Schwartz functions smoothly extend to real projective spaces.
problem Identifying functions that extend smoothly to compactifications.
method Showed a similar result for real projective spaces.
result Schwartz functions extend smoothly to real projective spaces.
Characterizes the range of a tensor field transform in Schwartz space.
problem Range characterization of a tensor field transform in Schwartz space.
method Differential and integral equations for characterizing the range in different dimensions.
result Range characterization for the operator on Schwartz space of rank m tensor fields.
The paper proves estimates for Hodge Laplacians on Lie groups.
problem Estimating Hodge Laplacians on semisimple Lie groups.
method Proves Schwartz estimates for Hodge Laplacian and Dirac operators.
result Generalizes results on symmetric spaces to Lie groups.
Compactifications of SL(2) groups are studied for complex and real numbers.
problem Compactification of SL(2) groups for complex and real numbers.
method Analysis of Schwartz and Harish-Chandra Schwartz spaces as relatively standard spaces of conormal functions on compact manifolds with boundary.
result Closure under convolution and other module properties follow from the structure of generalized product spaces and functorial properties of conormal functions.
Describes representations of modular group into SL(3,R)/SO(3).
problem Understanding representations of modular group into isometry group of symmetric space.
method Analyzes connected component of conjugacy classes of representations.
result Certain representations in the component are Anosov.
Defines a new algebra for singular foliations, extending Schwartz kernels.
problem Extending Schwartz kernel operators to singular foliations.
method Defines convolution algebra of transverse distributions, proves representation as operators on spaces of functions.
result Generalizes Schwartz kernel operators to singular foliations.
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…
The paper develops a method for stochastic differential equations on manifolds using Schwartz morphisms and diffusion generators.
problem Representing stochastic differential equations on smooth manifolds.
method Using Schwartz morphisms and diffusion generators to construct SDEs on manifolds.
result An extended Ito formula for SDEs on manifolds.
Compactifies semi-simple Lie groups to manifolds with corners.
problem Compactification of semi-simple Lie groups.
method hd-compactification to a manifold with corners, 1-1 correspondence with conjugacy classes of parabolic subgroups.
result Harish-Chandra's Schwartz space identified with conormal functions of rapid-logarithmic decay.
Researchers developed a rigorous mathematical formulation of functional integration for fields on paracompact manifolds.
problem Overcoming the problematic aspect of measures in the space of fields.
method Using Schwartz-Sobolev spaces, open coverings with subordinate partition-of-unity test functions, and convolution operations.
result Validated the basic assumption of differential geometry that fields live on differentiable manifolds.
Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.
problem Inability of the Brennan-Schwartz algorithm to solve American options under negative interest rates.
method Two sweeps of the Brennan-Schwartz algorithm in two directions.
result Recovery of the exact solution for American options under negative rates.
The Schwartz-Smith model parameters are estimated using Kalman Filter with additional constraints.
problem Estimating parameters of the Schwartz-Smith model for risk-neutral pricing of futures contracts.
method Kalman Filter method with additional constraints to address parameter identification problem.
result The obtained parameter estimates are the conditional Maximum Likelihood Estimators (MLEs) evaluated within the Kalman Filter.
A beta function for double layers is defined and analyzed.
problem Defining and analyzing a beta function for double layers.
method Holomorphic function definition and analytic continuation.
result Residues of the beta function are integrals of invariants.
The paper constructs Ricci-flat Kähler manifolds with specific decay properties.
problem Finding Ricci-flat Kähler manifolds with controlled decay rates.
method Geometric existence proof and construction of ansatz.
result Existence of 39 distinct Ricci-flat Kähler 3-folds with specific asymptotic angles.
New method simplifies cohomology computation for specific Lie group structures.
problem Computing cohomology for hypocomplex structures on compact Lie groups.
method Dual of Fréchet-Schwartz spaces theory applied to hypocomplex structures.
result Top-degree cohomology can be computed using only left-invariant forms.
A new two-step LSMC method improves game option pricing accuracy.
problem Improving game option pricing accuracy using Monte Carlo methods.
method Proposed a two-step Longstaff Schwartz Monte Carlo approach with two regression models fitted at each time step.
result Our method produces more reliable results compared to the original LSMC.
Classifies complex hyperbolic triangle groups by types.
problem Classifying complex hyperbolic triangle groups.
method By types defined by the ellipticity of two short words.
result Improves Schwartz conjecture.
