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arXiv research

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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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for asymptotic Huygens principle

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

2018-04-16abs ↗pdf ↗

Solves wave equation on non-flat harmonic manifolds using Abel transform and Fourier analysis.

problem Wave equation on non-flat harmonic manifolds with specific curvature conditions.
method Explicit representation using inverse dual Abel transform and Fourier transform.
result Shows asymptotic Huygens principle and equidistribution of energy.

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…

2001-01-25abs ↗pdf ↗

A new model uses Lorentz-Finsler geometry to predict wave propagation.

problem Modeling wave propagation in anisotropic and rheonomic media.
method Identifying wave trajectories as lightlike pregeodesics of a specific Lorentz-Finsler metric, solving ODE systems.
result Wave trajectories can be easily computed in real time.

We extend to the nn-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…

2019-01-04abs ↗pdf ↗

Wave propagation framework using cone structures and observers' vector fields.

problem Describing classic wave propagation in anisotropic media.
method Introduces a cone structure CC and an observers' vector field t\partial_t to describe wave propagation.
result Reduces the PDE for wavefronts to ODE for cone geodesics of CC.

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…

2013-09-12abs ↗pdf ↗

Stability of catenoid in 4D Minkowski space proven without symmetry assumptions.

problem Stability of the catenoid as a nonflat stationary solution to the HVMC equation in 4D.
method Established asymptotic stability under codimension-1 assumption, using new commutator vector field estimates.
result Catenoid stability in 4D proven without symmetry assumptions, with improved pointwise decay.

Study compares nodal sets of solutions to the Allen-Cahn equation.

problem Comparing nodal sets of solutions to the Allen-Cahn equation with conical asymptotics.
method Maximum principle for linearized operator on unbounded domains.
result Positive phase uniquely determines the solution and enforces global ordering.

Study on implied volatility of an affine jump-diffusion model.

problem Characterize implied volatility of an affine jump-diffusion model.
method Explicit moment generating function derived from solving ODEs; large deviation principle applied.
result Asymptotic behaviors of implied volatility in large-maturity and large-strike regimes characterized.

New mass inequalities and proofs for causal variational principles.

problem Proving new mass inequalities for causal variational principles.
method Proved a new inequality for minimizers of causal variational principles and applied it to prove the positive mass theorem.
result Introduced a positive quasilocal mass and proved new mass inequalities.

New distance comparison principle for curve shortening flow in higher dimensions.

problem Understanding curve shortening flow in higher dimensions.
method Established a variant of Huisken's distance comparison principle.
result Symmetric curve shortening flow with one-to-one convex projection develops Type I singularities and becomes asymptotically circular.

Improved control approach for correlated bandits with better performance.

problem General multi-armed bandit problem with correlated elements.
method Introducing entropy regularisation to obtain a smooth asymptotic approximation of the value function, leading to a semi-index approximation of the optimal decision process.
result Performance of Asymptotic Randomised Control (ARC) algorithm compares favorably with other approaches.

Study on mean curvature flow of graphs in higher dimensions.

problem Analyzing the evolution of graphs under mean curvature flow.
method Derives estimates using a new maximum principle for submanifolds, applies to uniformly area decreasing maps.
result Graphicality and area decreasing property are preserved for uniformly area decreasing maps.

Large deviation principles for multivariate stochastic volatility models.

problem Understanding the behavior of log-processes in multivariate stochastic volatility models.
method Establishing a comprehensive sample path large deviation principle for log-processes.
result Asymptotic formulas for first exit times and barrier option prices derived from the LDP.

The existence and nonexistence of λλ-harmonic functions in unbounded domains of Hn\mathbb{H}^n are investigated. We prove that if the (n1)/2(n-1)/2 Hausdorff measure of the asymptotic boundary of a domain ΩΩ is zero, then there is no bounded λλ-harmonic function of ΩΩ for λ[0,λ1(Hn)]λ\in [0,λ_1(\mathbb{H}^n)], where $λ_1(\mathb…

2015-12-04abs ↗pdf ↗

New approach analyzes ancient solutions and singularities of mean curvature flow.

problem Analyzing ancient solutions and singularities of mean curvature flow locally modeled on a cylinder.
method Introduces PDE-ODI principle to convert parabolic differential equations into systems of ordinary differential inequalities.
result Establishes the uniqueness of the bowl soliton times a Euclidean factor among ancient, cylindrical flows with dominant linear mode.

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.

1999-09-27abs ↗pdf ↗

The Ekeland variational principle implies what can be regarded as a strong version, in the C1C^1 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…

2009-08-27abs ↗pdf ↗

Unique steady and expanding solitons with spherical links identified.

problem Characterizing steady and expanding Ricci solitons with specific asymptotic symmetries.
method Symmetry principle applied to asymptotically cylindrical and conical GRSs, proving uniqueness for Bryant solitons.
result Bryant steady and expanding solitons are the unique asymptotically cylindrical and conical GRSs with spherical links under certain conditions.

Study of complex Hessian equations using subharmonic functions and geodesics.

problem Understanding geodesics within complex Hessian equations.
method Perron envelope construction, comparison principle, rooftop equality, Kiselman minimum principle.
result Established criterion for geodesic connectivity among mm-subharmonic functions.

A pricing principle is introduced for non-attainable claims in incomplete markets.

problem Pricing non-attainable contingent claims in incomplete markets.
method Distorted Radon-Nikodym derivative and Tsallis relative entropy over a family of equivalent martingale measures.
result The pricing principle is closely related to backward stochastic differential equations and is arbitrage-free and time-consistent.

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…

2014-12-15abs ↗pdf ↗

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 …

2007-02-14abs ↗pdf ↗

Paper studies apparent horizon dynamics and introduces a null comparison principle.

problem Global dynamics of apparent horizon and local achronality.
method Constructing apparent horizon by solving MOTS along null hypersurfaces, using Klainerman-Szeftel estimates and null comparison principle.
result Smooth, asymptotically null, and converging apparent horizon proven.

Paper proves uniqueness of catenary cylinders based on their asymptotic shape.

problem Proving uniqueness of catenary cylinders by their asymptotic behavior.
method Applying the moving plane method of Alexandrov and strong maximum principle for elliptic operators.
result Established a uniqueness result for [φ,e3][\varphi,\vec{e}_{3}]-catenary cylinders based on their asymptotic behavior.

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…

2006-05-29abs ↗pdf ↗

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…

2016-02-16abs ↗pdf ↗