A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper develops estimates for Lagrangian phase changes in 2D.
Study on stability of 3D sessile drops, identifying degenerate kernel.
Stability of Morse index for harmonic maps on degenerating surfaces analyzed.
We consider a semilinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity which is related to a stochastic control problem with fuel constraint. The fuel constraint translates into a singular initial condition for the HJB equation. We first propose a transformation based on a change of vari…
The study of solutions with fixed energy of certain classes of Lagrangian (or Hamiltonian) systems is reduced, via the classical Maupertuis--Jacobi variational principle, to the study of geodesics in Riemannian manifolds. We are interested in investigating the problem of existence of brake orbits and homoclinic orbits,…
A unified framework for Poisson and Jacobi structures from 2-covariant tensors
We endow the de Rham cohomology of any Poisson or Jacobi manifold with a natural homotopy Frobenius manifold structure. This result relies on a minimal model theorem for multicomplexes and a new kind of a Hodge degeneration condition.
Motivated by the use of degenerate Jacobi metrics for the study of brake orbits and homoclinics, we develop a Morse theory for geodesics in conformal metrics having conformal factors vanishing on a regular hypersurface of a Riemannian manifold.
It is established that the existence of non-isotropic vector field which Jacobi operator of maximal rank is an obstacle for the existence of non-trivial second-order symmetric parallel tensor field. In turns out that presence of such obstacle follows that manifold as pseudo-Riemannian manifold is locally non-reducible.…
Optimal contracts are found for agents with quadratic effort costs.
We show that the space of asymptotically conical self-expanders of the mean curvature flow is a smooth Banach manifold. An immediate consequence is that non-degenerate self-expanders -- that is, those self-expanders that admit no non-trivial normal Jacobi fields that fix the asymptotic cone -- are generic in a certain …
Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.
We study deformations of free boundary constant mean curvature (CMC) hypersurfaces whose Jacobi operator is degenerate due to symmetries of the ambient space. The value of the mean curvature and the ambient metric are allowed to vary simultaneously, provided that the infinitesimal ambient symmetries change smoothly. We…
We present an alternative definition for the Goussarov--Habiro filtration of the Z-module freely generated by oriented integral homology 3-spheres, by means of Lagrangian-preserving homology handlebody replacements (LP-surgeries). Garoufalidis, Goussarov and Polyak proved that the graded space (G_n)_n associated to thi…
In this paper, we study Jacobi operators associated to algebraic curvature maps (tensors) on lightlike submanifolds M. We investigate conditions for an induced Rie- mann curvature tensor to be an algebraic curvature tensor on M. We introduce the notion of lightlike Osserman submanifolds and an example of 2-degenerate O…
We provide explicit formulas for integrating multiplicative forms on local Lie groupoids in terms of infinitesimal data. Combined with our previous work [8], which constructs the local Lie groupoid of a Lie algebroid, these formulas produce concrete integrations of several geometric stuctures defined infinitesimally. I…
Geodesics in jet space are constructed from polynomials, with some yielding globally minimizing paths.
Develops new Poisson structures for moduli spaces.
The paper studies deformations of singular minimal hypersurfaces in dimensions 7 and above.
Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with respect to the time discretisation parameter and one half with respect to the space…
The super or Z_2-graded Schouten-Nijenhuis bracket is introduced. Using it, new generalized super-Poisson structures are found which are given in terms of certain graded-skew-symmetric contravariant tensors Λof even order. The corresponding super `Jacobi identities' are expressed by stating that these tensors have zero…
We consider the value function originating from an expected utility maximization problem with finite fuel constraint and show its close relation to a nonlinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity. On one hand, we give a so-called verification argument based on the dynamic progr…
We study twisted Jacobi manifolds, a concept that we had introduced in a previous Note. Twisted Jacobi manifolds can be characterized using twisted Dirac-Jacobi, which are sub-bundles of Courant-Jacobi algebroids. We show that each twisted Jacobi manifold has an associated Lie algebroid with a 1-cocycle. We introduce t…
We propose a definition of Jacobi quasi-Nijenhuis algebroid and show that any such Jacobi algebroid has an associated quasi-Jacobi bialgebroid. Therefore, also an associated Courant-Jacobi algebroid is obtained. We introduce the notions of quasi-Jacobi bialgebroid morphism and Courant-Jacobi algebroid morphism providin…
Defines Jacobi-Koszul-Vinberg structures on Jacobi-left-symmetric algebroids.
