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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.

168,657 papers · 148 categories

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90179269358 · May 202619922001200920172026
48 results for asymptotic forms

Study characterizes conformal boundaries of de Sitter spacetimes.

problem Characterize conformal infinity of asymptotically de Sitter spacetimes.
method Derive constraints relating stress-energy tensor to conformal geometric data using higher conformal fundamental forms.
result Constraints on stress-energy tensor relate to conformal geometric data.

Defines height pairing for differential forms on Riemann surface degenerations.

problem Calculating heights for differential forms on degenerating Riemann surfaces.
method Defines Archimedean height pairing, uses Dai-Yoshikawa asymptotics, extends Filip-Tosatti construction.
result Relates new pairing to current-valued pairing, extends geometric settings.

We calculate the asymptotic behavior of hyperbolic volume and Chern-Simons invariant.

problem Calculating the asymptotic behavior of hyperbolic volume and Chern-Simons invariant.
method Renormalization of the Chern-Simons invariant using asymptotics along an equidistance foliation.
result The leading coefficient introduces a complex-valued quantity consisting of mean curvature and torsion 2-form.

Study short-maturity VIX and European option prices with jumps.

problem Analyzing VIX and European options with jumps in short-maturity models.
method Local-stochastic volatility models with compound Poisson jumps, leading-order asymptotics in closed-form.
result Closed-form solutions for VIX and European option prices in short-maturity models.

Study asymptotic behavior of second Chern forms on degenerating Kähler-Einstein surfaces.

problem Asymptotic behavior of second Chern forms on degenerating Kähler-Einstein surfaces with ADE singularities.
method Investigates a function on the unit disc defined by fiber integrals of the forms with a smooth test function, showing a lower bound of Hölder exponent at the origin for both cscK-metrics and Ricci-flat metrics.
result Shows bounds of Hölder exponent for both cscK-metrics and Ricci-flat metrics.

The paper proves rigidity for shells in non-Euclidean spaces.

problem Proving rigidity for shells in non-Euclidean spaces.
method Analyzing a stretching plus bending functional of an elastic shell in a Riemannian manifold.
result A sequence of immersions of asymptotically vanishing energy converges to an isometric immersion of the shell.

Analytic torsion expansions for symmetric and complex homogeneous spaces.

problem Calculating the full asymptotic expansion of analytic torsion for various spaces.
method Explicit calculation and comparison with existing results.
result Explicit full asymptotic expansions for symmetric and complex homogeneous spaces.

Projective pre-compactness induces projective structure on boundary, relates to GR asymptotic forms.

problem Projective compactness for torsion-free linear connections on a manifold.
method Introduce and study a weakening of projective compactness for torsion-free linear connections on a manifold.
result Induces projective structure on the boundary and relates to asymptotic forms in GR.

Estimates holomorphic sections on Bohr-Sommerfeld Lagrangian submanifolds.

problem Estimating norms of holomorphic sections on complex manifolds.
method Asymptotic analysis of holomorphic sections on Bohr-Sommerfeld Lagrangian submanifolds.
result Asymptotic estimates of holomorphic sections on Bohr-Sommerfeld Lagrangian submanifolds.

We prove a spanning result for vector-valued Poincaré series on a bounded symmetric domain. We associate a sequence of holomorphic automorphic forms to a submanifold of the domain. When the domain is the unit ball in Cn{\Bbb{C}}^n, we provide estimates for the norms of these automorphic forms and we find asymptotics of…

2018-06-11abs ↗pdf ↗

New tensors help determine if metrics are related to Poincaré-Einstein ones.

problem Determining when metrics on conformally compact manifolds are related to Poincaré-Einstein metrics.
method Developed new tensors and used conformal tractor calculus to analyze metrics.
result The vanishing of these new tensors is a necessary and sufficient condition for a metric to be related to a Poincaré-Einstein metric.

Let φC(Cn)φ\in C^\infty(\Complex^n) be a given real valued function. We assume that $\pr\ddbarφ$ is non-degenerate of constant signature (n,n+)(n_-,n_+) on Cn\Complex^n. When q=nq=n_-, it is well-known that the Bergman kernel for (0,q)(0,q) forms with respect to the kk-th weight e2kφe^{-2kφ}, k>0k>0, admits a full asymptotic expansi…

2012-08-19abs ↗pdf ↗

Incomplete cusp edges model the behavior of the Weil-Petersson metric on the compactified Riemann moduli space near the interior of a divisor. Assuming such a space is Witt, we construct a fundamental solution to the heat equation, and using a precise description of its asymptotic behavior at the singular set, we prove…

2015-09-21abs ↗pdf ↗

We develop an efficient method to calibrate CDS spreads using asymptotic approximations.

problem Calibrating CDS spreads in the SSRD model with correlated processes.
method Asymptotic coefficient expansion to approximate solutions of nonlinear PDEs.
result Our approximation does not require uncorrelated interest rate and default intensity processes.

