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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.

168,742 papers · 148 categories

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85171256341 · Jun 202019922001200920172026
48 results for WKB approximation

We consider BPS states in a large class of d=4, N=2 field theories, obtained by reducing six-dimensional (2,0) superconformal field theories on Riemann surfaces, with defect operators inserted at points of the Riemann surface. Further dimensional reduction on S^1 yields sigma models, whose target spaces are moduli spac…

2009-07-23abs ↗pdf ↗

Study of WKB asymptotics of Stokes matrices and spectral curves, proving rhombus inequalities.

problem Analyzing WKB asymptotics of Stokes matrices and spectral curves.
method Using spectral network theory, Poisson geometry, and cluster structures.
result Real parts of leading WKB exponents satisfy rhombus inequalities.

In this paper, we are interested in the location of conjugate points along a geodesic in the volumorphism group of a compact three-dimensional manifold without boundary (the configuration space of an ideal fluid). As shown in the author's previous work, these are typically pathological, i.e., they can occur in clusters…

2007-10-20abs ↗pdf ↗

We consider the eigenvalue equation for the Laplace-Beltrami operator acting on scalar functions on the non-compact Eguchi-Hanson space. The corresponding differential equation is reducible to a confluent Heun equation with Ince symbol [0,2,1_2]. We construct approximations for the eigenfunctions and their asymptotic s…

2002-10-06abs ↗pdf ↗

Study of free particle's geometry and its perturbations using complex projective structures.

problem Understanding the geometry of a free particle and its perturbations.
method Use of complex projective structures and quasiconformal geometry to study perturbations.
result Main results loosely modeled on algebraic transformation theory, foundational for geometric understanding of the exact WKB method.

Study on rank 2 Higgs bundles on 5-punctured sphere, proving P=WP=W conjecture in lowest degree.

problem Proving the P=WP=W conjecture for rank 2 Higgs bundles on a 5-punctured sphere.
method Abelianization of Higgs bundles, fiducial solutions, and analysis of Fenchel--Nielsen co-ordinates.
result Proved the lowest degree weighted pieces of the P=WP=W conjecture.

Paper derives closed-form solutions for CEV model using semiclassical approximation.

problem Analyzing the constant elasticity variance (CEV) option pricing model.
method Utilizes semiclassical (WKB) approximation and Van Vleck-Morette determinant.
result Derives an exponential factor not previously considered in the kernel.

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker-Planck equation we describe a construction of exact …

2008-04-06abs ↗pdf ↗

In this note we make an attempt to compare a cohomological theory of Hilbert spaces of ground states in the N=(2,2){\cal N}=(2,2) 2d Landau-Ginzburg theory in models describing link embeddings in R3{\mathbb{R}}^3 to Khovanov and Khovanov-Rozansky homologies. To confirm the equivalence we exploit the invariance of Hilbert sp…

2017-02-23abs ↗pdf ↗

The paper studies sequences of solutions to Hitchin-Simpson equations on Kähler manifolds.

problem Behavior of sequences of solutions to Hitchin-Simpson equations on Kähler manifolds.
method Compactness result for connections and renormalized Higgs fields.
result Every Z/2\mathbb{Z}/2 harmonic 1-form can be deformed into a sequence of solutions.

A sequence of rational functions in a variable qq is qq-holonomic if it satisfies a linear recursion with coefficients polynomials in qq and qnq^n. We prove that the degree of a qq-holonomic sequence is eventually a quadratic quasi-polynomial. Our proof uses differential Galois theory (adapting proofs regarding hol…

2010-05-25abs ↗pdf ↗

Study non-perturbative quantum geometry of string theories using finite difference equations and resurgence analysis.

problem Non-perturbative quantum geometry of open and closed topological string on the resolved conifold.
method Finite difference equations, resurgence analysis, exact WKB techniques.
result Identify 5d BPS states and relate spectral problems to quantum integrable systems.

Analyzes tunneling effects for Schrödinger operators on vector bundles.

problem Tunneling effects in quantum systems with multiple potential wells.
method Quasimodes and WKB analysis near potential wells, interaction matrix for coupling between wells.
result Polynomial prefactor for exponentially small eigenvalue splitting determined by dimension of minimal geodesics.

