We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versions with jumps. The method is based on the eigenfunction expansion of the pricing operator. Given the set of call and pu…
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48 results for “eigenfunction expansion”
The asymptotic behavior of quasi-harmonic functions and eigenfunctions of the drift Laplacianmath.DG
Study precise asymptotic behavior of functions in singular metric spaces.
problem Singular metric spaces with incomplete geometry.
method Expansions of quasi-harmonic and eigenfunctions.
result More precise description of asymptotic behavior at infinity.
For an eigenfunction of the Laplacian on a hyperbolic Riemann surface, the coefficients of the Fourier expansion are described as intertwining functionals. All intertwiners are classified. A refined growth estimate for the coefficients is given and a summation formula is proved.
Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost and it is difficult to design nonstationary GP priors in practice. In this paper, we propose a sparse Gaussian process model, EigenGP, based on the Karhunen-Loeve (KL) expan…
Improved Kuznecov remainder estimates for generic metrics.
problem Estimating period integrals of Laplace eigenfunctions on manifolds.
method Two-term asymptotic expansion and elimination of oscillatory second term.
result Improved remainder estimates for Baire-generic metrics.
Simplifies pricing options in jump-diffusion models using gauge transformations.
problem Pricing European options in affine jump-diffusion models.
method Gauge transformation in the dual space to reduce to diffusion model pricing.
result A general procedure for calculating and applications in pricing and estimation.
New models for short rates show longer periods at higher rates.
problem Modeling longer periods of higher interest rates.
method Developed a class of time-homogeneous one-factor Markov diffusion models with specific boundary conditions.
result Explicit expressions for bond prices and transition densities in new probability measure.
This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact subset of . On this approximate eigenbasis the eigenvalues of the c…
Study semiclassical measures on complex hyperbolic quotients, identifying measure supports.
problem Understanding Laplacian eigenfunctions on complex hyperbolic quotients.
method Combining fractal uncertainty principle and Ratner theory to analyze measure supports.
result Semiclassical measures support is either cosphere bundle or a compact submanifold.
Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularizationstat.CO
This article describes an implementation of a nonparametric Bayesian approach to solving binary classification problems on graphs. We consider a hierarchical Bayesian approach with a prior that is constructed by truncating a series expansion of the soft label function using the graph Laplacian eigenfunctions as basis f…
We have obtained Finslerian Ressiner-Nordstrom solution where it is asymptotic to a Finsler spacetime with constant flag curvature while . The covariant derivative of modified Einstein tensor in Finslerian gravitational field equation for this solution is conserved. The symmetry of the special Finsl…
New method for minimal submanifolds in spheres using eigenfunctions.
problem Constructing minimal submanifolds in spheres.
method Eigenfunctions of the Laplace-Beltrami operator to describe minimal submanifolds.
result New proof of -eigenfunctions on spheres.
Unified framework for complex-valued eigenfunctions on Riemannian symmetric spaces.
problem Finding a unified scheme for complex-valued eigenfunctions on Riemannian symmetric spaces.
method Employing the Cartan embedding for classical compact Riemannian symmetric spaces and quaternionic Grassmannians.
result Construction of new eigenfunctions on quaternionic Grassmannians.
Defines Perelman's functionals on manifolds with non-isolated conical singularities.
problem Defining functionals on manifolds with non-isolated conical singularities.
method Starting from a spectral point of view for the Perelman's λ-functional, defining the spectrum of Schrödinger operator and proving the existence of discrete eigenvalues.
result Proves the existence of the infimum of W-functional and obtains asymptotic behavior of eigenfunctions.
Study critical points of Laplace eigenfunctions in polygons.
problem Characterize critical points of Laplace eigenfunctions in polygonal domains.
method Analyze components of the critical set with codimension 1.
result For simply connected polygons, if a second Neumann eigenfunction has infinitely many critical points, the polygon must be a rectangle.
Establishes log-concavity estimates for convex domains' first Dirichlet eigenfunctions.
problem Quantifying the Hessian of log-concave eigenfunctions on convex domains.
method Analyzes log-concavity properties of the first Dirichlet eigenfunction on convex domains.
result Obtains quantitative estimates for the Hessian of .
The study counts critical points of Steklov eigenfunctions on manifolds.
problem Counting critical points of Steklov eigenfunctions on manifolds.
method Established an identity relating indexes of eigenfunctions and their restrictions to the boundary, and used it to count critical points.
result A precise count of interior critical points of Steklov eigenfunctions in terms of manifold's Euler characteristic and boundary sign changes.
