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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.

169,291 papers · 148 categories

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48 results for Magnus series

The Magnus expansion is a universal finite type invariant of pure braids with values in the space of horizontal chord diagrams. The Conway polynomial composed with the short circuit map from braids to knots gives rise to a series of finite type invariants of pure braids and thus factors through the Magnus map. We descr…

2010-01-14abs ↗pdf ↗

For a oriented genus g surface with one boundary component, S, the Torelli group is the group of orientation preserving homeomorphisms of S that induce the identity on homology. The Magnus representation of the Torelli group represents the action on F/F" where F=pi_1(S) and F" is the second term of the derived series. …

2013-08-16abs ↗pdf ↗

Develops time-inhomogeneous polynomial processes for better model calibration and seasonality capture.

problem Calibration to market prices and seasonality in term-structure models.
method Introduces time-inhomogeneous polynomial processes with time-dependent coefficients and characterizes them using semimartingale characteristics. Alternative numerical approximations using Magnus series are explored.
result Matrix exponentials are not sufficient for computing moments in time-inhomogeneous polynomial processes, necessitating alternative numerical methods.

The Magnus representation of the Torelli subgroup of the mapping class group of a surface is a homomorphism r: I_{g,1} -> GL_{2g}(Z[H]). Here H is the first homology group of the surface. This representation is not faithful; in particular, Suzuki previously described precisely when the commutator of two Dehn twists abo…

2008-04-23abs ↗pdf ↗

We will say that a group G possesses the Magnus property if for any two elements u,v in G with the same normal closure, u is conjugate to v or v^{-1}. We prove that some one-relator groups, including the fundamental groups of closed nonorientable surfaces of genus g>3 possess this property. The analogous result for ori…

2009-04-07abs ↗pdf ↗

The paper provides estimates for flows on Riemannian manifolds using truncated expansions.

problem Quantifying the relationship between flows on Riemannian manifolds and their truncated logarithms.
method Using truncated versions of the Magnus and Baker-Cambel-Hausdorff-Dynkin expansions.
result Quantitative estimates between flows and their truncated logarithms.

We prove that every trivalent marked bordered fatgraph comes equipped with a canonical generalized Magnus expansion in the sense of Kawazumi. This Magnus expansion is used to give canonical lifts of the higher Johnson homomorphisms τmτ_m, for m1m\geq 1, to the Torelli groupoid, and we provide a recursive combinatorial …

2007-07-20abs ↗pdf ↗

The paper constructs finite generating sets for complex algebraic structures.

problem Finite generation of specific algebraic structures.
method Explicit construction of finite generating sets for γ2IAnγ_2 IA_n and γ2Inbγ_2\mathcal I_n^b.
result Explicit finite generating sets for γ2IAnγ_2 IA_n and almost explicit for γ2Inbγ_2\mathcal I_n^b.

Let Mg,1{\mathbb M}_{g, 1}, g1g \geq 1, be the moduli space of triples (C,P0,v)(C, P_0, v) of genus gg, where CC is a compact Riemann surface of genus gg, P0CP_0 \in C, and vTP0C{0}v \in T_{P_0}C\setminus\{0\}. Using Chen's iterated integrals we introduce a higher analogue of the period matrix for a triple (C,P0,v)(C, P_0, v), {\it the …

2006-03-07abs ↗pdf ↗

Finite type invariants (also known as Vassiliev invariants) of pure braids are considered from a group-theoretic point of view. New results include a construction of a universal invariant with integer coefficients based on the Magnus expansion of a free group and a calculation of numbers of independent invariants of ea…

1999-09-14abs ↗pdf ↗

We construct bi-invariant total orderings of residually torsion-free nilpotent groups by using Chen's iterated integrals. This construction can be seen as a generalization of the Magnus ordering of the free groups, and equivalent to the classical construction which uses an iteration of central extensions. Our geometric…

2010-05-21abs ↗pdf ↗

Ihara initiated to study a certain Galois representation which may be seen as an arithmetic analogue of the Artin representation of a pure braid group. We pursue the analogies in Ihara theory further, following after some issues and their inter-relations in the theory of braids and links such as Milnor invariants, John…

2016-08-29abs ↗pdf ↗

Geometric methods integrate Lie systems for optimal control problems.

problem Integrating Lie systems for optimal control problems.
method Geometric numerical methods based on Magnus expansions and Runge-Kutta-Munthe-Kaas.
result Accurate numerical solutions for Lie systems in optimal control problems.