We show that the Borel sums of the Voros symbols considered in the theory of exact WKB analysis arise naturally as Fock-Goncharov coordinates of framed PGL2(C)PGL_2(\mathbb{C})-local systems on a marked bordered surface. Using this result, we show that these Borel sums can be meromorphically continued to any point of $\math…

2018-02-15abs ↗pdf ↗

Based on our previous study [IS2] we develop fully the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function. A particular class of examples are manifolds with Euclidean and/or hyperbolic ends, possibly with unbounded and non-smooth obstacles. We develop the theory largel…

2016-02-24abs ↗pdf ↗

Analyzes how quadratic differential trajectories change with variation, proving a wall-crossing formula.

problem Analyzing how the number of trajectories of quadratic differentials changes with variation.
method Proves an analytic wall-crossing formula using Fock-Goncharov coordinates and characterizes birational automorphisms.
result Characterizes certain birational automorphisms and computes Stokes automorphisms.

Maps links in 3-manifolds to links in branched covers, relating quantum field theories.

problem Understanding defects in quantum field theories and their relationships.
method Using qq-nonabelianization to map links in 3-manifolds to branched covers, relating UV and IR theories.
result Computes Jones polynomial and protected spin characters for BPS states.

Optimizes financial decisions with illiquid assets using Kelly criterion.

problem Determining optimal betting strategies in games with external capital constraints.
method Dynamic programming and WKB approximation for multi-round games; Kelly criterion for single-round games.
result Rational players adjust their risk-taking based on the proportion of their capital locked away.

In the limit 0\hbar\to 0, we analyze a class of Schrödinger operators H=2L+W+VidH_\hbar = \hbar^2 L + \hbar W + V\cdot \mathrm{id} acting on sections of a vector bundle Eh\mathcal{Eh} over a Riemannian manifold MM where LL is a Laplace type operator, WW is an endomorphism field and the potential energy VV has a non-degene…

2013-09-17abs ↗pdf ↗

Let (E,E,θ)(E,\overline{\partial}_E,θ) be a stable Higgs bundle of degree 00 on a compact connected Riemann surface. Once we fix the flat metric hdet(E)h_{\det(E)} on the determinant of EE, we have the harmonic metrics hth_t (t>0)(t>0) for the stable Higgs bundles (E,E,tθ)(E,\overline{\partial}_E,tθ) such that det(ht)=hdet(E)\det(h_t)=h_{\det(E)}. …

2015-08-24abs ↗pdf ↗

The colored Jones function of a knot is a sequence of Laurent polynomials. It was shown by TTQ. Le and the author that such sequences are qq-holonomic, that is, they satisfy linear qq-difference equations with coefficients Laurent polynomials in qq and qnq^n. We show from first principles that qq-holonomic sequence…

2003-06-15abs ↗pdf ↗

The study provides conditions for approximating Riemannian manifolds with polyhedral metrics.

problem Approximating Riemannian manifolds with polyhedral metrics.
method Conditions on curvature tensors for Lipschitz and local polyhedral approximations.
result Conditions are sufficient for local polyhedral approximations, conjectured to be sufficient for global approximations.

We consider in this paper the optimal approximations of convex univariate functions with feed-forward Relu neural networks. We are interested in the following question: what is the minimal approximation error given the number of approximating linear pieces? We establish the necessary and sufficient conditions and uniqu…

2019-09-09abs ↗pdf ↗

We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements from a given system of elements. There is an increasing interest in building such …

2012-06-02abs ↗pdf ↗

Softmax attention approximates complex functions and subsumes many known universal approximators.

problem Universal approximation of continuous sequence-to-sequence functions.
method Interpolation-based analysis of attention's internal mechanism, showing its ability to approximate ReLU functions.
result Softmax attention is a universal approximator for continuous sequence-to-sequence functions.

Deviation inequalities for stochastic approximation methods.

problem Establishing bounds on the deviation of stochastic approximation methods.
method Martingale approximation method for separately Lipschitz functions.
result Established various deviation inequalities for stochastic approximation by averaging and minimization.

Approximate symmetries of geodesic equations on 2-spheres are studied. These are the symmetries of the perturbed geodesic equations which represent approximate path of a particle rather than exact path. After giving the exact symmetries of the geodesic equations, two different approaches to study the approximate symmet…

2010-05-09abs ↗pdf ↗

We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge approximation}. In particular, we define the matrix ridge approximation as an incomplete matri…

2013-12-17abs ↗pdf ↗