We define a Hamilton-Jacobi semigroup acting on continuous functions on a compact length space. Following a strategy of Bobkov, Gentil and Ledoux, we use some basic properties of the semigroup to study geometric inequalities related to concentration of measure. Our main results are that (1) a Talagrand inequality on a …
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.
Trend · papers per month
We prove certain optimal systolic inequalities for a closed Riemannian manifold (X,g), depending on a pair of parameters, n and b. Here n is the dimension of X, while b is its first Betti number. The proof of the inequalities involves constructing Abel-Jacobi maps from X to its Jacobi torus T^b, which are area-decreasi…
Market makers optimize trading with a new implicit scheme for complex inequalities.
Study geometric inequalities and boundary estimates for Einstein-type manifolds with boundary.
Stability inequalities for specific solutions in high dimensions.
Paper develops estimates for Lagrangian phase changes in 2D.
Establishes a concavity property for positive Hessian quotient operators.
Paper proves estimates for Lagrangian flow singularities.
The paper proves inequalities for optimal transport on sub-Finslerian manifolds.
Study geometric inequalities for quasi-Einstein manifolds using new formulas.
We present a new optimal systolic inequality for a closed Riemannian manifold X, which generalizes a number of earlier inequalities, including that of C. Loewner. We characterize the boundary case of equality in terms of the geometry of the Abel-Jacobi map, A_X, of X. For an extremal metric, the map A_X turns out to be…
In this work we characterize certain immersed closed hypersurfaces of some ambient manifolds via the second eigenvalue of the Jacobi operator. First, we characterize the Clifford torus as the surface which maximizes the second eigenvalue of the Jacobi operator among all closed immersed orientable surfaces of $\mathbb S…
We generalize optimal inequalities of C. Loewner and M. Gromov, by proving lower bounds for the total volume in terms of the homotopy systole and the stable systole. Our main tool is the construction of an area-decreasing map to the Jacobi torus, streamlining and generalizing the construction of the first author in col…
Eigenvalue estimates for weighted manifolds with applications.
The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct…
New control theory for self-path-dependent problems solves unique constraints.
The paper classifies periodic solitons in curve flows on the light-cone.
Given a compact Riemannian manifold with boundary, we prove that the limit of a sequence of embedded, almost properly embedded free boundary minimal hypersurfaces, with uniform area and Morse index upper bound, always inherits a non-trivial Jacobi field. To approach this, we prove a one-sided Harnack inequality for min…
New approach uses PDE learning for faster RL fine-tuning.
Sharp log-Sobolev inequalities proved for spaces.
We develop the theory of weighted Ricci curvature in a weighted Lorentz-Finsler framework and extend the classical singularity theorems of general relativity. In order to reach this result, we generalize the Jacobi, Riccati and Raychaudhuri equations to weighted Finsler spacetimes and study their implications for the e…
We prove that ideal sub-Riemannian manifolds (i.e., admitting no non-trivial abnormal minimizers) support interpolation inequalities for optimal transport. A key role is played by sub-Riemannian Jacobi fields and distortion coefficients, whose properties are remarkably different with respect to the Riemannian case. As …
This paper deals with numerical solutions of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked point process. The problem of the agent is to derive the optimal insurance strategy which allows "lowering" the level of t…
We study twisted Jacobi manifolds, a concept that we had introduced in a previous Note. Twisted Jacobi manifolds can be characterized using twisted Dirac-Jacobi, which are sub-bundles of Courant-Jacobi algebroids. We show that each twisted Jacobi manifold has an associated Lie algebroid with a 1-cocycle. We introduce t…
Given a closed manifold M, we prove the upper bound of (n+d)/2 for the length of a product of systoles that can form a curvature-free lower bound for the total volume of M, in the spirit of M. Gromov's systolic inequalities. Here n is the dimension of M, while d is the is the cohomological dimension of its fundamental …
Study finds topological restrictions for stable free boundary CMC surfaces in negatively curved settings.
