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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.

168,657 papers · 148 categories

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12233546 · May 202619922001200920172026
48 results for arithmetic PDE

Develops arithmetic PDE geometry concepts like curvature and cohomology.

problem Creating a geometry framework for arithmetic PDEs.
method Introducing arithmetic analogues of Levi-Civita and Chern connections, then developing curvature and characteristic classes.
result Arithmetic analogues of curvature and characteristic classes have been developed.

In this article we present new results for the pricing of arithmetic Asian options within a Black-Scholes context. To derive these results we make extensive use of the local scale invariance that exists in the theory of contingent claim pricing. This allows us to derive, in a natural way, a simple PDE for the price of …

2000-06-08abs ↗pdf ↗

In this paper, a standard PDE for the pricing of arithmetic average strike Asian call option is presented. A Crank-Nicolson Implicit Method and a Higher Order Compact finite difference scheme for this pricing problem is derived. Both these schemes were implemented for various values of risk free rate and volatility. Th…

2011-06-10abs ↗pdf ↗

New method certifies neural network function space norms from point evaluations.

problem Certifying neural network function space norms from point evaluations alone.
method Combining interval arithmetic enclosures, adaptive marking/refinement, and quadrature-based aggregation.
result Certified computation of LpL^p, W1,pW^{1,p}, and W2,pW^{2,p} norms.
Tradable Schemescond-mat.stat-mech

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite difference scheme to exact solutions of the pricing PDE. This can be done in a very e…

2000-09-04abs ↗pdf ↗

Geometric Bass martingales linked to Brownian motion and geometric Brownian motion.

problem Modeling continuous martingales with prescribed initial and terminal distributions.
method Developed geometric Bass martingales and established their properties.
result Explicit bijection and representation of geometric Bass martingales.

In this article, we investigate when the set of primitive geodesic lengths on a Riemannian manifold have arbitrarily long arithmetic progressions. We prove that in the space of negatively curved metrics, a metric having such arithmetic progressions is quite rare. We introduce almost arithmetic progressions, a coarsific…

2014-01-29abs ↗pdf ↗

New geometric invariant limits the number of semi-arithmetic groups.

problem Understanding the structure of semi-arithmetic Fuchsian groups.
method Introducing a new geometric invariant called stretch and using the arithmetic Margulis lemma.
result There exist only finitely many conjugacy classes of semi-arithmetic groups with bounded arithmetic dimension, stretch, and coarea.

Arithmetic Dijkgraaf-Witten theory constructs analogues in Chern-Simons TQFT.

problem Developing arithmetic analogues in Chern-Simons TQFT.
method Constructing arithmetic analogues of Chern-Simons 1-cocycle, prequantization bundle, and Chern-Simons functional.
result Decomposition and gluing formulas for arithmetic Chern-Simons invariants and arithmetic Dijkgraaf-Witten partition functions.

In this article, we prove that every arithmetic locally symmetric orbifold of classical type without Euclidean or compact factors has arbitrarily long arithmetic progressions in its primitive length spectrum. Moreover, we show the stronger property that every primitive length occurs in arbitrarily long arithmetic progr…

2016-02-04abs ↗pdf ↗

New method constructs non-arithmetic hyperbolic orbifolds from complex arithmetic ball quotients.

problem Creating non-arithmetic lattices in projective orthogonal groups.
method Using anti-holomorphic involutions on complex arithmetic ball quotients, gluing fixed loci along geodesic subspaces.
result Explicit calculation of the volume of constructed non-arithmetic orbifolds.

We show that the non-arithmetic lattices in PO(n,1) of Belolipetsky and Thomson (2011), obtained as fundamental groups of closed hyperbolic manifolds with short systole, are quasi-arithmetic in the sense of Vinberg, and, by contrast, the well-known non-arithmetic lattices of Gromov and Piatetski-Shapiro are not quasi-a…

2014-12-16abs ↗pdf ↗

The paper explores subspaces in hyperbolic lattices and their arithmetic properties.

problem Arithmeticity criterion for hyperbolic lattices and suborbifolds.
method Analysis of totally geodesic suborbifolds and Vinberg's commensurability invariants.
result Arithmeticity of hyperbolic orbifolds is linked to the existence of infinitely many fc-subspaces.

Define an arithmetic variety to be the quotient of a bounded symmetric domain by an arithmetic group. An arithmetic variety is algebraic, and the theorem in question states that when one applies an automorphism of the field of complex numbers to the coefficients of an arithmetic variety the resulting variety is again a…

2001-06-23abs ↗pdf ↗

We study the arithmeticity of the Couwenberg-Heckman-Looijenga lattices in PU(n,1), and show that they contain a non-arithmetic lattice in PU(3,1) which is not commensurable to the non-arithmetic Deligne-Mostow lattice in PU(3,1).

2017-10-12abs ↗pdf ↗

We prove that each lower-dimensional face of a quasi-arithmetic Coxeter polytope, which happens to be itself a Coxeter polytope, is also quasi-arithmetic. We also provide a sufficient condition for a codimension 11 face to be actually arithmetic, as well as a few computed examples.

