Novel boundary integral equations for Dirac operators in 3D Lipschitz domains.
problem Developing equations for Dirac operators in complex 3D domains.
method First-kind boundary integral equations, generalized Garding inequalities, Fredholm operators, finite dimensional kernels, Betti numbers.
result Finite dimensional kernels equal to the sum of Betti numbers, explaining the bilinear forms.
The Fredholm integral equation of the first kind improves solutions for ill-posed supervised learning problems with limited data.
problem Ill-posed supervised learning problems with insufficient data.
method Using the Fredholm integral equation of the first kind (FIFK) with semi-supervised assumptions and MSDF methods.
result Improved accuracy and stability in solutions for ill-posed problems.
Study shows solutions to certain equations form smooth manifolds.
problem Understanding moduli spaces of solutions to non-linear elliptic equations.
method Analyzes moduli spaces as derived log smooth manifolds.
result Moduli spaces of solutions are derived log smooth manifolds.
New method for pricing barrier options in time-dependent λ-SABR model.
problem Pricing barrier options in the time-dependent λ-SABR model.
method Modified integral transform method and Fourier-Bessel series solution.
result Semi-analytical solution for barrier options in λ-SABR model.
In this paper we develop an integration theory for zero sets of polyfold Fredholm sections. The results are needed in the application of the polyfold theory. We use it for example in the construction of symplectic field theory.
The study examines numerical aspects of Karhunen-Loève expansions for stochastic processes.
problem Constructing Karhunen-Loève expansions for second-order stochastic processes.
method Spectral decomposition of covariance operator via Fredholm integral equation, discretization, singular value decomposition of weight-scaled sample matrix.
result Consistent solutions for model-based and data-driven KLE construction, characterized by convergence of SVD-based eigenvalue estimates and KL coefficients distributions.
Novel method uses Gaussian process to estimate particle sizes from scattering data.
problem Estimating particle size distributions from noisy optical scattering measurements.
method Constrained Gaussian process regression with normalization constraints.
result Accurately reconstructs particle size distributions from noisy data.
New geometric insights reveal the persistence distribution in spin systems.
problem Determining the full persistence probability distribution in non-Markovian stochastic processes.
method Exact Fredholm Pfaffian structure and Painlevé VI system analysis.
result Recovery of the universal persistence exponent and its geometric interpretation.
In this paper we address the problem of estimating the ratio pq where p is a density function and q is another density, or, more generally an arbitrary function. Knowing or approximating this ratio is needed in various problems of inference and integration, in particular, when one needs to average a func…
Study the geometry of hydrodynamics equations using diffeomorphism groups.
problem Investigate the Euler equations and surface quasi-geostrophic equation family.
method Realize equations as geodesic equations on diffeomorphism groups and analyze Riemannian exponential maps.
result Show precise conditions for non-linear Fredholm maps of index 0.
Study of mixed equation combining gauge theory and symplectic geometry.
problem Regularity and compactness of solutions to the mixed equation.
method Combining Uhlenbeck and Gormov compactness theorems.
result Moduli spaces of solutions to the mixed equation satisfy compactness properties.
Study the exponential map on surfaces using fluid dynamics.
problem Exponential map of volume-preserving diffeomorphisms on closed surfaces.
method Fluid dynamical proof of Ebin--Misiołek--Preston theorem and extension of Shnirelman's rigidity result.
result Exponential map is a nonlinear Fredholm mapping of index zero and Fredholm quasiregular.
New rigidity theorems for spin fill-ins with non-negative scalar curvature.
problem Mean curvature rigidity for spin fill-ins with non-negative scalar curvature.
method Two spinorial techniques: extending boundary spinors and comparison using index theory.
result New Witten-type integral inequality for the mass of asymptotically Schwarzschild manifolds.
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…
Motivated by the problem of optimal portfolio liquidation under transient price impact, we study the minimization of energy functionals with completely monotone displacement kernel under an integral constraint. The corresponding minimizers can be characterized by Fredholm integral equations of the second type with cons…
Novel approach to Nash equilibrium in mean-field stochastic games with operator resolvents.
problem Finding Nash equilibrium in mean-field stochastic games with mean-field interaction.
method Proposed a novel approach to derive Nash equilibrium semi-explicitly using operator resolvents and stochastic Fredholm equations.
result Equilibrium of the N-player game converges to mean-field equilibrium, and ε-Nash equilibrium derived as a by-product. The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…
The square root of Fredholm determinants causes numerical instabilities in option pricing models.
problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.
