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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.

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6121824 · Feb 202419922001200920172026
48 results for Legendre duality

In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…

2011-08-29abs ↗pdf ↗

We introduce complex generalizations of the classical Legendre transform, operating on Kähler metrics on a compact complex manifold. These Legendre transforms give explicit local isometric symmetries for the Mabuchi metric on the space of Kähler metrics around any real analytic Kähler metric, answering a question origi…

2016-08-19abs ↗pdf ↗

New method calculates super-hedging prices with transaction costs.

problem Super-hedging European contingent claims under proportional transaction costs.
method Explicit recursive scheme based on convex duality and Legendre-Fenchel transform.
result Computes super-hedging price and optimal strategy without martingale arguments.

We solve the problem on flat extensions of a generic surface with boundary in Euclidean 3-space, relating it to the singularity theory of the envelope generated by the boundary. We give related results on Legendre surfaces with boundaries via projective duality and observe the duality on boundary singularities. Moreove…

2009-08-18abs ↗pdf ↗

New dual formulation reduces generalization error for ERM-fDR.

problem Generalization error in constrained optimization problems.
method Introduces a dual formulation of ERM-fDR using Legendre-Fenchel transform and implicit function theorem.
result Explicit characterizations of generalization error for algorithms under mild conditions.

This paper studies global webs on the projective plane with vanishing curvature. The study is based on an interplay of local and global arguments. The main local ingredient is a criterium for the regularity of the curvature at the neighborhood of a generic point of the discriminant. The main global ingredient, the Lege…

2010-08-22abs ↗pdf ↗

This paper adapts Thurston's earthquake metric to Riemann surfaces with marked points.

problem Defining a norm and metric on Teichmüller spaces for surfaces of arbitrary genus.
method Adapting Thurston's earthquake norm to Riemann surfaces with marked points and using complex Legendre transforms.
result Establishes a complete analogue of Thurston's earthquake norm in the conformal setting.

Researchers develop a new framework to control neural network sensitivity.

problem Understanding and controlling the behavior of neural networks.
method Direct parameterization of bi-Lipschitzness in convex neural networks.
result A clear and tight control of neural network sensitivity achieved.

Study solves Monge-Ampère equation for complete Calabi-Yau metrics.

problem Existence of complete Calabi-Yau metrics on log Calabi-Yau pairs.
method Free boundary Monge-Ampère equation, Legendre duality, existence proof in smooth and Hölder spaces.
result Existence and strict convexity of solutions in smooth and Hölder spaces.

Geometric approach to thermodynamics of chemical reaction networks.

problem Thermodynamics of chemical reaction networks with non-ideal behavior.
method Information geometry, Riemannian geometry, Cramer-Rao bound, absolute sensitivity.
result Absolute sensitivity is a projection operator onto the tangent bundle of the equilibrium manifold.

This is an extended example of the study of mirror symmetry via log schemes and the discrete Legendre transform on affine manifolds, introduced by myself and Bernd Siebert in "Mirror Symmetry via Logarithmic Degeneration Data I" (math.AG/0309070). In this paper, I consider the construction as it applies to the Batyrev-…

2004-06-09abs ↗pdf ↗

The study examines Bertrand Legendre curves in the unit tangent bundle over Euclidean plane.

problem Investigating properties of Legendre curves and their associated curves.
method Analyzing Bertrand Legendre curves and their associated curves, including parallel, evolute, and involute curves.
result Existence conditions and inverse operation for Bertrand Legendre curves are provided.

A geometrization of Schmidt-Legendre transformation of the second order Lagrangians is proposed by building a proper Tulczyjew's triplet. The symplectic relation between Ostrogradsky-Legendre and Schmidt-Legendre transformations is obtained. Several examples are presented.

2016-07-28abs ↗pdf ↗

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

In this paper, we first provide an updated survey of the geometry of complex Cartan spaces. New characterizations for some particular classes of complex Cartan spaces are pointed out, e.g. Landsberg-Cartan, strongly Berwald-Cartan and others. We introduce the Cartan-Randers spaces which offer examples of Berwald-Cartan…

2015-03-22abs ↗pdf ↗

This paper concerns the recursive utility maximization problem. We assume that the coefficients of the wealth equation and the recursive utility are concave. Then some interesting and important cases with nonlinear and nonsmooth coefficients satisfy our assumption. After given an equivalent backward formulation of our …

2016-07-04abs ↗pdf ↗

For one-dimensional systems of conservation laws admitting two additional conservation laws we assign a ruled surface of codimension two in projective space. We call two such systems dual if the corresponding ruled surfaces are dual. We show that a Hamiltonian system is autodual, its ruled surface sits in some quadric,…

2019-08-01abs ↗pdf ↗

The report analyzes Legendre decomposition for tensor data.

problem Finding effective lower dimensional representations of tensors.
method Theoretical analysis of dual parameters and dually flat manifold properties, followed by experimental verification and clustering.
result Parameters on submanifold cannot be directly used as low-rank representations.