Study heat profiles and eigenfunctions using Brownian motion.
problem Investigate heat profiles and eigenfunctions of Laplace equations.
method Probabilistic tools based on Brownian motion and Feynman-Kac formulae.
result Supremum norm bounds for ground state Dirichlet eigenfunctions and comparison of maximum temperatures.
Eigenfunction gradients on curved spaces imply rigid structure.
problem Eigenfunction gradient estimates on curved manifolds.
method Sharp Li-Yau type gradient estimates for Neumann or Dirichlet eigenfunctions.
result Compact manifolds with specific curvature properties are rigidly structured.
New method creates minimal submanifolds using complex-valued eigenfunctions.
problem Creating minimal submanifolds in compact Riemannian manifolds.
method Employing complex-valued eigenfunctions.
result Manufactured minimal submanifolds in compact Riemannian manifolds.
We study concentration phenomena of eigenfunctions of the Laplacian on closed Riemannian manifolds. We prove that the volume measure of a closed manifold concentrates around nodal sets of eigenfunctions exponentially. Applying the method of Colding and Minicozzi we also prove restricted exponential concentration inequa…
The paper bounds Cheeger ratios of eigenfunctions and their level sets.
problem Understanding geometric features of Riemannian manifolds through eigenfunctions.
method Constructive upper bounds on Cheeger constants using eigenvalues and eigenfunctions.
result Upper bounds on Cheeger ratios of eigenfunction level sets and their superlevel sets.
The study uses heat flow to analyze properties of Laplace eigenfunctions on manifolds and domains.
problem Analyzing mass concentration and nodal domains of Laplace eigenfunctions.
method Heat diffusion technique to study eigenfunctions and their nodal sets.
result Discovers new insights into the decay and behavior of Laplace eigenfunctions.
Let us fix two different radial eigenfunctions of a hyperbolic Laplacian and assume that both of them have the same value at the origin. Both eigenvalues can be complex numbers. The main goal of this paper is to estimate the lower bound for the interval (0,T], where these two eigenfunctions must assume different values…
The paper explores eigenfunctions of spherical conical metrics using harmonic maps to spheres.
problem Existence and properties of eigenfunctions for spherical conical metrics.
method Application of multivalued harmonic maps to spheres and algebraic constructions.
result New criteria and examples of metrics with many 2-eigenfunctions.
Study small perturbations on low energy Laplace eigenfunctions.
problem Understanding small changes in low energy Laplace eigenfunctions.
method Investigates nodal geometry and topology, focusing on low frequency regimes and small perturbations.
result Highlight interesting aspects of spectral theory and nodal phenomena tied to ground state/low energy eigenfunctions.
Paper connects probability density cuts to graph theory eigenfunctions.
problem Developing sparse cuts for probability densities.
method Defines sparse cuts and principal eigenfunctions for probability densities, proving Cheeger and Buser inequalities.
result No such inequalities hold for prior definitions, proving new inequalities for probability densities.
Eigenfunction maxima inside high-d nodal domains.
problem Understanding eigenfunction maxima in high-dimensional nodal domains.
method Proving eigenfunction maxima inside nodal domains of high-dimensional manifolds.
result Eigenfunction maxima are within a specific radius of the eigenvalue and dimension.
Researchers define residue families and use them to solve singular Yamabe problems.
problem Solving singular Yamabe problems on manifolds with boundary.
method Introducing residue families and using them to construct differential operators.
result Residue families can be written as compositions of degenerate Laplacians for approximate solutions of singular Yamabe problems.
We give an upper bound for the -dimensional Hausdorff measure of the critical set of eigenfunctions of the Laplacian on compact analytic Riemannian manifolds. This is the analog of H. Donnely and C. Fefferman result on nodal set of eigenfunctions.
In this article we examine the concentration and oscillation effects developed by high-frequency eigenfunctions of the Laplace operator in a compact Riemannian manifold. More precisely, we are interested in the structure of the possible invariant semiclassical measures obtained as limits of Wigner measures correspondin…
In this paper, we study eigenvalues and eigenfunctions of -Laplacians with Dirichlet boundary condition on graphs. We characterize the first eigenfunction (and the maximum eigenfunction for a bipartite graph) via the sign condition. By the uniqueness of the first eigenfunction of -Laplacian, as we ident…
In this short note we show that the lower bounds of Mangoubi on the inner radius of nodal domains can be improved for quantum ergodic sequences of eigenfunctions, according to a certain power of the radius of shrinking balls on which the eigenfunctions equidistribute. We prove such improvements using a quick applicatio…
We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for -norms must also, in a measure theoretical sense, have extreme concentration near a geodesic.
