arXiv research

We find a normal form for two-input flat discrete-time systems.

We give a complete classification of submanifolds with parallel second fundamental form of a product of two space forms. We also reduce the classification of umbilical submanifolds with dimension $m\geq 3$ of a product $\Q_{k_1}^{n_1}\times \Q_{k_2}^{n_2}$ of two space forms whose curvatures satisfy $k_1+k_2\neq 0$ to …

Symplectic forms from two phase spaces are proven equivalent.

We derive large time upper bounds for heat kernels on vector bundles of differential forms on a class of non-compact Riemannian manifolds under certain curvature conditions.

Canonical structure of the space-time symmetric analogue of the Hamiltonian formalism in field theory based on the De Donder-Weyl (DW) theory is studied. In $n$ space-time dimensions the set of $n$ polymomenta is associated to the space-time derivatives of field variables. The polysymplectic $(n+1)$-form generalizes th…

Let $\F$ be a compact surface and let $I$ be the unit interval. This paper gives a standard form for all 2-sided incompressible surfaces in the 3-manifold $\F \times I$. Since $\F \times I$ is a handlebody when $\F$ has boundary, this standard form applies to incompressible surfaces in a handlebody.

We consider surfaces with parallel mean curvature vector (pmc surfaces) in $\mathbb{C}P^n\times\mathbb{R}$ and $\mathbb{C}H^n\times\mathbb{R}$, and, more generally, in cosymplectic space forms. We introduce a holomorphic quadratic differential on such surfaces. This is then used in order to show that the anti-invariant…

In this note we construct a first example of a closed 3-form of $\tilde G_2$-type on $S^3\times S^4$. We prove that $S^3\times S^4$ does not admit a homogeneous 3-form of $\tilde G_2$-type. Thus our example is a first example of a closed 3-form of $\tilde G_2$-type on a compact 7-manifold which is not stably homogeneou…

Paper provides closed-form time derivatives for rigid body systems.

Develops semi-closed form solutions for barrier and American options on time-dependent OU process.

The paper studies invariants of 2-surfaces embedded in 3-space.

We introduce geometric flows on a compact almost complex manifold, with the aim to flow a nondegenerate two form to a symplectic two form. We discuss mainly two flows, $d^*d$-flow and $d^*d$-Ricci flow. Among others, we prove the uniqueness and short time existence for smooth initial data. We also discuss the extension…

Study minimal Kähler submanifolds in product of space forms.

We present three models of stock price with time-dependent interest rate, dividend yield, and volatility, respectively, that allow for explicit forms of the optimal exercise boundary of the finite maturity American put option. The optimal exercise boundary satisfies the nonlinear integral equation of Volterra type. We …

Mean curvature flow with uniform bounds on curvature and its gradient

We provide a local classification of isometric immersions $f\colon L^p\times_ρM^n\to\Q_c^{p+n+k}$ in codimensions $k=1, 2$ of warped products of Riemannian manifolds into space forms, under the assumptions that $n\geq k+1$ and that $N^{p+n}=L^p\times_ρM^n$ has no points with the same constant sectional curvature $c$ as…

Let $Y$ be a closed Calabi-Yau manifold. Let $ω$ be the Kähler form of a Ricci-flat Kähler metric on $\mathbb{C}^m \times Y$. We prove that if $ω$ is uniformly bounded above and below by constant multiples of $ω_{\mathbb{C}^m} + ω_Y$, where $ω_{\mathbb{C}^m}$ is the standard flat Kähler form on $\mathbb{C}^m$ and $ω_Y$…

We present a reformulation of the inverse problem of the calculus of variations for time dependent systems of second order ordinary differential equations using the Frölicher-Nijenhuis theory on the first jet bundle, $J^1π$. We prove that a system of time dependent SODE, identified with a semispray $S$, is Lagrangian i…

The paper studies how convex hypersurfaces evolve under curvature flows in space forms.

Paper extends credit portfolio valuation under model uncertainty for multiple default times.

In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the Lévy scaling form, follow as particular cases of the theory. The theory fully takes into account the non-Markovian and non-local character of financial time series. Predi…

Killing forms on Riemannian manifolds are differential forms whose covariant derivative is totally skew--symmetric. We show that a compact simply connected symmetric space carries a non--parallel Killing $p$--form ($p\ge2$) if and only if it isometric to a Riemannian product $S^k\times N$, where $S^k$ is a round sphere…

This study evaluates prewar Japanese financial market efficiency using time-varying models.

Study links Hopf differentials to curvature line flows on time-like CMC surfaces.

