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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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186372558744 · Jun 202019922001200920172026
48 results for closing time

The (α,β)(α,β)-Ricci-Yamabe flow exists on closed manifolds.

problem Existence of solutions to the (α,β)(α,β)-Ricci-Yamabe flow.
method Showed short time existence and established long time existence theorems.
result Existence of smooth solutions to the (α,β)(α,β)-Ricci-Yamabe flow on closed manifolds.

We show that any initial closed curve suitably close to a circle flows under length-constrained curve diffusion to a round circle in infinite time with exponential convergence. We provide an estimate on the total length of time for which such curves are not strictly convex. We further show that there are no closed tran…

2019-01-22abs ↗pdf ↗

Study of closed trajectories in hyperbolic plane with specific curvature constraints.

problem Critical trajectories in hyperbolic plane for a specific energy function.
method Classification of critical trajectories based on momentum causal character, proof of existence of closed trajectories.
result Existence of countably many closed trajectories with time-like momentum.

We modify the Laplacian coflow of co-closed G2-structures - ddtψ=Δψ\frac{d}{dt}ψ=Δψ where ψψ is the closed dual 4-form of a G2G_{2}-structure φ\varphi . The modified flow is now parabolic in the direction of closed forms upto diffeomorphisms. We then prove short time existence and uniqueness of solutions to the modified f…

2012-09-19abs ↗pdf ↗

We prove Wadsley's theorem for foliations by closed non-lightlike geodesics. As an application we show that every pseudo-Riemannian and non-Riemannian 2-mainfold, all of whose time- or spacelike geodesics are closed, is diffeomorphic to S1×RS^1\times \R. Further we show that every pseudo-Riemannian 2-manifold with index …

2011-11-25abs ↗pdf ↗

Develops semi-closed form solutions for barrier and American options on time-dependent OU process.

problem Valuation of barrier and American options on a time-dependent Ornstein-Uhlenbeck process.
method Semi-closed form solutions involving numerical solution of Fredholm equations and integration of Jacobi theta functions.
result Method is more efficient than backward finite difference method and can be as efficient as forward finite difference solver with better accuracy and stability.

Estimates lower bound for simplicial volume of certain manifolds.

problem Estimating the simplicial volume of specific manifolds.
method Computing upper bound for volume form on H2imesH2imesH2\mathbb{H}^2 imes\mathbb{H}^2 imes\mathbb{H}^2.
result Establishes lower bound for simplicial volume of manifolds covered by H2imesH2imesH2\mathbb{H}^2 imes\mathbb{H}^2 imes\mathbb{H}^2.

On a hyperbolic Riemann surface, given two simple closed geodesics that intersect nn times, we address the question of a sharp lower bound LnL_n on the length attained by the longest of the two geodesics. We show the existence of a surface SnS_n on which there exists two simple closed geodesics of length LnL_n interse…

2006-08-02abs ↗pdf ↗

For each n2n\geq 2 we construct a new closed embedded mean curvature self-shrinking hypersurface in R2n\mathbb{R}^{2n}. These self-shrinkers are diffeomorphic to Sn1×Sn1×S1S^{n-1}\times S^{n-1}\times S^1 and are SO(n)×SO(n)SO(n)\times SO(n) invariant. The method is inspired by constructions of Hsiang and these surfaces generalize self-s…

2015-07-02abs ↗pdf ↗

The paper examines Ricci flows with closed and smooth tangent flows, proving uniqueness and characterizing ancient flows.

problem Characterizing and understanding Ricci flows with closed and smooth tangent flows.
method Analyzing ancient and finite-time singularity Ricci flows to prove uniqueness and characterizations.
result The tangent flow is unique and characterizes ancient and finite-time singularity flows.

In this note we construct a first example of a closed 3-form of G~2\tilde G_2-type on S3×S4S^3\times S^4. We prove that S3×S4S^3\times S^4 does not admit a homogeneous 3-form of G~2\tilde G_2-type. Thus our example is a first example of a closed 3-form of G~2\tilde G_2-type on a compact 7-manifold which is not stably homogeneou…

2006-03-08abs ↗pdf ↗

Shortest geodesic on curved spheres is no longer than 3 times the diameter.

problem Finding the shortest closed geodesic on spheres with positive curvature.
method Proved a new isoperimetric inequality for spheres with pinched curvature, used to improve the bound on the shortest geodesic.
result The shortest closed geodesic is no longer than 3 times the diameter of the sphere.

Parabolic geometric flows are smoothing for short time however, over long time, singularities are typically unavoidable, can be very nasty and may be impossible to classify. The idea of [CM6] and here is that, by bringing in the dynamical properties of the flow, we obtain also smoothing for large time for generic initi…

2018-09-10abs ↗pdf ↗

The paper proves smoothness of mean curvature flow for generic initial data in 3D and 4D.

problem Smoothness of mean curvature flow for generic initial data.
method Long-time existence and uniqueness result for ancient mean curvature flows.
result Smooth mean curvature flow until disappearance in a round point for low-entropy hypersurfaces in 4D.

