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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.

168,694 papers · 148 categories

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51101152202 · Jun 202019922001200920172026
48 results for cone factorization

The SCMU algorithm computes cone factorizations for symmetric cones, improving upon existing methods.

problem Computing cone factorizations for symmetric cones in optimization.
method Introduces and analyzes the symmetric-cone multiplicative update (SCMU) algorithm.
result The SCMU algorithm non-decreases the squared loss objective.

The article studies factorization structures in geometry and their applications to cones and polytopes.

problem Understanding and characterizing factorization structures in geometry.
method Comprehensive study of factorization structures, including structure theory, construction of compatible polytopes and cones, and derivation of generalised Gale's evenness condition.
result Established generalised Vandermonde identities and found examples of Delzant and rational Delzant compatible polytopes.

We give an explicit formula for the L2L^2 analytic torsion of the finite metric cone over an oriented compact connected Riemannian manifold. We provide an interpretation of the different factors appearing in this formula. We prove that the analytic torsion of the cone is the finite part of the limit obtained collapsing…

2013-08-25abs ↗pdf ↗

We study the bilipschitz equivalence type of tree-graded spaces, showing that asymptotic cones of relatively hyperbolic groups (resp. asymptotic cones of groups containing a cut-point) only depend on the bilipschitz equivalence types of the pieces in the standard (resp. minimal) tree-graded structure. In particular, th…

2012-04-03abs ↗pdf ↗

Let G be a connected semisimple Lie group with at least one absolutely simple factor S such that R-rank(S) is at least 2, and let ΓΓ be a uniform lattice in G. (a) If CHCH holds, then ΓΓ has a unique asymptotic cone up to homeomorphism. (b) If CHCH fails, then ΓΓ has 22ω2^{2^ω} asymptotic cones up to homeomorphism.

2003-06-30abs ↗pdf ↗

We study the geometry of warped cones over free, minimal isometric group actions and related constructions of expander graphs. We prove a rigidity theorem for the coarse geometry of such warped cones: Namely, if a group has no abelian factors, then two such warped cones are quasi-isometric if and only if the actions ar…

2017-10-09abs ↗pdf ↗

We prove an interior Schauder estimate for the Laplacian on metric products of two dimensional cones with a Euclidean factor, generalizing the work of Donaldson and reproving the Schauder estimate of Guo-Song. We characterize the space of homogeneous subquadratic harmonic functions on products of cones, and identify sc…

2020-02-18abs ↗pdf ↗

In this paper, we establish a framework for the analysis of linear parabolic equations on conical surfaces and use them to study the conical Ricci flow. In particular, we prove the long time existence of the conical Ricci flow for general cone angle and show that this solution has the optimal regularity, namely, the ti…

2016-05-28abs ↗pdf ↗

Study of zero-divisors in sedenions via determinant factorization.

problem Characterizing zero-divisors in the sedenion algebra.
method Factorization of determinant of left multiplication, reduction to quaternionic normal form, block computation.
result Quartic polynomial factorization of determinant, geometric model of zero-divisor locus.

The paper studies translation lengths on sphere complexes and related cones.

problem Understanding the translation lengths of monodromies in fibered manifolds.
method Defined the generalized fibered cone and related cones, and proved their properties.
result Proved the generalized fibered cone is a rational slice of Fried's cone, providing bounds for asymptotic translation lengths.

Lawson-Osserman constructed three types of non-parametric minimal cones of high codimensions based on Hopf maps between spheres, which correspond to Lipschitz but non-differentiable solutions to the minimal surface equations, thereby making sharp contrast to the regularity theorem for minimal graphs of codimension 1. I…

2016-10-26abs ↗pdf ↗

The paper explores Cholesky decompositions for symmetric matrices and their geometric properties.

problem Understanding the structure and properties of symmetric matrices through Cholesky decompositions.
method Introducing cones of symmetric matrices, proving Cholesky-type factorizations, and showing geometric properties.
result Each symmetric matrix admits an uncountable family of Cholesky-type factorizations, and these cones are isometric Riemannian manifolds.

