We present an axiomatic/synthetic account of the Huygens Principle of wave fronts. The primitive notions are "touching", and (a weak notion of ) metric. The paper simplifies some of the exposition of the author's "Metric spaces and SDG", Theory and Appl. of Categories 32 (2017), 803-822
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Solves wave equation on non-flat harmonic manifolds using Abel transform and Fourier analysis.
We prove a Paley-Wiener Theorem for a class of symmetric spaces of the compact type, in which all root multiplicities are even. This theorem characterizes functions of small support in terms of holomorphic extendability and exponential type of their (discrete) Fourier transforms. We also provide three independent new p…
Due to spectral obstructions, a scattering theory in the Lax-Phillips sense for the wave equation for differential p-forms on H^{n+1} cannot be developed. As a consequence, Huygens' principle for the wave equation in this context does not hold. If we restrict the class of forms and we consider the case of coclosed p-fo…
A new model uses Lorentz-Finsler geometry to predict wave propagation.
We extend to the -dimensional case a recent theorem establishing the validity of the Huygens' envelope principle for wavefronts in Finsler spaces. Our results have direct applications in analogue gravity models, for which the Fermat's principle of least time naturally gives origin to an underlying Finslerian geometr…
Wave propagation framework using cone structures and observers' vector fields.
Improved model predicts wildfire spread on slopes.
Any surface can be foliated into equipotential hypersurfaces of the level sets. A current result is that the contours are the progressing wave fronts of a certain hyperbolic partial differential equation, a wave equation. It is connected with the gradient lines, as well as with a corresponding eikonal equation. The lev…
Stability of catenoid in 4D Minkowski space proven without symmetry assumptions.
Study compares nodal sets of solutions to the Allen-Cahn equation.
Study asymptotic behavior of Weingarten surfaces at infinity.
Study on implied volatility of an affine jump-diffusion model.
New mass inequalities and proofs for causal variational principles.
We use a Lagrangian perspective to show the limiting absorption principle on Riemannian scattering, i.e. asymptotically conic, spaces, and their generalizations. More precisely we show that, for non-zero spectral parameter, the `on spectrum', as well as the `off-spectrum', spectral family is Fredholm in function spaces…
New distance comparison principle for curve shortening flow in higher dimensions.
Improved control approach for correlated bandits with better performance.
The paper studies global Yamabe flow on AF manifolds, preserving ADM mass.
Study on mean curvature flow of graphs in higher dimensions.
Large deviation principles for multivariate stochastic volatility models.
The existence and nonexistence of -harmonic functions in unbounded domains of are investigated. We prove that if the Hausdorff measure of the asymptotic boundary of a domain is zero, then there is no bounded -harmonic function of for , where $λ_1(\mathb…
New approach analyzes ancient solutions and singularities of mean curvature flow.
A maximum principle for C^0 null hypersurfaces is obtained and used to derive a splitting theorem for spacetimes which contain null lines. As a consequence of this null splitting theorem, it is proved that an asymptotically simple vacuum (Ricci flat) spacetime which contains a null line is isometric to Minkowski space.
The Ekeland variational principle implies what can be regarded as a strong version, in the category, of the Yau minimum principle: under the appropriate hypotheses {\it every} minimizing sequence admits a {\it good shadow}, a second minimizing sequence that has good properties and is asymptotic to the original on…
In this work we extend the ODE Maximum principle of Hamilton to non-compact hypersurfaces using the Omari-Yau maximum principle at infinity. As an application of this result, we investigate Inverse Mean Curvature Flow (IMCF) of non-compact hypersurfaces in hyperbolic space. Specifically, we look at bounded graphs over …
Unique steady and expanding solitons with spherical links identified.
Study of complex Hessian equations using subharmonic functions and geodesics.
Study harmonic surfaces in 3D space, proving superposition principle.
We discuss the essential self-adjointness of wave operators, as well as the limiting absorption principle, in generalizations of asymptotically Minkowski settings. This is obtained via using a Fredholm framework for inverting the spectral family first, and then refining its conclusions to show its dense range in L^2 wh…
We prove a large deviations principle for the class of multidimensional affine stochastic volatility models considered in (Gourieroux, C. and Sufana, R., J. Bus. Econ. Stat., 28(3), 2010), where the volatility matrix is modelled by a Wishart process. This class extends the very popular Heston model to the multivariate …
New algorithm optimizes contextual bandits with adaptive exploration.
A pricing principle is introduced for non-attainable claims in incomplete markets.
We will generalize a Maximum Principle at Infinity in the parabolic case given by De Lima [Ann. Global Anal. Geom. , 325-343 2001] and De Lima and Meeks [Indiana Univ. Math. Journal 5, 1211-1223 2004], for disjoints hypersurfaces of with bounded mean curvature without restriction…
Using a maximum principle for self-shrinkers of the mean curvature flow, we give new proofs of a rigidity theorem for rotationally symmetric compact self-shrinkers and a result about the asymptotic behavior of self-shrinkers. This comparison argument also implies a linear bound for the second fundamental form of self-s…
New bandit algorithm maximizes information gain.
The aim of this work is to study how the asymptotic boundary of a minimal hypersurface in H^nxR determines the behavior of the hypersurface at finite points, in several geometric situations.
The main result of the paper is a version of the fundamental theorem of asset pricing (FTAP) for large financial markets based on an asymptotic concept of no market free lunch for monotone concave preferences. The proof uses methods from the theory of Orlicz spaces. Moreover, various notions of no asymptotic arbitrage …
We present a number of related comparison results, which allow to compare moment explosion times, moment generating functions and critical moments between rough and non-rough Heston models of stochastic volatility. All results are based on a comparison principle for certain non-linear Volterra integral equations. Our u…
Upper bounds on nullhomotopy volumes in nilpotent spaces are refined.
Paper finds properties of special geometric shapes in higher dimensions.
We prove the equality case of the Penrose inequality in all dimensions for asymptotically flat hypersurfaces. It was recently proven by G. Lam that the Penrose inequality holds for asymptotically flat graphical hypersurfaces in Euclidean space with non-negative scalar curvature and with a minimal boundary. Our main the…
Paper studies apparent horizon dynamics and introduces a null comparison principle.
Improved estimator reduces bias in statistical learning models.
Paper proves uniqueness of catenary cylinders based on their asymptotic shape.
We study fractional stochastic volatility models in which the volatility process is a positive continuous function of a continuous Gaussian process . Forde and Zhang established a large deviation principle for the log-price process in such a model under the assumptions that the function is globally…
New algorithms improve estimation of treatment effects.
We study the small time asymptotics of the gradient and Hessian of the logarithm of the heat kernel at the cut locus, giving, in principle, complete expansions for both quantities. We relate the leading terms of the expansions to the structure of the cut locus, especially to conjugacy, and we provide a probabilistic in…
Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assu…