Study Loday algebroids, prove splitting theorem, and linearize problems.
problem Splitting and linearization of Loday algebroids.
method Local splitting-type results, Euler-like derivations.
result Established a general linearization principle.
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48 results for “Euler-like derivations”
Shows Euler-like vector fields come from specific embeddings.
problem Understanding Euler-like vector fields and their origins.
method Using tubular neighborhood embeddings and normal exponential maps of Riemannian metrics.
result Each Euler-like vector field originates from a specific embedding.
Germs of tubular neighborhood embeddings for submanifolds N of manifolds M are in one-one correspondence with germs of Euler-like vector fields near N. In many contexts, this reduces the proof of `normal forms results' for geometric structures to the construction of an Euler-like vector field compatible with the given …
The first purpose of this note is to comment on a recent article of Bursztyn, Lima and Meinrenken, in which it is proved that if M is a smooth submanifold of a manifold V, then there is a bijection between germs of tubular neighborhoods of M and germs of "Euler-like" vector fields on V. We shall explain how to approach…
Linearizability of singular foliations is preserved under a specific equivalence relation.
problem Preserving properties of singular foliations under equivalence relations.
method Characterization of tubular neighborhood embeddings using Euler-like vector fields.
result Linearizability along a leaf is a Morita invariant.
The late-stage training dynamics of (stochastic) subgradient descent on homogeneous neural networkscs.LG
SGD converges to critical points of normalized margin in late-stage training for homogeneous neural networks.
problem Analyzing the implicit bias of SGD on homogeneous neural networks.
method Interpreting SGD dynamics as an Euler-like discretization of a conservative field flow associated with the normalized classification margin.
result Normalized SGD iterates converge to the set of critical points of the normalized margin at late-stage training.
Researchers found the Wigner derivative and its inverse are equal for spherical tetrahedra.
problem Computing the relationship between dihedral angles and edge lengths in tetrahedra.
method Computed the Wigner derivative and its inverse for spherical tetrahedra.
result The Wigner derivative and its inverse are equal for spherical tetrahedra.
The paper shows objective derivatives are covariant derivatives on Riemannian metrics.
problem The definition and interpretation of objective derivatives in continuum mechanics.
method Demonstrates that objective derivatives correspond to covariant derivatives on the manifold of Riemannian metrics.
result Objective derivatives are unified as covariant derivatives on the manifold of Riemannian metrics.
Computes derivatives of sections in vector bundles using Lie derivatives.
problem Computing time derivatives of sections in natural vector bundles.
method Extending a lemma to compute Lie derivatives of sections of natural vector bundles.
result Computed derivatives of sections in vector bundles using Lie derivatives.
Paper proposes auction method for smart derivatives to avoid disputes.
problem Disputes over derivative liquidation processes in smart contracts.
method Defines an auction type resolution for smart derivatives.
result Proposes a beneficial method for smart derivatives participants.
Derivatives impact U.S. banking sector's systemic risk, but loan and leverage ratios are more significant.
problem Systemic risk in U.S. banking sector due to derivatives and loans.
method Analysis of derivatives and loan data to assess systemic risk.
result Loan and leverage ratios are more influential in systemic risk than derivatives holdings.
This paper deals with the concept of curvature of framed space curves, their higher-order derivatives, variations, and co-rotational derivatives. We realize that parametrizing rotation tensor using the Gibbs vector is effective in deriving a closed form formula to obtain any order derivative of the curvature tensor as …
Schwarzian derivative connects to Euler-Lagrange equations in variational calculus.
problem Understanding the relationship between the Schwarzian derivative and variational equations.
method Analyzing the Schwarzian derivative as a first integral and Euler-Lagrange operator for specific variations.
result The Schwarzian derivative is both a first integral and the Euler-Lagrange operator for a certain class of variations.
Paper develops formulas for shape derivatives in wave scattering.
problem Computing high order shape derivatives for wave scattering is challenging.
method Introduces elegant recurrence formulas using differential forms and Lie derivatives.
result Unified framework for computing high order shape perturbations in scattering problems.
A simple theory of the covariant derivatives, deformed derivatives and relative covariant derivatives of multivector and multiform fields is presented using algebraic and analytical tools developed in previous papers.