In this paper we consider the steepest descent H1H^{-1}-gradient flow of the length functional for immersed plane curves, known as the curve diffusion flow. It is known that under this flow there exist both initially immersed curves which develop at least one singularity in finite time and initially embedded curves whi…

2012-01-18abs ↗pdf ↗

In this paper, we give the generalization of the criterion for a 3-space curve to be closed given by [3] to an n-space curve in Minkowski space-time E_v^n. Furthermore, we apply this criterion for a curve lying on an oriented surface in the Minkowski space E_v^n as an application.

2010-03-10abs ↗pdf ↗

We study the classification of closed, smooth, spin, 11-connected 77-manifolds whose integral cohomology ring is isomorphic to H(CP2×S3)H^*(\mathbb{C}P^2\times S^3). We also prove that if the integral cohomology ring of a closed, smooth, spin, 11-connected 77-manifold is isomorphic to H(CP2×S3)H^*(\mathbb{C}P^2\times S^3) or $H^…

2018-10-19abs ↗pdf ↗

The study reveals conditions for infinite closed geodesics on specific surfaces.

problem Conditions for infinite closed geodesics on complete surfaces.
method Analyzes geometric and homological properties of closed geodesics on cylinders and planes.
result Proves that complete cylinders with isolated geodesics have zero, one, or infinitely many homologically visible geodesics.

We study the evolution of closed inextensible planar curves under a second order flow that decreases the pp-elastic energy. A short time existence result for p(1,)p \in (1,\infty) is obtained via a minimizing movements method. For p=2p = 2, that is in the case of the classic elastic energy, long-time existence is retrieve…

2018-11-15abs ↗pdf ↗

To a closed braid in a solid torus we associate a trace graph in a thickened torus in such a way that closed braids are isotopic if and only if their trace graphs can be related by trihedral and tetraherdal moves. For closed braids with a fixed number of strands, we recognize trace graphs up to isotopy and trihedral mo…

2008-08-20abs ↗pdf ↗

In this paper we show the existence of a closed, embedded λλ-hypersurfaces ΣR2nΣ\subset \mathbb{R}^{2n}. The hypersurface is diffeomorhic to Sn1×Sn1×S1\mathbb{S}^{n-1} \times \mathbb{S}^{n-1} \times \mathbb{S}^1 and exhibits SO(n)×SO(n)SO(n) \times SO(n) symmetry. Our approach uses a "shooting method" similar to the approach used by McG…

2017-09-15abs ↗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 ↗

New examples of mean curvature flow converge to minimal surfaces with multiplicity 2.

problem Constructing mean curvature flow examples in closed manifolds.
method Constructing new examples of mean curvature flow with convergence to minimal surfaces with multiplicity 2.
result Mean curvature flow examples converge to minimal surfaces with multiplicity 2.

The paper classifies closed Einstein manifolds with specific curvature properties.

problem Characterizing closed Einstein manifolds with radially flat Ricci curvature.
method Analyzing the structure of generalized (λ,n+m)(λ, n+m)-Einstein manifolds with weakly radially zero Ricci curvature.
result Closed Einstein manifolds are either spheres or products of a circle and an Einstein manifold.

We compute the value of the simplicial volume for closed, oriented Riemannian manifolds covered by H2×H2\mathbb{H}^{2}\times\mathbb{H}^{2} explicitly, thus in particular for products of closed hyperbolic surfaces. This gives the first exact value of a nonvanishing simplicial volume for a manifold of nonconstant curvature.

2007-03-20abs ↗pdf ↗

The paper constructs stable minimal hypersurfaces with specific singularities.

problem Creating minimal hypersurfaces with controlled singularities.
method Constructing hypersurfaces with a given singular set in a modified Euclidean space.
result Embedded minimal hypersurfaces with stable properties and specified singularities.

The closure of a braid in a closed orientable surface ΣΣ is a link in Σ×S1Σ\times S^1. We classify such closed surface braids up to isotopy and homeomorphism (with a small indeterminacy for isotopy of closed sphere braids), algebraically in terms of the surface braid group. We find that in positive genus, braids close t…

2019-03-05abs ↗pdf ↗

The study examines the long-term behavior of mean curvature flows in closed 3-manifolds.

problem Understanding the long-term behavior of mean curvature flows in closed 3-manifolds.
method The approach involves constructing piecewise almost regular flows and applying perturbative arguments.
result The study constructs minimal surfaces in 3-manifolds via parabolic methods.

Proves stability of spacetime Penrose inequality for spherical symmetric initial data.

problem Stability of the Penrose inequality for spherical symmetric spacetimes.
method Formulated and proved stability statement using spherical symmetry and asymptotically flat initial data.
result Initial data must arise from an isometric embedding into a static spacetime close to Schwarzschild spacetime.

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 study curve shortening flows in two types of warped product manifolds. These manifolds are S1×NS^1\times N with two types of warped metrics where S1S^1 is the unit circle in R2R^2 and NN is a closed Riemannian manifold. If the initial curve is a graph over S1S^1, then its curve shortening flow exists for all times an…

2015-11-24abs ↗pdf ↗

We use the heat flow on the loop space of a closed Riemannian manifold to construct an algebraic chain complex. The chain groups are generated by perturbed closed geodesics. The boundary operator is defined in the spirit of Floer theory by counting, modulo time shift, heat flow trajectories that converge asymptotically…

2010-03-23abs ↗pdf ↗

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 ↗