Study bounds the measure of zero sets of Neumann Laplace eigenfunctions.
problem Bounding the measure of zero sets of Neumann Laplace eigenfunctions.
method Analyzes nodal sets in domains with boundaries.
result Hausdorff measure bound of nodal sets is .
This study provides a new mathematical structure for Koopman eigenfunctions.
problem Understanding and representing nonlinear dynamics as linear.
method Theoretical, analytical, and numerical approaches to Koopman eigenfunction space.
result Equivalence of minimal generating set and maximal independent set, defining conditions for independence.
Zonal states and improved bounds for eigenfunctions of magnetic Laplacians on hyperbolic surfacesmath.AP
Improved bounds for eigenfunctions on hyperbolic surfaces found.
problem Establishing improved bounds for eigenfunctions of magnetic Laplacians.
method Using explicit eigenstates called magnetic zonal states.
result Explicit eigenstates called magnetic zonal states found.
The study bounds quantum eigenfunctions on complex manifolds.
problem Restricting quantum eigenfunctions on complex manifolds.
method Analytic continuation and FBI transform for Laplace eigenfunctions.
result Upper and lower bounds for eigenfunctions.
Machine learning finds Z/2 eigenfunctions on a sphere.
problem Finding Z/2 eigenfunctions on the sphere.
method Created a multivalued neural network and used JAX to implement it. Fixed branch points at tetrahedron and cube vertices, and allowed AI to move them in the third case.
result Found Z/2 eigenfunctions for three cases.
Study on -eigenfunctions on compact manifolds, showing manifold properties and eigenfamily dimensions.
problem Characterizing compact manifolds with -eigenfunctions and understanding their eigenfamilies.
method Analyzing -eigenfamilies on compact Riemannian manifolds, showing that any such manifold is a mapping torus and any -eigenfamily is one-dimensional.
result Any compact manifold admitting a -eigenfunction is a mapping torus and any -eigenfamily is one-dimensional.
In this paper we consider the problem of prescribing the nodal set of low-energy eigenfunctions of the Laplacian. Our main result is that, given any separating closed hypersurface Σin a compact n-manifold M, there is a Riemannian metric on M such that the nodal set of its first nontrivial eigenfunction is Σ. We present…
We use persistent homology along with the eigenfunctions of the Laplacian to study similarity amongst triangulated 2-manifolds. Our method relies on studying the lower-star filtration induced by the eigenfunctions of the Laplacian. This gives us a shape descriptor that inherits the rich information encoded in the eigen…
Log-concavity of eigenfunctions on curved surfaces is proven, leading to fundamental gap estimates.
problem Proving log-concavity of eigenfunctions on curved surfaces.
method Analyzing the Laplacian eigenfunctions on positively curved surfaces.
result Strong log-concavity of the first eigenfunction on positively curved surfaces.
We prove lower bounds for the Hausdorff measure of nodal sets of eigenfunctions.
Study covariant derivatives of eigenfunctions on curved spaces, proving they are scalar multiples of the functions.
problem Understanding covariant derivatives of eigenfunctions on curved spaces.
method Analyzing the Laplace-Beltrami operator on Riemannian manifolds with constant curvature.
result Covariant derivatives of eigenfunctions are scalar multiples of the functions, and these scalars are polynomials in the eigenvalue.
Study eigenfunctions of Laplacian on sphere with even point removals.
problem Behavior of eigenfunctions and eigenvalues on modified spheres.
method Analysis of eigenfunctions and eigenvalues of Laplacian on sphere with even point removals.
result Eigenfunctions and eigenvalues change with point removals.
Unified framework for constructing kernels for transport equations and Koopman eigenfunctions.
problem Constructing kernels for transport equations and Koopman eigenfunctions.
method Three methods: variational principle, Green's function, and resolvent operator.
result Kernels constructed via these methods are identical under mild assumptions.
The starting point of our analysis is an old idea of writing an eigenfunction expansion for a heat kernel considered in the case of a hypoelliptic heat kernel on a nilpotent Lie group . One of the ingredients of this approach is the generalized Fourier transform. The formula one gets using this approach is explicit …