2020-02-26abs ↗pdf ↗

We explore hybrid subgroups of certain non-arithmetic lattices in PU(2,1)\mathrm{PU}(2,1). We show that all of Mostow's lattices are virtually hybrids; moreover, we show that some of these non-arithmetic lattices are hybrids of two non-commensurable arithmetic lattices in PU(1,1)\mathrm{PU}(1,1).

2019-05-29abs ↗pdf ↗

We apply G. Prasad's volume formula for the arithmetic quotients of semi-simple groups and Bruhat-Tits theory to study the covolumes of arithmetic subgroups of SO(1,n). As a result we prove that for any even dimension n there exists a unique compact arithmetic hyperbolic n-orbifold of the smallest volume. We give a for…

2003-06-30abs ↗pdf ↗

Develops Kleinian Sphere Packings and Bugs, proving their arithmetic origins.

problem Understanding sphere packings and their arithmetic origins in various dimensions.
method Introduces Kleinian Sphere Packings and Bugs, extending Arithmeticity Theorem.
result Kleinian packings and Bugs come from Q-arithmetic lattices of simplest type.

Conditions for flat manifolds as cusp cross-sections in arithmetic hyperbolic manifolds.

problem Determining when a flat manifold can be a cusp cross-section in arithmetic hyperbolic manifolds.
method Analyzing rational representations of holonomy groups and quasi-arithmetic manifolds.
result Conditions for a flat manifold to appear as a cusp cross-section in every commensurability class of arithmetic hyperbolic manifolds.

Study finds bounds for systole length on arithmetic punctured spheres.

problem Finding the shortest essential curve on arithmetic punctured spheres.
method Correspondence between surfaces and planar triangulations to bound systole length.
result Arithmetic surfaces do not achieve maximal systole length for n=7,10,11n=7,10,11.

The study finds infinitely many semi-arithmetic Riemann surfaces with dense systoles and distinct invariant trace fields.

problem Existence and properties of semi-arithmetic Riemann surfaces.
method Combining number theory and hyperbolic geometry to prove existence and properties of semi-arithmetic Riemann surfaces.
result Existence of infinitely many semi-arithmetic Riemann surfaces with dense systoles and distinct invariant trace fields.

Neural Power Unit (NPU) learns arbitrary power functions on real numbers.

problem Neural Networks struggle with generalizing beyond seen data and arithmetic operations.
method Introduces Neural Power Unit (NPU) that operates on real numbers and learns arbitrary power functions.
result NPU outperforms competitors in accuracy and sparsity on arithmetic datasets and discovers governing equations from data.

We prove that any arithmetic hyperbolic nn-manifold of simplest type can either be geodesically embedded into an arithmetic hyperbolic (n+1)(n+1)-manifold or its universal mod 2\mathrm{mod}~2 Abelian cover can.

2017-03-30abs ↗pdf ↗

We prove, under the assumption of the virtual fibration conjecture for arithmetic hyperbolic 3-manifolds, that all arithmetic lattices in O(n,1), n> 4, and different from 7, are non-coherent. We also establish noncoherence of uniform arithmetic lattices of the simplest type in SU(n,1), n> 1, and of uniform lattices in …

2010-05-22abs ↗pdf ↗

Study C\mathbb{C}-Fuchsian subgroups of non-arithmetic lattices.

problem Understand structure and fundamental domains of C\mathbb{C}-Fuchsian subgroups.
method General procedure to analyze structure and show fundamental domains lie on a complex geodesic.
result Fundamental domains of C\mathbb{C}-Fuchsian subgroups lie on a complex geodesic homeomorphic to the unit disk.

Explains how arithmetic manifolds solve geometric questions about systole and kissing number.

problem Geometric questions about systole and kissing number in hyperbolic manifolds.
method Use of arithmetic manifolds to solve geometric questions.
result Answers geometric questions about systole and kissing number for dimension 2 and higher dimensions.

Arithmetic spaces simplified to simplicial complexes.

problem Understanding the complexity of arithmetic locally symmetric spaces.
method Homotopy equivalence to a simplicial complex with linearly bounded simplices, using a strengthened Margulis collar lemma.
result Arithmetic locally symmetric spaces are homotopy equivalent to simplicial complexes with linearly bounded simplices.

In this paper we use techniques from convex projective geometry to produce many new examples of thin subgroups of lattices in special linear groups that are isomorphic to the fundamental groups of finite volume hyperbolic manifolds. More specifically, we show that for a large class of arithmetic lattices in SO(n,1) it …

2018-09-07abs ↗pdf ↗

This thesis investigates cusp cross-sections of arithmetic real, complex, and quaternionic hyperbolic nn--orbifolds. We give a smooth classification of these submanifolds and analyze their induced geometry. One of the primary tools is a new subgroup separability result for general arithmetic lattices.

2006-06-22abs ↗pdf ↗