Study on conical singularities in 2D surfaces, deriving Polyakov formulas.

problem Analyzing zeta-regularized determinants in surfaces with conical singularities.
method Demonstrated variational and integrated Polyakov formulas for conical singularities, circular sectors, and cones.
result Explicit formulas for the determinant of conical sectors and cones derived.

New method constructs translationally equivariant hyperbolic affine spheres.

problem Constructing translationally equivariant hyperbolic affine spheres.
method Noncompact Iwasawa factorization via DPW method and Weierstrass elliptic functions.
result Every translationally equivariant hyperbolic affine sphere is equiaffinely equivalent to one with a circle, hyperbola, or parabola slice curve.

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finance, including multi-asset option pricing with stochastic volatil…

2009-10-01abs ↗pdf ↗

The paper solves multi-period portfolio selection with constraints using a dynamic factor model.

problem Multi-period mean-variance portfolio selection with constraints.
method Dynamic factor model, dynamic programming, piecewise linear feedback policy.
result Optimal portfolio policies determined by two stochastic processes.

In a space-time, a conformal structure is defined by the distribution of light-cones. Geodesics are traced by freely falling particles, and the collection of all unparameterized geodesics determines the projective structure of the space-time. The article contains a formulation of the necessary and sufficient conditions…

2013-02-10abs ↗pdf ↗

Given a closed orientable Euclidean cone 3-manifold C with cone angles less than or equal to pi, and which is not almost product, we describe the space of constant curvature cone structures on C with cone angles less than pi. We establish a regeneration result for such Euclidean cone manifolds into spherical or hyperbo…

2005-10-20abs ↗pdf ↗

This paper is concerned with the structure of Gromov-Hausdorff limit spaces (Min,gi,pi)dGH(Xn,d,p)(M^n_i,g_i,p_i)\stackrel{d_{GH}}{\longrightarrow} (X^n,d,p) of Riemannian manifolds satisfying a uniform lower Ricci curvature bound RcMin(n1)Rc_{M^n_i}\geq -(n-1) as well as the noncollapsing assumption Vol(B1(pi))>v>0Vol(B_1(p_i))>v>0. In such cases, there is …

2018-05-21abs ↗pdf ↗

For 3-dimensional hyperbolic cone structures with cone angles θθ, local rigidity is known for 0θ2π0 \leq θ\leq 2π, but global rigidity is known only for 0θπ0 \leq θ\leq π. The proof of the global rigidity by Kojima is based on the fact that hyperbolic cone structures with cone angles at most ππ do not degenerate in defo…

2019-09-14abs ↗pdf ↗

We establish parabolicity and quadratic area growth for minimal surfaces-with-boundary contained in regions of R^3 which are within a sub-logarithmic factor of the exterior of a cone. Unlike previous work showing that these two properties hold for minimal surfaces-with-boundary contained between two catenoids, we do no…

2010-04-26abs ↗pdf ↗

We describe some properties of noncompact Euclidean cone manifolds with cone angles less than c less than 2pi and singular locus a submanifold. More precisely, we describe its structure outside a compact set. As a corollary we classify those with cone angles less than 3pi/2 and those with all cone angles equal to 3pi/2…

2009-04-08abs ↗pdf ↗

Recently, a metric construction for the Calabi-Yau 3-folds from a four-dimensional hyperkahler space by adding a complex line bundle was proposed. We extend the construction by adding a U(1) factor to the holomorphic (3,0)-form, and obtain the explicit formalism for a generic hyperkahler base. We find that a discrete c…

2009-11-09abs ↗pdf ↗

New Calabi-Yau metrics with conical singularities are created near complex lines.

problem Creating Calabi-Yau metrics with conical singularities near complex lines.
method Using branched covering arguments to construct metrics with conical singularities.
result Calabi-Yau metrics with unstable conical singularities are successfully created.