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives are two important testing procedures for high-dimensional independence. However…

2015-12-30abs ↗pdf ↗

The purpose of this paper is first to give an asymptotic formula for the holomorphic analytic torsion forms of a fibration associated with increasing powers of a given line bundle. Secondly, we generalize this formula, thanks to the theory of Toeplitz operators, in the case where the powers of the line bundle is replac…

2015-11-15abs ↗pdf ↗

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

In this paper we investigate the rigidity of ancient solutions of the mean curvature flow with arbitrary codimension in space forms. We first prove that under certain sharp asymptotic pointwise curvature pinching condition the ancient solution in a sphere is either a shrinking spherical cap or a totally geodesic sphere…

2019-10-12abs ↗pdf ↗

We obtain new closed-form pricing formulas for contingent claims when the asset follows a Dupire-type local volatility model. To obtain the formulas we use the Dyson-Taylor commutator method that we have recently developed in [5, 6, 8] for short-time asymptotic expansions of heat kernels, and obtain a family of general…

2009-10-13abs ↗pdf ↗

The study shows that certain nearly G2 and nearly Kähler conifolds cannot be resolved by gluing asymptotically conical G2 and Calabi-Yau manifolds.

problem The inability to resolve nearly G2 and nearly Kähler conifolds by gluing asymptotically conical G2 and Calabi-Yau manifolds.
method Topological analysis of asymptotically conical G2 and Calabi-Yau manifolds to show conditions under which resolutions are impossible.
result For certain rates of the metric, the G2 4-form and Kähler form cannot be simultaneously exact, leading to non-existence of resolutions.

Let Y be a compact, oriented 3-manifold with a contact form a. For any Dirac operator D, we study the asymptotic behavior of the spectral flow between D and D+cl(-ira) as r very large. If a is the Thurston-Winkelnkemper contact form whose monodromy is the product of Dehn twists along disjoint circles, we prove that the…

2011-04-26abs ↗pdf ↗

The paper studies the distribution of random degeneracy sets on complex manifolds.

problem Distribution of random degeneracy sets on compact Kähler manifolds.
method Asymptotic expansion of induced Grassmannian Chern forms, meromorphic transforms, and Wishart distribution.
result Normalized currents converge to curvature forms with quantitative estimates.

Ricci flow modelled on specific singularities on closed manifolds.

problem Analyzing singularities in Ricci flows.
method Closed manifold Ricci flow with singularity modeled on asymptotically conical shrinkers.
result Ricci flow solution forms a singularity that matches the given asymptotically conical shrinker.

We introduce the notion of an asymptotically Poincaré family of surfaces in an end of a quasi-Fuchsian manifold. We show that any such family gives a foliation of an end by asymptotically parallel convex surfaces, and that the asymptotic behavior of the first and second fundamental forms determines the projective struc…

2018-11-21abs ↗pdf ↗

Study on minimal submanifolds in curved spaces with unique solution to asymptotic Plateau problem.

problem Minimal submanifolds in negatively curved spaces with small curvature.
method Analysis of spheres at infinity and asymptotic Plateau problem.
result Complete minimal submanifolds bound a class of spheres with uniquely solvable asymptotic Plateau problem.

This paper studies mean curvature flows near cylindrical singularities.

problem Understanding the behavior of mean curvature flows near cylindrical singularities.
method Proved the rescaled flow converges to a graph over a cylinder, defined nondegeneracy, and showed properties of nondegenerate singularities.
result Nondegenerate cylindrical singularities are isolated, have a mean convex neighborhood, and are type-I.

The paper proves the stability of a flow in Schwarzschild space.

problem Stability of area preserving mean curvature flow in asymptotic Schwarzschild space.
method Demonstrates existence and exponential convergence of the flow for all time.
result The flow converges to a round sphere or a constant mean curvature surface.

We construct a form of swallowtail singularity in R^3 which uses coordinate transformation on the source and isometry on the target. As an application, we classify configurations of asymptotic curves and characteristic curves near swallowtail.

2017-03-27abs ↗pdf ↗

Using the monotonicity formulas of Colding and Minicozzi, we prove that on any complete, non-parabolic Riemannian manifold (M3,g)(M^3, g) with non-negative Ricci curvature, the asymptotic weighted scaling invariant integral of scalar curvature has an explicit bound in form of asymptotic volume ratio.

2019-02-24abs ↗pdf ↗

WSINDy algorithm proves robust to noise in identifying differential equations.

problem Identifying differential equations from noisy data.
method Weak-form sparse identification of nonlinear dynamics (WSINDy) algorithm.
result WSINDy is asymptotically consistent for a wide class of models, including Navier-Stokes and Kuramoto-Sivashinsky equations.

The study investigates the consistency of kk-means clustering under finite expectation assumptions.

problem Consistency of kk-means clustering under finite expectation assumptions.
method Investigates the conditions under which kk-means clustering is consistent, considering finite expectation instead of finite variance.
result Inconsistency can arise due to extreme cluster imbalance, leading to some clusters having few points.

Study linear differential operators on special manifolds.

problem Analyzing elliptic differential operators on specific types of manifolds.
method Examining a linear elliptic differential operator of the form Δ + V - λ on quasi-asymptotically conical manifolds.
result Established an isomorphism theorem for these operators.

Asymptotic net is an important concept in discrete differential geometry. In this paper, we show that we can associate affine discrete geometric concepts to an arbitrary non-degenerate asymptotic net. These concepts include discrete affine area, mean curvature, normal and co-normal vector fields and cubic form, and the…

2008-05-14abs ↗pdf ↗