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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.

168,742 papers · 148 categories

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48 results for convenient manifold

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.

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 ↗

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.

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 ↗

Following the unified approach of A. Kriegl and P.W. Michor (1997) for a treatment of global analysis on a class of locally convex spaces known as convenient, we give a generalization of Rashevsky-Chow's theorem for control systems in regular connected manifolds modelled on convenient (infinite-dimensional) locally con…

2012-09-09abs ↗pdf ↗

This is an overview article. After an introduction to convenient calculus in infinite dimensions, the foundational material for manifolds of mappings is presented. The central character is the smooth convenient manifold C(M,N)C^{\infty}(M,N) of all smooth mappings from a finite dimensional Whitney manifold germ MM into a …

2019-09-01abs ↗pdf ↗

Extends Dirac structures to infinite dimensions for mechanical systems.

problem Adapting finite-dimensional Dirac structures to infinite-dimensional settings.
method Introduces partial Dirac structures and applies variational techniques to constraint Lagrangians on subbundles and singular distributions.
result Characterizes normal geodesics for conical Finsler metrics on Banach manifolds.

This article presents a new and more elementary proof of the main Seiberg-Witten-based obstruction to the existence of Einstein metrics on smooth compact 4-manifolds. It also introduces a new smooth manifold invariant which conveniently encapsulates those aspects of Seiberg-Witten theory most relevant to the study of R…

2004-04-20abs ↗pdf ↗

We introduce the concept of partial Poisson structure on a manifold MM modelled on a convenient space. This is done by specifying a (weak) subbundle TMT^{\prime}M of TMT^{\ast}M and an antisymmetric morphism P:TMTMP:T^{\prime}M\rightarrow TM such that the bracket {f,g}P=<df,P(dg)>\{f,g\}_{P}=-<df,P(dg)> defines a Poisson bracket on the …

2018-08-08abs ↗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 ↗

A notion of parabolic C-subsolutions is introduced for parabolic equations, extending the theory of C-subsolutions recently developed by B. Guan and more specifically G. Székelyhidi for elliptic equations. The resulting parabolic theory provides a convenient unified approach for the study of many geometric flows.

2017-11-29abs ↗pdf ↗

A "Chen space" is a set X equipped with a collection of "plots" - maps from convex sets to X - satisfying three simple axioms. While an individual Chen space can be much worse than a smooth manifold, the category of all Chen spaces is much better behaved than the category of smooth manifolds. For example, any subspace …

2008-07-10abs ↗pdf ↗

Proves subelliptic estimates for geometric Kramers-Fokker-Planck operators on closed manifolds.

problem Proving subelliptic estimates for a specific class of operators on closed manifolds.
method Significantly different method from previous works, using dyadic partition and local analysis in position variable.
result Maximal subelliptic estimates with control of constants in high and low friction regimes.

A study is made of 4-dimensional Lorentz manifolds which are projectively related, that is, whose Levi-Civita connections give rise to the same (unparameterised) geodesics. A brief review of some relevant recent work is provided and a list of new results connecting projective relatedness and the holonomy type of the Lo…

2009-06-29abs ↗pdf ↗

Co-Euler structures were studied by Burghelea and Haller on closed manifolds as dual objects to Euler structures. We extend the notion of co-Euler structures to the situation of compact manifolds with boundary. As an application, by studying their variation with respect to smooth changes of the Riemannian metric, co-Eu…

2014-03-05abs ↗pdf ↗

We consider the problem of constructing Poisson brackets on smooth manifolds MM with prescribed Casimir functions. If MM is of even dimension, we achieve our construction by considering a suitable almost symplectic structure on MM, while, in the case where MM is of odd dimension, our objective is achieved by using …

2011-03-04abs ↗pdf ↗

We first consider immersions on compact manifolds with uniform LpL^p-bounds on the second fundamental form and uniformly bounded volume. We show compactness in arbitrary dimension and codimension, generalizing a classical result of J. Langer. In the second part, this result is used to deduce a localized version, being …

2012-01-22abs ↗pdf ↗

In this paper we consider two connected closed Haken manifolds denoted by M^3 and N^3, with the same Gromov simplicial volume. We give a simple homological criterion to decide when a given map f: M^3-->N^3 between M^3 and N^3 can be changed by a homotopy to a homeomorphism. We then give a convenient process for constru…

2003-04-05abs ↗pdf ↗

New risk measures incorporate economic states to assess crude oil derivatives.

problem Assessing risk in crude oil derivatives with varying economic conditions.
method Introduced regime switching entropic risk measures using Markov chains.
result Closed formulae for risk measures derived, showing term structure and mean-reverting convenience yield.