Paper develops semi-analytic method for American options in time-dependent jump-diffusion models.
problem Pricing American options in models with time-dependent and exponential jumps.
method Generalizes existing methods for barrier and American options to handle arbitrary time dependencies and solves the problem through algebraic and Fredholm-Volterra equations.
result Presents a semi-analytic solution for American options in time-dependent jump-diffusion models with exponential jumps.
Proves wave equation solutions in Kerr-de Sitter spacetime have specific asymptotic expansions.
problem Analyzing solutions to wave equations in Kerr-de Sitter spacetime.
method Developed a Fredholm setup for quasinormal modes and analyzed trapping of lightlike geodesics.
result Proves asymptotic expansions of wave equation solutions up to a decay order.
Develops semi-closed form solutions for barrier and American options on time-dependent OU process.
problem Valuation of barrier and American options on a time-dependent Ornstein-Uhlenbeck process.
method Semi-closed form solutions involving numerical solution of Fredholm equations and integration of Jacobi theta functions.
result Method is more efficient than backward finite difference method and can be as efficient as forward finite difference solver with better accuracy and stability.
New methods show quasinormal modes can be defined using various stationary Killing vectors.
problem Proving asymptotic expansions for wave equations in Kerr-de Sitter spacetimes.
method New definition of quasinormal modes using different stationary Killing vectors.
result Horizon Killing vector fields work for analysis, simplifying the problem.
Optimal trading strategy under market resistance and concave price impact model.
problem Optimal trading in a market with endogenous resistance and concave price impact.
method Modeling market resistance, deriving a stochastic Fredholm equation, proving existence and uniqueness, proposing an iterative scheme.
result Existence and uniqueness of optimal control under certain conditions, exponential convergence of iterative scheme.
DNA-SE uses deep learning to solve semiparametric problems efficiently.
problem Solving semiparametric integral equations in high dimensions.
method Formulates semiparametric estimation as a bi-level optimization problem and uses DNN to approximate solutions.
result Demonstrates numerical and statistical advantages over traditional methods.
Optimal trading strategy derived for nonlinear price impact models.
problem Optimal trading with nonlinear price impact induced by alpha signals.
method Variational approach, nonlinear Fredholm equation, iterative scheme.
result Existence and uniqueness of optimal trading strategy under monotonicity condition.
In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE s…
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional Laplace transform of general Gaussian processes in terms of Fredholm's determinant and…
We study a natural contact instanton (CI) equation on gauge fields over 7-dimensional Sasakian manifolds, which is closely related both to the transverse Hermitian Yang-Mills (tHYM) condition and the G_2-instanton equation. We obtain, by Fredholm theory, a finite-dimensional local model for the moduli space of irreduci…
Neural Hawkes method estimates cryptocurrency market microstructure and causality.
problem Estimating non-parametric Hawkes processes in high dimensions.
method Physics-informed neural networks for solving integral equations.
result Robust estimation of Hawkes processes in high dimensions.
The paper calculates indices for families of Fredholm operators and their extensions.
problem Calculating indices for families of Fredholm operators and their extensions.
method Passing from a Fredholm operator to its graph, deforming the horizontal subspace.
result Index formulas for families of Fredholm realizations and self-adjoint extensions.