The paper studies a flow of Legendre curves, generalizing the inverse curvature flow of regular curves.

problem Analyzing the inverse curvature flow of Legendre curves.
method Investigates the unique existence, monotonicity, and asymptotic behavior of the flow.
result The flow asymptotically converges to a self-similar solution, categorized by initial curve.

A new family of conformal test martingales based on Legendre polynomials for online exchangeability testing.

problem Detecting variance, skewness, and higher-order deviations from uniformity in online data.
method A family of conformal test martingales based on shifted Legendre polynomials.
result The Variational Legendre Jumper reduces exponential scaling to linear time with minimal loss in power.

Legendre curves are smooth plane curves which may have singular points, but still have a well defined smooth normal (and corresponding tangent) vector field. Because of the existence of singular points, the usual curvature concept for regular curves cannot be straightforwardly extended to these curves. However, Fukunag…

2017-04-17abs ↗pdf ↗

Following Burstall and Hertrich-Jeromin we study the Ribaucour transformation of Legendre submanifolds in Lie sphere geometry. We give an explicit parametrization of the resulted Legendre submanifold F^\hat{F} of a Ribaucour transformation, via a single real function ττ which represents the regular Ribaucour sphere co…

2013-03-08abs ↗pdf ↗

We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an inpu…

2018-02-13abs ↗pdf ↗

The general framework of Legendre transformation is extended to the case of symplectic groupoids, using an appropriate generalization of the notion of generating function (of a Lagrangian submanifold).

1996-12-04abs ↗pdf ↗

The Runge-Kutta-Legendre scheme improves pricing American options and other derivatives.

problem Pricing American options and other derivatives with improved accuracy and stability.
method Runge-Kutta-Legendre finite difference scheme applied to Black-Scholes and Heston models.
result Improved convergence and stability compared to existing schemes.

New method reconstructs Black-Scholes option prices from current profiles.

problem Reconstructing Black-Scholes prices from current profiles, dealing with ill-posedness.
method Price-dimensional reduction using Legendre polynomials, Tikhonov regularization.
result Reconstructs Black-Scholes prices from noisy initial data, stabilizing the solution.

The paper studies area-preserving and length-preserving inverse curvature flow for planar curves with singularities.

problem Investigating the evolution of planar curves with singularities under area-preserving and length-preserving inverse curvature flow.
method Area-preserving and length-preserving inverse curvature flow for \ell-convex Legendre curves.
result The flow results in a circle for \ell-convex Legendre curves, providing geometric inequalities.

Optimal transport with ff-divergence regularization using generalized Sinkhorn algorithm.

problem Optimal transport with ff-divergence regularization.
method Generalized Sinkhorn algorithm for solving optimal transport problems with various ff-divergences.
result Strong duality holds, optimums are attained, and convergence to an optimal solution is guaranteed under certain conditions.

The theory of surfaces in Euclidean space can be naturally formulated in the more general context of Legendre surfaces into the space of contact elements. We address the question of deformability of Legendre surfaces with respect to the symmetry group of Lie sphere contact transformations from the point of view of the …

2004-08-01abs ↗pdf ↗

Study on triharmonic curves in f-Kenmotsu manifolds.

problem Characterizing triharmonic curves in f-Kenmotsu manifolds.
method Investigation of necessary and sufficient conditions for Frenet curves, slant, and Legendre curves to be triharmonic. Proof of specific properties of triharmonic Frenet curves.
result Triharmonic Frenet curves with constant curvature are Frenet helices in three dimensional f-Kenmotsu manifolds.

The study examines null curves in specific geometric manifolds and their properties.

problem Characterizing null curves in Sasaki-like almost contact B-metric manifolds.
method Expressed Frenet frames and curvatures, proved curvature constancy conditions, and found necessary conditions for generalized helices and null cubic.
result Curvatures of specific null curves are constant if a function on the manifold is constant.