We propose a definition of Jacobi quasi-Nijenhuis algebroid and show that any such Jacobi algebroid has an associated quasi-Jacobi bialgebroid. Therefore, also an associated Courant-Jacobi algebroid is obtained. We introduce the notions of quasi-Jacobi bialgebroid morphism and Courant-Jacobi algebroid morphism providin…
Defines Jacobi-Koszul-Vinberg structures on Jacobi-left-symmetric algebroids.
The study extends Jacobi-orthogonality to indefinite scalar product spaces.
We study quasi-Jacobi and Jacobi-quasi bialgebroids and their relationships with twisted Jacobi and quasi Jacobi manifolds. We show that we can construct quasi-Lie bialgebroids from quasi-Jacobi bialgebroids, and conversely, and also that the structures induced on their base manifolds are related via a quasi Poissoniza…
Defines Dirac pairs on Jacobi algebroids, generalizing Lie algebroids.
We use the supergeometric formalism, more precisely, the so-called "big bracket" (for which brackets and anchors are encoded by functions on some graded symplectic manifold) to address the theory of Jacobi algebroids and bialgebroids (following mainly Iglesias-Marrero and Grabowski-Marmo as a guideline). This formalism…
In this paper, we develop holomorphic Jacobi structures. Holomorphic Jacobi manifolds are in one-to-one correspondence with certain homogeneous holomorphic Poisson manifolds. Furthermore, holomorphic Poisson manifolds can be looked at as special cases of holomorphic Jacobi manifolds. We show that holomorphic Jacobi str…
Defines compatibility between Jacobi structures and pseudo-Riemannian metrics on Jacobi algebroids.
This paper extends Jacobi field theory to Jacobi curves and their curvatures.
Sharp ABP estimate on metric spaces via optimal transport.
We study the holomorphic unitary representations of the Jacobi group based on Siegel-Jacobi domains. Explicit polynomial orthonormal bases of the Fock spaces based on the Siegel-Jacobi disk are obtained. The scalar holomorphic discrete series of the Jacobi group for the Siegel-Jacobi disk is constructed and polynomial …
Inverse metric matrices on Siegel-Jacobi spaces are calculated for Berezin quantization.
Jacobi algebroids (i.e. `Jacobi versions' of Lie algebroids) are studied in the context of graded Jacobi brackets on graded commutative algebras. This unifies varios concepts of graded Lie structures in geometry and physics. A method of describing such structures by classical Lie algebroids via certain gauging (in the …
Lichnerowicz-Jacobi cohomology and homology of Jacobi manifolds are reviewed. We present both in a unified approach using the representation of the Lie algebra of functions on itself by means of the hamiltonian vector fields. The use of the associated Lie algebroid allows to prove that the Lichnerowicz-Jacobi cohomolog…
Paper introduces stochastic HJB on Jacobi structures.
Jacobi-Nijenhuis algebroids are defined as a natural generalization of Poisson-Nijenhuis algebroids, in the case where there exists a Nijenhuis operator on a Jacobi algebroid which is compatible with it. We study modular classes of Jacobi and Jacobi-Nijenhuis algebroids.
The most general Jacobi brackets in are constructed after solving the equations imposed by the Jacobi identity. Two classes of Jacobi brackets were identified, according to the rank of the Jacobi structures. The associated Hamiltonian vector fields are also constructed.
We apply stochastic Perron's method to a singular control problem where an individual targets at a given consumption rate, invests in a risky financial market in which trading is subject to proportional transaction costs, and seeks to minimize her probability of lifetime ruin. Without relying on the dynamic programming…
Study Godbillon-Vey class for regular Jacobi foliations.
Analyzes Berry phases and connection matrices on Siegel-Jacobi spaces.
New algebra governs deformations of Dirac-Jacobi structures.
New characterization of Osserman tensors using Jacobi-orthogonality.