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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.

168,932 papers · 148 categories

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6131925 · May 202619922001200920172026
48 results for convenient calculus

Paper generalizes path signature using fractional calculus for improved machine learning.

problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin …

2011-03-29abs ↗pdf ↗

This is an overview article. In his Habilitationsvortrag, Riemann described infinite dimensional manifolds parameterizing functions and shapes of solids. This is taken as an excuse to describe convenient calculus in infinite dimensions which allows for short and transparent proofs of the main facts of the theory of man…

2015-05-10abs ↗pdf ↗

We classify all fusion categories for a given set of fusion rules with three simple object types. If a conjecture of Ostrik is true, our classification completes the classification of fusion categories with three simple object types. To facilitate the discussion we describe a convenient, concrete and useful variation o…

2007-04-02abs ↗pdf ↗

This is a survey article on Morse theory based on lectures to graduate students and advanced undergraduates. After a brief review of standard material, mostly without proofs, the Morse theory of complex Grassmannian manifolds is worked out in detail. In contrast to standard treatments, gradient flow lines and their str…

2001-04-15abs ↗pdf ↗

We construct a discrete form of Hamilton's Ricci flow (RF) equations for a d-dimensional piecewise flat simplicial geometry, S. These new algebraic equations are derived using the discrete formulation of Einstein's theory of general relativity known as Regge calculus. A Regge-Ricci flow (RRF) equation is naturally asso…

2013-02-04abs ↗pdf ↗

We construct an infinite dimensional real analytic manifold structure for the space of real analytic mappings from a compact manifold to a locally convex manifold. Here a map is real analytic if it extends to a holomorphic map on some neighbourhood of the complexification of its domain. As is well known the constructio…

2014-10-24abs ↗pdf ↗

The paper derives theorems about curl eigenfields on a 3-sphere using angular momentum theory.

problem Deriving theorems about curl eigenfields on a 3-sphere.
method Using angular momentum theory and spinor hyperspherical harmonics, the paper derives theorems about curl eigenfields on a 3-sphere.
result The paper proves that curl eigenfields with constant norm are proportional to a fundamental eigenfield (Hopf field).

We review the basic definitions and properties concerning smooth structures, convenient spaces, diffeological spaces and tangent structures. The relation betwen them is described. A tangent structure is constructed for each pre-convenient space. This one is proved to be convenient iff the space and the tangent fibres c…

2001-12-04abs ↗pdf ↗

Extends Dirac structures to infinite dimensions, focusing on convenient Lie algebroids and manifolds.

problem Extending classical geometrical results from finite to infinite dimensions.
method Introduces partial Dirac structures on convenient Lie algebroids and manifolds, explores their properties and limits.
result Classical geometrical results can be extended to infinite dimensional contexts.

The paper extends Nambu-Poisson structures to infinite dimensions.

problem Extending Nambu-Poisson structures to infinite dimensional settings.
method Adapting finite dimensional Nambu-Poisson structures to a convenient manifold setting.
result Classical results in finite dimensions can be extended to infinite dimensions for partial Nambu structures.

Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.

problem Geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
method Groupoid approach to pseudodifferential calculus, rescaled bundle.
result Rescaled bundle provides geometric characterization to asymptotic pseudodifferential calculus on spinor bundles.

We explain that general differential calculus and Lie theory have a common foundation: Lie Calculus is differential calculus, seen from the point of view of Lie theory, by making use of the groupoid concept as link between them. Higher order theory naturally involves higher algebra (n-fold groupoids).(conceptual, topol…

2017-02-27abs ↗pdf ↗

Secondary Calculus formalizes PDEs using cohomology, simplifying their study.

problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.

In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.

2012-11-07abs ↗pdf ↗

We examine the N-Koszul calculus for the N-symmetric algebras. The case N=2 corresponds to the Elie Cartan calculus. We conjecture that, as in the case N=2, the N-Cartan calculus extends to manifolds when N>2, which would provide a new type of noncommutative differential geometry.

2017-08-21abs ↗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 ↗

This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…

2013-02-04abs ↗pdf ↗

This paper is devoted to the framework of direct limit of anchored Banach bundles over a convenient manifold which is a direct limit of Banach manifold. In particular we give a criterion of integrability for distributions on such convenient manifolds which are locally direct limits of particular sequences of Banach anc…

2014-08-16abs ↗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.

New algebraic formalism for differential calculus in Diolic algebras.

problem Studying differential calculus in vector bundles.
method Introducing functors of differential calculus over arbitrary graded commutative algebras (DCGCA) and applying this to Diolic algebras.
result Recovery of well-known objects and notions from ordinary differential, symplectic, and Poisson geometry, with unique aspects.

Following the programme set out in Part I of this work, we develop a conceptual higher order differential calculus. The '' local linear algebra '' defined in Part I is generalized by '' higher order local linear algebra ''. The underlying combinatorial object of such higher algebra is the natural n-dimensional hyper-cu…

2015-10-12abs ↗pdf ↗