Defines discrete channel surfaces in Lie sphere geometry.
problem Defining discrete channel surfaces in Lie sphere geometry.
method Definition and associated data sets for reconstruction.
result Proof of a discrete version of Vessiot's Theorem for isothermic discrete channel surfaces.
This paper explores geometric insights into discrete R-congruences and their envelopes.
problem Understanding the ambiguity in discrete R-congruences and their envelopes.
method Analyzes discrete R-congruences that are enveloped by specific types of surfaces and maps.
result Discovers a 2-parameter family of discrete enveloping surfaces for discrete R-congruences.
The study examines Bertrand Legendre curves in the unit tangent bundle over Euclidean plane.
problem Investigating properties of Legendre curves and their associated curves.
method Analyzing Bertrand Legendre curves and their associated curves, including parallel, evolute, and involute curves.
result Existence conditions and inverse operation for Bertrand Legendre curves are provided.
The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…
The CONLeg method prices and hedges various option types using Legendre series.
problem Pricing and hedging European-type, early-exercise, and discrete-monitored barrier options.
method Algorithm for the convolution of Legendre series (CONLeg method) applied to Levy process.
result High accuracy in pricing and hedging, especially for deep out-of-the-money and long/mature options.
Paper solves recovery of parametrizations from Legendre data.
problem Recovering parametrizations from Legendre data.
method Systematic and widely-applicable method to recover parametrizations from Gauss mapping and height function.
result Showed how to recover parametrization from dense subset of real-analytic parametrizations.
Study preserves symplectic structure in forced discrete mechanical systems.
problem Preserving symplectic structure in forced discrete mechanical systems.
method Analyzes a specific type of forced discrete mechanical system (Q,Ld,fd), preserving a symplectic structure on QimesQ. result The preserved symplectic structure can be seen as Marsden-Weinstein reduction of the canonical symplectic structure.
In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitoring date can be evaluated by a recursive formula upon the heat equation solution. These recursive solutions are approximated by using Legend…
Study conic Laplacian on \(\mb P^1\) with explicit model and boundary data.
problem Modeling conic Laplacian on \(\mb P^1\) with specific boundary conditions.
method Fourier decomposition, Legendre equations, gluing map, Friedrichs spectrum, Weyl function.
result Explicit computation of eigenfunctions and \(S\)-matrix.
Faster training of neural ODEs using Gauß-Legendre quadrature.
problem Training neural ODEs is slow due to solving ODEs numerically.
method Use Gauß-Legendre quadrature to solve integrals faster than ODE-based methods.
result Faster training of neural ODEs, especially for large models.
The Hopf-Rinow theorem is extended to sub-Finslerian geometry.
problem Extending the Hopf-Rinow theorem to sub-Finslerian manifolds.
method Investigation of sub-Finslerian bundle, exponential map, and Legendre transformation.
result Established a relation between completeness, geodesic completeness, and compactness in sub-Finslerian geometry.
New method calculates super-hedging prices with transaction costs.
problem Super-hedging European contingent claims under proportional transaction costs.
method Explicit recursive scheme based on convex duality and Legendre-Fenchel transform.
result Computes super-hedging price and optimal strategy without martingale arguments.
We develop a new model for VIX derivatives with closed-form solutions.
problem VIX derivatives pricing and risk management.
method Data-driven Legendre polynomial model for VIX volatility, deriving analytical series solutions.
result Equal or superior accuracy compared to existing models, offering an efficient alternative.
Develop contact Tulczyjew formalism for dissipative dynamics on skew algebroids.
problem Dissipative dynamics on skew algebroids
method Contact Tulczyjew formalism
result Intrinsic explanation of contact term and Euler-Lagrange-Herglotz equations
Paper defines curvature equivalence for Legendre curves in a plane.
problem No specific problem stated; focuses on Legendre curves.
method Introduced curvature equivalence relation for Legendre curves.
result Local and global classifications of Legendre curves under curvature equivalence.