In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to a wide range of problems. Based on this model, we derive the joint distribution …

We give new necessary and sufficient conditions on the Weyl tensor for generalized Robertson-Walker (GRW) space-times to be perfect-fluid space-times. For GRW space-times, we determine the form of the Ricci tensor in all the O(n)-invariant subspaces provided by Gray's decomposition of the gradient of the Ricci tensor. …

RPE detects anomalies robustly in time-series data.

Study on surfaces in neutral space forms with zero mean curvature.

We will prove a Moser-type theorem for self-dual harmonic 2-forms on closed 4-manifolds, and use it to classify local forms on neighborhoods of singular circles on which the 2-form vanishes. Removing neighborhoods of the circles, we obtain a symplectic manifold with contact boundary - we show that the contact form on e…

We modify the Laplacian coflow of co-closed G2-structures - $\frac{d}{dt}ψ=Δψ$ where $ψ$ is the closed dual 4-form of a $G_{2}$-structure $\varphi$. The modified flow is now parabolic in the direction of closed forms upto diffeomorphisms. We then prove short time existence and uniqueness of solutions to the modified f…

The paper constructs solutions with infinite-time singularities in Lagrangian mean curvature flow.

New findings on Malgrange-Galois groupoid for Painlevé VI equation parameters.

Recently, Naghi et al. \cite{NAGHI} studied warped product skew CR-submanifold of the form $M_1\times_fM_\bot$ of order $1$ of a Kenmotsu manifold $\bar{M}$ such that $M_1=M_T\times M_θ$, where $M_T$, $M_\bot$ and $M_θ$ are invariant, anti-invariant and proper slant submanifolds of $\bar{M}$. The present paper deals wi…

Given a path of almost-Kähler metrics compatible with a fixed symplectic form on a compact 4-manifold such that at time zero the almost-Kähler metric is an extremal Kähler one, we prove, for a short time and under a certain hypothesis, the existence of a smooth family of extremal almost-Kähler metrics compatible with t…

New criteria for long-time existence of parabolic flow from 11D supergravity.

We compute explicitly, and without any extra regularity assumptions, the large time limit of the fibrewise heat operator for Bismut-Lott type superconnections in the L^2-setting. This is motivated by index theory on certain non-compact spaces (families of manifolds with cocompact group action) where the convergence of …

We obtain new closed-form pricing formulas for contingent claims when the asset follows a Dupire-type local volatility model. To obtain the formulas we use the Dyson-Taylor commutator method that we have recently developed in [5, 6, 8] for short-time asymptotic expansions of heat kernels, and obtain a family of general…

We determine all tight Lagrangian surfaces in $S^2 \times S^2$. In particular, globally tight Lagrangian surfaces in $S^2 \times S^2$ are nothing but real forms.

We consider Noether symmetries of the equations defined by the sections of characteristic line bundles of nondegenerate 1-forms and of the associated perturbed systems. It appears that this framework can be used for time-dependent systems with constraints and nonconservative forces, allowing a quite simple and transpar…

The paper classifies time-like surfaces in a static space-time.

Wall's result extended to 4-manifolds with definite intersection forms.

Pluriclosed flow preserves Hermitian-symplectic structures and forms, with topological constraints.

The paper improves the regularity and existence of pseudo Calabi flow.

Estimates lower bound for simplicial volume of certain manifolds.

There exist non-degenerate 3-form $dω_I$, $ω_I(X,Y)=g(IX,Y)$, for each leftinvariant almost Hermitian structure $(g,I)$, where $g$ is Killing-Cartan metric on the $M=S^3\times S^3=SU(2)\times SU(2)$. Known \cite{H1}, that arbitrary non-degenerate 3-form on the 6-dimensional manifold, with some additional properties def…

We consider surfaces with parallel mean curvature vector field and finite total curvature in product spaces of type $\mathbb{M}^n(c)\times\mathbb{R}$, where $\mathbb{M}^n(c)$ is a space form, and characterize certain of these surfaces. When $n=2$, our results are similar to those obtained in \cite{bds} for surfaces wit…

This paper considers asymptotically hyperbolic manifolds with a finite boundary intersecting the usual infinite boundary -- cornered asymptotically hyperbolic manifolds -- and proves a theorem of Cartan-Hadamard type near infinity for the normal exponential map on the finite boundary. As a main application, a normal fo…

We give a complete classification of umbilical surfaces of arbitrary codimension of a product $Q^{n_1}_{k_1}\times Q^{n_2}_{k_2}$ of space forms whose curvatures satisfy $k_1 + k_2 \not= 0$.