Study compares Indian derivatives markets and finds NSE outperforming BSE.
problem Lack of strong regulations and robust framework in Indian derivatives market.
method Comparison of performance of derivatives in BSE and NSE, analysis of derivatives with cash market and market volatility.
result NSE derivatives outperform BSE, need stronger regulations.
Former physicists share insights on derivatives in interviews.
problem Understanding physics in finance interview questions.
method Interviews with former physicists in finance.
result Compilation of physics-related interview answers.
Darboux-Lie derivativesmath.DG
Introduces Darboux-Lie derivative for fiber bundles.
problem None explicitly stated; focuses on introducing a new derivative.
method Study of Darboux-Lie derivative for fiber-bundle maps.
result Properties of Darboux-Lie derivative for fiber bundles.
New derivations on diffeological spaces are not smooth, expanding tangent space definitions.
problem Lack of smoothness in derivations on diffeological spaces.
method Examined derivations satisfying the Leibniz rule but not smooth with respect to given diffeology.
result Tangent space defined via all derivations is larger than one defined using only smooth derivations.
Develops derived differential geometry theory.
problem Homotopy and intersection in smooth manifolds.
method Using -algebras and homotopy transfer.
result Derived manifolds form a category of fibrant objects.
Derives spacetime regularity under specific curvature conditions.
problem Ensuring smoothness in spacetime models with given curvature constraints.
method General regularity estimate for 4-d spacetimes, using Ricci curvature and Lie derivatives.
result Establishes conditions for smoothness in spacetime models.
Approximates derivative pricing under fractional stochastic volatility.
problem Derivative pricing under fractional stochastic volatility model.
method Approximate expression derived from deterministic functions and fractional Ornstein-Uhlenbeck process.
result Numerical simulations show the feasibility and effect of long-range dependencies on derivative prices.
In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining, which incur funding costs. We derive a partial differential equation …
We introduce and study a construction of higher derived brackets generated by a (not necessarily inner) derivation of a Lie superalgebra. Higher derived brackets generated by an element of a Lie superalgebra were introduced in our earlier work. Examples of higher derived brackets naturally appear in geometry and mathem…
We characterize the Lie derivative of spinor fields from a variational point of view by resorting to the theory of the Lie derivative of sections of gauge-natural bundles. Noether identities from the gauge-natural invariance of the first variational derivative of the Einstein(--Cartan)--Dirac Lagrangian provide restric…
We calculate the higher derivatives of length functions on Teichmuller space along earthquake deformations. This generalizes the cosine formula for the first derivative by Kerckhoff and Wolpert and the sine formula for second derivative by Wolpert.
Develops a new approach to study nonlinear PDEs and their singularities.
problem Understanding the propagation domains of solutions to nonlinear PDEs.
method Derived geometric machinery and sheaf theory to study nonlinear PDEs and their singular supports.
result Estimates the domains of propagation for solutions of non-linear systems.
Derivatives of Risk Measuresq-fin.RM
Derives derivatives of risk measures for various types of portfolio losses.
problem Calculating precise risk measures for portfolio losses.
method Analyzes first and second order derivatives of risk measures for both continuous and discrete portfolio loss scenarios.
result Provides asymptotic results for conditional moments of heavy-tailed portfolio losses.
Optimizes material distribution on surfaces using topological derivatives.
problem Optimal distribution of two materials on smooth submanifolds in .
method Topological derivative approach for shape optimization constrained by PDEs.
result Numerical solution of topology optimization problem on surfaces.
Derives a formula for the k-th covariant derivative of tensor fields.
problem Finding a formula for the k-th covariant derivative of tensor fields.
method Introducing symbols P and Q depending on Christoffel symbols, deriving a formula (3.1).
result Derives a formula for the k-th covariant derivative of tensor fields.
We present a unified derivation of covariant time derivatives, which transform as tensors under a time-dependent coordinate change. Such derivatives are essential for formulating physical laws in a frame-independent manner. Three specific derivatives are described: convective, corotational, and directional. The covaria…
Invariant covariant derivatives on homogeneous spaces are characterized.
problem Understanding invariant covariant derivatives on homogeneous spaces.
method Expressing covariant derivatives in terms of horizontally lifted vector fields and bilinear maps.
result Existence and characterization of invariant covariant derivatives.
