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.
In this article we introduce algorithms which compute iterations of Gauss-Manin connections, Picard-Fuchs equations of Abelian integrals and mixed Hodge structure of affine varieties of dimension n in terms of differential forms. In the case n=1 such computations have many applications in differential equations and…
result They derive a non-linear Volterra-type integral equation and prove the exercise boundary's Lipschitz continuity and differentiability almost everywhere.
We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the other to gradient matching. All methods have greater accuracy than previously sugge…
We prove the existence and uniqueness of solutions of SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. The main tool in our reasoning is Picard's iterative procedure and a model-free version of the Burkholder-Davis-Gundy inequality for integrals driven by model-free, continuous martingale…
We determine the number of cusps of minimal Picard modular surfaces. The proof also counts cusps of other Picard modular surfaces of arithmetic interest. Consequently, for each N > 0 there are finitely many commensurability classes of nonuniform arithmetic lattices in SU(2, 1) that contain an N-cusped surface. We also …
We study the Picard groups of moduli spaces of smooth complex projective curves that have a group of automorphisms with a prescribed topological action. One of our main tools is the theory of symmetric mapping class groups. In the first part of the paper, we show that, under mild restrictions, the moduli spaces of smoo…
We study deformation of spherical CR circle bundles over Riemann surfaces of genus > 1. There is a one to one correspondence between such deformation space and the so-called universal Picard variety. Our differential-geometric proof of the structure and dimension of the unramified universal Picard variety has its own…
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates but the methods are generally slow. Our contribution is twofold. Firs…
We compute the Picard group of a stable b-symplectic manifold M by introducing a collection of discrete invariants Gr which classify M up to Morita equivalence.
Smooth Schubert varieties in rational homogeneous manifolds of Picard number 1 are horospherical varieties. We characterize standard embeddings of smooth Schubert varieties in rational homogeneous manifolds of Picard number 1 by means of varieties of minimal rational tangents. In particular, we mainly consider nonhomog…
Geometric structures modeled on rational homogeneous manifolds are studied to characterize rational homogeneous manifolds and to prove their deformation rigidity. To generalize these characterizations and deformation rigidity results to quasihomogeneous varieties, we first study horospherical varieties and geometric st…
The paper classifies diffeomorphism classes of Calabi-Yau threefolds constructed by gluing methods.
problem Classifying diffeomorphism classes of Calabi-Yau threefolds constructed by gluing methods.
method Using differential-geometric gluing method and classifications of simply-connected 6-manifolds.
result Any two doubling Calabi-Yau threefolds with Picard number two are not diffeomorphic to each other when the underlying Fano threefolds are distinct families.
This note is a report on the observation that some singular varieties admit Calabi--Yau coverings. As an application, we construct 18 new Calabi--Yau 3-folds with Picard number one that have some interesting properties.
For a Poisson manifold M we develop systematic methods to compute its Picard group Pic(M), i.e., its group of self Morita equivalences. We establish a precise relationship between Pic(M) and the group of gauge transformations up to Poisson diffeomorphisms showing, in particular, that their connected components of…
Mark and Paupert devised a general method for obtaining presentations for arithmetic non-cocompact lattices, Γ, in isometry groups of negatively curved symmetric spaces. The method involves a classical theorem of Macbeath applied to a Γ-invariant covering by horoballs of the negatively curved symmetric space upon w…
The loop space of the Riemann sphere consisting of all Ck or Sobolev Wk,p maps from the circle S1 to the sphere is an infinite dimensional complex manifold. We compute the Picard group of holomorphic line bundles on this loop space as an infinite dimensional complex Lie group with Lie algebra the first Dolbe…
We investigate a method of construction of Calabi--Yau manifolds, that is, by smoothing normal crossing varieties. We develop some theories for calculating the Picard groups of the Calabi--Yau manifolds obtained in this method. Some applications are included, such as construction of new examples of Calabi--Yau 3-folds …
In this paper we investigate codimension one Fano distributions on Fano manifolds with Picard number one. We classify Fano distributions of maximal index on complete intersections in weighted projective spaces, Fano contact manifolds, Grassmannians of lines and their linear sections, and describe their moduli spaces. A…
The goal of this article is to show that five explicitly given transformations, a rotation, two screw Heisenberg rotations, a vertical translation and an involution generate the Euclidean Picard modular groups with coefficient in the Euclidean ring of integers of a quadratic imaginary number field. We also obtain the r…