A new method uses Legendre multiwavelets to price discrete double barrier options efficiently.
problem Pricing discrete double barrier options efficiently with reduced CPU time.
method Approximating recursive solutions of the heat equation using Legendre multiwavelets and operational matrix form.
result The method significantly reduces CPU time and is efficient for increasing monitoring dates.
Samplets and multiwavelets constructed from scattered data converge to specific densities in the limit.
problem Constructing data-adapted multiresolution analyses and multiwavelets with flexible vanishing moments.
method Probabilistic framework for samplet construction; convergence to multiwavelets with broken polynomial densities.
result Samplet construction converges to multiwavelets in the infinite data limit.
A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…
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.
Paper defines curvature equivalence for Legendre curves in a plane.
problem No specific problem stated; focuses on Legendre curves.
method Introduced curvature equivalence relation for Legendre curves.
result Local and global classifications of Legendre curves under curvature equivalence.
Geometrizes second order Lagrangians transformations.
problem No specific problem stated; focuses on geometrization.
method Building a proper Tulczyjew's triplet.
result Symplectic relation between Ostrogradsky-Legendre and Schmidt-Legendre transformations.
Study finds conditions for Legendre curves to be interpolating sesqui-harmonic in Sasakian space forms.
problem Characterizing Legendre curves in Sasakian space forms.
method Analyzes necessary and sufficient conditions for Legendre curves to be interpolating sesqui-harmonic.
result Obtains an example of an interpolating sesqui-harmonic Legendre curve in a Sasakian space form.
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.
This paper classifies Legendre singularities of sub-Riemannian geodesics on surfaces.
problem Classifying singularities of sub-Riemannian geodesics.
method Complete local classification using Legendre fibrations.
result Legendre singularities are completely classified for sub-Riemannian geodesics.
The paper characterizes Legendre curves on trans-S-manifolds.
problem Characterizing Legendre trajectories on trans-S-manifolds.
method Obtained curvature characterizations and classified Legendre curves.
result Classified Legendre curves with linearly dependent Frenet frame fields.
Complex Legendre transforms for Kähler metrics solve a geometric problem.
problem Finding local symmetries for the Mabuchi metric on Kähler metrics.
method Introducing complex Legendre transforms on Kähler metrics.
result Explicit local isometric symmetries for the Mabuchi metric are found.
Characterizes the Legendre involution on generic frontals.
problem Identifying the Legendre involution on a specific class of frontals.
method Analyzes generic frontals under mild assumptions and uses complexification.
result Any involution with the same fixed points as the Legendre involution is the Legendre involution.
Introduces Legendre bundle for dually flat manifolds and quantum field theories.
problem Understanding duality in geometric structures and quantum field theories.
method Introduces Legendre bundle and para-Kähler structure.
result Exponential families and Hessian QFTs are realizations of the Legendre bundle.
Study of Legendre curves in normed planes, extending curvature concepts.
problem Extension of curvature concepts to Legendre curves in normed planes.
method Definition of new curvature functions and their properties.
result New curvature functions extend curvature concepts for Legendre curves in normed planes.
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.
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.
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.
Study on Legendre curves in non-Sasakian manifolds with curvature properties.
problem Characterizing Legendre curves in non-Sasakian contact metric manifolds.
method Analyzing C-parallel and C-proper mean curvature vector fields. result Curvature characterizations of Legendre curves in non-Sasakian manifolds.
Paper solves recovery of parametrizations from Legendre data.
problem Recovering parametrizations from Legendre data.
method Systematic and widely-applicable method to recover parametrizations from Gauss mapping and height function.
result Showed how to recover parametrization from dense subset of real-analytic parametrizations.
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^ 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.
The study examines singularities of ruled surfaces using RM vectors.
problem Analyzing singularities of ruled surfaces.
method Using Legendre curves and rotation minimizing frames.
result Classification of singularities of ruled surfaces.
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 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 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.