This is an extended example of the study of mirror symmetry via log schemes and the discrete Legendre transform on affine manifolds, introduced by myself and Bernd Siebert in "Mirror Symmetry via Logarithmic Degeneration Data I" (math.AG/0309070). In this paper, I consider the construction as it applies to the Batyrev-…
Study finds conditions for Legendre curves to be interpolating sesqui-harmonic in Sasakian space forms.
problem Characterizing Legendre curves in Sasakian space forms.
method Analyzes necessary and sufficient conditions for Legendre curves to be interpolating sesqui-harmonic.
result Obtains an example of an interpolating sesqui-harmonic Legendre curve in a Sasakian space form.
A geometrization of Schmidt-Legendre transformation of the second order Lagrangians is proposed by building a proper Tulczyjew's triplet. The symplectic relation between Ostrogradsky-Legendre and Schmidt-Legendre transformations is obtained. Several examples are presented.
Legendre transformations link related integrable hierarchies.
problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.
This paper classifies Legendre singularities of sub-Riemannian geodesics on surfaces.
problem Classifying singularities of sub-Riemannian geodesics.
method Complete local classification using Legendre fibrations.
result Legendre singularities are completely classified for sub-Riemannian geodesics.
The paper characterizes Legendre curves on trans-S-manifolds.
problem Characterizing Legendre trajectories on trans-S-manifolds.
method Obtained curvature characterizations and classified Legendre curves.
result Classified Legendre curves with linearly dependent Frenet frame fields.
Characterizes the Legendre involution on generic frontals.
problem Identifying the Legendre involution on a specific class of frontals.
method Analyzes generic frontals under mild assumptions and uses complexification.
result Any involution with the same fixed points as the Legendre involution is the Legendre involution.
Introduces Legendre bundle for dually flat manifolds and quantum field theories.
problem Understanding duality in geometric structures and quantum field theories.
method Introduces Legendre bundle and para-Kähler structure.
result Exponential families and Hessian QFTs are realizations of the Legendre bundle.
Geodesic algorithms extended to arbitrary ellipsoids.
problem Computing geodesics on ellipsoids of varying eccentricity.
method Implementation of geodesic algorithms using elliptic integrals and discrete sine transform.
result Achieved high accuracy (close to machine precision) for geodesic computations.
The report analyzes Legendre decomposition for tensor data.
problem Finding effective lower dimensional representations of tensors.
method Theoretical analysis of dual parameters and dually flat manifold properties, followed by experimental verification and clustering.
result Parameters on submanifold cannot be directly used as low-rank representations.
A new family of conformal test martingales based on Legendre polynomials for online exchangeability testing.
problem Detecting variance, skewness, and higher-order deviations from uniformity in online data.
method A family of conformal test martingales based on shifted Legendre polynomials.
result The Variational Legendre Jumper reduces exponential scaling to linear time with minimal loss in power.
The paper studies a flow of Legendre curves, generalizing the inverse curvature flow of regular curves.
problem Analyzing the inverse curvature flow of Legendre curves.
method Investigates the unique existence, monotonicity, and asymptotic behavior of the flow.
result The flow asymptotically converges to a self-similar solution, categorized by initial curve.
This paper studies the construction of geometric integrators for nonholonomic systems. We derive the nonholonomic discrete Euler-Lagrange equations in a setting which permits to deduce geometric integrators for continuous nonholonomic systems (reduced or not). The formalism is given in terms of Lie groupoids, specifyin…
We introduce complex generalizations of the classical Legendre transform, operating on Kähler metrics on a compact complex manifold. These Legendre transforms give explicit local isometric symmetries for the Mabuchi metric on the space of Kähler metrics around any real analytic Kähler metric, answering a question origi…
Study on Legendre curves in non-Sasakian manifolds with curvature properties.
problem Characterizing Legendre curves in non-Sasakian contact metric manifolds.
method Analyzing C-parallel and C-proper mean curvature vector fields. result Curvature characterizations of Legendre curves in non-Sasakian manifolds.
