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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.

168,695 papers · 148 categories

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123246368491 · Jun 202019922001200920172026
48 results for closed integrable form

Researchers describe a new Thom form for mapping cones.

problem Developing a new Thom form for mapping cones.
method Using the mapping cone covariant derivative and Berezin integral, they explicitly write down the Thom form.
result The Thom form is closed with respect to the mapping cone differentiation, integrates to 1 along the fiber, and satisfies the transgression formula.

Naz and Chaudhry [3] established multiple closed-form solutions for the basic Lucas-Uzawa model. According to Boucekkine and Ruiz-Tamarit [1] and Chilarescu [2] unique closed-form solutions exist for the basic Lucas-Uzawa model. We equate expressions for variables h(t) and u(t). We provide here condition for the unique…

2017-12-06abs ↗pdf ↗

Analyzes L2L^{2}-harmonic forms on curved manifolds, proving integrability conditions.

problem Analyzing integrability of L2L^{2}-harmonic forms on curved manifolds.
method Established LL^{\infty}-estimate via Moser iteration, proved vanishing of integrable forms.
result Proves that L2L^{2}-harmonic forms on non-positively curved manifolds are integrable if and only if they vanish.

We present three models of stock price with time-dependent interest rate, dividend yield, and volatility, respectively, that allow for explicit forms of the optimal exercise boundary of the finite maturity American put option. The optimal exercise boundary satisfies the nonlinear integral equation of Volterra type. We …

2019-12-11abs ↗pdf ↗

This paper summarizes closed-form relations for SE(3) maps and their derivatives.

problem Closed-form expressions for SE(3) maps and their derivatives are scattered in the literature.
method Summarizes and provides proofs for relevant closed-form relations of the exponential and Cayley map on SE(3).
result Provides an implicit generalized-alpha scheme for rigid/flexible multibody systems using the Cayley map.

Obstructions found for closed Fedosov star products on symplectic and Kähler manifolds.

problem Existence of closed Fedosov star products on symplectic and Kähler manifolds.
method Normalized trace of Fedosov star product, cohomology classes, and formal 2-forms.
result Integral invariants attached to symplectic and Kähler manifolds as obstructions to closed Fedosov star products.

Let (M,I,J,K)(M,I,J,K) be a hyperkaehler manifold, dimRM=4n\dim_\R M =4n. We study positive, Dolbeault-closed (2p,0)(2p,0)-forms on (M,I)(M,I). These forms are quaternionic analogues of the positive (p,p)(p,p)-forms. We construct an injective homomorphism mapping Dolbeault-closed (2p,0)(2p,0)-forms to closed (n+p,n+p)(n+p,n+p)-forms, and positive $(2p,…

2008-01-12abs ↗pdf ↗

Derives semi-closed form prices for barrier options in the Hull-White model.

problem Calculating prices of barrier options in the Hull-White model with time-dependent parameters.
method Applies generalized integral transform and heat potentials to solve linear Volterra equations of the first kind.
result The method provides more efficient and accurate solutions compared to finite difference methods.

Study new involutivity theorems for Poisson quasi-Nijenhuis manifolds.

problem Understanding involutivity in Poisson quasi-Nijenhuis geometry.
method Present new versions of deformation and involutivity theorems under specific factorization hypotheses.
result New versions of involutivity theorems for Poisson quasi-Nijenhuis manifolds.

We prove that Wilson loop expectation values for arbitrary simple closed contours obey an area law up to second order in perturbative two-dimensional Yang-Mills theory. Our analysis occurs within a general family of axial-like gauges, which include and interpolate between holomorphic gauge and the Wu-Mandelstam-Liebran…

2016-01-18abs ↗pdf ↗

New method linearizes Darboux transformations of discrete curves.

problem Linearizing Darboux transformations of discrete curves.
method Expressing Darboux transformations as parallel sections of discrete connections in quaternionic formalism.
result Closed-form discrete parametrisations of all Darboux transforms and bicycle correspondences.

We consider a vector field XX on a closed manifold which admits a Lyapunov one form. We assume XX has Morse type zeros, satisfies the Morse--Smale transversality condition and has non-degenerate closed trajectories only. For a closed one form ηη, considered as flat connection on the trivial line bundle, the differen…

2005-08-12abs ↗pdf ↗

The paper explores spaces of Kähler and symplectic forms on 4-manifolds.

problem Investigating the properties of Kähler and symplectic forms on 4-manifolds.
method Analyzing the uniqueness, connectedness, and openness of spaces of Kähler forms and introducing holomorphically tamed symplectic forms.
result Formulated a parallel question for holomorphically tamed symplectic forms and related it to Kähler-type symplectic forms.

Explicit formulas for the G2G_2-components of the Riemannian curvature tensor on a manifold with a G2G_2 structure are given in terms of Ricci contractions. We define a conformally invariant Ricci-type tensor that determines the 27-dimensional part of the Weyl tensor and show that its vanishing on compact G2G_2 manifol…

2007-02-10abs ↗pdf ↗

Novel Hilbert space Gaussian process improves sequential design accuracy and efficiency.

problem Efficiently implementing Gaussian process acquisition functions for expensive simulations.
method Proposed a truncated eigenbasis representation for closed-form evaluation of IMSE acquisition function.
result Significantly lower prediction error and reduced computation time compared to benchmarks.

