arXiv research

A new neural network improves the accuracy of predicting constants of motion.

Study non-minimal surfaces in homogeneous 3-manifolds with constant mean curvature.

We study polygonal analogues of several moving boundary problems and their time discretization which preserves the constant area speed property. We establish various polygonal analogues of geometric formulas for moving boundaries and make use of the geometric formulas for our numerical scheme and its analysis of genera…

Study constant mean curvature tubes in homogeneous spaces.

Sprays get Hamiltonian description using Dirac structures.

In this paper we consider the equiform motion of a helix in Euclidean space $\mathbf{E}^7$. We study and analyze the corresponding kinematic three dimensional surface under the hypothesis that its scalar curvature $\mathbf{K}$ is constant. Under this assumption, we prove that if the scalar curvature $\mathbf{K}$ is con…

We consider the motion by mean curvature of an $n$-dimensional graph over a time-dependent domain in $\mathbb{R}^n$, intersecting $\mathbb{R}^n$ at a constant angle. In the general case, we prove local existence for the corresponding quasilinear parabolic equation with a free boundary, and derive a continuation criteri…

We consider billiard ball motion in a convex domain on a constant curvature surface influenced by the constant magnetic field. We examine the existence of integral of motion which is polynomial in velocities. We prove that if such an integral exists then the boundary curve of the domain determines an algebraic curve in…

Upper bounds on constants for Brownian motion with sticky boundary.

In this paper we consider the equiform motion of a sphere in Euclidean space $\mathbf{E}^7$. We study and analyze the corresponding kinematic three dimensional surface under the hypothesis that its scalar curvature $\mathbf{K}$ is constant. Under this assumption, we prove that $|\mathbf{K}|<2$.

Study bounds for Brownian motion on manifolds with sticky boundary conditions.

New findings on magnetic geodesic flows and periodic motions.

We describe the curves of constant (geodesic) curvature and torsion in the three-dimensional round sphere. These curves are the trajectory of a point whose motion is the superposition of two circular motions in orthogonal planes. The global behavior may be periodic or the curve may be dense in a Clifford torus embedded…

We construct explicit compact supersymmetric solutions with non-zero field strength, non-flat instanton and constant dilaton to the heterotic string equations in dimension five. We present a quadratic condition on the curvature which is necessary and sufficient the heterotic supersymmetry and the anomaly cancellation t…

The study examines spacelike hypersurfaces in Minkowski space with constant $σ_{n-1}$ curvature.

General area-preserving motion of polygonal curves is formulated as a system of ODEs. Solution polygonal curves belong to a prescribed polygonal class, which is similar to the admissible class used in the crystalline curvature flow. The ODEs are discretized implicitly in time keeping a given constant area speed while s…

A Carter like constant for the geodesic motion in the $Y(p,q)$ Einstein-Sasaki geometries is presented. This constant is functionally independent with respect to the five known constants for the geometry. Since the geometry is five dimensional and the number of independent constants of motion is at least six, the geode…

A variational principle is proposed for obtaining the Jacobi equations in systems admitting a Lagrangian description. The variational principle gives simultaneously the Lagrange equations of motion and the Jacobi variational equations for the system. The approach can be of help in finding constants of motion in the Jac…

We construct new explicit compact supersymmetric valid solutions with non-zero field strength, non-flat instanton and constant dilaton to the heterotic equations of motion in dimension six. We present balanced Hermitian structures on compact nilmanifolds in dimension six satisfying the heterotic supersymmetry equations…

We study surfaces with constant anisotropic mean curvature which are invariant under a helicoidal motion. For functionals with axially symmetric Wulff shapes, we generalize the recently developed twizzler representation of Perdomo to the anisotropic case and show how all helicoidal constant anisotropic mean curvature s…

We describe all possible self-similar motions of immersed hypersurfaces in Euclidean space under the mean curvature flow and derive the corresponding hypersurface equations. Then we present a new two-parameter family of immersed helicoidal surfaces that rotate/translate with constant velocity under the flow. We look at…

A new model captures option price dynamics using sub-fractional Brownian motion.

