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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.

168,695 papers · 148 categories

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6491,2991,9482,597 · Jun 202019922001200920172026
48 results for calculus of trigonometric functions

Study geodesics on Grushin spaces, proving upper bounds on conjugate times.

problem Classify geodesics on higher-dimensional Grushin spaces.
method Solve Hamilton's equations using calculus of generalized trigonometric functions, analyze symmetries, and use density arguments.
result Prove a conjectured cut time provides an upper bound on conjugate times.

Deep Gaussian Processes are reinterpreted as deep trigonometric networks for tractable inference.

problem Challenging inference in DGPs due to intractable marginalization in latent function space.
method Viewing DGPs as deep trigonometric networks with Bochner's theorem, and using the wide limit with a bottleneck to translate DGPs into deep trigonometric networks.
result The weight space view yields the same effective covariance functions as obtained in function space, and varying prior distributions over network parameters is equivalent to employing different kernels.

Quantum neural networks approximate periodic functions more efficiently.

problem Approximating periodic functions with quantum neural networks.
method Using Jackson's inequality to construct a QNN that approximates a trigonometric polynomial of the function.
result Quantum neural networks can achieve better approximation results with fewer parameters for smoother functions.

Deformed σ-models linked to Ricci flow and Toda theories.

problem Understanding the relationship between deformed σ-models and geometric flows.
method Exploring trigonometric deformations of CP^n-1 models and their duals, linking to Ricci flow and Toda field theories.
result Trigonometric deformations of CP^n-1 models solve the Ricci flow equation and relate to Toda field theories.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Dupire's functional Itô calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we introduce a measure of path-dependence of functionals within the functional Itô calculus framework. Name…

2013-11-15abs ↗pdf ↗

An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometric functions. Simulations based on this Modified Brownian Motion Model with optimal weighting factors selected by goodness of fit tests, sub…

2015-07-08abs ↗pdf ↗

Thickenings of a metric space capture local geometric properties of the space. Here we exhibit applications of lower bounding the topology of thickenings of the circle and more generally the sphere. We explain interconnections with the geometry of circle actions on Euclidean space, the structure of zeros of trigonometr…

2019-07-14abs ↗pdf ↗

In this paper we investigate the construction of state models for link invariants using representations of the braid group obtained from various gauge choices for a solution of the trigonometric Yang-Baxter equation. Our results show that it is possible to obtain invariants of regular isotopy (as defined by Kauffman) w…

2000-04-27abs ↗pdf ↗

Euler calculus is based on integrating simple functions with respect to the Euler characteristic. This paper makes the case for extending Euler calculus to continuous integrands by integrating with respect to (Gaussian) curvature. This requires a metric but is nevertheless defined within any O-minimal theory. It satisf…

2015-11-01abs ↗pdf ↗

Global calculus for manifolds with boundary, solving evolution problems.

problem Global solvability of evolution problems on manifolds with boundary.
method Established global functional calculus and Gårding inequality for pseudo-differential operators without local coordinates.
result Global solvability for a class of evolution problems.

Study shows overparameterization helps in generalizing from smooth interpolants.

problem Understanding generalization in overparameterized linear models.
method Analysis of random Fourier series model with weighted trigonometric interpolation.
result Weighted trigonometric interpolation leads to lower generalization error in overparameterized scenarios.

Study finds the minimum number of finite Gaussian mixtures for best approximation.

problem Finding the minimum number of finite Gaussian mixtures for best approximation.
method Local moment matching for upper bound and spectral analysis for lower bound.
result Corrects a previous lower bound in the case of Gaussian mixing distributions.

A new convenient method of describing flat convex compact sets is proposed. It generalizes classical trigonometric functions sin\sin and cos\cos. Apparently, this method may be very useful for explicit description of solutions of optimal control problems with two-dimensional control. Using this method a series of sub-Fin…

2018-07-21abs ↗pdf ↗

Differential Calculus is a staple of the college mathematics major's diet. Eventually one becomes tired of the same routine, and wishes for a more diverse meal. The college math major may seek to generalize applications of the derivative that involve functions of more than one variable, and thus enjoy a course on Multi…

2009-09-30abs ↗pdf ↗

New calculus solves boundary value problems for elliptic operators.

problem Boundary value problems for 0-elliptic operators.
method Developed a new calculus called symbolic 0-calculus to handle boundary value problems.
result Construct left and right parametrices for 0-elliptic operators with boundary conditions.

We use pathwise Itô calculus to prove two strictly pathwise versions of the master formula in Fernholz' stochastic portfolio theory. Our first version is set within the framework of Föllmer's pathwise Itô calculus and works for portfolios generated from functions that may depend on the current states of the market port…

2016-06-10abs ↗pdf ↗

Algorithm finds real-analytic Legendrian representatives for every link type.

problem Finding explicit expressions for Legendrian representatives and Bateman fields.
method Algorithm based on trigonometric polynomials and solving linear equations.
result No compact subset of R^3 can contain an electromagnetic knot indefinitely.

Study Fourier estimator for spot volatility with unbounded coefficients and jumps.

problem Estimating spot volatility with unbounded coefficients and jumps in price process.
method Fourier estimator for spot volatility, convergence analysis for unbounded coefficients and jumps.
result Convergence of trigonometric polynomial to volatility's path, almost sure convergence of reconstructed volatility.

The paper shows the computation of the noncommutative generalization of the A-polynomial of the trefoil knot. The classical A-polynomial was introduced by Cooper, Culler, Gillet, Long and Shalen, and was generalized to the context of Kauffman bracket skein modules by the author in joint work with Frohman and Lofaro. A …

2000-04-25abs ↗pdf ↗

Extends calculus to topological manifolds using generalized functions.

problem Proving the existence of non-singular generalized tangent vector fields on spheres.
method Develops a theory of generalized functions and applies it to continuous maps between topological spaces.
result Shows coherence between non-existence of smooth vector fields on spheres and existence of generalized ones.

In this paper we connect classical differential geometry with the concepts from geometric calculus. Moreover, we introduce and analyze a more general Laplacian for multivector-valued functions on manifolds. This allows us to formulate a higher codimensional analog of Jacobi`s field equation.

2019-01-21abs ↗pdf ↗

We introduce a method for evaluating integrals in geometric calculus without introducing coordinates, based on using the fundamental theorem of calculus repeatedly and cutting the resulting manifolds so as to create a boundary and allow for the existence of an antiderivative at each step. The method is a direct general…

2015-09-28abs ↗pdf ↗

The classical Tait-Kneser theorem states that the osculating circles of a smooth plane curve, free from curvature extrema, are pairwise disjoint. We prove a number of analogs of this theorem, e.g., for ovals of osculating cubics, osculating polynomials and trigonometric polynomials; in each case, we will obtain a non-d…

2006-02-14abs ↗pdf ↗

In this paper, we extend the DC Calculus introduced by Perelman on finite dimensional Alexandrov spaces with curvature bounded below. Among other things, our results allow us to define the Hessian and the Laplacian of DC functions (including distance functions as a particular instance) as a measure-valued tensor and a …

2015-05-18abs ↗pdf ↗