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.
New method extracts hidden phases in binary mixtures using tubular tilings.
Geometric framework for dissipative systems on Lie algebroids.
A new law limits kurtosis contrast in balanced mixtures.
Derives energy and momentum conservation laws for Vlasov-Maxwell systems using Euler-Poincaré formulation.
The purpose of this paper is to extend the Green-Naghdi-Rivlin balance of energy method to continua with microstructure. The key idea is to replace the group of Galilean transformations with the group of diffeomorphisms of the ambient space. A key advantage is that one obtains in a natural way all the needed balance la…
Employing data on the assessed value of land in 1983 -- 2005 Japan, we investigate the dynamical behavior in the high scale region of non-equilibrium systems. From the detailed quasi-balance and Gibrat's law, we derive a relation between the change of Pareto index and a symmetry in the detailed quasi-balance. The relat…
By using numerical simulation, we confirm that Takayasu--Sato--Takayasu (TST) model which leads Pareto's law satisfies the detailed balance under Gibrat's law. In the simulation, we take an exponential tent-shaped function as the growth rate distribution. We also numerically confirm the reflection law equivalent to the…
We prove that under certain assumptions a partial differential equation can be derived from a variational principle. It is well-known from Noether's theorem that symmetries of a variational functional lead to conservation laws of the corresponding Euler-Lagrange equation. We reverse this statement and prove that a diff…
Harish-Chandra's volume formula shows that the volume of a flag manifold , where the measure is induced by an invariant inner product on the Lie algebra of , is determined up to a scalar by the algebraic properties of . This article explains how to deduce Harish-Chandra's formula from Weyl's law by utilizing…
Noether's Theorem yields conservation laws for a Lagrangian with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. The aim of this paper is to explain the mathematical structure of both the Euler…
We use methods from exterior differential systems (EDS) to develop a geometric theory of scalar, first-order Lagrangian functionals and their associated Euler-Lagrange PDEs, subject to contact transformations. The first chapter contains an introduction of the classical Poincare-Cartan form in the context of EDS, follow…
Extends Gauduchon's result to higher dimensions, showing balanced metrics.
The Law of Vector Fields is a term coined by Gottlieb for a relative Poincaré-Hopf theorem. It was first proved by Morse and expresses the Euler characteristic of a manifold with boundary in terms of the indices of a generic vector field and the inner part of its tangential projection on the boundary. We give two diffe…
By employing exhaustive lists of large firms in European countries, we show that the upper-tail of the distribution of firm size can be fitted with a power-law (Pareto-Zipf law), and that in this region the growth rate of each firm is independent of the firm's size (Gibrat's law of proportionate effect). We also find t…
Paper compares Lagrangian reduction methods for rigid body systems.
Employing profits data of Japanese companies in 2002 and 2003, we identify the non-Gibrat's law which holds in the middle profits region. From the law of detailed balance in all regions, Gibrat's law in the high region and the non-Gibrat's law in the middle region, we kinematically derive the profits distribution funct…
Noether's First Theorem yields conservation laws for Lagrangians with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. In recent work the authors showed the mathematical structure behind both th…
We establish a new version of the first Noether Theorem, according to which the (equivalence classes of) first integrals of given Euler-Lagrange equations in one independent variable are in exact one-to-one correspondence with the (equivalence classes of) vector fields satisfying two simple geometric conditions, namely…
Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with following two approximations. Firstly, the probability density function of profits gro…
We investigate the dynamical behavior in the large scale region of non-equilibrium systems, by employing data on the assessed value of land in 1983 -- 2006 Japan. In the system we find the detailed quasi-balance, which has the symmetry: x_1 -> a {x_2}^θ (x_1 and x_2 are two successive land prices). By using the detaile…
Employing profits data of Japanese companies in 2002 and 2003, we confirm that Pareto's law and the Pareto index are derived from the law of detailed balance and Gibrat's law. The last two laws are observed beyond the region where Pareto's law holds. By classifying companies into job categories, we find that companies …
This paper defines and proves properties of Floer homology for sutured manifolds.