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 ℓ-convex Legendre curves. result The flow results in a circle for ℓ-convex Legendre curves, providing geometric inequalities. Study surfaces of revolution from frontals in Euclidean space.
problem Characterize surfaces of revolution from frontals.
method Analyze curvatures and invariants of Legendre curves to derive properties of surfaces of revolution.
result Properties of surfaces of revolution with singularities and cones are defined.
A new tensor decomposition method that minimizes KL divergence.
problem Tensor reconstruction accuracy.
method Legendre decomposition, based on information geometry.
result Minimizes KL divergence and improves tensor reconstruction accuracy.
In the present paper we study the Lie sphere geometry of Legendre surfaces by the method of moving frame and we prove an existence theorem for real-analytic Lie-minimal Legendre surfaces.
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 …
In this article, we prove that there exists at least one chord which is characteristic of Reeb vector field connecting a given Legendre submanifold in a closed contact manifold with any contact form.
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 …
The goal of this short paper is to give condition for the completeness of the Binet-Legendre metric in Finsler geometry. The case of the Funk and Hilbert metrics in a convex domain are discussed.
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.
We obtain the explicit representation of Legendre surfaces in the unit 5-sphere with harmonic mean curvature vector field, under the condition that the mean curvature function is constant along a certain special direction.
New PAC-Bayes bounds derived using Legendre transform and f-divergences.
problem Deriving PAC-Bayes bounds under various assumptions.
method Combining Legendre transform and Fenchel--Young inequality to derive change-of-measure inequalities.
result Extended PAC-Bayesian guarantees under tailored assumptions.
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.
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…
Characterizes special curves on surface tangent bundles.
problem Understanding curves on surface tangent bundles.
method Characterization of Legendre and slant curves.
result Characterizations for N-Legendre and N-slant curves.
Supplementary comments about generalized Lie algebroids are presented and a new point of view over the construction of the Lie algebroid generalized tangent bundle of a (dual) vector bundle is introduced. Using the general theory of exterior differential calculus for generalized Lie algebroids, a covariant derivative f…
Develops a fast and accurate option pricing method using Legendre polynomials.
problem Pricing European options with smoothness issues in payoff functions.
method Legendre series expansion and characteristic function relation for density function.
result Highly accurate approximations for European call options.
The paper studies transformations of Frobenius manifolds and their properties.
problem Analyzing transformations of Frobenius manifolds and their properties.
method Analytic theory of Legendre-type transformations for Frobenius manifolds.
result Monodromy data, Stokes matrix, and central connection matrix are shared among Legendre-type transformations.
We give the characterization of Arnol'd-Mather type for stable singular Legendre immersions. The most important building block of the theory is providing a module structure on the space of infinitesimal integral deformations by means of the notion of natural liftings of differential systems and of contact Hamiltonian v…
Regularization preserves topological data structure in autoencoders.
problem Ensuring topological data structure preservation in autoencoders.
method Regularization using Legendre nodes to preserve manifold embedding.
result Regularized autoencoders ensure one-to-one embedding of data manifolds.
The Legendre transform and its generalizations, originally found in supersymmetric sigma-models, are techniques that can be used to give constructions of hyperkahler metrics. We give a twistor space interpretation to the generalizations of the Legendre transform construction. The Atiyah-Hitchin metric on the moduli spa…
Faster training of neural ODEs using Gauß-Legendre quadrature.
problem Training neural ODEs is slow due to solving ODEs numerically.
method Use Gauß-Legendre quadrature to solve integrals faster than ODE-based methods.
result Faster training of neural ODEs, especially for large models.
Study conic Laplacian on \(\mb P^1\) with explicit model and boundary data.
problem Modeling conic Laplacian on \(\mb P^1\) with specific boundary conditions.
method Fourier decomposition, Legendre equations, gluing map, Friedrichs spectrum, Weyl function.
result Explicit computation of eigenfunctions and \(S\)-matrix.