arXiv research

Resolving Schwartz's quadratic meander number conjecture

We prove a conjecture of R. Schwartz about the type of some complex hyperbolic triangle groups.

We give a complete classification of complex hyperbolic $(n_1, n_2, n_3)$-triangle groups by types defined according to the ellipticity of two particular words of short length. This improves the Schwartz conjecture proved by Grossi.

Schwartz functions smoothly extend to real projective spaces.

R. Schwartz's inequality provides an upper bound for the Schwarzian derivative of a parameterization of a circle in the complex plane and on the potential of Hill's equation with coexisting periodic solutions. We prove a discrete version of this inequality and obtain a version of the planar Blaschke-Santalo inequality …

The paper develops a method for stochastic differential equations on manifolds using Schwartz morphisms and diffusion generators.

Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.

The Schwartz-Smith model parameters are estimated using Kalman Filter with additional constraints.

The paper proves estimates for Hodge Laplacians on Lie groups.

We construct analogues of FI-modules where the role of the symmetric group is played by the general linear groups and the symplectic groups over finite rings and prove basic structural properties such as Noetherianity. Applications include a proof of the Lannes--Schwartz Artinian conjecture in the generic representatio…

The paper constructs Ricci-flat Kähler manifolds with specific decay properties.

A new two-step LSMC method improves game option pricing accuracy.

Survey recent constructions of cyclic cocycles for Lie groups.

The paper explores global index formulas for one-dimensional holomorphic foliations.

Describes representations of modular group into SL(3,R)/SO(3).

We define the spaces of Schwartz functions, tempered functions and tempered distributions on manifolds definable in polynomially bounded o-minimal structures. We show that all the classical properties that these spaces have in the Nash category, as first studied in Fokko du Cloux's work, also hold in this generalized s…

In the paper "Pappus's theorem and the modular group", R. Schwartz constructed a 2-dimensional family of faithful representations $ρ_Θ$ of the modular group $\mathrm{PSL}(2,\mathbb{Z})$ into the group $\mathscr{G}$ of projective symmetries of the projective plane via Pappus Theorem. The image of the unique index 2 subg…

Study asymptotics of extension and orthogonal Bergman kernels for high tensor powers of positive line bundles.

Uniformizes CR structure on a specific 3-manifold.

Paper optimizes neural networks for Bermudan option pricing with faster convergence and risk management tools.

PDSim simulates and estimates commodity futures prices using polynomial diffusion models.

We discuss `hd-compactifications' of $\SL(2,\bbK)$ for $\bbK=\bbC$ or $\bbR.$ These are compact manifolds with boundary on which both the Schwartz and the Harish-Chandra Schwartz spaces are shown to be relatively standard spaces of conormal functions relative to the boundary. Closure under convolution and other module …

A beta function for double layers is defined and analyzed.

We construct an algebra of smooth functions over the tangent groupoid associated to any Lie groupoid. This algebra is a field of algebras over the closed interval [0, 1] which fiber at zero is the algebra of Schwartz functions over the Lie algebroid, whereas any fiber out of zero is the convolution algebra of the initi…

We deduce a recent theorem by R. Schwartz on the structure of the so-called Poncelet grid from complete integrability of the billiard in an ellipse

Wave equation map reveals manifold's structure.

The momentum ray transform $I^k$ integrates a rank $m$ symmetric tensor field $f$ over lines of ${\R}^n$ with the weight $t^k$: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator $f\mapsto(I^0\!f,I^1\!f,\dots, I^m\!f)$ on the Schwartz space of rank $m$ smo…

We calculate the knot invariant coming from the Teichmüller TQFT [AK1]. Specifically we calculate the knot invariant for the complement of the knot $6_1$ both in the original [AK1] and the new formulation of the Teichmüller TQFT [AK2] for the one-vertex H-triangulation of $(S^3,6_1)$. We show that the two formulations …

Paper applies subdiffusive dynamics to American and barrier options pricing.

We study subgroups of ${\rm PU}(2,1)$ generated by two non-commuting unipotent maps $A$ and $B$ whose product $AB$ is also unipotent. We call $\mathcal{U}$ the set of conjugacy classes of such groups. We provide a set of coordinates on $\mathcal{U}$ that make it homeomorphic to $\mathbb{R}^2$ . By considering the actio…

We deal with the interest rate model proposed by Schaefer and Schwartz, which models the long rate and the spread, defined as the difference between the short and the long rates. The approximate analytical formula for the bond prices suggested by the authors requires a computation of a certain constant, defined via a n…

This paper consists of two parts. In the first part we show that in odd dimension, as well as in even dimension below the critical weight (i.e. half the dimension), the logarithmic singularities of Schwartz kernels and Green kernels of conformal invariant pseudodifferential operators are linear combinations of Weyl con…

The infinite matrix `Schwartz' group $G^{-\infty}$ is a classifying group for odd K-theory and carries Chern classes in each odd dimension, generating the cohomology. These classes are closely related to the Fredholm determinant on $G^{-\infty}.$ We show that while the higher (even, Schwartz) loop groups of $G^{-\infty…

We discuss some basic concepts of semi-Riemannian geometry in low-regularity situations. In particular, we compare the settings of (linear) distributional geometry in the sense of L. Schwartz and nonlinear distributional geometry in the sense of J.F. Colombeau.

The paper studies asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.

In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz…

In 1948 Feynman introduced functional integration. Long ago the problematic aspect of measures in the space of fields was overcome with the introduction of volume elements in Probability Space, leading to stochastic formulations. More recently Cartier and DeWitt-Morette focused on the definition of a proper integration…

Enhances option pricing for American-style options using JDOI method.

A leafwise Hodge decomposition was proved by Sanguiao for Riemannian foliations of bounded geometry. Its proof is explained again in terms of our study of bounded geometry for Riemannian foliations. It is used to associate smoothing operators to foliated flows, and describe their Schwartz kernels. All of this is extend…

Study optimal holomorphic extensions for jets along submanifolds as tensor powers increase.

We find conditions under which a non-orientable closed surface S embedded into an orientable closed 4-manifold X can be represented by a connected sum of an embedded closed surface in X and an unknotted projective plane in a 4-sphere. This allows us to extend the Gabai 4-dimensional light bulb theorem and the Auckly-Ki…

When the underlying asset displays oscillations, spikes or heavy-tailed distributions, the lognormal diffusion process (for which Black and Scholes developed their momentous option pricing formula) is inadequate: in order to overcome these real world difficulties many models have been developed. Merton proposed a jump-…

New findings show stabilization isn't enough for certain knotted surfaces.

We present an extension of the classical theory of calculus of variations to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions while sharing many nonlinear properties with ordinary smooth functions. We prove full connections between extremals and…

Consider Least Squares Monte Carlo (LSM) algorithm, which is proposed by Longstaff and Schwartz (2001) for pricing American style securities. This algorithm is based on the projection of the value of continuation onto a certain set of basis functions via the least squares problem. We analyze the stability of the algori…

Study characteristic classes of a specific type of determinantal varieties.

We study a stochastic control approach to managed futures portfolios. Building on the Schwartz 97 stochastic convenience yield model for commodity prices, we formulate a utility maximization problem for dynamically trading a single-maturity futures or multiple futures contracts over a finite horizon. By analyzing the a…

Motivated by the study of Hörmander's sums-of-squares operators and their generalizations, we define the convolution algebra of transverse distributions associated to a singular foliation. We prove that this algebra is represented as continuous linear operators on the spaces of smooth functions and generalized function…