CMA Collected Preprint series 2006.

Link to previous series:
[2003] [2004] [2005]

2006:

1. Bendahmane, Mostafa ; Karlsen, Kenneth ; Urbano, JM . On a two-sidedly degenerate chemotaxis model with volume filling effect, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 5/2006, 18 p.
   Abstract and full version.
2. Benth, Fred Espen ; Groth, Martin ; Kufakunesu, Rodwell . Valuing volatility and variance swaps for a non-gaussian Ornstein-Uhlenbeck stochatisc volatility model, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 11/2006, 13 p.
   Abstract and full version.
3. Benth, Fred Espen ; Kettler, Paul C . Dynamic Copula models for the spark spread, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 14/2006, 31 p.
   Abstract and full version.
4. Biswas, Imran ; Jakobsen, ER ; Karlsen, Kenneth . Error estimates for finite difference-quadrature schemes for a class of nonlocal Bellman equations with variable diffusion coefficients, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 11/2006, 13 p.
   Abstract and full version.
5. Christiansen, Snorre ; Winther, Ragnar . Smoothed projections in finite element exterior calculus. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 25/2006, 20 p.
   Abstract and full version.
6. Coclite, Giuseppe ; Karlsen, Kenneth . On the uniqueness of discontinuous solutions to the Degasperis-Procesi equation, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 2/2006, 16 p.
   Abstract and full version.
7. Coclite, Giuseppe ; Karlsen, Kenneth ; Risebro, Nils Henrik . Numerical schemes for computing discontinuous solutions of the Degasperis-Procesi equation, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 6/2006, 23 p.
   Abstract and full version.
8. Coclite, Giuseppe ; Holden, Helge ; Karlsen, Kenneth . Well-posedness of higher-order Camassa-Holm equations, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 15/2006, 34 p.
   Abstract and full version.
9. Coclite, Giuseppe ; Karlsen, Kenneth ; Risebro, Nils Henrik . A convergent finite difference scheme for the Camassa-Holm equation with general H1 initial data , Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 16/2006, 34 p.
   Abstract and full version.
10. Dahl, Geir ; Leinaas, JM ; Myrheim, J ; Ovrum, Eirik . A tensor product matrix approximation problem in quantum physics. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 3/2006, 23 p
    Abstract and full version.
11. Di Nunno, Giulia . Random Fields: non-anticipating derivative and differentiation formulae. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 1/2006, 17 p.
    Abstract and full version.
12. Di Nunno, Giulia ; Øksendal, Bernt . A representation theorem and a sensitivity result for functionals of jump diffusions. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 8/2006, 15 p.
    Abstract and full version.
13. Di Nunno, Giulia ; Øksendal, Bernt . Optimal portfolio, partial information and Malliavin calculus. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 10/2006, 15 p.
    Abstract and full version.
14. Floater, Michael ; Flø Rasmussen, Atgeirr ; Risebro, Nils Henrik . A note on harmonics maps and reparameterization surfaces.
    Abstract and preliminary version.
15. Hagen, Gaute ; Hjorth-Jensen, Morten ; Michel, N . Gamow shell model and realistic nucleon-nucleon interactions . Submitted to Physical Review C, January 2006. Abstract and full version.
16. Karlsen, Kenneth ; Mishra, Siddhartha ; Risebro, Nils Henrik . Convergence of finite volume schemes for triangular systems of conservation laws, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 7/2006. 14 p.
    Abstract and full version.
17. Karlsen, Kenneth ; Mishra, Siddhartha ; Risebro, Nils Henrik . A large time-stepping scheme for balance laws, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 17/2006. 25 p.
    Abstract and full version.
18. Karlsen, Kenneth ; Mishra, Siddhartha ; Risebro, Nils Henrik . Semi-Godunov schemes for general triangular systems of conservation laws, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 18/2006. 14 p.
