arXiv research

Normality equations describe Newtonian dynamical systems admitting normal shift of hypersurfaces. They were first derived in Euclidean geometry, then in Riemannian geometry. Recently they were rederived in more general case, when geometry of manifold is given by generalized Legendre transformation. As appears, in this …

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

Study conic Laplacian on \(\mb P^1\) with explicit model and boundary data.

Normality equations describe Newtonian dynamical systems admitting normal shift of hypersurfaces. These equations were first derived in Euclidean geometry. Then very soon they were rederived in Riemannian and in Finslerian geometry. Recently I have found that normality equations can be derived in geometry given by clas…

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

We extend the Mason-Newman Lax pair for the elliptic complex Monge-Ampère equation so that this equation itself emerges as an algebraic consequence. We regard the function in the extended Lax equations as a complex potential. We identify the real and imaginary parts of the potential, which we call partner symmetries, w…

We continue our study of the Cauchy problem for the homogeneous (real and complex) Monge-Ampere equation (HRMA/HCMA). In the prequel a quantum mechanical approach for solving the HCMA was developed, and was shown to coincide with the well-known Legendre transform approach in the case of the HRMA. In this article---that…

We establish Evans-Krylov estimates for certain nonconvex fully nonlinear elliptic and parabolic equations by exploiting partial Legendre transformations. The equations under consideration arise in part from the study of the "pluriclosed flow" introduced by the first author and Tian

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

The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…

The Cauchy problem for the homogeneous (real and complex) Monge-Ampere equation (HRMA/HCMA) arises from the initial value problem for geodesics in the space of Kahler metrics. It is an ill-posed problem. We conjecture that, in its lifespan, the solution can be obtained by Toeplitz quantizing the Hamiltonian flow define…

Geometric focusing affects dispersive estimates for Schrödinger and wave equations.

We obtain the parametric equations of all biharmonic Legendre curves and Hopf cylinders in the 3-dimensional unit sphere endowed with the modified Sasakian structure defined by Tanno.

Classifies regularity for Lagrangian mean curvature type equations.

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

Paper defines curvature equivalence for Legendre curves in a plane.

For two solutions of the WDVV equations that are related by two types of symmetries of the equations given by Dubrovin, we show that the associated principal hierarchies of integrable systems are related by certain reciprocal transformation, and the tau functions of the hierarchies are either identical or related by a …

Study of contact whirl curves in Sasakian Lorentzian 3-manifolds.

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.

Legendre transformations link related integrable hierarchies.

Taking configuration space as a Lie group, the trivialized Euler-Lagrange and Hamilton's equations are obtained and presented as Lagrangian submanifolds of the trivialized Tulczyjew's symplectic space. Euler-Poincaré and Lie-Poisson equations are presented as Lagrangian submanifolds of the reduced Tulczyjew's symplecti…

The paper characterizes Legendre curves on trans-S-manifolds.

This paper classifies Legendre singularities of sub-Riemannian geodesics on surfaces.

In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitoring date can be evaluated by a recursive formula upon the heat equation solution. These recursive solutions are approximated by using Legend…

We extend our method of partner symmetries to the hyperbolic complex Monge-Ampère equation and the second heavenly equation of Plebañski. We show the existence of partner symmetries and derive the relations between them for both equations. For certain simple choices of partner symmetries the resulting differential cons…

The paper explores polysymplectic structures and their reductions in field theories.

For two solutions of the WDVV equations that are related by the inversion symmetry, we show that the associated principal hierarchies of integrable systems are related by a reciprocal transformation, and the tau functions of the hierarchies are related by a Legendre type transformation. We also consider relationships b…

Characterizes the Legendre involution on generic frontals.

We consider interpolating sesqui-harmonic Legendre curves in Sasakian space forms. We find the necessary and sufficient conditions for Legendre curves in Sasakian space forms to be interpolating sesqui-harmonic. Finally, we obtain an example for an interpolating sesqui-harmonic Legendre curve in a Sasakian space form.

Introduces Legendre bundle for dually flat manifolds and quantum field theories.

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…

The report analyzes Legendre decomposition for tensor data.

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

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

SL(N,C) is the phase space of the Poisson SU(N). We calculate explicitly the symplectic structure of SL(N,C), define an analogue of the Hamiltonian of the free motion on SU(N) and solve the corresponding equations of motion. Velocity is related to the momentum by a non-linear Legendre transformation.

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…

Paper solves recovery of parametrizations from Legendre data.

Affine hamiltonians are defined in the paper and their study is based especially on the fact that in the hyperregular case they are dual objects of lagrangians defined on affine bundles, by mean of natural Legendre maps. The variational problems for affine hamiltonians and lagrangians of order $k\geq 2$ are studied, re…

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…

Here we develop an option pricing method based on Legendre series expansion of the density function. The key insight, relying on the close relation of the characteristic function with the series coefficients, allows to recover the density function rapidly and accurately. Based on this representation for the density fun…

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 $\hat{F}$ of a Ribaucour transformation, via a single real function $τ$ which represents the regular Ribaucour sphere co…

We obtain geometric characterizations of isospectral minimal Riemannian Legendre foliations on compact Sasakian manifolds of constant $φ$-sectional curvature.

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…

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…

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).

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

In this paper we consider Monge-Ampère equations on compact Hessian manifolds, or equivalently Monge-Ampère equations on certain unbounded convex domains $Ω\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action of an affine group. In the case where the affine group action is volume-preserving, i.e.,…

The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…