arXiv research

Any smooth geodesic flow is locally integrable with smooth integrals. We show that generically this fails if we require, in addition, that the integrals are polynomial (or, more generally, analytic) in momenta. Consequently we obtain that a generic real-analytic metric does not admit, even locally, a real-analytic inte…

Develops support theorem for analytic transforms in tomography.

Paper extends Poincaré's work to stochastic differential equations.

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

The paper calculates the full asymptotics of analytic torsions for compact orbifolds.

The article constructs stochastic integration in Riemannian manifolds.

We use neural networks as control variates with geometric integration techniques.

We extend the spectral theory of generalized Laplacians to integrable metrics on compact Riemann surfaces. As a consequence, we attach in a direct way, a holomorphic analytic torsion to any integrable metrics. We also provide a different approach to define the holomorphic analytic torsion. We prove that both approaches…

We discuss a semi-analytical method for solving SABR-type equations based on path integrals. In this approach, one set of variables is integrated analytically while the second set is integrated numerically via Monte-Carlo. This method, known in the literature as Conditional Monte-Carlo, leads to compact expressions fun…

Study pseudo-holomorphic disks in real analytic hypersurfaces using exterior differential systems.

The paper proves real-analyticity of superintegrable metrics and solves two conjectures.

The paper classifies symplectic invariants of specific singularities in integrable Hamiltonian systems.

A general method for analytic inversion of geometric integral transforms is proposed

The paper proves stability of certain singularities in integrable systems.

This paper proposes a new method to learn integration schemes for complex ODEs.

We prove that the classical integrability condition for almost complex structures on finite-dimensional smooth manifolds also works in infinite dimensions in the case of almost complex structures that are real analytic on real analytic Banach manifolds. As an application, we extend some known results concerning existen…

A complex Lie algebroid is a complex vector bundle over a smooth (real) manifold M with a bracket on sections and an anchor to the complexified tangent bundle of M which satisfy the usual Lie algebroid axioms. A proposal is made here to integrate analytic complex Lie algebroids by using analytic continuation to a compl…

We study the weighted ray transform of integrating functions on a Lorentzian manifold over lightlike geodesics. We prove support theorems if the manifold and the weight are analytic.

We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the multi-dimensional cases, with point dependent drift and volatility, and describe a c…

We first describe the local and global moduli spaces of germs of foliations defined by analytic functions in two variables with p transverse smooth branches, and with integral multiplicities (in the univalued holomorphic case) or complex multiplicities (in the multivalued ''Darboux'' case). We specify normal forms in e…

Analyzes vector fields in polytope decompositions, proving curve finiteness.

An example of a real-analytic metric on a compact manifold whose geodesic flow is Liouville integrable by $C^\infty$ functions and has positive topological entropy is constructed.

Symplectic classification for a specific type of singularity in integrable systems.

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

Let (M,g) be an analytic, compact, Riemannian manifold with boundary, of dimension n >= 2. We study a class of generalized Radon transforms, integrating over a family of hypersurfaces embedded in M, satisfying the Bolker condition [23]. Using analytic microlocal analysis, we prove a microlocal regularity theorem for ge…

Neural-ANOVA breaks down neural networks into simpler models.

Tensor networks improve integration accuracy for high-dimensional problems.

A general method for analytic inversion in integral geometry is proposed. All classical and some new reconstruction formulas of Radon-John type are obtained by this method. No harmonic analysis and PDE is used.

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

Both analytic and geometric forms of an optimal monotone principle for $L^p$-integral of the Green function of a simply-connected planar domain $Ω$ with rectifiable simple curve as boundary are established through a sharp one-dimensional power integral estimate of Riemann-Stieltjes type and the Huber analytic and geome…

We prove the analyticity in time for solutions of two parabolic equations in the whole space, without any decaying or vanishing conditions. One of them involves solutions to the heat equation of exponential growth of order $2$ on $\M$. Here $\M$ is $\R^d$ or a complete noncompact manifold with Ricci curvature bounded f…

Motivated by the interesting and yet scattered developments in representation theory of Banach-Lie groups, we discuss several functional analytic issues which should underlie the notion of infinite-dimensional reductive Lie group: norm ideals, triangular integrals, operator factorizations, and amenability.

The paper evaluates integrals for fBm with various Hurst indices.

Developing a visual platform for faster astronomical source cataloging.

In this paper, we define a concept of a family of compact holomorphic Poisson manifolds on the basis of Kodaira-Spencer's deformation theory and deduce the integrability condition. We prove an analogue of their `Theorem of existence for complex analytic structures' under some analytic assumption, and establish an analo…

Visual analytics systems combine machine learning or other analytic techniques with interactive data visualization to promote sensemaking and analytical reasoning. It is through such techniques that people can make sense of large, complex data. While progress has been made, the tactful combination of machine learning a…

The period for a compact Riemann surface, defined by the integral of differential 1-forms, is a classical complex analytic invariant, strongly related to the complex structure of the surface. In this paper, we treat another complex analytic invariant called the pointed harmonic volume. As a natural extension of the per…

Let $X$ be a compact Kähler manifold. We extend the notion of Quillen metric to the set of integrable line bundles on $X$. In particular, we prove that the notion of holomorphic analytic torsion extends to integrable line bundles $\bar{L}$, such that $H^q(X,L)=0$ for $q\geq 1$.

Analytic torsion defined for rank 2 distributions on 5-manifolds.

Analyzes string topology operations using Chen's integrals and homotopy transfer.

New method for pricing barrier options in time-dependent λ-SABR model.

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action functional whose potential term is an exponential function. This path integral …

Paper integrates predictive and prescriptive tasks using bilevel optimization.

The period is a classical complex analytic invariant for a compact Riemann surface defined by integration of differential 1-forms. It has a strong relationship with the complex structure of the surface. In this chapter, we review another complex analytic invariant called the harmonic volume. It is a natural extension o…

Developing a semi-analytical approximation for general default intensity models

We give an explicit formula for the $L^2$ analytic torsion of the finite metric cone over an oriented compact connected Riemannian manifold. We provide an interpretation of the different factors appearing in this formula. We prove that the analytic torsion of the cone is the finite part of the limit obtained collapsing…

Topological degrees of continuous mappings between manifolds of even dimension are studied in terms of index theory of pseudo-differential operators. The index formalism of non-commutative geometry is used to derive analytic integral formulas for the index of a 0:th order pseudo-differential operator twisted by a Hölde…

We give necessary and sufficient local conditions for the simultaneous unitarizability of a set of analytic matrix maps from an analytic 1-manifold into SL_n(C) under conjugation by a single analytic matrix map. We apply this result to the monodromy arising from an integrable partial differential equation to construct …