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arXiv research

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.

168,695 papers · 148 categories

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50100149199 · Jun 202019922001200920172026
48 results for Euler transform

This article is concerned with the question: For which pairs of hyperbolic Euler-Lagrange systems in the plane does there exist a rank-11 Bäcklund transformation relating them? We express some obstructions to such existence in terms of the local invariants of the Euler-Lagrange systems. In addition, we discover a clas…

2019-04-04abs ↗pdf ↗

The paper defines and proves non-triviality of volume and Euler classes in bounded cohomology of transformation groups.

problem Defining and proving non-triviality of volume and Euler classes in bounded cohomology.
method Definition and proof of non-triviality of volume and Euler classes in bounded cohomology of transformation groups.
result Non-triviality of volume and Euler classes in bounded cohomology of transformation groups.

We find a remarkable subalgebra of higher symmetries of the elliptic Euler-Darboux equation. To this aim we map such equation into its hyperbolic analogue already studied by Shemarulin. Taking into consideration how symmetries and recursion operators transform by this complex contact transformation, we explicitly give …

2006-02-08abs ↗pdf ↗

In this paper we show that there are applications that transform the movement of a pendulum into movements in R3\mathbb{R}^3. This can be done using Euler top system of differential equations. On the constant level surfaces, Euler top system reduces to the equation of a pendulum. Those properties are also considered in…

2009-05-27abs ↗pdf ↗

Taking configuration space as a Lie group, the trivialized Euler-Lagrange and Hamilton's equations are obtained and presented as Lagrangian submanifolds of the trivialized Tulczyjew's symplectic space. Euler-Poincaré and Lie-Poisson equations are presented as Lagrangian submanifolds of the reduced Tulczyjew's symplecti…

2015-03-23abs ↗pdf ↗

The paper models financial asset prices with jumps and evaluates European option prices using numerical methods.

problem Modeling and pricing European options with jumps in delayed stochastic systems.
method Existence, uniqueness, and positivity of solutions to delayed stochastic differential equations with jumps. Application of Fourier transformation for analytical pricing and Monte-Carlo simulation with a logarithmic Euler-Maruyama scheme for numerical approximation.
result The logarithmic Euler-Maruyama scheme provides a positive and convergent method for approximating the solution to the delayed stochastic differential equations with jumps.

In a previous paper, the authors defined an equivariant version of the so-called Saito duality between the monodromy zeta functions as a sort of Fourier transform between the Burnside rings of an abelian group and of its group of characters. Here a so-called enhanced Burnside ring B^(G)\widehat{B}(G) of a finite group GG

2015-06-18abs ↗pdf ↗

The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…

2005-06-15abs ↗pdf ↗

Two methods improve simulation of European call options under Heston model.

problem Efficient simulation of European call options under Heston model.
method Two strongly convergent and positivity-preserving methods for Cox-Ingersoll-Ross process under Lamperti transformation: truncated Euler and backward Euler methods.
result Explicit truncated Euler method is computationally effective and robust under high volatility, while implicit backward Euler method provides high accuracy and stability.

The Madelung transform is known to relate Schrödinger-type equations in quantum mechanics and the Euler equations for barotropic-type fluids. We prove that, more generally, the Madelung transform is a Kähler map (i.e. a symplectomorphism and an isometry) between the space of wave functions and the cotangent bundle to t…

2018-07-18abs ↗pdf ↗

We propose and study the following Mirror Principle: certain sequences of multiplicative equivariant characteristic classes on Kontsevich's stable map moduli spaces can be computed in terms of certain hypergeometric type classes. As applications, we compute the equivariant Euler classes of obstruction bundles induced b…

1997-12-11abs ↗pdf ↗

Paper develops reduction theory for controlled Lagrangian systems with symmetry and momentum map.

problem Reduction of controlled Lagrangian systems with symmetry and momentum map.
method Using Legendre transformation and Euler-Lagrange vector field, the paper extends symmetric reduction theory.
result Established regular reduction theory for RCL systems with symmetry and momentum map.

Training-free looped transformers improve model performance without additional training.

problem Improving model performance without additional training or fine-tuning.
method A lightweight inference-time wrapper loops a contiguous mid-stack block of layers of a frozen checkpoint without additional fine-tuning.
result Our method improves model performance across various model families.

Study of line congruences for Appell's rank-4 hypergeometric functions.

problem Understanding line congruences for Appell's rank-4 hypergeometric functions.
method Derived original formulae for Laplace transform of rank-4 system, applied to geometry of surfaces defined by these functions.
result Natural line congruences for Laplace transforms of Appell's rank-4 functions form a W-congruence.

