arXiv research

The paper studies geometric constants under modified Ricci flows with variable parameters.

Formulae track evolution of angular momentum and center of mass at null infinity.

We obtain a formula for the number of horizontal equilibria of a planar convex body $K$ with respect to a center of mass $O$ in terms of the winding number of the evolute of $\partial K$ with respect to $O$. The formula extends to the case where $O$ lies on the evolute of $\partial K$ and a suitably modified version ho…

The paper studies curve evolution using the PLR equation and its solutions.

In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed. Based on this kernel option formula is obtained, which generalizes the well-known Black-Scholes result. Possible approximation numerical schemes for path integral calculations are proposed.

This paper studies the Yang--Mills ASD equation over the cylinder as a non-linear evolution equation. We consider a dynamical system consisting of bounded orbits of this evolution equation. This system contains many chaotic orbits, and moreover it becomes an infinite dimensional and infinite entropy system. We study th…

Variational methods yield formulas for eigenvalues of elliptic operators, with applications to metric evolution.

Study on quantum particle evolution on Grushin cylinder, embedding in R^3.

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

We derive one unified formula for Ricci curvature tensor on arbitrary warped product manifold by introducing a new notation for the lift vector and the Levi-Civita connection.This formula is helpful to further consider Ricci flow (RF) and hyperbolic geometric flow (HGF) and evolution equations on warped product manifol…

We conjecture explicit evolution formulas for Khovanov polynomials for pretzel knots in some regions in the windings space. Our description is exhaustive for genera 1 and 2. As previously observed, evolution at T != -1 is not fully smooth: it switches abruptly at the boundaries between different regions. We reveal that…

Motivation: Driver (epi)genomic alterations underlie the positive selection of cancer subpopulations, which promotes drug resistance and relapse. Even though substantial heterogeneity is witnessed in most cancer types, mutation accumulation patterns can be regularly found and can be exploited to reconstruct predictive …

Inspired by the work of Chen-Zhang \cite{Chen-Zhang}, we derive an evolution formula for the Wang-Yau quasi-local energy in reference to a static space, introduced by Chen-Wang-Wang-Yau \cite{CWWY}. If the reference static space represents a mass minimizing, static extension of the initial surface $Σ$, we observe that …

We develop a model for the dynamic evolution of default-free and defaultable interest rates in a LIBOR framework. Utilizing the class of affine processes, this model produces positive LIBOR rates and spreads, while the dynamics are analytically tractable under defaultable forward measures. This leads to explicit formul…

We derive explicit valuation formulae for an exotic path-dependent interest rate derivative, namely an option on the composition of LIBOR rates. The formulae are based on Fourier transform methods for option pricing. We consider two models for the evolution of interest rates: an HJM-type forward rate model and a LIBOR-…

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…

We generalize the classical Bochner formula for the heat flow on M to martingales on the path space PM, and develop a formalism to compute evolution equations for martingales on path space. We see that our Bochner formula on PM is related to two sided bounds on Ricci curvature in much the same manner that the classical…

The main purpose of this note is to construct two functionals of the positive solutions to the conjugate heat equation associated to the metrics evolving by the conformal Ricci flow on closed manifolds. We show that they are nondecreasing by calculating the explicit evolution formulas of these functionals. For the entr…

We introduce a geometric evolution equation for 3-manifolds with sectional curvature of one sign which is in some sense dual to the Ricci flow. On a closed 3-manifold with negative sectional curvature, we establish short time existence and a pair of monotonicity formulas for solutions to the flow. One of these formulas…

Develops finite-gap solutions for Pohlmeyer--Lund--Regge equation and Lund--Regge curve evolution.

$R$-coloured knot polynomials for $m$-strand torus knots $Torus_{[m,n]}$ are described by the Rosso-Jones formula, which is an example of evolution in $n$ with Lyapunov exponents, labelled by Young diagrams from $R^{\otimes m}$. This means that they satisfy a finite-difference equation (recursion) of finite degree. For…

We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results should be applicable to a broad range of markets and exchanges where anomalous diffusion and `heavy' tails of the distribution are present.…

This is a foundational paper on flows of G_2 Structures. We use local coordinates to describe the four torsion forms of a G_2 Structure and derive the evolution equations for a general flow of a G_2 Structure on a 7-manifold. Specifically, we compute the evolution of the metric, the dual 4-form, and the four independen…

We consider flows of Spin(7)-structures. We use local coordinates to describe the torsion tensor of a Spin(7)-structure and derive the evolution equations for a general flow of a Spin(7)-structure on an 8-manifold M. Specifically, we compute the evolution of the metric and the torsion tensor. We also give an explicit d…

Lectures on surface evolution through singularities.

