arXiv research

Global implicit function theorem for Fréchet spaces, solving derivative loss problems.

Study on periodic solutions for Keller-Segel system in various spaces.

Study finds weak solutions for complex map flows with optimal lifespan.

The study finds the minimum number of critical points for functionals on Frechet spaces and Finsler manifolds.

We present an axiomatic approach to finite- and infinite-dimensional differential calculus over arbitrary infinite fields (and, more generally, suitable rings). The corresponding basic theory of manifolds and Lie groups is developed. Special attention is paid to the case of mappings between topological vector spaces ov…

In this paper we obtain generalized Keller-Osserman conditions for wide classes of differential inequalities on weighted Riemannian manifolds of the form $L u\geq b(x) f(u) \ell(|\nabla u|)$ and $L u\geq b(x) f(u) \ell(|\nabla u|) - g(u) h(|\nabla u|)$, where $L$ is a non-linear diffusion-type operator. Prototypical ex…

From the work of Dervan-Keller, there exists a quantization of the critical equation for the J-flow. This leads to the notion of J-balanced metrics. We prove that the existence of J-balanced metrics has a purely algebro-geometric characterization in terms of Chow stability, complementing the result of Dervan-Keller. We…

This note is devoted to Keller-Lieb-Thirring spectral estimates for Schrödinger operators on infinite cylinders: the absolute value of the ground state level is bounded by a function of a norm of the potential. Optimal potentials with small norms are shown to depend on a single variable. The proof is a perturbation arg…

The paper proves critical point results for Frechet manifolds.

New algebraic structures extend Courant algebroids to higher multi-Courant algebroids.

Study of dHYM connections on ruled surfaces with variable background metrics.

We prove an estimate for Donaldson's $Q$-operator on a prequantized compact symplectic manifold. This estimate is an ingredient in the recent result of Keller and Lejmi about a symplectic generalization of Donaldson's lower bound for the $L^2$-norm of the Hermitian scalar curvature.

We extend the Palais-Smale condition to Keller's $C_c^1$-functionals on Fréchet spaces. Using this condition together with Ekeland's variational principle, we obtain some results regarding the existence of minima. In this setting, we prove that the Palais-Smale condition for functionals bounded below implies the coerci…

The aim of this paper is to study the qualitative behaviour of non-negative entire solutions of certain differential inequalities involving gradient terms on the Heisenberg group. We focus our investigation on the two classes of inequalities of the form $Δ^φu \ge f(u)l(|\nabla u|)$ and $Δ^φu \ge f(u) - h(u) g(|\nabla u…

This paper corrects an error in [Keller-Ressel, M. and Steiner T. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models." Finance and Stochastics 12.2 (2008): 149-172]. The error concerns the correct expression for the boundary between normal and humped yield curve behavior in affin…

In this work we define a deformation theory for the Coupled Kähler-Yang-Mills equations in arXiv:1102.0991, generalizing work of Székelyhidi on constant scalar curvature Kähler metrics. We use the theory to find new solutions of the equations via deformation of the complex structure of a polarised manifold endowed with…

This paper is about the influence of Geometry on the qualitative behaviour of solutions of quasilinear PDEs on Riemannian manifolds. Motivated by examples arising, among others, from the theory of submanifolds, in particular by the study of entire graphs with prescribed mean curvature, we consider classes of coercive d…

Paper discusses solving generalized Hessian inequalities with various operators.

We study here the large-time behaviour of all continuous affine stochastic volatility models (in the sense of Keller-Ressel) and deduce a closed-form formula for the large-maturity implied volatility smile. Based on refinements of the Gartner-Ellis theorem on the real line, our proof reveals pathological behaviours of …

The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions. Our main tool is to combine the one-step survival idea of Glasserman and Staum wi…

The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice $\cal{X}$ with a order unit. The primal problem is given as the supremum o…

Study limits of quasi-local angular momentum at infinity of gravitating systems.

It is known that a compact symplectic manifold endowed with a prequantum line bundle can be embedded in the projective space generated by the eigensections of low energy of the Bochner Laplacian acting on high $p$-tensor powers of the prequantum line bundle. We show that the Fubini-Study forms induced by these embeddin…

We present a flexible approach for the valuation of interest rate derivatives based on Affine Processes. We extend the methodology proposed in Keller-Ressel et al. (2009) by changing the choice of the state space. We provide semi-closed-form solutions for the pricing of caps and floors. We then show that it is possible…

We prove the existence and uniqueness of Kähler-Einstein metrics on Q-Fano varieties with log terminal singularities (and more generally on log Fano pairs) whose Mabuchi functional is proper. We study analogues of the works of Perelman on the convergence of the normalized Kähler-Ricci flow, and of Keller, Rubinstein on…

Survey revisits Bachelier and Dupire, highlighting optimal transport's role.

In stochastic volatility models based on time-homogeneous diffusions, we provide a simple necessary and sufficient condition for the discretely sampled fair strike of a variance swap to converge to the continuously sampled fair strike. It extends Theorem 3.8 of Jarrow, Kchia, Larsson and Protter (2013) and gives an aff…

Study minimizes Willmore energy with constraints on surface properties.

Proves strict inequality for minimizers of Willmore energy under isoperimetric constraints.

We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving Broadie and Jain (2008a) in the case of the Heston model). We give condi…

This work extends the variance reduction method for the pricing of possibly path-dependent derivatives, which was developed in (Genin and Tankov, 2016) for exponential Lévy models, to affine stochastic volatility models (Keller-Ressel, 2011). We begin by proving a pathwise large deviations principle for affine stochast…

New method resolves ambiguity in measuring black hole merger angular momentum.

Study mass transport in low-diffusivity using Lagrangian coordinates.

Formula for α-Futaki character on toric manifolds.

We introduce DeepMoD, a Deep learning based Model Discovery algorithm. DeepMoD discovers the partial differential equation underlying a spatio-temporal data set using sparse regression on a library of possible functions and their derivatives. A neural network approximates the data and constructs the function library, b…

The paper examines mass aspects at future null infinity and limits of quasilocal mass.

Study shows how heat leaks from material sets in low diffusivity scenarios.

The total space of the tangent bundle of a Kähler manifold admits a canonical Kähler structure. Parallel translation identifies the space ${\Bbb{T}}$ of oriented affine lines in ${\Bbb{R}}^3$ with the tangent bundle of $S^2$. Thus, the round metric on $S^2$ induces a Kähler structure on ${\Bbb{T}}$ which turns out to h…

Let D be an irreducible lattice in a connected, semisimple Lie group G with finite center. Assume that the real rank of G is at least two, that G/D is not compact, and that G has more than one noncompact simple factor. We show that D has no orientation-preserving actions on the real line. (In algebraic terms, this mean…

Delaunay tori minimize Willmore energy under isoperimetric constraints.

We show that for three dimensional gravity with higher genus boundary conditions, if the theory possesses a sufficiently light scalar, there is a second order phase transition where the scalar field condenses. This three dimensional version of the holographic superconducting phase transition occurs even though the pure…

In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. We suggest a Benamou-Brenier type formulation of the martingale transport proble…

Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex N-particle interaction energy. We show that a deterministic "macroscopic" evolution…

Method identifies IPS governing equations from particle data efficiently.

The article explores the mapping class group using unicellular maps and provides filtrations.

Constructs a moment map flow for isotropic maps on surfaces.

Maps are an important medium that enable people to comprehensively understand the configuration of cultural activities and natural elements over different times and places. Although massive maps are available in the digital era, how to effectively and accurately access the required map remains a challenge today. Previo…

The paper constructs biharmonic maps between spheres using polynomial maps.