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Silvestrov, Sergei, ProfessorORCID iD iconorcid.org/0000-0003-4554-6528
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Publications (10 of 161) Show all publications
Ongong'A, E., Richter, J. & Silvestrov, S. (2019). Classification of 3-dimensional Hom-Lie algebras. In: Journal of Physics: Conference Series. Paper presented at 32nd International Colloquium on Group Theoretical Methods in Physics, ICGTMP 2018, 9 July 2018 through 13 July 2018. Institute of Physics Publishing (1)
Open this publication in new window or tab >>Classification of 3-dimensional Hom-Lie algebras
2019 (English)In: Journal of Physics: Conference Series, Institute of Physics Publishing , 2019, no 1Conference paper, Published paper (Refereed)
Abstract [en]

For any n-dimensional Hom-Lie algebra, a system of polynomial equations is obtained from the Hom-Jacobi identity, containing both structure constants of the skew-symmetric bilinear map and constants describing the twisting linear endomorphism. The equations are linear in the constants representing the endomorphism and non-linear in the structure constants. The space of possible endomorphisms has minimum dimension 6, and we describe the possible endomorphisms in that case. We further give families of 3-dimensional Hom-Lie algebras arising from a general nilpotent linear endomorphism constructed upto isomorphism.

Place, publisher, year, edition, pages
Institute of Physics Publishing, 2019
Keywords
Polynomials, 3-dimensional, Bilinear map, Lie Algebra, Nilpotent, Non linear, Skew-symmetric, Structure constants, System of polynomial equations, Group theory
National Category
Mathematics
Identifiers
urn:nbn:se:mdh:diva-43500 (URN)10.1088/1742-6596/1194/1/012084 (DOI)2-s2.0-85065590036 (Scopus ID)
Conference
32nd International Colloquium on Group Theoretical Methods in Physics, ICGTMP 2018, 9 July 2018 through 13 July 2018
Note

Conference code: 147785; Export Date: 24 May 2019; Conference Paper

Available from: 2019-06-11 Created: 2019-06-11 Last updated: 2019-06-11Bibliographically approved
Lundengård, K., Rancic, M., Javor, V. & Silvestrov, S. (2019). Electrostatic discharge currents representation using the analytically extended function with P peaks by interpolation on a D-optimal design. Facta Universitatis Series: Electronics and Energetics, 32(1), 25-49
Open this publication in new window or tab >>Electrostatic discharge currents representation using the analytically extended function with P peaks by interpolation on a D-optimal design
2019 (English)In: Facta Universitatis Series: Electronics and Energetics, ISSN 0353-3670, Vol. 32, no 1, p. 25-49Article in journal (Refereed) Published
Abstract [en]

In this paper the Analytically Extended Function (AEF) with p peaks is used for representation of the electrostatic discharge (ESD) currents and lightning discharge currents. The fitting to data is achieved by interpolation of certain data points. In order to minimize unstable behaviour, the exponents of the AEF are chosen from a certain arithmetic sequence and the interpolated points are chosen according to a D-optimal design. The method is illustrated using several examples of currents taken from standards and measurements.

Place, publisher, year, edition, pages
UNIV NIS, 2019
Keywords
Analytically extended function, electrostatic discharge (ESD) current, lightning discharge current, D-optimal design
National Category
Computational Mathematics Electrical Engineering, Electronic Engineering, Information Engineering
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-42695 (URN)10.2298/FUEE1901025L (DOI)000457549900002 ()
Available from: 2019-02-15 Created: 2019-02-15 Last updated: 2019-08-13Bibliographically approved
Armakan, A., Silvestrov, S. & Farhangdoost, M. R. (2019). Enveloping algebras of color hom-Lie algebras. Turkish Journal of Mathematics, 43(1), 316-339
Open this publication in new window or tab >>Enveloping algebras of color hom-Lie algebras
2019 (English)In: Turkish Journal of Mathematics, ISSN 1300-0098, E-ISSN 1303-6149, Vol. 43, no 1, p. 316-339Article in journal (Refereed) Published
Abstract [en]

In this paper, the universal enveloping algebra of color hom-Lie algebras is studied. A construction of the free involutive hom-associative color algebra on a hom-module is described and applied to obtain the universal enveloping algebra of an involutive hom-Lie color algebra. Finally, the construction is applied to obtain the well-known Poincare- Birkhoff-Witt theorem for Lie algebras to the enveloping algebra of an involutive color hom-Lie algebra.

