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Olga Rozanova

Publications and source records attributed to Olga Rozanova.

At least 19 recordsLinked to original sources
arXiv2026

Internal free boundary problem for cold plasma equations

For the system of cold plasma equations describing the motion of electrons in the field of stationary ions, we consider the Riemann problem posed at an impenetrable interface between two media. These media differ in the magnitude of the constant ion field. The interface between the media is assumed to be free. Its position is determined from the generalized Rankine-Hugoniot conditions and the stability condition, that is, the intersection of Lagrangian particle trajectories at the interface.

math.AP↗
arXiv2024

On globally smooth oscillating solutions of non-strictly hyperbolic systems

A class of non-strictly hyperbolic systems of quasilinear equations with oscillatory solutions of the Cauchy problem, globally smooth in time in some open neighborhood of the zero stationary state, is found. For such systems, the period of oscillation of solutions does not depend on the initial point of the Lagrangian trajectory. The question of the possibility of constructing these systems in a physical context is also discussed, and non-relativistic and relativistic equations of cold plasma are studied from this point of view.

math.AP↗
arXiv2023

On non-strictly hyperbolic systems and models of natural sciences reducible to them

We show that many important natural science models in their mathematical formulation can be reduced to non-strictly hyperbolic systems of the same kind. This allows the same methods to be applied to them so that some essential results concerning a particular model can be obtained as corollaries of general theorems. However, in each case, the models have their own characteristics. The article contains an overview of both potentially applicable methods, as well as known results obtained for a particular model. In addition, we introduce new models and obtain results for them.

math-ph↗
arXiv2022

On the properties of affine solutions of cold plasma equations

We study the affine solutions of the equations of plane oscillations of cold plasma, which, under the assumption of electrostaticity, correspond to the Euler-Poisson equations in the repulsive case. It is proved that the zero equilibrium state of the cold plasma equations, both with and without the assumption of electrostaticity, is unstable in the class of all affine solutions. It is also shown that an arbitrary perturbation of an axially symmetric electrostatic solution leads to a finite time blow-up.

math.AP↗
arXiv2022

On the properties of multidimensional electrostatic oscillations of an electron plasma

We consider the classical Cauchy problem for a system of equations describing 3D arbitrary electrostatic oscillations of the cold plasma and introduce an iteration procedure that allows estimating the blow-up time from below. This procedure is constructive provided one succeed to obtain a two-sided estimate of an additional quantity depending on the solution. We show that this is possible in the case of one and two dimensions, as well as for solutions with zero vorticity. For the particular case of two-dimensional initial data with the radial symmetry, refined sufficient conditions for destruction and preservation of smoothness in the first period of oscillations are obtained. Moreover, we give the example of estimating the blow-up time for the data for which results of numerics exist and discuss a roughness of our estimate.

math.AP↗
arXiv2021

The influence of an external magnetic field on cold plasma oscillations

For a system of equations describing one-dimensional nonlinear oscillations in a magnetoactive plasma, we study the effect of a constant magnetic field on the breaking of oscillations. For the nonrelativistic case, a criterion for the formation of a finite-dimensional singularity is obtained in terms of the initial data. It is shown that the enhancement of the magnetic field basically leads to an expansion of the class of initial data providing the global smoothness of the solution. The nature of the singularities of the solutions is illustrated by numerical examples.

physics.plasm-ph↗
arXiv2021

Mean field game equations with underlying jump-diffusion process

We consider a couple of integrodifferential PDEs arising from a stochastic Markovian control problem subjected to initial-terminal conditions. These equations correspond to the MFG system for a controlled jump-diffusion process. We prove that for a specific choice of the control function the expectation of the jump-diffusion process can be found explicitly. The study is an extension of similar results known for the pure diffusion process. As an example, we show how this can be applied to the problem of investors evaluating the trend of an asset when choosing an optimal portfolio.

math-ph↗
arXiv2020

Localization of the formation of singularities in multidimensional compressible Euler equations

We consider the Cauchy problem with smooth data for compressible Euler equations in many dimensions and concentrate on two cases: solutions with finite mass and energy and solutions corresponding to a compact perturbation of a nontrivial stationary state. We prove the blowup results using the characteristics of the propagation of the solution in space and find upper and lower bounds for the density of a smooth solution in a given region of space in terms of the initial data. To solve the problems, we introduce a special family of integral functionals and study their temporal dynamics.