Traditional models of macroeconomic dynamics are fundamentally incorrect. The reason lies in a misunderstanding of peculiarities of the analysis of infinitesimal quantities. However, even those types of solutions that are envisaged by the above-mentioned models are nonrepresentative in the sense of the reflection of re…
We present a machine learning approach to the inversion of Fredholm integrals of the first kind. The approach provides a natural regularization in cases where the inverse of the Fredholm kernel is ill-conditioned. It also provides an efficient and stable treatment of constraints. The key observation is that the stabili…
We review the concepts of the index of a Fredholm operator, the spectral flow of a curve of self-adjoint Fredholm operators, the Maslov index of a curve of Lagrangian subspaces in symplectic Hilbert space, and the eta invariant of operators of Dirac type on closed manifolds and manifolds with boundary. We emphasize var…
We demonstrate that the surface quasi-geostrophic (SQG) equation given by θt+⟨u,∇θ⟩=0,θ=∇×(−Δ)−1/2u, is the geodesic equation on the group of volume-preserving diffeomorphisms of a Riemannian manifold M in the right-invariant H˙−1/2 metric. We show by exampl…
In an earlier paper, we showed that the moduli space of deformations of a smooth, compact, orientable special Lagrangian submanifold L in a symplectic manifold X with a non-integrable almost complex structure is a smooth manifold of dimension H^1(L), the space of harmonic 1-forms on L. We proved this first by showing t…
On any given compact (n+1)-manifold M with non-empty boundary, it is proved that the moduli space of Einstein metrics on M is a smooth, infinite dimensional Banach manifold under a mild condition on the fundamental group. Thus, the Einstein moduli space is unobstructed. The Dirichlet and Neumann boundary maps to data o…
We introduce the notion of a {\vartheta}-summable Fredholm module over a locally convex dg algebra Ω and construct its Chern character as a cocycle on the entire cyclic complex of Ω, extending the construction of Jaffe, Lesniewski and Osterwalder to a differential graded setting. Using this Chern character, we prove an…
Researchers create a Fredholm module on fractal shapes like the Cantor set.
problem Constructing Fredholm modules on complex fractal structures.
method Combining combinatorial techniques with higher-dimensional analogues.
result Calculated Dixmier trace of operators induced by the module.
This paper examines a Markovian model for the optimal irreversible investment problem of a firm aiming at minimizing total expected costs of production. We model market uncertainty and the cost of investment per unit of production capacity as two independent one-dimensional regular diffusions, and we consider a general…
Injective and surjective neural operators for function spaces.
problem Tackles injective and surjective neural operators in function spaces.
method Combines prior work in ReLU and operator learning, uses Fredholm theory and Leray-Schauder degree theory.
result Injective and surjective neural operators are universal approximators and maintain their properties in finite-rank implementations.
Optimal portfolio choice with cross-impact propagators, solving complex equations.
problem Maximizing revenue-risk in a continuous-time portfolio choice problem with cross-impact.
method Formulated as a maximization problem, solved explicitly using operator resolvents and stochastic Fredholm equations.
result Sufficient conditions for the absence of price manipulation, providing financial insights.
Novel heat flow estimates on ALE manifolds for Schrödinger operators.
problem Estimating heat flows on ALE manifolds with non-trivial L2-kernel. method Combining Fredholm theory for Dirac type operators and heat kernel advances.
result Established Lp−Lq decay estimates for heat flows. Classifies non-linear Fredholm maps linking to stable homotopy groups of spheres.
problem Classifying non-linear proper Fredholm maps between Hilbert spaces.
method Using stable homotopy groups of spheres to classify maps up to proper homotopy.
result Determines the non-trivial kernel of the map from stable homotopy groups to non-linear proper Fredholm maps.
Notes on continuity of discrete-spectrum Fredholm operators.
problem Continuity properties of discrete-spectrum families of Fredholm operators.
method Relates recent work on discrete-spectrum families to classical continuity properties.
result Establishes connections between new and classical concepts.
Develops a new method for pricing barrier options in time-dependent Heston model.
problem Pricing barrier options in a time-dependent Heston model with stochastic volatility.
method General Integral Transforms (GIT) method for a two-dimensional integral representation.
result Shows that the GIT method can be extended to two drivers with inhomogeneous correlation.
Generalizes Novikov conjecture results to infinite-dimensional bundles.
problem Proving special cases of the Strong Novikov Conjecture.
method Introduces asymptotically flat Fredholm bundles and proves index theorem.
result Relates index of asymptotic Fredholm bundle to asymptotic index of representation.
New Fredholm criteria for pseudodifferential operators on manifolds.
problem Characterizing the Fredholm property of G-pseudodifferential operators. method General Simonenko principle applied to G-pseudodifferential operators on Sobolev spaces of sections of vector bundles. result Derivation of novel Fredholm criteria and further characterization for finite groups.
We derive explicit reconstruction formulas for the attenuated geodesic X-ray transform over functions and, in the case of non-vanishing attenuation, vector fields, on a class of simple Riemannian surfaces with boundary. These formulas partly rely on new explicit approaches to construct continuous right-inverses for bac…