This paper is an introduction to Khovanov homology, starting with the Kauffman bracket state summation, emphasizing the Bar-Natan Canopoloy and tangle cobordism approach. The paper discusses a simplicial approach to Khovanov homology and a quantum model for it so that the graded Euler characteristic that produces the J…

2011-07-07abs ↗pdf ↗

Geodesically complete affine manifolds are quotients of the Euclidean space through a properly discontinuous action of a subgroup of affine Euclidean transformations. An equivalent definition is that the tangent bundle of such a manifold admits a flat, symmetric and complete connection. If the completeness assumption i…

2005-11-11abs ↗pdf ↗

Study Transformer layers under cross-entropy training using mean field control.

problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.

Optimizes sharp curvature inequality on spheres, proving near-minimizers are close to standard metric.

problem Optimizing total σ2σ_2-curvature on spheres with positive scalar curvature.
method Analyzes metrics conformal to the standard sphere, uses Sobolev norms to measure closeness.
result Near-minimizers of total σ2σ_2-curvature are almost the standard metric (up to Möbius transformations).

New method transforms complex stochastic equations into simpler ones for efficient simulation.

problem Efficient simulation of complex path-dependent stochastic processes.
method Transforms Volterra-type SDEs into standard diffusion processes using convolution kernels.
result Proposes a numerical simulation scheme with a strong convergence rate of 1/2.

New classification of hyperbolic Monge-Ampère systems with S1=0{S}_1 = 0.

problem Characterizing hyperbolic Monge-Ampère systems with S1=0{S}_1 = 0.
method Analyzing invariant tensors S1{S}_1 and S2{S}_2 to classify systems with S1=0{S}_1 = 0.
result All S1=0S_1=0 systems with cohomogeneity at most one are linear up to contact transformations.

Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.

problem Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.
method Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.
result Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.

Applying logarithmic transformations along 2-tori, we construct a generalized complex structure J_n with n type changing luci for every n0n\geq 0 on genus 1-Lefschetz fibrations with a cusp neighborhood, which include elliptic surfaces with non-zero euler characteristic. Applying a technique of broken Lefschetz fibrati…

2013-05-17abs ↗pdf ↗

Paper proposes efficient method to calculate Fisher-Bingham distribution normalizing constant.

problem Efficiently calculating the normalizing constant of Fisher-Bingham distributions.
method Numerical integration with continuous Euler transform to Fourier-type integral representation.
result The method is fast and accurate, applicable to high-dimensional distributions.

Modular operads are a special type of operad: in fact, they bear the same relationship to operads that graphs do to trees (i.e. simply connected graphs). One of the basic examples of a modular operad is the collection of Deligne-Mumford-Knudsen moduli spaces Mˉg,n\bar{M}_{g,n} of stable pointed algebraic curves; hence the…

1994-08-17abs ↗pdf ↗

Defines a new conformally invariant Yang-Mills type energy for 6-manifolds.

problem No specific problem stated; focuses on defining a new energy.
method Defines a conformally invariant action S on gauge connections on a 6-manifold M, leading to higher-order conformally invariant Yang-Mills equations.
result The Euler-Lagrange equations of S provide a conformally invariant analogue of Yang-Mills equations, with special cases recovering known invariants.

In this paper, we determine the group of contact transformations modulo contact isotopies for Legendrian circle bundles over closed surfaces of nonpositive Euler characteristic. These results extend and correct those presented by the first author in a former work. The main ingredient we use is connectedness of certain …

2015-06-03abs ↗pdf ↗

Any two triangulations of a closed surface with the same number of vertices can be transformed into each other by a sequence of regular flips, provided the number of vertices exceeds a number N depending on the surface. Examples show that in general N is bigger than the minimal number of vertices of a triangulation. Th…

1999-03-23abs ↗pdf ↗

A large class of semi-Hamiltonian systems of hydrodynamic type is interpreted as the equations governing families of critical points of functions obeying the classical linear Darboux equations for conjugate nets.The distinguished role of the Euler-Poisson-Darboux equations and associated Lauricella-type functions is em…

2014-11-21abs ↗pdf ↗

New Euler characteristics for groupoids generalize orbifold Euler characteristics.

problem Generalizing orbifold Euler characteristics to non-orbifold groupoids.
method Introducing two Euler characteristics for groupoids, using o-minimal structures, and relating them to orbifold Euler characteristics.
result The two new Euler characteristics coincide and generalize orbifold Euler characteristics.

The article constructs Fuchsian Schottky groups with conformal boundaries.

problem Creating generalized Schottky groups with specific properties.
method Developed Fuchsian Schottky groups by including orientation-reversing isometries.
result Decomposed compact core of conformally compact Riemann surfaces into pairs of pants.

New evidence supports the Euler class one conjecture for tight contact structures.

problem Euler class one conjecture for taut foliations and tight contact structures.
method Analysis of tight contact structures and counterexamples to the conjecture.
result Counterexamples to the Euler class one conjecture for taut foliations are also Euler classes of tight contact structures.