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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.

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471114 · Sep 202519922001200920172026
48 results for Richard Hamilton

In this paper we provide a detailed proof of the second variation formula, essentially due to Richard Hamilton, Tom Ilmanen and the first author, for Perelman's νν-entropy. In particular, we correct an error in the stability operator stated in Theorem 6.3 of [2]. Moreover, we obtain a necessary condition for linearly …

2010-08-04abs ↗pdf ↗

Consider the unnormalized Ricci flow (gij)t=2Rij(g_{ij})_t = -2R_{ij} for t[0,T)t\in [0,T), where T<T < \infty. Richard Hamilton showed that if the curvature operator is uniformly bounded under the flow for all times t[0,T)t\in [0,T) then the solution can be extended beyond TT. We prove that if the Ricci curvature is uniformly bounded…

2003-11-22abs ↗pdf ↗

We define systems of pre-extremals for the energy functional of regular rheonomic Lagrange manifolds and show how they induce well-defined Hamilton orthogonal nets. Such nets have applications in the modelling of e.g. wildfire spread under time- and space-dependent conditions. The time function inherited from such a Ha…

2017-08-24abs ↗pdf ↗

This project serves to analyze the behavior of Ricci Flow in five dimensional manifolds. Ricci Flow was introduced by Richard Hamilton in 1982 and was an essential tool in proving the Geometrization and Poincare Conjectures. In general, Ricci Flow is a nonlinear PDE whose solutions are rather difficult to calculate; ho…

2017-08-02abs ↗pdf ↗

The existence of Kähler-Einstein metrics on a compact Kähler manifold has been the subject of intensive study over the last few decades, following Yau's solution to Calabi's conjecture. The Ricci flow, introduced by Richard Hamilton has become one of the most powerful tools in geometric analysis. We study the Kähler-Ri…

2006-02-08abs ↗pdf ↗

We present a monotonic expression for the Ricci flow, valid in all dimensions and without curvature assumptions. It is interpreted as an entropy for a certain canonical ensemble. Several geometric applications are given. In particular, (1) Ricci flow, considered on the space of riemannian metrics modulo diffeomorphism …

2002-11-11abs ↗pdf ↗

Develops a new Gaussian process method for efficient Bayesian inference of plant root parameters in the Richards equation.

problem Estimating unknown parameters in nonlinear PDEs for agricultural studies.
method Gaussian process collocation with importance sampling and Bayesian optimization.
result Our method yields robust estimates with uncertainty quantification for plant root parameters.

These are problems on Heegaard splittings, that were raised at the Workshop, listed according to their contributors: David Bachman, Mario Eudave-Munoz, John Hempel, Tao Li, Yair Minsky, Yoav Moriah and Richard Weidmann. On pages 285-298 of this monograph (arxiv:0904.0017) Hyam Rubinstein gives a personal collection of …

2009-04-01abs ↗pdf ↗

Richard Bellman's Principle of Optimality, formulated in 1957, is the heart of dynamic programming, the mathematical discipline which studies the optimal solution of multi-period decision problems. In this paper, we look at the main trading principles of Jesse Livermore, the legendary stock operator whose method was pu…

2014-07-09abs ↗pdf ↗

In connection with his interest in selfdistributive algebra, Richard Laver established two deep results with potential applications in low-dimensional topology, namely the existence of what is now known as the Laver tables and the well-foundedness of the standard ordering of positive braids. Here we present these resul…

2014-01-14abs ↗pdf ↗

This dissertation contains a comprehensive study of the topology of 2-manifolds and a complementary analysis of the work done by Edwin E. Moise, L. V. Ahlfors and Ian Richards. Our aim is to study the well known classification of surfaces. Here we present the technical tools needed for proving rigorously the classifica…

2014-07-31abs ↗pdf ↗

We show that the group of all pl-homeomorphisms of the reals having bounded slopes surjects on the group QI(R)QI({\Bbb R}) of all quasi-isometries of R{\Bbb R}. We prove that the following groups can be imbedded in QI(R)QI({\Bbb R}): The group of compactly supported pl-homeomorphisms of the reals, the Richard Thompson group…