We use the theory of Berezin-Toeplitz operators of Ma and Marinescu to study the quantum Hamiltonian dynamics associated with classical Hamiltonian flows over closed prequantized symplectic manifolds in the context of geometric quantization of Kostant and Souriau. We express the associated evolution operators via paral…

In this paper we discuss an extension of Perelman's comparison for quadrangles. Among applications of this new comparison theorem, we study the equidistance evolution of hypersurfaces in Alexandrov spaces with non-negative curvature. We show that, in certain cases, the equidistance evolution of hypersurfaces become tot…

Sphere eversions have been described so far by either pictures with minimal topological complexity, numerical evolution or complex equations. We write down relatively simple explicit formulas for the whole eversion, both analytic and topologically simpler, including also Boy surface (real projective plane), using a fam…

The Black-Scholes model (sometimes known as the Black-Scholes-Merton model) gives a theoretical estimate for the price of European options. The price evolution under this model is described by the Black-Scholes formula, one of the most well-known formulas in mathematical finance. For their discovery, Merton and Scholes…

In this work we generalise various recent results on the evolution and monotonicity of the eigenvalues of certain geometric operators under specified geometric flows. Given a closed, compact Riemannian manifold $\big(M^n,g(t)\big)$ and a smooth function $η\in C^{\infty}(M)$ we consider the family of operators $\mathbb{…

In this paper we study a flow by minkowskian curvature where we have a different Minkowski plane at each time. We derive some evolution formulas, present sufficient hypotesis for the short time existence and convexity of solutions and study the motion considering a particular type of families of Minkowski norms. Also, …

In this paper, we derive a general evolution formula for possible Harnack quantities. As a consequence, we prove several differential Harnack inequalities for positive solutions of backward heat-type equations with potentials (including the conjugate heat equation) under the Ricci flow. We shall also derive Perelman's …

Paper proves a generalized Penrose conjecture for flat initial data.

We continue studying a parabolic flow of almost Kähler structures introduced by Streets and Tian which naturally extends Kähler-Ricci flow onto symplectic manifolds. In the system of primarily the symplectic form, almost complex structure, Chern torsion and Chern connection, we establish new formulas for the evolutions…

The Cauchy problem for harmonic maps from Minkowski space with its standard flat metric to a certain non-constant curvature Lorentzian 2-metric is studied. The target manifold is distinguished by the fact that the Euler-Lagrange equation for the energy functional is Darboux integrable. The time evolution of the Cauchy …

In this article we investigate a family of nonlinear evolutions of polygons in the plane called the $β$-polygon flow and obtain some results analogous to results for the smooth curve shortening flow: (1) any planar polygon shrinks to a point and (2) a regular polygon with five or more vertices is asymptotically stable …

With the help of the evolution method we calculate all HOMFLY polynomials in all symmetric representations [r] for a huge family of (generalized) pretzel links, which are made from g+1 two strand braids, parallel or antiparallel, and depend on g+1 integer numbers. We demonstrate that they possess a pronounced new struc…

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of an iterated nonlinear map of the distribution of wealth. The equilibrium distri…

Continuous-time random walks are a well suited tool for the description of market behaviour at the smallest scale: the tick-to-tick evolution. We will apply this kind of market model to the valuation of perpetual American options: derivatives with no maturity that can be exercised at any time. Our approach leads to opt…

Study pseudo-laplacians and ζ(1) for spinor bundles over Riemann surfaces.

The extended Wild sums considered in this article generalize the classi- cal Wild sums of statistical physics. We first show how to obtain explicit solutions for the evolution equation of a large system where the interactions are given by a single, but general, interacting kernel which involves m components, for a fixe…

We consider the evolution of the asymptotically hyperbolic mass under the curvature-normalized Ricci flow of asymptotically hyperbolic, conformally compactifiable manifolds. In contrast to asymptotically flat manifolds, for which ADM mass is constant during Ricci flow, we show that the mass of an asymptotically hyperbo…

We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is conditional probability distribution at a given underlying value and moment of time. We consider time evolution of this probability distributi…

The Lax-Hopf formula simplifies the value function of an intertemporal optimization (infinite dimensional) problem associated with a convex transaction-cost function which depends only on the transactions (velocities) of a commodity evolution: it states that the value function is equal to the marginal fonction of a fin…

A new model uses a Levy-driven process to value credit index swaptions.

We generalize the theory of gradient flows of semi-convex functions on CAT(0)-spaces, developed by Mayer and Ambrosio--Gigli--Savaré, to CAT(1)-spaces. The key tool is the so-called "commutativity" representing a Riemannian nature of the space, and all results hold true also for metric spaces satisfying the commutativi…

New method decomposes profits and losses continuously, avoiding discrete reporting issues.

The paper proves reverse inequalities in various geometric settings using curvature radius data.