Discrete time analogues of ergodic stochastic differential equations (SDEs) are one of the most popular and flexible tools for sampling high-dimensional probability measures. Non-asymptotic analysis in the Wasserstein distance of sampling algorithms based on Euler discretisations of SDEs has been recently develop…
Zipf's law states that the number of firms with size greater than S is inversely proportional to S. Most explanations start with Gibrat's rule of proportional growth but require additional constraints. We show that Gibrat's rule, at all firm levels, yields Zipf's law under a balance condition between the effective grow…
For a manifold with boundary, the restriction of Chern's transgression form of the Euler curvature form over the boundary is closed. Its cohomology class is called the secondary Chern-Euler class and used by Sha to formulate a relative Poincaré-Hopf theorem, under the condition that the metric on the manifold is locall…
Employing data on the assessed value of land in 1974--2007 Japan, we exhibit a quasistatically varying log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed quasi-balance is adopted together with two approximations. The resultant distribution is power-law with the …
Hyperbolic conservation laws posed on manifolds arise in many applications to geophysical flows and general relativity. Recent work by the author and his collaborators attempts to set the foundations for a study of weak solutions defined on Riemannian or Lorentzian manifolds and includes an investigation of the existen…
We generalize the construction of the Heegaard Floer homology for a singular knot to that for a balanced bipartite graph. For a given graph, we provide a combinatorial description of the Euler characteristic of its Heegaard Floer homology by using the "Kauffman states" on a graph diagram.
Self-balancing sampler improves sampling efficiency and unpredictability.
Study revisits Bondi mass and discusses memory effect in polyhomogeneous spacetimes.
Generative model creates frictional surfaces from friction laws.
Paper characterizes a special hypersurface in 5D sphere.
New algorithms sample from log concave distributions without gradient Lipschitz continuity.
This paper shows how we can build a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we are able to redefine concepts like account balance, yield curve and the law of diminishing returns. The model provides us with a …
We report the proof that the expression of extended Gibrat's law is unique and the probability distribution function (pdf) is also uniquely derived from the law of detailed balance and the extended Gibrat's law. In the proof, two approximations are employed that the pdf of growth rate is described as tent-shaped expone…
This work presents a general unified theory for coupled nonlinear elastic and inelastic deformations of curved thin shells. The coupling is based on a multiplicative decomposition of the surface deformation gradient. The kinematics of this decomposition is examined in detail. In particular, the dependency of various ki…
We report the proof that the extension of Gibrat's law in the middle scale region is unique and the probability distribution function (pdf) is also uniquely derived from the extended Gibrat's law and the law of detailed balance. In the proof, two approximations are employed. The pdf of growth rate is described as tent-…
Enhanced Euler characteristic improves knot homology detection.
In this work we apply the Poincare-Cartan formalism of the Classical Field Theory to study the systems of balance equations (balance systems). We introduce the partial k-jet bundles of the configurational bundle and study their basic properties: partial Cartan structure, prolongation of vector fields, etc. A constituti…
This paper provides a description of an algebraic setting for the Lagrangian formalism over graded algebras and is intended as the necessary first step towards the noncommutative C-spectral sequence (variational bicomplex). A noncommutative version of integration procedure, the notion of adjoint operator, Green's formu…
We propose a flow to study the Chern-Yamabe problem and discuss the long time existence of the flow. In the balanced case we show that the Chern-Yamabe problem is the Euler-Lagrange equation of some functional. The monotonicity of the functional along the flow is derived. We also show that the functional is not bounded…
We are concerned with underlying connections between fluids, elasticity, isometric embedding of Riemannian manifolds, and the existence of wrinkled solutions of the associated nonlinear partial differential equations. In this paper, we develop such connections for the case of two spatial dimensions, and demonstrate tha…
New criterion for Weyl law on Riemannian manifolds without standard assumptions.
Parsimonious neural networks discover interpretable physical laws from data.
This is an extended write-up of a talk given in April, 1993 in honor of Raoul Bott's 70th birthday. We first illustrate how some traditional topological and geometric invariants obey ``gluing laws'' inspired by those in classical and quantum field theory. Here we discuss characteristic numbers, particularly the Euler n…
We consider a model of financial contagion in a bipartite network of assets and banks recently introduced in the literature, and we study the effect of power law distributions of degree and balance-sheet size on the stability of the system. Relative to the benchmark case of banks with homogeneous degrees and balance-sh…
We address a class of schemes for the Euler equations with the following features: the space discretization is staggered, possible upwinding is performed with respect to the material velocity only and the internal energy balance is solved, with a correction term designed on consistency arguments. These schemes have bee…
Perfect tracking control for real-world Euler-Lagrange systems is challenging due to uncertainties in the system model and external disturbances. The magnitude of the tracking error can be reduced either by increasing the feedback gains or improving the model of the system. The latter is clearly preferable as it allows…