We construct a compact example of 7- dimensional manifold endowed with a weakly integrable generalized G_2-structure with respect to a closed and non trivial 3-form. Moreover, we investigate which type of SU(3)-structures on a 6-dimensional manifold N give rise to a strongly integrable generalized G_2-structure with re…

2006-09-28abs ↗pdf ↗

Researchers create higher-dimensional I\mathcal{I}^\prime-curvatures and find counterexamples to the Hirachi conjecture.

problem The Hirachi conjecture in higher CR dimensions.
method Constructing higher-dimensional I\mathcal{I}^\prime-curvatures and analyzing their properties under contact form changes.
result Total integrals of I\mathcal{I}^\prime-curvatures depend on the choice of contact form, providing counterexamples to the Hirachi conjecture.

We show that every semialgebraic set admits a semialgebraic triangulation such that each closed simplex is C1C^1 differentiable. As an application, we give a straightforward definition of the integration Xω\int_X ω over a compact semialgebraic subset XX of a differential form ωω on an ambient algebraic manifold, that…

2015-05-15abs ↗pdf ↗

Let MM be a manifold with a closed, integral (k+1)(k+1)-form ωω, and let GG be a Fréchet-Lie group acting on (M,ω)(M,ω). As a generalization of the Kostant-Souriau extension for symplectic manifolds, we consider a canonical class of central extensions of g\mathfrak{g} by R\mathbb{R}, indexed by Hk1(M,R)H^{k-1}(M,\mathbb{R})^*

2019-06-07abs ↗pdf ↗

A new method defines bounded cohomology classes from differential forms.

problem Defining bounded cohomology classes from differential forms.
method Integration over geodesic simplices and Fourier analysis on the hyperbolic plane.
result The method defines an injective embedding of differential forms into bounded cohomology classes.

Study on biharmonic hypersurfaces in spheres and space forms, proving rigidity under scalar curvature condition.

problem Characterizing biharmonic hypersurfaces in space forms.
method Proved a rigidity result and established an integral formula for biharmonic hypersurfaces.
result Rigidity result under a scalar curvature condition for biharmonic hypersurfaces in space forms.

This paper extends barrier option pricing to CIR and CEV models using semi-closed form solutions.

problem Pricing barrier options in time-dependent CEV and CIR models.
method Developed two new methods: Bessel potentials and generalized integral transform, both applied to Bessel processes.
result The methods provide more accurate and stable pricing compared to finite difference methods, especially for small and large maturities.

The second fundamental form of Riemannian geometry is generalised to the case of a manifold with a linear connection and an integrable distribution. This bilinear form is generally not symmetric and its skew part is the torsion. The form itself is closely related to the shape map of the connection. The codimension one …

2015-06-04abs ↗pdf ↗

Proves a weak version of Perdomo Conjecture on minimal hypersurfaces.

problem Establishing a lower bound for the squared length of the second fundamental form on minimal hypersurfaces.
method Analyzes closed embedded, non-totally geodesic minimal hypersurfaces in Sn+1\mathbb{S}^{n+1}, proving a positive constant δ(n)δ(n) depending only on nn.
result Introduces a positive constant δ(n)δ(n) such that MSδ(n)mVol(Mn)\int_{M}S \geq δ(n){ m Vol}(M^n) for any minimal hypersurface MnM^n in Sn+1\mathbb{S}^{n+1}.

We investigate an equivariant generalization of Morse theory for a general class of integrable models. In particular, we derive equivariant versions of the classical Poincaré-Hopf and Gauss-Bonnet-Chern theorems and present the corresponding path integral generalizations. Our approach is based on equivariant cohomology…

1994-06-13abs ↗pdf ↗

The paper explores Hodge decomposition and Hard Lefschetz Condition on almost Kähler manifolds.

problem Analyzing harmonic forms and Hodge decomposition on almost Kähler manifolds.
method Using Hodge decomposition and the Hard Lefschetz Condition to study almost Kähler manifolds.
result The spaces of harmonic forms have the Hodge decomposition and the Hard Lefschetz Condition is satisfied.

We will construct differential forms on the embedding spaces Emb(R^j,R^n) for n-j>=2 using configuration space integral associated with 1-loop graphs, and show that some linear combinations of these forms are closed in some dimensions. There are other dimensions in which we can show the closedness if we replace Emb(R^j…

2010-02-25abs ↗pdf ↗

The paper addresses the expansion of Berezinian and super exterior powers, revealing new insights into supertraces.

problem The breakdown of classical volume elements in supergeometric settings and the need for generalized forms.
method Introduces and analyzes rsr|s-forms, demonstrates the expansion of Ber(E+zA)\mathop{\mathrm{Ber}}(E + z A), and identifies supertraces.
result Intermediate expansions in annular regions encode supertraces of representations on vector spaces.