We consider billiard ball motion in a convex domain of a constant curvature surface influenced by the constant magnetic field. We prove that if the billiard map is totally integrable then the boundary curve is necessarily a circle. This result is a manifestation of the so-called Hopf rigidity phenomenon which was recen…

We construct explicit compact solutions with non-zero field strength, non-flat instanton and constant dilaton to the heterotic string equations in dimensions seven and eight. We present a quadratic condition on the curvature which is necessary and sufficient the heterotic supersymmetry and the anomaly cancellation to i…

The mixed-fractional CEV model improves CDS pricing by accounting for default risk.

A new option pricing model uses a time-varying Hurst exponent for more accurate financial predictions.

In this paper, we define a complete lift for semisprays. If $S$ is a semispray on a manifold $M$, its complete lift is a new semispray $S^c$ on $TM$. The motivation for this lift is two-fold: First, geodesics for $S^c$ correspond to the Jacobi fields for $S$, and second, this complete lift generalizes and unifies previ…

In this paper, we continue studying the 6-dimensional pseudo-Riemannian space V^6(g_{ij}) with signature [++--], which admits projective motions, i. e. continuous transformation groups preserving geodesics. In particular, we determine a necessary and sufficient condition that the 6-dimensional rigid h-spaces have const…

In this paper, we develop a theory of common decomposition for two correlated Brownian motions, in which, by using change of time method, the correlated Brownian motions are represented by a triplet of processes, $(X,Y,T)$, where $X$ and $Y$ are independent Brownian motions. We show the equivalent conditions for the tr…

Modeling price dynamics in AMMs with fees using geometric Brownian motion.

New option pricing formulas for American and Bermudan options.

We consider the Kepler problem on surfaces of revolution that are homeomorphic to $S^2$ and have constant Gaussian curvature. We show that the system is maximally superintegrable, finding constants of motion that generalize the Runge-Lentz vector. Then, using such first integrals, we determine the class of surfaces tha…

Necessary and sufficient conditions to the existence of a hermitian connection with totally skew-symmetric torsion and holonomy contained in SU(3) are given. Non-compact solution to the supergravity-type I equations of motion with non-zero flux and non-constant dilaton is found in dimensions 6. Non-conformally flat non…

Study of most probable paths for anisotropic Brownian motions on manifolds.

Estimates on Einstein manifolds improve Brownian motion behavior and curvature limits.

A linkage mechanism consists of rigid bodies assembled by joints which can be used to translate and transfer motion from one form in one place to another. In this paper, we are particularly interested in a family of spacial linkage mechanisms which consist of $n$-copies of a rigid body joined together by hinges to form…

The aim of this paper is to evaluate geometric Asian option by a mixed fractional subdiffusive Black-Scholes model. We derive a pricing formula for geometric Asian option when the underlying stock follows a time changed mixed fractional Brownian motion. We then apply the results to price Asian power options on the stoc…

A spacelike surface in the Minkowski 3-space is called a constant slope surface if its position vector makes a constant angle with the normal at each point on the surface. These surfaces completely classified in [J. Math. Anal. Appl. 385 (1) (2012) 208-220]. In this study, we give some relations between split quaternio…

The paper studies how test particles' mass and charge vary in Kaluza-Klein models.

To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{βZ_t}, β>0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $α\geq 0$ which describes the instantaneous volatility whenever the process reaches a new low. For our new process, …

Order patterns and permutation entropy have become useful tools for studying biomedical, geophysical or climate time series. Here we study day-to-day market data, and Brownian motion which is a good model for their order patterns. A crucial point is that for small lags (1 up to 6 days), pattern frequencies in financial…

We prove that a primitive harmonic map is equivariant if and only if it admits a holomorphic potential of degree one. We investigate when the equivariant harmonic map is periodic, and as an application discuss constant mean curvature cylinders with screw motion symmetries.

The paper examines curvature and stability in quasi-geostrophic motions using spherical harmonics.

This paper studies the large time existence for the motion of closed hypersurfaces in a radially symmetric potential. In physical, this surface can be considered as an electrically charged membrane with a constant charge per area in a radially symmetric potential. The evolution of such surface has been investigated by …

We prove that any strongly regular Weingarten surface in Euclidean space carries locally geometric principal parameters. The basic theorem states that any strongly regular Weingarten surface is determined up to a motion by its structural functions and the normal curvature function satisfying a geometric differential eq…

Invariant reduction preserves Poisson structures in PDEs.

New connections share geodesics with superintegrable systems.

The paper studies steady motions of fibre-reinforced fluids on curved surfaces.