arXiv research

Neural networks solve SPDEs using Wiener chaos expansion.

The differential expansion is one of the key structures reflecting group theory properties of colored knot polynomials, which also becomes an important tool for evaluation of non-trivial Racah matrices. This makes highly desirable its extension from knots to links, which, however, requires knowledge of the $6j$-symbols…

Sharp privacy bounds for sequential analysis of sensitive data.

Deformations of compact Riemann surfaces are considered using a Čech cohomology sliding overlaps approach. Cocycles are calculated for conformal cutting and regluing deformations at zeros of Abelian differentials. A second order deformation expansion is presented for the Riemann period matrix. A complete deformation ex…

The paper addresses the expansion of Berezinian and super exterior powers, revealing new insights into supertraces.

Improved MUSE boosts performance and reduces error in Bayesian inference.

Colored knot polynomials possess a peculiar Z-expansion in certain combinations of differentials, which depends on the representation. The coefficients of this expansion are functions of the three variables (A,q,t) and can be considered as new distinguished coordinates on the space of knot polynomials, analogous to the…

New method improves nonlinear filtering accuracy with reduced computation.

Analyzes the differential expansion of knot polynomials, focusing on its applicability and modifications.

Paper develops formulas for shape derivatives in wave scattering.

We introduce Taylor expansions that do not require the differentiability. We also provide new solutions to partial differential equations. We apply our methods to finance.

This paper presents a new asymptotic expansion method for pricing continuously monitoring barrier options. In particular, we develops a semi-group expansion scheme for the Cauchy-Dirichlet problem in the second-order parabolic partial differential equations (PDEs) arising in barrier option pricing. As an application, w…

Factorization of DE coefficients is violated in antiparallel triple pretzels, but described elegantly.

The short-time heat kernel expansion of elliptic operators provides a link between local and global features of classical geometries. For many geometric structures related to (non-)involutive distributions, the natural differential operators tend to be Rockland, hence hypoelliptic. In this paper we establish a universa…

Paper studies the full asymptotic torsion forms of flat bundles.

For a real symmetric domain $G_{\mathbb R}/K_{\mathbb R}$, with complexification $G_{\mathbb C}/K_{\mathbb C}$, we introduce the concept of "star-restriction" (a real analogue of the "star-products" for quantization of Kähler manifolds) and give a geometric construction of the $G_{\mathbb R}$-invariant differential ope…

Unified bounds for neural networks incorporating physical laws.

Linear statistics of random zero sets are integrals of smooth differential forms over the zero set and as such are smooth analogues of the volume of the random zero set inside a fixed domain. We derive an asymptotic expansion for the variance of linear statistics of the zero divisors of random holomorphic sections of p…

The recently suggested KNTZ trick completed the lasting search for exclusive Racah matrices $\bar S$ and $S$ for all rectangular representations and has a potential to help in the non-rectangular case as well. This was the last lacking insight about the structure of differential expansion of (rectangularly-)colored kno…

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial moments. We establish parametric conditions which guarantee existen…

Empirical analysis of many colored knot polynomials, made possible by recent computational advances in Chern-Simons theory, reveals their stability: for any given negative N and any given knot the set of coefficients of the polynomial in r-th symmetric representation does not change with r, if it is large enough. This …

New method estimates SDE parameters efficiently using WCE and SGD.

In this article, we consider a Markov process X, starting from x and solving a stochastic differential equation, which is driven by a Brownian motion and an independent pure jump component exhibiting state-dependent jump intensity and infinite jump activity. A second order expansion is derived for the tail probability …

The paper is concerned with non-linear Gaussian filtering and smoothing in continuous-discrete state-space models, where the dynamic model is formulated as an Itô stochastic differential equation (SDE), and the measurements are obtained at discrete time instants. We propose novel Taylor moment expansion (TME) Gaussian …

We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work out weight expressions for the Taylor coefficients of the expansion. The results are applied to LIBOR market models in order to deal with the …

Formalizes synthetic differential geometry in Lean.

Study Bergman kernel metrics on degenerating hyperelliptic surfaces.

We introduce and study new spectral invariant of two elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depends on both the eigenvalues and the eigensections of the operators, which is a equal to the regularized number of created particles from the vacuum…

In this note we verify certain statement about the operator $Q\_K$ constructed by Donaldson in [3] by using the full asymptotic expansion of Bergman kernel obtained in [2] and [4].

Polynomial Chaos Expansion improves operator learning for PDEs.

In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points under consideration form not a finite set, but a compact manifold. Under mild assum…

In this short note, we compare our previous works on the off-diagonal expansion of the Bergman kernel and the recent preprint of Lu-Shiffman (arxiv.1301.2166). In particular, we note that the vanishing of the coefficient of p^{-1/2} is implicitly contained in Dai-Liu-Ma's work (J. Differential Geom. 72 (2006), no. 1, 1…

The paper presents a method to infer unknown forcing functions in differential equations using Gaussian processes and adjoints.

Edgeworth Accountant calculates privacy loss under differential privacy compositions efficiently.

Paper improves training physics-informed neural networks with model ensembles.

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive system of ordinary differential equations (ODEs) for the relevant conditional distri…

Let ${\mathbb M}_{g, 1}$, $g \geq 1$, be the moduli space of triples $(C, P_0, v)$ of genus $g$, where $C$ is a compact Riemann surface of genus $g$, $P_0 \in C$, and $v \in T_{P_0}C\setminus\{0\}$. Using Chen's iterated integrals we introduce a higher analogue of the period matrix for a triple $(C, P_0, v)$, {\it the …

Continuing the quest for exclusive Racah matrices, which are needed for evaluation of colored arborescent-knot polynomials in Chern-Simons theory, we suggest to extract them from a new kind of a double-evolution -- that of the antiparallel double-braids, which is a simple two-parametric family of two-bridge knots, gene…

We introduce and study {\it new} relative spectral invariants of {\it two} elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depend on both the eigenvalues and the eigensections of these operators and contain much more information about geometry. We prov…

Factorization of the differential expansion coefficients for HOMFLY-PT polynomials of double braids, discovered in arXiv:1606.06015 in the case of rectangular representations $R$, is extended to the first non-rectangular representations $R=[2,1]$ and $R=[3,1]$. This increases chances that such factorization will take p…

New approach analyzes ancient solutions and singularities of mean curvature flow.

Proposes a method to estimate SDE noise from a single trajectory.

Differential expansion (DE) for a Wilson loop average in representation $R$ is built to respect degenerations of representations for small groups. At the same time it behaves nicely under some changes of the loop, e.g. of some knots in the case of $3d$ Chern-Simons theory. Especially simple is the relation between the …

In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We derive a forward partial integral differential equation (PIDE) for general stochastic processes and use the asymptotic expan…

We give an explicit description of the full asymptotic expansion of the Schwartz kernel of the complex powers of $m$-Laplace type operators $L$ on compact Riemannian manifolds in terms of Riesz distributions. The constant term in this asymptotic expansion turns turns out to be given by the local zeta function of $L$. I…

We elaborate on the recent observation that evolution for twist knots simplifies when described in terms of triangular evolution matrix ${\cal B}$, not just its eigenvalues $Λ$, and provide a universal formula for ${\cal B}$, applicable to arbitrary rectangular representation $R=[r^s]$. This expression is in terms of s…

This article proposes a new approximation scheme for quadratic-growth BSDEs in a Markovian setting by connecting a series of semi-analytic asymptotic expansions applied to short-time intervals. Although there remains a condition which needs to be checked a posteriori, one can avoid altogether time-consuming Monte Carlo…

Proposes a method for approximating transition densities of SDEs driven by gamma processes.