This paper analyzes the non-classical shock waves which arise as limits of certain diffusive-dispersive
approximations to hyperbolic conservation laws. Such shocks occur for non-…

We study a system of two conservation laws which is strictly hyperbolic, but not genuinely
nonlinear. We solve the Riemann problem for the inviscid system in a unique way and find …

We consider strictly hyperbolic systems of conservation laws whose characteristic fields are
not genuinely nonlinear, and we introduce a framework for the nonclassical shocks …

We consider hyperbolic systems of conservation laws that are not genuinely nonlinear. The
solutions generated by diffusive-dispersive regularizations may include nonclassical (nc) …

Maximum drawdown, the maximum peak-to-trough loss in net asset value (NAV), is a widely-used
risk measure among alternative investment investors. Analogous to value-at-risk, α-…

The focus of this paper is on traveling wave solutions of the equation ut + f(u)x = ∊uxx + ∊²γuxxx,
in which the flux function f is trilinear and nonconvex. In particular, it is shown that for …

… Furthermore the graph of u(x, t ) tends to that of a sawtooth function. … where t+b
represents a small phase shift of W(x), with @(O) = 0. We also assume that vo(x), defined by …

We study an initial-boundary value problem for a fully nonlinear system which describes the
propagation of plane shear waves in a three-dimensional soil, assuming a hypoplastic flow …

We study plane shear waves in a continuum model for a saturated soil, assuming a hypoplastic
flow rule. Following an earlier paper on velocity-controlled waves [1], we now specify a …

Hedge fund clones systematically mimic features of hedge fund returns. The author
constructs clones of hedge fund indexes using several factor models and estimation intervals. …