Place, publisher, year, edition, pages
SCIENTIFIC TECHNICAL RESEARCH COUNCIL TURKEY-TUBITAK, 2019
Keywords
Color hom-Lie algebra, enveloping algebra
National Category
Algebra and Logic
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-42608 (URN)10.3906/mat-1808-96 (DOI)000456188000026 ()2-s2.0-85061657637 (Scopus ID)
Available from: 2019-02-07 Created: 2019-02-07 Last updated: 2019-02-28Bibliographically approved
Musonda, J., Richter, J. & Silvestrov, S. (2019). Reordering in a multi-parametric family of algebras. In: Journal of Physics: Conference Series. Paper presented at 32nd International Colloquium on Group Theoretical Methods in Physics, ICGTMP 2018, 9 July 2018 through 13 July 2018. Institute of Physics Publishing (1)
Open this publication in new window or tab >>Reordering in a multi-parametric family of algebras
2019 (English)In: Journal of Physics: Conference Series, Institute of Physics Publishing , 2019, no 1Conference paper, Published paper (Refereed)
Abstract [en]

This article is devoted to a multi-parametric family of associative complex algebras defined by commutation relations associated with group or semigroup actions of dynamical systems and iterated function systems. General reordering and nested commutator formulas for arbitrary elements in these families are presented, generalizing some well-known results in mathematics and physics. A generalization of this family in three generators is also considered.

Place, publisher, year, edition, pages
Institute of Physics Publishing, 2019
Keywords
Dynamical systems, Commutation relation, Complex algebra, Iterated function system, Parametric family, Semi-group, Group theory
National Category
Mathematics
Identifiers
urn:nbn:se:mdh:diva-43501 (URN)10.1088/1742-6596/1194/1/012078 (DOI)2-s2.0-85065575670 (Scopus ID)
Conference
32nd International Colloquium on Group Theoretical Methods in Physics, ICGTMP 2018, 9 July 2018 through 13 July 2018
Note

Conference code: 147785; Export Date: 24 May 2019; Conference Paper

Available from: 2019-06-11 Created: 2019-06-11 Last updated: 2019-06-11Bibliographically approved
Malyarenko, A., Ni, Y., Canhanga, B. & Silvestrov, S. (2018). Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities. In: Christos H Skiadas (Ed.), Proceedings : 5th Stochastic Modeling Techniques and Data Analysis International Conference withDemographics Workshop (SMTDA2018): . Paper presented at 12 -15 June 2018, Cultural Centre of Chania, Crete, Greece (pp. 409-422). ISAST: International Society for the Advancement of Science and Technology
Open this publication in new window or tab >>Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities
2018 (English)In: Proceedings : 5th Stochastic Modeling Techniques and Data Analysis International Conference withDemographics Workshop (SMTDA2018) / [ed] Christos H Skiadas, ISAST: International Society for the Advancement of Science and Technology, 2018, p. 409-422Conference paper, Published paper (Other academic)
Abstract [en]

We consider a market model with four correlated factors and two stochastic volatilities, one of which is rapid-changing, while another one is slow-changing in time. An advanced Monte Carlo methods based on the theory of cubature in Wiener space, is used to find the no-arbitrage price of the European call option in the above model.

Place, publisher, year, edition, pages
ISAST: International Society for the Advancement of Science and Technology: , 2018
National Category
Mathematics
Identifiers
urn:nbn:se:mdh:diva-43299 (URN)
Conference
12 -15 June 2018, Cultural Centre of Chania, Crete, Greece
Available from: 2019-05-02 Created: 2019-05-02 Last updated: 2019-06-11Bibliographically approved
Betuel, C., Malyarenko, A., Ni, Y., Rancic, M. & Silvestrov, S. (2018). Calibration of Multiscale Two-Factor Stochastic Volatility Models: A Second-Order Asymptotic Expansion Approach. In: Christos H Skiadas (Ed.), : . Paper presented at SMTDA2018 5th Stochastic Modeling Techniques and Data Analysis International Conference - SMTDA 2018, Crete, Greece. ISAST: International Society for the Advancement of Science and Technology
Open this publication in new window or tab >>Calibration of Multiscale Two-Factor Stochastic Volatility Models: A Second-Order Asymptotic Expansion Approach
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2018 (English)In: / [ed] Christos H Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2018Conference paper, Oral presentation with published abstract (Refereed)
Abstract [en]

