arXiv research

Schwartz functions smoothly extend to real projective spaces.

Characterizes the range of a tensor field transform in Schwartz space.

The paper proves estimates for Hodge Laplacians on Lie groups.

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

Defines a new algebra for singular foliations, extending Schwartz kernels.

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…

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 …

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

Compactifies semi-simple Lie groups to manifolds with corners.

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.

A beta function for double layers is defined and analyzed.

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

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

Classifies complex hyperbolic triangle groups by types.

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…

Survey recent constructions of cyclic cocycles for Lie groups.

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

Resolving Schwartz's quadratic meander number conjecture

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 …

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.

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

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.

Let $G$ be a real simple linear connected Lie group of real rank one. Then, $X := G/K$ is a Riemannian symmetric space with strictly negative sectional curvature. By the classification of these spaces, $X$ is a real/complex/quaternionic hyperbolic space or the Cayley hyperbolic plane. We define the Schwartz space $…

In this paper we examine the Laplacian on the product of two asymptotically hyperbolic (or conformally compact, as they are often called) spaces from the point of view of geometric scattering theory. In particular, we describe the asymptotic behavior of the resolvent applied to Schwartz functions and that of the resolv…

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…

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

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.

Paper applies subdiffusive dynamics to American and barrier options pricing.

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…

The paper generalizes Riemann curvature for manifolds with discontinuous metrics.

We analyze the possibility of defining infinite-dimensional manifolds as ringed spaces. More precisely, we consider three definitions of manifolds modeled on locally convex spaces: in terms of charts and atlases, in terms of ringed spaces, and in terms of functored spaces, as introduced by Douady in his thesis. It is s…

New theory of distributions on spaces with singular submanifolds.

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.

In this paper, we present a Longstaff-Schwartz-type algorithm for optimal stopping time problems based on the Brownian motion filtration. The algorithm is based on Leão, Ohashi and Russo and, in contrast to previous works, our methodology applies to optimal stopping problems for fully non-Markovian and non-semimartinga…

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

Interpolates Sol geometry to Hyperbolic Space with a parameter.

Let $M$ be a compact smooth manifold equipped with a positive smooth density $μ$ and $H$ be a smooth distribution endowed with a fiberwise inner product $g$. We define the Laplacian $Δ_H$ associated with $(H,μ,g)$ and prove that it gives rise to an unbounded self-adjoint operator in $L^2(M,μ)$. Then, assuming that $H$ …

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…

We provide a characterization of quotients of three-dimensional complex tori by finite groups that act freely in codimension one via a vanishing condition on the first and second orbifold Chern class. We also treat the case of actions free in codimension two, using instead the "birational" second Chern class, as we cal…

Study on diffeologies on locally convex spaces and smooth multiplication of distributions.

The Brylinski beta function is extended for coaxial layers on submanifolds.

The pricing of Bermudan options amounts to solving a dynamic programming principle, in which the main difficulty, especially in high dimension, comes from the conditional expectation involved in the computation of the continuation value. These conditional expectations are classically computed by regression techniques o…