Constructing solutions to the heterotic G2_2 system on specific types of manifolds.

problem Finding solutions to the heterotic G2_2 system on certain types of manifolds.
method Investigating a 1-parameter family of G2_2-connections on tangent bundles.
result Obtaining several approximate and one new class of exact solutions on degenerate 3-(α,δ)(α,δ)-Sasaki manifolds.

There is an intrinsic notion of what it means for a contact manifold to be the smooth boundary of a Stein manifold. The same concept has another more extrinsic formulation, which is often used as a convenient working hypothesis. We give a simple proof that the two are equivalent. Moreover it is shown that, even though …

2007-10-26abs ↗pdf ↗

The study explains why signature methods work in commodity futures term structure classification.

problem Lack of interpretability in signature methods for term structure classification.
method Introducing signature perturbations to explain the success of signature-based classification.
result The volatility of the convenience yield is the major discriminant for commodity markets classification.

We introduce a representation of compact 3-manifolds without spherical boundary components via (regular) 4-colored graphs, which turns out to be very convenient for computer aided study and tabulation. Our construction is a direct generalization of the one given in the eighties by S. Lins for closed 3-manifolds, which …

2013-04-18abs ↗pdf ↗

The paper calculates dimensions of higher Landau levels on compact manifolds.

problem Understanding Landau levels on compact manifolds in the large magnetic field limit.
method Computing dimensions as Riemann-Roch numbers, studying Toeplitz algebras, and proving isomorphisms.
result Each Landau level is isomorphic to a quantization twisted by an auxiliary bundle.

Survey on Nambu-Poisson structures in infinite dimensions.

problem Generalization of Poisson and Nambu-Poisson structures in infinite dimensions.
method Study properties of associated characteristic distribution and projective/direct limits.
result Properties and limits of Nambu-Poisson structures in convenient setting.

We introduce a representation via (n+1)-colored graphs of compact n-manifolds with (possibly empty) boundary, which appears to be very convenient for computer aided study and tabulation. Our construction is ageneralization to arbitrary dimension of the one recently given by Cristofori and Mulazzani in dimension three, …

2018-11-20abs ↗pdf ↗

New geometric SDEs and discretizations on Riemannian manifolds with error bounds.

problem Modeling diffusion processes on Riemannian manifolds with geometric SDEs.
method Introduced a new construction of geometric SDEs and provided non-asymptotic error bounds.
result First non-asymptotic error bound for geometric Euler-Murayama discretization.

Paper examines floating exercise boundaries for American options in time-inhomogeneous models.

problem Floating exercise boundaries in time-inhomogeneous models with negative interest rates or yields.
method Semi-analytical approach for pricing American options.
result Specialized pricing methodologies are required for models with floating exercise boundaries.

We give a new proof of an index theorem for fiber bundles of compact topological manifolds due to Dwyer, Weiss, and Williams, which asserts that the parametrized AA-theory characteristic of such a fiber bundle factors canonically through the assembly map of AA-theory. Furthermore our main result shows a refinement of…

2019-05-06abs ↗pdf ↗

We present a construction, called the limit of a tree system of spaces (or, less formally, a tree of spaces). The construction is designed to produce compact metric spaces that resemble fractals, out of more regular spaces, such as closed manifolds, compact polyhedra, compact Menger manifolds, etc. Such spaces are pote…

2013-04-18abs ↗pdf ↗

We show that isotopy classes of simple closed curves in any oriented surface admit a quandle structure with operations induced by Dehn twists, the Dehn quandle of the surface. We further show that the monodromy of a Lefschetz fibration can be conveniently encoded as a quandle homomorphism from the knot quandle of the b…

2002-01-28abs ↗pdf ↗

This paper introduces \infty- and nn-fold vector bundles as special functors from the \infty- and nn-cube categories to the category of smooth manifolds. We study the cores and "n-pullbacks" of nn-fold vector bundles and we prove that any nn-fold vector bundle admits a non-canonical isomorphism to a decomposed …

2018-09-05abs ↗pdf ↗