Hydrodynamics principles applied to finance, solving complex market models.
problem Understanding financial market dynamics using physics principles.
method Unified mathematical framework using Kelvin waves to solve differential and pseudo-differential equations.
result Solved various financial models including volatility and variance swaps.
Survey and new results link hydrodynamics, molecular physics, and financial engineering.
problem Understanding financial engineering topics like Asian options and volatility swaps.
method Linking Kevin waves, Klein-Kramers, and Kolmogorov equations to financial models.
result Corrected the original solution of the Kolmogorov equation.
DiffObs predicts global precipitation with realistic wave modes and low frequency variations.
problem Predicting global precipitation evolution using satellite observations.
method Autoregressive generative diffusion model trained on satellite data.
result Model generates realistic wave modes and low frequency variations, validating its potential for climate prediction.
New Kelvin transform for anisotropic elliptic problems.
problem Semilinear and quasilinear anisotropic elliptic problems.
method Introducing a new Kelvin-type transform in the anisotropic setting.
result New insights into anisotropic elliptic problems.
Study uses DMD to analyze oceanic features in Strait of Gibraltar.
problem Understanding complex oceanic features in Strait of Gibraltar.
method Dynamic Mode Decomposition (DMD) applied to 3D MIT general circulation model simulations.
result Unveiled new elements and dynamics of the Strait of Gibraltar, including a secondary gyre and wave propagation.
Develops methods for constructing exact, non-stationary solutions to Euler equations.
problem Constructing exact, non-stationary solutions to the incompressible Euler equations.
method Arnold's geometric framework with a generalized Coriolis force.
result Explicit, smooth, global-in-time solutions on curved surfaces and three-dimensional manifolds.
Solutions near infinity to special Lagrangian equations are asymptotic to quadratic polynomials with logarithmic terms.
problem Solving special Lagrangian equations near infinity with specific conditions.
method Modified Kelvin transforms to characterize remainders in asymptotic expansions.
result Remainders in asymptotic expansions are characterized by a single smooth function in even dimensions and Cn−1,α in odd dimensions. We present some new Stokes' type theorems on complete non-compact manifolds that extend, in different directions, previous work by Gaffney and Karp and also the so called Kelvin-Nevanlinna-Royden criterion for (p-)parabolicity. Applications to comparison and uniqueness results involving the p-Laplacian are deduced.
Soft cells fill space without gaps, derived from minimal surfaces and deformed using edge bending.
problem Creating space-filling shapes without sharp corners.
method Edge bending algorithm to deform polyhedral tilings into soft tilings.
result Soft tilings derived from minimal surfaces can be continuously transformed into one another.
We consider the regularity of an interface between two incompressible and inviscid fluids flows in the presence of surface tension. We obtain local in time estimates on the interface in H23k+1 and the velocity fields in H23k. These estimates are obtained using geometric considerations which show th…
The Lagrangian and Hamiltonian structures for an ideal gauge-charged fluid are determined. Using a Kaluza-Klein point of view, the equations of motion are obtained by Lagrangian and Poisson reductions associated to the automorphism group of a principal bundle. As a consequence of the Lagrangian approach, a Kelvin-Noeth…
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.
New Galilean spacetimes found as pp-wave reductions.
problem Understanding isotropic homogeneous Galilean spacetimes.
method Null reductions of pp-wave spacetimes.
result Found novel torsional Galilean spacetimes.
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.
Wave fronts on certain surfaces become dense.
problem Density of wave fronts on surfaces.
method Proof of density for specific surfaces.
result Wave fronts become dense on flat torus, square billiard, Klein bottle, and cube surface.
Analyzes properties of stiffness tensors for elastic wave imaging.
problem Characterizing stiffness tensor fields for elastic wave imaging.
method Finsler-geometric methods applied to anisotropic stiffness tensor fields.
result Conditions for Finsler-geometric methods to be applicable.
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.
Impulsive waves contradict a 1962 conjecture about pp-waves.
problem The failure of the Ehlers--Kundt conjecture in the impulsive case.
method Summarized completeness results for impulsive wave spacetimes.
result Impulsive pp-waves are complete, contradicting the conjecture.
Extends Penrose limit to Finsler spacetimes.
problem Extending Penrose limit to Finsler spacetimes.
method Introducing lightlike coordinates and adapting Lorentzian pp-wave definition.
result New examples of Finsler pp-waves presented.
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…
Study compact plane waves, showing they are essentially standard.
problem Understanding the topology and dynamics of compact plane waves.
method Analyzing quotients of homogeneous plane waves by discrete subgroups.
result Compact quotients of homogeneous plane waves are essentially standard.
New method finds precise late-time behavior of wave equations.
problem Analyzing late-time behavior of wave equations with inverse-square potentials.
method Physical-space-based method for deriving late-time asymptotics.
result Sharp, uniform decay estimates in time for asymptotic late-time tails.
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.
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.
New metrics link Kähler and pp-wave spacetimes.
problem Connecting Kähler and pp-wave spacetimes.
method Constructing families of complete almost Kähler metrics by deforming pp-waves.
result Established a one-to-one correspondence between almost Kähler metrics and pp-wave spacetimes.
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 2-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…
The paper shows how null hypersurfaces behave in Lorentz-Minkowski space.
problem Understanding null hypersurfaces in Lorentz-Minkowski space.
method Analyzing L-complete null hypersurfaces as wave fronts in Euclidean space. result Most null wave fronts can be realized as restrictions of certain L-complete null wave fronts. New metrics constructed dual to specific wave-like geometries.
problem Constructing metrics dual to general plane-fronted wave Lorentzian metrics.
method Explains construction of extremal and non-Kähler almost-Kähler metrics.
result Constructs canonical almost-Kähler metrics dual to general plane-fronted wave Lorentzian metrics.
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…
Measuring wave sources uniquely identifies manifold properties.
problem Determining Riemannian manifold structure from wave observations.
method Semilinear wave equation measurements at a single point.
result Topological, differential, and geometric structure can be inferred.
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…
Shorter proof for wave front length in Euclidean disk
problem Wave front length in Euclidean disk
method Shorter proof and computation of oscillating corrections
result Linear asymptotics of wave front length in large time
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.
Initial data for pp-wave spacetimes constructed in 4D.
problem Characterizing initial data for pp-wave spacetimes. method Constructs a vacuum initial data set with extra conditions related to CKID.
result Data development is a subset of a vacuum pp-wave. 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…
Given a vector field on a manifold M, we define a globally conserved quantity to be a differential form whose Lie derivative is exact. Integrals of conserved quantities over suitable submanifolds are constant under time evolution, the Kelvin circulation theorem being a well-known special case. More generally, conserved…
Mathematical treatment of plane waves, proving their inextendibility and completeness.
problem Completeness and inextendibility of homogeneous plane waves.
method Cohomogeneity one Heisenberg actions, isometry group analysis.
result Proof of C2-inextendibility and geodesic completeness of non-flat homogeneous plane waves. 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.
We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are not equivalent to one another. Several old and new strict local martingales are i…
The coupled nonlinear volatility and option pricing model presented recently by Ivancevic is investigated, which generates a leverage effect, i.e., stock volatility is (negatively) correlated to stock returns, and can be regarded as a coupled nonlinear wave alternative of the Black-Scholes option pricing model. In this…