arXiv research

New homology theories for orbifolds and weighted polyhedra.

Paper computes motion groups of links using TQFTs, proving a conjecture.

This paper approximates SU(2) Chern-Simons theory using finite group gauge theories.

Canonical structure of the space-time symmetric analogue of the Hamiltonian formalism in field theory based on the De Donder-Weyl (DW) theory is studied. In $n$ space-time dimensions the set of $n$ polymomenta is associated to the space-time derivatives of field variables. The polysymplectic $(n+1)$-form generalizes th…

We show that any compact symplectic manifold (W,ω) with boundary embeds as a domain into a closed symplectic manifold, provided that there exists a contact plane ξon dW which is weakly compatible with omega, i.e. the restriction ω|ξdoes not vanish and the contact orientation of dW and its orientation as the boundary of…

New invariant for links in 3-sphere computed and computed using diagrams.

In vivo diffusion tensor imaging (DTI) is a promising technique to investigate noninvasively the fiber structures of the in vivo human heart. However, signal loss due to motions remains a persistent problem in in vivo cardiac DTI. We propose a novel motion-compensation method for investigating in vivo myocardium struct…

DW-KNN improves KNN by integrating distance and neighbor reliability for better prediction accuracy.

We introduce a generalization of the Dijkgraaf-Witten invariants for cusped or compact oriented 3-manifolds. We show that the generalized DW invariants distinguish some pairs of cusped hyperbolic 3-manifolds with the same hyperbolic volumes and with the same Turaev-Viro invariants. We also present an example of a pair …

THEOREM. For every prime $p$ and each $n=2, 3, ... \infty$, there is an action of $G=\prod_{i=1}^{\infty}(Z/ pZ)$ on a two-dimensional compact metric space $X$ with $n$-dimensional orbit space. This theorem was proved in [DW: A.N. Dranishnikov and J.E. West, Compact group actions that raise dimension to infinity, Topol…

Method learns SDEs from one trajectory using GP priors and randomized cross-validation.

One of the key challenges in predictive maintenance is to predict the impending downtime of an equipment with a reasonable prediction horizon so that countermeasures can be put in place. Classically, this problem has been posed in two different ways which are typically solved independently: (1) Remaining useful life (R…

Total variation regularization and total variation flows (TVF) have been widely applied for image enhancement and denoising. To include a generic preservation of crossing curvilinear structures in TVF we lift images to the homogeneous space $M = \mathbb{R}^d \rtimes S^{d-1}$ of positions and orientations as a Lie group…

Study spherical doubly warped spacetimes for stellar collapse and cosmology.

Using the large deviation principle (LDP) for a re-scaled fractional Brownian motion $B^H_t$ where the rate function is defined via the reproducing kernel Hilbert space, we compute small-time asymptotics for a correlated fractional stochastic volatility model of the form $dS_t=S_tσ(Y_t) (\barρ dW_t +ρdB_t), \,dY_t=dB^H…

New conditions ensure Dantzig-Wolfe relaxation matches rank-constrained optimization problems.

New energy functional and fields for Yang-Mills theory, proving monotonicity and vanishing theorems.

An investor faced with a contingent claim may eliminate risk by perfect hedging, but as it is often quite expensive, he seeks partial hedging (quantile hedging or efficient hedging) that requires less capital and reduces the risk. Efficient hedging for European call option was considered in the standard Black-Scholes m…

We pose an optimal control problem arising in a perhaps new model for retirement investing. Given a control function $f$ and our current net worth as $X(t)$ for any $t$, we invest an amount $f(X(t))$ in the market. We need a fortune of $M$ "superdollars" to retire and want to retire as early as possible. We model our c…

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

New method solves stochastic control problems with delays using deep learning.

We study the Hamiltonian vector field $v=(-\partial f/\partial w,\partial f/\partial z)$ on $\mathbb C^2$, where $f=f(z,w)$ is a polynomial in two complex variables, which is non-degenerate with respect to its Newton's polygon. We introduce coordinates in four-dimensional neighbourhoods of the "points at infinity", in …

BSDEs help in financial pricing and utility maximization.

The stochastic exponential $Z_t=\exp\{M_t-M_0-(1/2) <M,M>_t\}$ of a continuous local martingale $M$ is itself a continuous local martingale. We give a necessary and sufficient condition for the process $Z$ to be a true martingale in the case where $M_t=\int_0^t b(Y_u)\,dW_u$ and $Y$ is a one-dimensional diffusion drive…

Node embeddings have become an ubiquitous technique for representing graph data in a low dimensional space. Graph autoencoders, as one of the widely adapted deep models, have been proposed to learn graph embeddings in an unsupervised way by minimizing the reconstruction error for the graph data. However, its reconstruc…

BNEM improves Boltzmann sampler efficiency.

Calabi-Yau theorem extended to Vaisman manifolds.

Novel RKHS approach solves complex financial model equations.

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly expensive function evaluations. In this paper, we investigate how to reduce the r…

iEFM trains CNF models from unnormalized densities efficiently.

On any manifold, any non-degenerate symmetric 2-form (metric) and any skew-symmetric (differential) form W can be reduced to a canonical form at any point, but not in any neighborhood: the respective obstructions being the Riemannian tensor and dW. The obstructions to flatness (to reducibility to a canonical form) are …

VT-DIS improves sampling from Boltzmann distributions with minimal overhead.

We consider the stochastic volatility model $dS_t = σ_t S_t dW_t,dσ_t = ωσ_t dZ_t$, with $(W_t,Z_t)$ uncorrelated standard Brownian motions. This is a special case of the Hull-White and the $β=1$ (log-normal) SABR model, which are widely used in financial practice. We study the properties of this model, discretized in …

An interacting Black-Scholes model for option pricing, where the usual constant interest rate r is replaced by a stochastic time dependent rate r(t) of the form r(t)=r+f(t) dW/dt, accounting for market imperfections and prices non-alignment, was developed in [1]. The white noise amplitude f(t), called arbitrage bubble,…

The paper establishes conditions for harmonic forms on noncompact manifolds.

Neural networks estimate SDEs with jump noise using a Tamed-Milstein scheme.

This paper presents an algorithm for pricing perpetual American put options with asset-dependent discounting.

The paper constructs contact-hyperbolic manifolds with large automorphism groups.

Unified framework for optimizing portfolios with distributions over weights, returns, and parameters.

In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed fo…

The paper analyzes perpetual American options with asset-dependent discounting.

The paper connects function theory, dynamics, and ergodic theory via Thurston's theory.

Survey of Floer theories and their connections.

Lectures on topological field theories and differential cohomology.

The paper defines strong emergence in field theories and proves it exists between certain theories.

This is the first paper in a series introducing a generalized Fredholm theory in a new class of smooth spaces called polyfolds. The theory will be illustrated in upcoming papers by applications to Floer Theory, Gromov-Witten Theory and Symplectic Field Theory.

Unified Higgs bundle vacua from M-theory on Spin(7) spaces.

Researchers find new $G_2$-conifolds in $M$-theory with potential field theory duals.