting of five quantum plane relations between pairs of generators and one sub-quadratic relation inter-linking all four generators. For generic parameter vectors, the center and the commutants of the two of the generators are described and conditions on the parameters for these commutants to be itself commutative or non-commutative are obtained.

  • Commutants in Crossed Product Algebras for Piece-Wise Constant Functions

    In this paper we consider crossed product algebras of algebras of piecewiseconstant functions on the real line with Z. For an increasing sequence of algebras (in which case the commutants form a decreasing sequence), we describe the set difference between the corresponding commutants.

  • Comparing the landcapes of common retroviral insertion sites across tumor models

    Retroviral tagging represents an important technique, which allows researchers to screen for candidate cancer genes. The technique is based on the integration of retroviral sequences into the genome of a host organism, which might then lead to the artificial inhibition or expression of proximal genetic elements. The identification of potential cancer genes in this framework involves the detection of genomic regions (common insertion sites; CIS) which contain a number of such viral integration sites that is greater than expected by chance. During the last two decades, a number of different methods have been discussed for the identification of such loci and the respective techniques have been applied to a variety of different retroviruses and/or tumor models. We have previously established a retrovirus driven brain tumor model and reported the CISs which were found based on a Monte Carlo statistics derived detection paradigm. In this study, we consider a recently proposed alternative graph theory based method for identifying CISs and compare the resulting CIS landscape in our brain tumor dataset to those obtained when using the Monte Carlo approach. Finally, we also employ the graph-based method to compare the CIS landscape in our brain tumor model with those of other published retroviral tumor models.