Survey recent constructions of cyclic cocycles for Lie groups.
problem Higher index theory for proper cocompact G-actions. method Constructions of cyclic cocycles on Harish-Chandra Schwartz algebra.
result Applications to higher index theory.
The paper explores global index formulas for one-dimensional holomorphic foliations.
problem Global index formulas for one-dimensional holomorphic foliations.
method Microlocal point of view and short proofs for existing index formulas.
result Generalizations of existing index formulas.
Resolving Schwartz's quadratic meander number conjecture
problem Meander number of cyclic permutations
method Constructing families of cyclic permutations
result Meander number is bounded above and below quadratically in n
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 ρΘ of the modular group PSL(2,Z) into the group 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.
problem Asymptotic behavior of Bergman kernels for high tensor powers of positive line bundles.
method Analyzing the Schwartz kernel of the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector, proving exponential estimates and asymptotic expansions.
result Explicit asymptotic expansions for the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector.
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.
problem Efficiently pricing Bermudan options with static hedging and risk management.
method Monte-Carlo-based artificial neural network framework with novel optimisation algorithm.
result The proposed neural network accelerates convergence and provides improved risk management tools.
PDSim simulates and estimates commodity futures prices using polynomial diffusion models.
problem Simulating and estimating commodity futures prices using polynomial diffusion models.
method Developed an R package with a Shiny app for simulation and estimation of commodity futures prices using polynomial diffusion models.
result PDSim is the only package specifically designed for the simulation and estimation of the polynomial diffusion model.
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.
problem Optimal holomorphic extensions of jets along submanifolds for high tensor powers.
method Careful study of Schwartz kernels and Bergman projectors for asymptotic analysis.
result Explicit asymptotic formula for the extension operator as tensor power tends to infinity.
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.
problem Reconstructing Lorentzian manifold from wave equation map.
method Analyzing Schwartz kernel and boundary light observation set.
result Full Lorentzian structure can be recovered under geometric assumptions.
Paper applies subdiffusive dynamics to American and barrier options pricing.
problem Valuation of American and barrier options in subdiffusive financial models.
method Proposes weighted finite difference and Longstaff-Schwartz methods for valuation.
result Numerical valuation of American and barrier options demonstrated.
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−∞ 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−∞. We show that while the higher (even, Schwartz) loop groups of $G^{-\infty…
The paper generalizes Riemann curvature for manifolds with discontinuous metrics.
problem Generalizing Riemann curvature for manifolds with discontinuous metrics.
method Proposes a generalized Riemann curvature tensor combining angle defects and jumps in second fundamental forms.
result The generalized curvature tensor approximates classical curvature for smooth approximations of 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…
Study fundamental solutions for a class of ultra-hyperbolic operators on pseudo H-type groups.
problem Investigating fundamental solutions for a specific class of ultra-hyperbolic operators on pseudo H-type groups. method Analyzing the algebraic structure of pseudo H-type Lie groups and their associated operators, using families of fundamental solutions and properties of classical special functions. result Found fundamental solutions for the operator in the case r=0, s>0 and proved that no fundamental solution exists in the space of tempered distributions for the case r>0. New theory of distributions on spaces with singular submanifolds.
problem Defining distributions on spaces with singular submanifolds.
method Construction of thick distributions, operations, and special distributions.
result Clarified connection between thick and classical distributions.
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.
problem Asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.
method Analyzes the Bochner-Schrödinger operator Hp and its function φ(Hp) in L2(X,Lp⊗E), providing an asymptotic expansion of its smooth Schwartz kernel. result The trace of the operator φ(Hp) admits a complete asymptotic expansion in powers of p−1/2 as po∞. Interpolates Sol geometry to Hyperbolic Space with a parameter.
problem Analyzing curvature and geometry of Lie groups.
method One-parameter family of solvable Lie groups with canonical metrics.
result Characterization of cut locus maximizing scalar curvature.
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 ΔH associated with (H,μ,g) and prove that it gives rise to an unbounded self-adjoint operator in L2(M,μ). Then, assuming that H …
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…
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…
Study on diffeologies on locally convex spaces and smooth multiplication of distributions.
problem Geometric characterization and smoothness of distribution multiplication.
method Investigation of canonical and c∞-diffeologies on locally convex spaces, proving geometric characterizations, and comparing diffeologies. result Established a framework for nonlinear distribution theory beyond manifolds, realizing microlocally multipliable distributions as a diffeological colimit.