Two welded (respectively virtual) link diagrams are homotopic if one may be transformed into the other by a sequence of extended Reidemeister moves, classical Reidemeister moves, and self crossing changes. In this paper, we extend Milnor's mu and bar mu invariants to welded and virtual links. We conclude this paper wit…

2006-11-03abs ↗pdf ↗

We generalize the notion of a Magnus expansion of a free group in order to extend each of the Johnson homomorphisms defined on a decreasing filtration of the Torelli group for a surface with one boundary component to the whole of the automorphism group of a free group Aut(Fn)\operatorname{Aut}(F_{n}). The extended ones are …

2005-05-24abs ↗pdf ↗

Let T_n be the kernel of the natural map from Out(F_n) to GL(n,Z). We use combinatorial Morse theory to prove that T_n has an Eilenberg-MacLane space which is (2n-4)-dimensional and that H_{2n-4}(T_n,Z) is not finitely generated (n at least 3). In particular, this recovers the result of Krstic-McCool that T_3 is not fi…

2006-03-08abs ↗pdf ↗

Let ΣΣ be a surface whose interior admits a hyperbolic structure of finite volume. In this paper, we show that any infinite order mapping class acts with infinite order on the homology of some universal kk--step nilpotent cover of ΣΣ. We show that a Torelli mapping class either acts with infinite order on the homolo…

2011-10-17abs ↗pdf ↗

Morita introduced in 2008 a 1-cocycle on the group of homology cobordisms of surfaces with values in an infinite-dimensional vector space. His 1-cocycle contains all the "traces" of Johnson homomorphisms which he introduced fifteen years earlier in his study of the mapping class group. In this paper, we propose a new v…

2016-06-27abs ↗pdf ↗

The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.

problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.

In this note, we embed the set of all Fricke characters of a free group F -- the set of all characters of representations of F into SL(2,C) -- as an irreducible affine variety V in complex affine space of dimension 2^n-1. Using the Horowitz generating set as the indeterminates, we show that the ideal I of all polynomia…

2003-11-07abs ↗pdf ↗

Let F\mathbb{F} be a field and let GF{0}G\subset \mathbb{F}\setminus \{0\} be a multiplicative subgroup. We consider the category CobG\mathcal{Cob}_G of 33-dimensional cobordisms equipped with a representation of their fundamental group in GG, and the category VectF,±G{Vect}_{\mathbb{F},\pm G} of F\mathbb{F}-linear maps defin…

2014-03-17abs ↗pdf ↗

This work explores algebraic structures from curvature and torsion in affine connections.

problem Understanding algebraic structures from curvature and torsion in affine connections.
method Post-Lie algebra, D-algebra, and special polynomials.
result A particular class of geometrically special polynomials is generated by torsion and curvature.

Novel deep learning approach for fast, differentiable fluid simulations.

problem Challenges in solving incompressible fluid dynamics equations efficiently.
method Physics-constrained training approach for convolutional neural networks.
result Trained models can handle various fluid phenomena and offer fast simulations.

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

This paper presents algebraic structures of Lie-Butcher series.

problem No specific problem is mentioned; it's about the algebraic structures of Lie-Butcher series.
method The paper reviews algebraic operations on Lie-Butcher series and reformulates them as recursive formulae.
result The algebraic theory of Lie-Butcher series has matured.