The development of financial markets imposes more complex models on the option pricing problems. On the previous papers by the authors, we consider a model under which the underlying asset is driven by two independent Heston-type stochastic volatility processes of multiscale (fast and slow) mean-reverting rates and we compute an approximate solution for the option pricing problem, using asymptotic expansion method. In the present paper, we aim to calibrate the model using the market prices of options on Euro Stoxx 50 index and an equity stock in the European market. Our approach is to use the market implied volatility surface for calibrating directly a set of new parameters required in our second-order asymptotic expansion pricing formula for European options. This secondorder asymptotic expansion formula provides a better approximation formula for European option prices than the first-order formula, as explained in an earlier work of the authors.

Place, publisher, year, edition, pages
ISAST: International Society for the Advancement of Science and Technology, 2018
Keywords
Option pricing model, asymptotic expansion of option price, stochastic volatility model, multiscale stochastic volatility, calibration
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-41091 (URN)978-618-5180-27-0 (ISBN)978-618-5180-29-4 (ISBN)
Conference
SMTDA2018 5th Stochastic Modeling Techniques and Data Analysis International Conference - SMTDA 2018, Crete, Greece
Available from: 2018-09-30 Created: 2018-09-30 Last updated: 2018-10-01Bibliographically approved
Silvestrov, S., Hössjer, O., Malyarenko, A. & Mishura, Y. (2018). Dmitrii S. Silvestrov. In: Sergei Silvestrov Anatoliy Malyarenko Milica Rančić (Ed.), Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017. Paper presented at International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications”, SPAS 2017; Västerås and Stockholm; Sweden; 4 October 2017 through 6 October 2017; Code 221789 (pp. 1-4). Paper presented at International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications”, SPAS 2017; Västerås and Stockholm; Sweden; 4 October 2017 through 6 October 2017; Code 221789. Springer, 271
Open this publication in new window or tab >>Dmitrii S. Silvestrov
2018 (English)In: Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 / [ed] Sergei Silvestrov Anatoliy Malyarenko Milica Rančić, Springer, 2018, Vol. 271, p. 1-4Chapter in book (Refereed)
Abstract [en]

This chapter presents short biographical notes about Professor Dmitri S. Silvestrov.

Place, publisher, year, edition, pages
Springer, 2018
Series
Springer Proceedings in Mathematics and Statistics, ISSN 2194-1009 ; 271
Keywords
Kiev University, Luleå Technical University, Mälardalen University, Stockholm University, Umeå University, Random processes, Technical universities, Stochastic systems
National Category
Mathematics
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-41832 (URN)10.1007/978-3-030-02825-1_1 (DOI)2-s2.0-85058563975 (Scopus ID)978-3-030-02824-4 (ISBN)
Conference
International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications”, SPAS 2017; Västerås and Stockholm; Sweden; 4 October 2017 through 6 October 2017; Code 221789
Available from: 2018-12-27 Created: 2018-12-27 Last updated: 2018-12-31Bibliographically approved
Javor, V., Lundengård, K., Rancic, M. & Silvestrov, S. (2018). Electrostatic discharge currents and their derivatives' approximation by piecewise power-exponential functions. Turkish Journal of Electrical Engineering and Computer Sciences, 26(2), 1093-1102
Open this publication in new window or tab >>Electrostatic discharge currents and their derivatives' approximation by piecewise power-exponential functions
2018 (English)In: Turkish Journal of Electrical Engineering and Computer Sciences, ISSN 1300-0632, E-ISSN 1303-6203, Vol. 26, no 2, p. 1093-1102Article in journal (Refereed) Published
Abstract [en]