    Abstract and full version.
19. Karlsen, Kenneth ; Mishra, Siddhartha ; Risebro, Nils Henrik . Well-Balanced schemes for conservation laws with source terms based on a local discontinuous flux formulation, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 21/2006. 23 p.
    Abstract and full version.
20. Kettler, Paul C . Lévy-Copula-driven financial processes, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 23/2006. 26 p.
    Abstract and full version.
21. Kvaal, Simen ; Hjorth-Jensen, Morten . Direct diagonalization of two electron quantum dots ,
    Abstract and preliminary version.
22. Kvaal, Simen ; Moan, Per Christian ; Thomassen, Jan Brede . Geometric discretization of the Skyrme model with numerical simulations ,
    Abstract and preliminary version.
23. Lyche, Tom ; Merrien, JL . C 1 Interpolatory Subdivision with Shape Constraints for Curves. To appear in SIAM J. Numer. Anal.
    Abstract and full version
24. Mishra, Siddhartha . Maximal entropy solutions for scalar conservation laws with discontinuous flux, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 19/2006. 7 p.
    Abstract and full version.
25. Adimurthi ; Mishra, Siddhartha ; Gowda, G. D. V . Existence and stability of entropy solutions for conservation laws with discontinuous non-convex fluxes, Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 22/2006. 32 p.
    Abstract and full version.
26. Møll-Nilsen, Halvor ; Lundh, Emil . Stability of double quantized vortices in Bose-Einstein condensates, Abstract and full version.
27. Mørken, Knut ; Reimers, Martin . An Unconditionally Convergent Method for Computing Zeros of Splines and Polynomials , to appear in Math Comp.
    Abstract and full version
28. Piene, Ragni ; Lanteri, Antonio ; Mallavibarrena, Raquel . Inflectional loci of scrolls: arXiv:math.AG/0612403 2006. 14 p.
29. Piene, Ragni ; Johansen, Pål Hermunn ; Løberg, Magnus . Monoid hypersurfaces: arXiv:math.AG/0612582 2006. 22 p.
30. Proske, Frank . Stochastic differential equations - some new ideas , to appear in Stochastics. Abstract and full version.
31. Signahl, Mikael . Variational solutions of semilinear wave equations driven by multiplicative fractional Brownian noise. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 13/2006. 28 p.
    Abstract and full version.
32. Lie, J ; Lysaker, M ; Tai, Xue-Cheng . A Variant of the Level Set Method and Applications to Image Segmentation , to appear in Math. Comp.
    Abstract and full version
33. Li, H ; Tai, Xue-Cheng . Piecewise Constant Level Set Method for Interface Problems. UCLA Applied Mathematics CAM-report 2006;06(05)
34. Li, H ; Tai, Xue-Cheng . Piecewise Constant Level Set Methods for Multiphase Motion. UCLA Applied Mathematics CAM-report 2006;06(17)
35. Christiansen, O ; Tai, Xue-Cheng . Fast Implementation of Piecewise Constant Level Set Methods. UCLA Applied Mathematics CAM-report 2006;06(19)
36. Rahman, T ; Tai, Xue-Cheng ; Osher, S . A TV-Stokes Denoising Algorithm. UCLA Applied Mathematics CAM-report 2006
37. Hu, Q ; Tai, Xue-Cheng ; Winther, Ragnar . A saddle point approach to the computation of harmonic maps, November 2006
38. Øksendal, Bernt ; Hu, Yaozhong . Partial information linear quadratic control for jump diffusions. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 12/2006, 20 p.
    Abstract and full version.
39. Øksendal, Bernt ; Baghery, Fouzia . A maximum principle for stochastic control with partial information. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 20/2006, 11 p.
    Abstract and full version.
40. Øksendal, Bernt ; Sulem, Agnès . A game theoretic approach to martingale measures in incomplete markets. Dept. of Mathematics, University of Oslo, E-print series, ISSN 0806-2439, no 24/2006, 9 p.
    Abstract and full version.
41. Aase, Knut . Optimal Risk-Sharing and Deductibles in Insurance. Norwegian school of Economics and Business Administration, Discussion paper 2006.
42. Aase, Knut . Wealth Effects on Demand for Insurance. Norwegian school of Economics and Business Administration, Discussion paper 2006.