math.AP↗
arXiv2020

Exact thresholds in the dynamics of cold plasma with electron-ion collisions

We consider a quasilinear system of hyperbolic equations that describes plane one-dimensional non-relativistic oscillations of electrons in a cold plasma with allowance for electron-ion collisions. Accounting for collisions leads to the appearance of a term analogous to dry friction in a mechanical system, leading to a decrease in the total energy. We obtain a criterion for the existence of a global in time smooth solution to the Cauchy problem. It allows to accurately separate the initial data into two classes: one corresponds to a globally in time smooth solutions, and the other leads to a finite-time blowup. The influence of electron collision frequency $ ν$ on the solution is investigated. It is shown that there is a threshold value, after exceeding which the regime of damped oscillations is replaced by the regime of monotonic damping. The set of initial data corresponding to a globally in time smooth solution of the Cauchy problem expands with increasing $ ν$, however, at an arbitrarily large value there are smooth initial data for which the solution forms a singularity in a finite time, and this time tends to zero as $ ν$ tends to infinity. The character of the emerging singularities is illustrated by numerical examples.

math-ph↗
arXiv2019

The solution of the Cauchy problem for the two-dimensional transport equation on a rotating plane

The limiting case of the system of equations of two-dimensional gas dynamics in the presence of the Coriolis force, which can be obtained under the assumption of a small pressure, is considered. With this approach, the equation for the velocity vector (transport equation) is split off from the system and can be solved separately. Using the method of stochastic perturbation along characteristics, we obtain an explicit asymptotic representation of a smooth solution of transport equations and analyze the process of formation of singularities of solution using a specific example. It is concluded that the presence of the Coriolis force prevents the singularities formation.

math.AP↗
arXiv2019

The stability of vortices in gas on the $l$-plane: the influence of centrifugal force

We show that a small correction due to centrifugal force usually neglected in the $l$-plane model of atmosphere drastically influences on the stability of vortices. Namely, in the presence of the Coriolis force only there exists a wide range of parameter ensuring nonlinear stability of a vortex with uniform deformation. Taking into account the centrifugal force results in a disappearance of stable vortices in the above-mentioned class of motions. We also prove that for the heat ratio $γ=2$, corresponding to the one-atomic gas, the system of equations, describing the gas on the $l$-plane with the correction due to centrifugal force can be integrated in a special case.

physics.flu-dyn↗
arXiv2015

Mathematical model of influence of friction on the vortex motion

We study the influence of linear friction on the vortex motion in a non-viscous stratified compressible rotating media. Our method can be applied to describe the complex behavior of a tropical cyclone approaching land. In particular, we show that several features of the vortex in the atmosphere such as a significant track deflection, sudden decay and intensification, can be explained already by means of the simplest two dimensional barotropic model, which is a result of averaging over the height in the primitive equations of air motion in the atmosphere. Our theoretical considerations are in a good compliance with the experimental data. In contrast to other models, where first the additional physically reasonable simplifications are made, we deal with special solutions of the full system. Our method is able to explain the phenomenon of the cyclone attracting to the land and interaction of the cyclone with an island.

physics.flu-dyn↗
arXiv2011

A certain estimate of volatility through return for stochastic volatility models

We study the dependence of volatility on the stock price in the stochastic volatility framework on the example of the Heston model. To be more specific, we consider the conditional expectation of variance (square of volatility) under fixed stock price return as a function of the return and time. The behavior of this function depends on the initial stock price return distribution density. In particular, we show that the graph of the conditional expectation of variance is convex downwards near the mean value of the stock price return. For the Gaussian distribution this effect is strong, but it weakens and becomes negligible as the decay of distribution at infinity slows down.

q-fin.PR↗
arXiv2011

Formation of singularities in solutions to ideal hydrodynamics of freely cooling inelastic gases

We consider solutions to the hyperbolic system of equations of ideal granular hydrodynamics with conserved mass, total energy and finite momentum of inertia and prove that these solutions generically lose the initial smoothness within a finite time in any space dimension $n$ for the adiabatic index $γ\le 1+\frac{2}{n}.$ Further, in the one-dimensional case we introduce a solution depending only on the spatial coordinate outside of a ball containing the origin and prove that this solution under rather general assumptions on initial data cannot be global in time too. Then we construct an exact axially symmetric solution with separable time and space variables having a strong singularity in the density component beginning from the initial moment of time, whereas other components of solution are initially continuous.

math.AP↗
arXiv2011

Arbitrage hedging strategy and one more explanation of the volatility smile

We present an explicit hedging strategy, which enables to prove arbitrageness of market incorporating at least two assets depending on the same random factor. The implied Black-Scholes volatility, computed taking into account the form of the graph of the option price, related to our strategy, demonstrates the "skewness" inherent to the observational data.

q-fin.PR↗
arXiv2010

On effects of stochastic regularization for the pressureless gas dynamics

We extend our result of [1] and show that one can associate with the stochastically perturbed non-viscid Burgers equation a system of viscous balance laws. The Cauchy data for the Burgers equation generates the data for this system. Till the moment of the shock formation in the solution to the Burgers equation the above system of viscous balance laws can be reduced to the pressureless gas dynamics system (in a limit as the parameters of perturbation tend to zero). If the solution to the Burgers equation contains shocks, the limit system is equivalent to the system with a specific pressure, in some sense analogous to the pressure of barotropic monoatomic gas.

math.AP↗