Legendre curves are smooth plane curves which may have singular points, but still have a well defined smooth normal (and corresponding tangent) vector field. Because of the existence of singular points, the usual curvature concept for regular curves cannot be straightforwardly extended to these curves. However, Fukunag…
We systematically investigate the problem of representing Markov chains by families of random maps, and which regularity of these maps can be achieved depending on the properties of the probability measures. Our key idea is to use techniques from optimal transport to select optimal such maps. Optimal transport theory a…
Following Burstall and Hertrich-Jeromin we study the Ribaucour transformation of Legendre submanifolds in Lie sphere geometry. We give an explicit parametrization of the resulted Legendre submanifold F^ of a Ribaucour transformation, via a single real function τ which represents the regular Ribaucour sphere co…
Generalizes Tulczyjew triples for contact manifolds in Hamiltonian and Lagrangian formalisms.
problem Tackles the need for a geometric tool in contact manifolds.
method Introduces a generalized Tulczyjew triple for contact manifolds.
result Contact Hamiltonians and Lagrangians as sections of line bundles determine dynamics on contact phase space.
We obtain geometric characterizations of isospectral minimal Riemannian Legendre foliations on compact Sasakian manifolds of constant φ-sectional curvature.
Study forecasts aortic pressure with deep learning models.
problem Forecasting noisy, non-stationary aortic pressure.
method Used deep learning models, specifically recurrent neural networks with Legendre Memory Unit, on 25 Hz time series data.
result Recurrent neural networks with Legendre Memory Unit achieved the best performance with an overall forecasting error of 1.8 mmHg.
In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…
We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an inpu…
The Runge-Kutta-Legendre scheme improves pricing American options and other derivatives.
problem Pricing American options and other derivatives with improved accuracy and stability.
method Runge-Kutta-Legendre finite difference scheme applied to Black-Scholes and Heston models.
result Improved convergence and stability compared to existing schemes.
New method reconstructs Black-Scholes option prices from current profiles.
problem Reconstructing Black-Scholes prices from current profiles, dealing with ill-posedness.
method Price-dimensional reduction using Legendre polynomials, Tikhonov regularization.
result Reconstructs Black-Scholes prices from noisy initial data, stabilizing the solution.
The general framework of Legendre transformation is extended to the case of symplectic groupoids, using an appropriate generalization of the notion of generating function (of a Lagrangian submanifold).
Paper develops reduction theory for controlled Lagrangian systems with symmetry and momentum map.
problem Reduction of controlled Lagrangian systems with symmetry and momentum map.
method Using Legendre transformation and Euler-Lagrange vector field, the paper extends symmetric reduction theory.
result Established regular reduction theory for RCL systems with symmetry and momentum map.
We discuss the Ribaucour transformation of Legendre maps in Lie sphere geometry. In this context, we give a simple conceptual proof of Bianchi's original Permutability Theorem and its generalisation by Dajczer--Tojeiro. We go on to formulate and prove a higher dimensional version of the Permutability Theorem. It is sho…
The paper studies area-preserving and length-preserving inverse curvature flow for planar curves with singularities.
problem Investigating the evolution of planar curves with singularities under area-preserving and length-preserving inverse curvature flow.
method Area-preserving and length-preserving inverse curvature flow for ℓ-convex Legendre curves. result The flow results in a circle for ℓ-convex Legendre curves, providing geometric inequalities. Study surfaces of revolution from frontals in Euclidean space.
problem Characterize surfaces of revolution from frontals.
method Analyze curvatures and invariants of Legendre curves to derive properties of surfaces of revolution.
result Properties of surfaces of revolution with singularities and cones are defined.
In the present paper we study the Lie sphere geometry of Legendre surfaces by the method of moving frame and we prove an existence theorem for real-analytic Lie-minimal Legendre surfaces.
Normality equations describe Newtonian dynamical systems admitting normal shift of hypersurfaces. They were first derived in Euclidean geometry, then in Riemannian geometry. Recently they were rederived in more general case, when geometry of manifold is given by generalized Legendre transformation. As appears, in this …
In this article, we prove that there exists at least one chord which is characteristic of Reeb vector field connecting a given Legendre submanifold in a closed contact manifold with any contact form.