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.
U-Net trained to recover acoustic interference striations from distorted data.
Study uses DMD to analyze oceanic features in Strait of Gibraltar.
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.
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…
In this paper, a symmetry classification of a -nonlinear wave equation where is a smooth function on , using Lie group method, is given. The basic infinitesimal method for calculating symmetry groups is presented, and used to determine the general symmetry group of this $…
We educe a perspective on how best to regulate the bank of tomorrow in frames of debate launched by the International Centre for Financial Regulation and Financial Times. Our goal is to create a conceptual framework for policymakers and regulators to shape the international financial system in century of globalization …
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the Schrödinger equatio…
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…
A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…
Measuring wave sources uniquely identifies manifold properties.
Using the scalar curvature of the product manifold S^{2}X R and the complete group classification of nonlinear Poisson equation on (pseudo) Riemannian manifolds, we extend the previous results on symmetry analysis of homogeneous wave equation obtained by H. Azad and M. T. Mustafa [H. Azad and M. T. Mustafa, Symmetry an…
We study inverse problems consisting on determining medium properties using the responses to probing waves from the machine learning point of view. Based on the understanding of propagation of waves and their nonlinear interactions, we construct a deep convolutional neural network in which the parameters are used to cl…
The paper establishes scattering theory for wave equations on Schwarzschild spacetime.
The moving coframe method is applied to solve the local equivalence problem for the class of nonlinear wave equations in two independent variables under an action of the pseudo-group of contact transformations. The structure equations and the complete sets of differential invariants for symmetry groups are found. The s…
New memory effect discovered in gravitational wave behavior.
Paper proves stability of multi-dimensional rarefaction waves in gas dynamics.
The paper constructs and analyzes self-similar blowup solutions for a wave map equation.
The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct…
The study reveals asymmetries in US financial shocks' international impacts.
In this paper we introduce and study a new kind of hyperbolic geometric flows --dissipative hyperbolic geometric flow. This kind of flow is defined by a system of quasilinear wave equations with dissipative terms. Some interesting exact solutions are given, in particular, a new concept-- hyperbolic Ricci soliton is int…
Study on stability of geodesic maps in non-isotropic manifolds.
In this paper, we study the schrodinger equation and wave equation with the Dirichlet boundary condition on a connected finite graph. The explicit expressions for solutions are given and the energy conservations are derived. Applications to the corresponding nonlinear problems are indicated.
Gravitational waves are predicted by the general theory of relativity. In [6] D. Christodoulou showed that gravitational waves have a nonlinear memory. We proved in [3] that the electromagnetic field contributes at highest order to the nonlinear memory effect of gravitational waves. In the present paper, we study this …
Veronese webs are rich geometric structures with deep relationships to various domains of mathematics. The PDEs which determine the Veronese web are overdetermined if dim >3, but in the case dim =3 they reduce to a special flavor of a non-linear wave equation. The symmetries embedded in the definition of a Veronese web…
Second paper in series solves Einstein vacuum equations for three impulsive waves.
Original abstract: "We construct periodic solutions of nonlinear wave equations using analytic continuation. The construction applies in particular to Einstein equations, leading to infinite-dimensional families of time-periodic solutions of the vacuum, or of the Einstein-Maxwell-dilaton-scalar fields-Yang-Mills-Higgs-…
We calculate in the strong coupling and large N limit the energy emitted by an accelerated external charge in SU(N) Yang-Mills theory, using the AdS/CFT correspondence. We find that the energy is a local functional of the trajectory of the charge. It coincides up to an overall factor with the Lienard formu…
This paper contains the first two parts (I-II) of a three-part series concerning the scalar wave equation \Box_gψ = 0 on a fixed Kerr background. We here restrict to two cases: (II1) |a| \ll M, general ψ or (II2) |a| < M, ψ axisymmetric. In either case, we prove a version of 'integrated local energy decay', specificall…
New method finds precise late-time behavior of wave equations.
In a recent seminal paper \cite{D-H-R} of Dafermos, Holzegel and Rodnianski the linear stability of the Schwarzschild family of black hole solutions to the Einstein vacuum equations was established by imposing a double null gauge. In this paper we shall prove that the Schwarzschild family is linearly stable as solution…
Improves LSTM performance by initializing states via manifold learning.
New approach simplifies proof of wave equations on black holes.
Study proves interaction of three impulsive gravitational waves, showing local solution and Lipschitz continuity.
Solitary waves are localized gravity waves that preserve their consistency and henceforth their visibility through properties of nonlinear hydrodynamics. Solitary waves have finite amplitude and spread with constant speed and constant shape. In this paper, we have used Lie group of transformation method to solve (3 + 1…
We prove that second-order hyperbolic Monge-Ampere equations for one function of two variables are connected to the wave equation by a Backlund transformation if and only if they are integrable by the method of Darboux at second order. One direction of proof, proving Darboux integrability, follows the implications of t…
In this paper we establish the short-time existence and uniqueness theorem for hyperbolic geometric flow, and prove the nonlinear stability of hyperbolic geometric flow defined on the Euclidean space with dimension larger than 4. Wave equations satisfied by the curvatures are derived. The relation of hypergeometric flo…
Stable blowup profile identified for wave maps in all dimensions.
Graph algorithms are key tools in many fields of science and technology. Some of these algorithms depend on propagating information between distant nodes in a graph. Recently, there have been a number of deep learning architectures proposed to learn on undirected graphs. However, most of these architectures aggregate i…
Novel approach to wave equations near null infinity in flat spacetimes.
Geometric optics describes wave behavior near convex obstacles.
Generalizes Hasimoto transformation to arbitrary flows on space curves.
This paper addresses parameter estimation for wave equations with Markovian switching.
Survey on stability of Minkowski spacetime in relativity.
In this paper, we establish two new types of invariant sets for the coupled nonlinear Schrodinger system on , and derive two sharp thresholds of blow-up and global existence for its solution. Some analogous results for the nonlinear Schrodinger system posed on the hyperbolic space and on th…
We consider an infinite 3-dimensional elastic continuum whose material points experience no displacements, only rotations. This framework is a special case of the Cosserat theory of elasticity. Rotations of material points are described mathematically by attaching to each geometric point an orthonormal basis which give…
Study reconstructs Riemannian metric from Cherenkov radiation in complex media.
The accurate characterization of the business cycles in the nonlinear dynamic financial and economic systems in the time of globalization represents a formidable research problem. The central banks and other financial institutions make their decisions on the minimum capital requirements, countercyclical capital buffer …
In this article we develop energy methods for a large class of linear and nonlinear Dirac-type equations in two-dimensional Minkowski space. We will derive existence results for several Dirac-type equations originating in quantum field theory, in particular for Dirac-wave maps to compact Riemannian manifolds.