Derives derivatives and geometric framework for functions with non-independent variables.
problem Characterizing functions with non-independent variables in probabilistic models.
method Derives actual and dependent partial derivatives, dependent Jacobian matrix, and tensor metric.
result Derives gradient, Hessian, and Taylor expansion for functions with non-independent variables.
We explain how to translate several recent results in derived algebraic geometry to derived differential geometry. These concern shifted Poisson structures on NQ-manifolds, Lie groupoids, smooth stacks and derived generalisations, and include existence and classification of various deformation quantisations.
The problem of quantile hedging for basket derivatives in the Black-Scholes model with correlation is considered. Explicit formulas for the probability maximizing function and the cost reduction function are derived. Applicability of the results for the widely traded derivatives as digital, quantos, outperformance and …
In the spirit of Arrow-Debreu, we introduce a family of financial derivatives that act as primitive securities in that exotic derivatives can be approximated by their linear combinations. We call these financial derivatives signature payoffs. We show that signature payoffs can be used to nonparametrically price and hed…
Establishes equivalence between models of derived stacks.
problem Tackles the equivalence between different models of derived geometry.
method Uses Quillen equivalence to show categories of higher derived stacks are equivalent.
result Shows equivalence among models of derived manifolds, Carchedi-Roytenberg, Behrend-Liao-Xu, and Alexandrov-Kontsevich-Schwarz-Zaboronsky.
New estimator for estimating derivatives in nonparametric regression.
problem Estimating derivatives of regression functions.
method Plug-in kernel ridge regression (KRR) estimator.
result Plug-in property for derivatives estimation, optimal rate of convergence.
We characterise the link of derivatives in measure, which are introduced in [AKR,Card,ORS] respectively by different means, for functions on the space of finite measures over a Riemannian manifold . For a reasonable class of functions , the extrinsic derivative coincides with the linear functio…
Estimates cross-impact on derivatives markets using E-Mini futures and options.
problem Empirical estimation of cross-impact on complex financial instruments like derivatives.
method Modeling derivatives prices as a function of stochastic factors and trades on both factors and derivatives.
result Simple framework successfully captures cross-impact on derivatives markets.
Let be a pseudo-Riemannian manifold. We propose a new approach for defining the conformal Schwarzian derivatives. These derivatives are 1-cocycles on the group of diffeomorphisms of related to the modules of linear differential operators. As operators, these derivatives do not depend on the rescaling of the…
Homotopy equivalence between formalities with different covariant derivatives.
problem Formality of Dolgushev depends on covariant derivative choice.
method Proved homotopy equivalence of -morphisms twisted by gauge equivalent elements.
result Globalized formalities with different covariant derivatives are homotopic.
The Sinkhorn-Knopp derivatives converge with linear rate.
problem Optimal transport problem with entropic regularization.
method Iterative proportional fitting procedure.
result Derivatives converge with linear rate.
Derivative estimates for pluriclosed flow control curvature and torsion.
problem Deriving derivative estimates for the pluriclosed flow.
method Control higher order derivatives of Chern curvature and torsion using Chern curvature; derive an estimate for torsion tensor using Chern Ricci curvature in dimension two; find a monotonic quantity in Hermitian-symplectic case.
result All Hermitian-symplectic solitons are Kähler Ricci solitons.
The paper provides an efficient method to price path-dependent derivatives using multiscale stochastic volatility models.
problem Pricing path-dependent derivatives under multiscale stochastic volatility models.
method Derives a Malliavin representation for the first-order approximation of the price of path-dependent derivatives.
result An efficient Monte Carlo approximation for pricing path-dependent derivatives is derived.
Arora, Barak, Brunnermeier, and Ge showed that taking computational complexity into account, a dishonest seller could strategically place lemons in financial derivatives to make them substantially less valuable to buyers. We show that if the seller is required to construct derivatives of a certain form, then this pheno…
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)q-fin.PR
Derives PDEs for pricing RFR derivatives under a new FMM model.
problem Valuation of interest rate derivatives under a new FMM model.
method Develops PDEs and finite differences methods for numerical solution.
result First use of PDE methods for RFR derivatives valuation.
Introduces a new geometric framework for non-perturbative BV-theory.
problem Non-perturbative generalization of BV-theory in infinite-dimensional spaces.
method Derived differential geometry and homotopical algebraic geometry.
result Concrete model of derived smooth stacks for encoding non-perturbative BV-theory.