2006-06-16abs ↗pdf ↗

We consider open, oriented 3-manifolds which are infinite connected sums of closed 3-manifolds. We introduce some topological invariants for these manifolds and obtain a classification in the case where there are only finitely many summands up to diffeomorphism. This result encompasses both the Kneser-Milnor Prime Deco…

2020-01-31abs ↗pdf ↗

Proposes SDE framework for uncertainty quantification in graph neural networks.

problem Lack of uncertainty quantification in graph neural networks.
method Introduces Latent Graph Neural Stochastic Differential Equations (LGNSDE) with Bayesian prior-posterior mechanism and Brownian motion.
result LGNSDEs provide theoretically sensible guarantees for uncertainty estimates and are robust to perturbations.

New method solves high-dimensional PDEs fast using physics-informed neural networks.

problem High computational cost in solving high-dimensional PDEs.
method Stochastic Dimension Gradient Descent (SDGD) for physics-informed neural networks (PINNs).
result Solves many high-dimensional PDEs including HJB and Schrödinger equations in 100,000 dimensions in 12 hours.

Compact Ricci solitons on surfaces have at most two cone points, and are known as Hamilton's footballs. In this note we completely describe the degenerations of these footballs as one or both of the cone angles approaches zero. In particular, we show that Hamilton's famous non-compact cigar soliton is the Gromov--Hausd…

2019-05-02abs ↗pdf ↗

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its own. Moreover, the construction of several symplectic integrators rely on approxim…

2015-09-01abs ↗pdf ↗

Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field theoretic version of the geometric Hamilton-Jacobi theory.

2011-04-01abs ↗pdf ↗

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

problem Analyzing Hamilton-Jacobi theory across different geometric backgrounds.
method Geometric review of Hamilton-Jacobi theory, focusing on Jacobi and Leibniz identities.
result Novel Hamilton-Jacobi equation for conformal Hamiltonian vector fields.

In this paper we develop a Hamilton-Jacobi theory in the setting of almost Poisson manifolds. The theory extends the classical Hamilton-Jacobi theory and can be also applied to very general situations including nonholonomic mechanical systems and time dependent systems with external forces.

2012-09-24abs ↗pdf ↗

This paper provides a geometric description for Lie--Hamilton systems on R2\mathbb{R}^2 with locally transitive Vessiot--Guldberg Lie algebras through two types of geometric models. The first one is the restriction of a class of Lie--Hamilton systems on the dual of a Lie algebra to even-dimensional symplectic leaves re…

2019-11-04abs ↗pdf ↗

Paper confirms Hamilton-Tian conjecture for specific Sasakian manifolds.

problem Hamilton-Tian conjecture for specific Sasakian manifolds.
method Sasaki-Ricci flow, compact transverse Fano Sasakian 5-manifolds, klt foliation singularities.
result Confirmed Hamilton-Tian conjecture for compact transverse Fano Sasakian 5-manifolds.

A mean-reverting financial instrument is optimally traded by buying it when it is sufficiently below the estimated `mean level' and selling it when it is above. In the presence of linear transaction costs, a large amount of value is paid away crossing bid-offers unless one devises a `buffer' through which the price mus…

2011-03-25abs ↗pdf ↗

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.

Prompted by a recent experiment by Victor Haghani and Richard Dewey, this note generalises the Kelly strategy (optimal for simple investment games with log utility) to a large class of practical utility functions and including the effect of extraneous wealth. A counterintuitive result is proved : for any continuous, co…

2016-11-28abs ↗pdf ↗

We derive an interpolation version of constrained matrix Li-Yau-Hamilton estimate on Kähler manifolds. As a result, we first get a constrained matrix Li-Yau-Hamilton estimate for heat equation on a Kähler manifold with fixed Kähler metric. Secondly, we get a corresponding estimate for forward conjugate heat equation on…

2014-07-01abs ↗pdf ↗