The study extends Jacobi-orthogonality to indefinite scalar product spaces.
We study quasi-Jacobi and Jacobi-quasi bialgebroids and their relationships with twisted Jacobi and quasi Jacobi manifolds. We show that we can construct quasi-Lie bialgebroids from quasi-Jacobi bialgebroids, and conversely, and also that the structures induced on their base manifolds are related via a quasi Poissoniza…
One says that a smooth manifold M is a pseudo-Riemannian manifold of signature (p,q) if the tangent bundle TM is equipped with a smooth non-degenerate symmetric inner product g of signature (p,q). Similarly one says that M is an affine manifold if TM is equipped with a torsion free connection. One says g is Osserman if…
The Jacobi-Maupertuis metric allows one to reformulate Newton's equations as geodesic equations for a Riemannian metric which degenerates at the Hill boundary. We prove that a JM geodesic which comes sufficiently close to a regular point of the boundary contains pairs of conjugate points close to the boundary. We prove…
Defines Dirac pairs on Jacobi algebroids, generalizing Lie algebroids.
We use the supergeometric formalism, more precisely, the so-called "big bracket" (for which brackets and anchors are encoded by functions on some graded symplectic manifold) to address the theory of Jacobi algebroids and bialgebroids (following mainly Iglesias-Marrero and Grabowski-Marmo as a guideline). This formalism…
In this paper, we develop holomorphic Jacobi structures. Holomorphic Jacobi manifolds are in one-to-one correspondence with certain homogeneous holomorphic Poisson manifolds. Furthermore, holomorphic Poisson manifolds can be looked at as special cases of holomorphic Jacobi manifolds. We show that holomorphic Jacobi str…
Defines compatibility between Jacobi structures and pseudo-Riemannian metrics on Jacobi algebroids.
This paper extends Jacobi field theory to Jacobi curves and their curvatures.
We study the holomorphic unitary representations of the Jacobi group based on Siegel-Jacobi domains. Explicit polynomial orthonormal bases of the Fock spaces based on the Siegel-Jacobi disk are obtained. The scalar holomorphic discrete series of the Jacobi group for the Siegel-Jacobi disk is constructed and polynomial …
Inverse metric matrices on Siegel-Jacobi spaces are calculated for Berezin quantization.
Jacobi algebroids (i.e. `Jacobi versions' of Lie algebroids) are studied in the context of graded Jacobi brackets on graded commutative algebras. This unifies varios concepts of graded Lie structures in geometry and physics. A method of describing such structures by classical Lie algebroids via certain gauging (in the …
Lichnerowicz-Jacobi cohomology and homology of Jacobi manifolds are reviewed. We present both in a unified approach using the representation of the Lie algebra of functions on itself by means of the hamiltonian vector fields. The use of the associated Lie algebroid allows to prove that the Lichnerowicz-Jacobi cohomolog…
Paper introduces stochastic HJB on Jacobi structures.
Jacobi-Nijenhuis algebroids are defined as a natural generalization of Poisson-Nijenhuis algebroids, in the case where there exists a Nijenhuis operator on a Jacobi algebroid which is compatible with it. We study modular classes of Jacobi and Jacobi-Nijenhuis algebroids.
The most general Jacobi brackets in are constructed after solving the equations imposed by the Jacobi identity. Two classes of Jacobi brackets were identified, according to the rank of the Jacobi structures. The associated Hamiltonian vector fields are also constructed.
Study Godbillon-Vey class for regular Jacobi foliations.
Analyzes Berry phases and connection matrices on Siegel-Jacobi spaces.
New algebra governs deformations of Dirac-Jacobi structures.
Let $(\MM ,{\tilde g})$ be an -dimensional smooth compact Riemannian manifold. We consider the singularly perturbed Allen-Cahn equation $$ ε^2Δ_{ {\tilde g}} {u}\,+\, (1 - {u}^2)u \,=\,0\quad \mbox{in } \MM, $$ where is a small parameter. Let $\KK\subset \MM$ be an -dimensional smooth minimal submanifold …
New characterization of Osserman tensors using Jacobi-orthogonality.
A new definition for vector fields extends the Jacobi set concept.
Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.