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.
Geometric approach uses Bäcklund transformations to create integrable discrete analogs of surface nets.
Based on the classical Plücker correspondence, we present algebraic and geometric properties of discrete integrable line complexes in . Algebraically, these are encoded in a discrete integrable system which appears in various guises in the theory of continuous and discrete integrable systems. Geometrically, the e…
This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.
Study integrable discretizations of cyclic systems with circular coordinate lines.
New discrete models for constant mean curvature surfaces and tori.
We obtain a unified theory of discrete minimal surfaces based on discrete holomorphic quadratic differentials via a Weierstrass representation. Our discrete holomorphic quadratic differential are invariant under Möbius transformations. They can be obtained from discrete harmonic functions in the sense of the cotangent …
We develop variational integrators from discrete Hamiltonian systems with external forces.
Discretizes special surfaces using Koenigs nets.
Exact discrete mechanics for nonholonomic systems defined.
The paper solves the Integration Problem for principal connections.
Principal binets generalize curvature line surfaces to square lattices and are a discrete integrable system.
New method linearizes Darboux transformations of discrete curves.
Study discretizes Dirac and port-Hamiltonian systems using manifolds.
We introduce the Koenigs lattice, which is a new integrable reduction of the quadrilateral lattice (discrete conjugate net) and provides natural integrable discrete analogue of the Koenigs net. We construct the Darboux-type transformations of the Koenigs lattice and we show permutability of superpositions of such trans…
Study of Ricci flow on discrete surfaces of revolution with constant Gaussian curvature.
The paper analyzes errors in mechanical systems with external forces.
AdaWISH improves efficiency of discrete integration queries.
Two discretizations, linear and nonlinear, of basic notions of the complex analysis are considered. The underlying lattice is an arbitrary quasicrystallic rhombic tiling of a plane. The linear theory is based on the discrete Cauchy-Riemann equations, the nonlinear one is based on the notion of circle patterns. We clari…
We propose here a new discretization method for a class continuum gauge theories which action functionnals are polynomials of the curvature. Based on the notion of holonomy, this discretization procedure appears gauge-invariant for discretized analogs of Yang-Mills theories, and hence gauge-fixing is fully rigorous for…
We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on previous work on time-dependent discrete mechanics, our approach is based on a d…
The discrete Nahm equations, a system of matrix valued difference equations, arose in the work of Braam and Austin on half-integral mass hyperbolic monopoles. We show that the discrete Nahm equations are completely integrable in a natural sense: to any solution we can associate a spectral curve and a holomorphic line-b…
In the spirit of Klein's Erlangen Program, we investigate the geometric and algebraic structure of fundamental line complexes and the underlying privileged discrete integrable system for the minors of a matrix which constitute associated Plücker coordinates. Particular emphasis is put on the restriction to Lie circle g…
Asymptotic error distribution for approximation of a stochastic integral with respect to continuous semimartingale by Riemann sum with general stochastic partition is studied. Effective discretization schemes of which asymptotic conditional mean-squared error attains a lower bound are constructed. Two applications are …
Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a general discrete integral defined over an exponentially large set. This algorithm r…
We study the dynamics of the discrete bicycle (Darboux, Backlund) transformation of polygons in n-dimensional Euclidean space. This transformation is a discretization of the continuous bicycle transformation, recently studied by Foote, Levi, and Tabachnikov. We prove that the respective monodromy is a Moebius transform…
In this paper, we will give a rigorous construction of the exact discrete Lagrangian formulation associated to a continuous Lagrangian problem. Moreover, we work in the setting of Lie groupoids and Lie algebroids which is enough general to simultaneously cover several cases of interest in discrete and continuous descri…
We present the first steps of a procedure which discretises surface theory in classical projective differential geometry in such a manner that underlying integrable structure is preserved. We propose a canonical frame in terms of which the associated projective Gauss-Weingarten and Gauss-Mainardi-Codazzi equations adop…
We analyze exponential integrability properties of the Cox-Ingersoll-Ross (CIR) process and its Euler discretizations with various types of truncation and reflection at 0. These properties play a key role in establishing the finiteness of moments and the strong convergence of numerical approximations for a class of sto…
Confocal quadrics lie at the heart of the system of confocal coordinates (also called elliptic coordinates, after Jacobi). We suggest a discretization which respects two crucial properties of confocal coordinates: separability and all two-dimensional coordinate subnets being isothermic surfaces (that is, allowing a con…
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces and associated integral operators, we define a family of continuous wavelets by …
The paper analyzes the randomized midpoint method for Langevin diffusions, revealing biases and asymptotic properties.
In this paper, we consider a class of plane curves called log-aesthetic curves and their generalization which are used in computer aided geometric design. We consider these curves in the framework of the similarity geometry and characterize them as invariant curves under the integrable flow on plane curves which is gov…
A new field of discrete differential geometry is presently emerging on the border between differential and discrete geometry. Whereas classical differential geometry investigates smooth geometric shapes (such as surfaces), and discrete geometry studies geometric shapes with finite number of elements (such as polyhedra)…
In this paper, we propose a geometric integrator for nonholonomic mechanical systems. It can be applied to discrete Lagrangian systems specified through a discrete Lagrangian defined on QxQ, where Q is the configuration manifold, and a (generally nonintegrable) distribution in TQ. In the proposed method, a discretizati…
We give a Weierstrass type representation for semi-discrete minimal surfaces in Euclidean 3-space. We then give explicit parametrizations of various smooth, semi-discrete and fully-discrete catenoids, determined from either variational or integrable systems principles. Finally, we state the shared properties that those…
We consider discrete nets in Grassmannians which generalize Q-nets (maps with planar elementary quadrilaterals) and Darboux nets (-valued maps defined on the edges of such that quadruples of points corresponding to elementary squares are all co…
Paper variates Navier-Stokes-Fourier system for thermodynamic consistency.
PDHAMS improves sampling for discrete distributions with quadratic potential functions.
New patterns on spheres and hyperbolic planes described by integrable systems.
A discrete analog of the Tzitzeica equation is found in the form of quad-equation. Its continuous symmetry is an inhomogeneous Narita--Bogoyavlensky type lattice equation which defines a discretization of the Sawada--Kotera equation. The integrability of these discretizations is proven by construction of the Lax repres…
This paper presents a geometric-variational approach to continuous and discrete mechanics and field theories. Using multisymplectic geometry, we show that the existence of the fundamental geometric structures as well as their preservation along solutions can be obtained directly from the variational principle. In parti…
The abstract reviews financial concepts using physics.
The paper analyzes discrete approximations to minimize curve length in Euclidean space.
Geometric integrator preserves coadjoint orbits in dissipative systems.
Weingarten transformations which, by definition, preserve the asymptotic lines on smooth surfaces have been studied extensively in classical differential geometry and also play an important role in connection with the modern geometric theory of integrable systems. Their natural discrete analogues have been investigated…
The present chapter gives an overview on results for discrete knot energies. These discrete energies are designed to make swift numerical computations and thus open the field to computational methods. Additionally, they provide an independent, geometrically pleasing and consistent discrete model that behaves similarly …
New method reduces bias in estimating causal effects from discretized variables.
We detail the theory of Discrete Riemann Surfaces. It takes place on a cellular decomposition of a surface, together with its Poincaré dual, equipped with a discrete conformal structure. A lot of theorems of the continuous theory follow through to the discrete case, we define the discrete analogs of period matrices, Ri…