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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.

168,657 papers · 148 categories

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481216 · Sep 201919922001200920172026
48 results for Gerstner waves

Analyzes Gerstner's trochoidal waves and their geometric properties.

problem Understanding the geometry and kinematics of trochoidal waves.
method Derives velocity and arc length conditions for cycloidal, curtate, and prolate trochoids using Galilean transformations.
result Conditions for arc lengths of prolate and curtate trochoids to coincide over a wave cycle.

Paper introduces a new gradient estimator for SNNs.

problem High variance in score function gradient estimator impedes SNNs training.
method Developed a differentiable point process to derive path-wise gradient estimator.
result Demonstrated effectiveness of path-wise gradient estimator through simulations.

Study proves interaction of three impulsive gravitational waves, showing local solution and Lipschitz continuity.

problem Interaction of three impulsive gravitational waves in Einstein vacuum equations.
method Geometric estimates and wave estimates to prove local solution and continuity.
result Local solution to Einstein vacuum equations with three impulsive gravitational waves, Lipschitz continuity.

Deep learning model predicts wind-wave relationship.

problem Characterize ocean wave climate for engineering applications.
method Two-stage deep learning model: CNN for spatial features, LSTM for temporal dependencies.
result Predicts spatio-temporal relationship between wind and significant wave height.

New findings on plane waves in 3D spacetimes, showing non-unimodular elliptic plane waves are unique.

problem Classifying Lorentz homogeneous spaces of dimension 3, focusing on plane waves.
method Revisiting and relaxing usual completeness assumptions, characterizing homogeneous plane waves.
result Non-unimodular elliptic plane waves are unique and non-extendable, geodesically complete only if symmetric.

Classifies solutions to vacuum weighted Einstein equations on pr-waves.

problem Classifying solutions to vacuum weighted Einstein field equations on pr-waves.
method Classifying solutions using smooth metric measure spacetimes of dimension 4.
result Provides examples of solutions with special geometric properties.

High frequency limit for most of wave phenomena is known as quasiclassical limit or ray optics limit. Propagation of waves in this limit is described in terms of wave fronts and rays. Wave front is a surface of constant phase whose points are moving along rays. As it appears, their motion can be described by Hamilton e…

2001-08-23abs ↗pdf ↗

We characterize singularities of focal surfaces of wave fronts in terms of differential geometric properties of the initial wave fronts. Moreover, we study relationships between geometric properties of focal surfaces and geometric invariants of the initial wave fronts.

2018-04-17abs ↗pdf ↗

Paper explores non-uniqueness and uniqueness class for wave equations on graphs.

problem Non-uniqueness of solutions to wave equations on infinite graphs.
method Analyticity of solutions in the uniqueness class, extension to a wide class of linear evolution equations.
result Sharp uniqueness class for solutions of wave equations on graphs.

The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.

2009-11-22abs ↗pdf ↗

We show that every n-dimensional locally homogeneous pp-wave is a plane wave, provided it is indecomposable and its curvature operator, when acting on 22-forms, has rank greater than one. As a consequence we obtain that indecomposable, Ricci-flat locally homogeneous pp-waves are plane waves. This generalises a classic…

2014-10-14abs ↗pdf ↗

Study pp-waves with lightlike parallel spinors in vacuum spacetimes.

problem Characterize pp-waves with lightlike parallel spinors in vacuum spacetimes.
method Parametrize pp-wave spacetimes, show correspondence with Riemannian metrics, prove parallel spinor condition.
result A pp-wave spacetime with a lightlike parallel spinor corresponds to a Ricci-flat metric with a parallel spinor.

Develops methods to construct harmonic and wave maps into variable-curvature surfaces.

problem Limited explicit constructions for harmonic and wave maps in variable-curvature settings.
method Reduction framework for pseudo-Riemannian surfaces, geometric ansatz, first-order ODEs.
result Constructs explicit harmonic and wave maps into ellipsoids, hyperboloids, and Schwarzschild exterior.

Unique solutions found for wave-like decaying null infinity equations.

problem Wave-like decaying null infinity equations with spherically symmetric Einstein-scalar-field.
method Local and global unique solutions for small initial data.
result Sharp decaying condition for unique solutions.

The main objective of the present paper is to investigate the curvature properties of generalized pp-wave metric. It is shown that generalized pp-wave spacetime is Ricci generalized pseudosymmetric, 2-quasi-Einstein and generalized quasi-Einstein in the sense of Chaki. As a special case it is shown that pp-wave spaceti…

2017-02-24abs ↗pdf ↗

We explore the plane-wave limit of homogeneous spacetimes. For plane-wave limits along homogeneous geodesics the limit is known to be homogeneous and we exhibit the limiting metric in terms of Lie algebraic data. This simplifies many calculations and we illustrate this with several examples. We also investigate the beh…

2005-04-07abs ↗pdf ↗

Study finds rigid submanifolds in spacelike waves under specific conditions.

problem Understanding rigidity of submanifolds in spacelike waves.
method Proves submanifolds are contained in characteristic lightlike hypersurfaces under certain conditions.
result Complete codimension two submanifolds are wavefronts under specific conditions.

The wave trace of certain convex domains can be smooth near some points in the length spectrum.

problem Understanding the relationship between the wave trace and the length spectrum of convex domains.
method Constructing silent periodic billiard orbits with the same length but different Maslov indices, using a microlocal parametrix for wave invariants.
result The wave trace can be smooth near some points in the length spectrum, showing potential limitations for inverse spectral problems.

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.

Recently, a novel adaptive wave model for financial option pricing has been proposed in the form of adaptive nonlinear Schrödinger (NLS) equation [Ivancevic a], as a high-complexity alternative to the linear Black-Scholes-Merton model [Black-Scholes-Merton]. Its quantum-mechanical basis has been elaborated in [Ivancevi…

2010-01-23abs ↗pdf ↗

Study gauge freedoms in elastic wave equations and Dirichlet-to-Neumann map.

problem Recover stiffness tensor and density from Dirichlet-to-Neumann map.
method Analyze invariance under coordinate transformations and gauge freedoms.
result Present gauge freedoms in the Dirichlet-to-Neumann map for Riemannian elastic wave equation.

Study wave functions in complex Chern-Simons theory, finding integrality and rational points.

problem Understanding wave functions in complex Chern-Simons theory.
method Conjecture and prove integrality structure, develop techniques to determine wave functions at rational points.
result Wave functions have integrality structure and can be determined at rational points.

Study proves well-posedness and scattering for wave equations on hyperbolic spaces with singular data.

problem Proving well-posedness and scattering for wave equations on hyperbolic spaces with singular initial data.
method Using weak-LpL^{p} spaces and dispersive estimates on Lorentz spaces, the study establishes global well-posedness and exponential asymptotic stability.
result Developed a scattering theory and constructed wave operators in a singular framework.

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…

2009-11-10abs ↗pdf ↗

We discuss the invariant classification of vacuum Kundt waves using the Cartan-Karlhede algorithm, and the upper bound on the number of iterations of the Karlhede algorithm to classify the vacuum Kundt waves. By choosing a particular coordinate system we partially construct the canonical coframe used in the classificat…

2012-08-24abs ↗pdf ↗

Study axisymmetric waves on extremal Kerr spacetime using physical-space estimates.

problem Obtain integrated local energy decay estimates for axisymmetric waves on extremal Kerr backgrounds.
method Use physical-space analysis and a method introduced by Stogin, simplifying Aretakis' derivation.
result Extend Morawetz estimates to extremal Kerr spacetime using purely classical currents.