[HTML][HTML] An efficient geometric method for incompressible hydrodynamics on the sphere

P Cifani, M Viviani, K Modin - Journal of Computational Physics, 2023 - Elsevier
We present an efficient and highly scalable geometric numerical method for two-
dimensional ideal fluid dynamics on the sphere. The starting point is Zeitlin's finite …

Deflating subspaces of T-palindromic pencils and algebraic T-Riccati equations

B Iannazzo, B Meini, F Poloni - Linear and Multilinear Algebra, 2024 - Taylor & Francis
By exploiting the connection between solving algebraic⊤-Riccati equations and computing
certain deflating subspaces of⊤-palindromic matrix pencils, we obtain theoretical and …

Strategic Informed Trading and the Value of Private Information

M Anthropelos, S Robertson - arXiv preprint arXiv:2404.08757, 2024 - arxiv.org
We consider a market of risky financial assets where the participants are an informed trader,
a mass of uniformed traders and noisy liquidity providers. We prove the existence of a …

On certain classes of nonlinear matrix equations: theory, applications, and numerical solution

B Meini - Bollettino dell'Unione Matematica Italiana, 2024 - Springer
Some classes of nonlinear matrix equations, typically arising in queuing networks and
Markov chain applications, are presented from a theoretical and computational perspective …

On the consistency of the matrix equation when B is symmetric: the case where CFC(A) includes skew-symmetric blocks

A Borobia, R Canogar, F De Terán - Revista de la Real Academia de …, 2023 - Springer
In this paper, which is a follow-up to Borobia et al.(Mediterr J Math, 18: 40, 2021), we provide
a necessary and sufficient condition for the matrix equation X⊤ AX= B to be consistent when …

Invariant subspaces of -palindromic pencils and algebraic -Riccati equations

B Iannazzo, B Meini, F Poloni - arXiv preprint arXiv:2302.10604, 2023 - arxiv.org
By exploiting the connection between solving algebraic $\top $-Riccati equations and
computing certain deflating subspaces of $\top $-palindromic matrix pencils, we obtain …