An analytically extended function based on power-exponential functions is used in this paper for approxi- mation of electrostatic discharge (ESD) currents and their derivatives. The Marquardt least-squares method (MLSM) is applied for obtaining nonlinear function parameters. IEC 61000-4-2 Standard ESD current is approximated, as well as some measured ESD currents' wave shapes. Power-exponential terms are extended at the local maxima and minima of the represented wave shape, so that this approximation is done from peak to peak. ESD current derivative is approxi- mated using the same procedure in order to obtain the continuous second order derivative of the current, as all piecewise functions are of differentiability class C1L . Currents and their derivatives are often measured in ESD experiments so that their analytical representation is needed for simulation of ESD phenomena, better definition of standard requirements, and computation of the transient fields and induced effects.

Keywords
Electrostatic discharge currents, N-peaked analytically extended function, Marquardt least-squares method, power-exponential function
National Category
Computational Mathematics Other Electrical Engineering, Electronic Engineering, Information Engineering
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-36536 (URN)10.3906/elk-1707-95 (DOI)000428723200037 ()2-s2.0-85044990579 (Scopus ID)
Available from: 2017-09-28 Created: 2017-09-28 Last updated: 2018-12-17Bibliographically approved
Bäck, P., Richter, J. & Silvestrov, S. (2018). Hom-associative Ore extensions. Paper presented at 25th International Conference on Integrable Systems and Quantum Symmetries, ISQS 2017; Czech Technical UniversityPrague; Czech Republic; 6 June 2017 through 10 June 2017; Code 134824. Journal of Physics, Conference Series, 965(1), Article ID 012006.
Open this publication in new window or tab >>Hom-associative Ore extensions
2018 (English)In: Journal of Physics, Conference Series, ISSN 1742-6588, E-ISSN 1742-6596, Vol. 965, no 1, article id 012006Article in journal (Refereed) Published
Abstract [en]

We introduce hom-associative Ore extensions as non-associative, non-unital Ore extensions with a hom-associative multiplication, as well as give some necessary and sufficient conditions when such exist. Within this framework, we also construct a family of hom-associative Weyl algebras as generalizations of the classical analogue, and prove that they are simple.

Place, publisher, year, edition, pages
Institute of Physics Publishing, 2018
National Category
Mathematics Algebra and Logic
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-38849 (URN)10.1088/1742-6596/965/1/012006 (DOI)000446028000006 ()2-s2.0-85042922463 (Scopus ID)
Conference
25th International Conference on Integrable Systems and Quantum Symmetries, ISQS 2017; Czech Technical UniversityPrague; Czech Republic; 6 June 2017 through 10 June 2017; Code 134824
Available from: 2018-03-15 Created: 2018-03-15 Last updated: 2018-10-18Bibliographically approved
Bäck, P., Richter, J. & Silvestrov, S. (2018). Hom-associative Ore extensions and weak unitalizations. International Electronic Journal of Algebra, 24, 174-194
Open this publication in new window or tab >>Hom-associative Ore extensions and weak unitalizations
2018 (English)In: International Electronic Journal of Algebra, ISSN 1306-6048, E-ISSN 1306-6048, Vol. 24, p. 174-194Article in journal (Refereed) Published
Abstract [en]

We introduce hom-associative Ore extensions as non-unital, nonassociative Ore extensions with a hom-associative multiplication, and give some necessary and sucient conditions when such exist. Within this framework, we construct families of hom-associative quantum planes, universal enveloping algebras of a Lie algebra, and Weyl algebras, all being hom-associative generalizations of their classical counterparts, as well as prove that the latter are simple. We also provide a way of embedding any multiplicative hom-associative algebra into a multiplicative, weakly unital hom-associative algebra, which we call a weak unitalization.

Keywords
hom-associative Ore extensions, hom-associative Weyl algebras, hom-associative algebras
National Category
Algebra and Logic
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-40202 (URN)10.24330/ieja.440245 (DOI)000438336600013 ()2-s2.0-85051115772 (Scopus ID)
Available from: 2018-07-05 Created: 2018-07-05 Last updated: 2018-08-16Bibliographically approved
Organisations
Identifiers
ORCID iD: ORCID iD iconorcid.org/0000-0003-4554-6528