arXiv research

We study 3-braid knots of finite smooth concordance order. A corollary of our main result is that a chiral 3-braid knot of finite concordance order is ribbon.

Let $\text{Mod}(S_g)$ be the mapping class group of the closed orientable surface $S_g$ of genus $g\geq 2$. In this paper, we derive necessary and sufficient conditions for two finite-order mapping classes to have commuting conjugates in $\text{Mod}(S_g)$. As an application of this result, we show that any finite-order…

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility jump models, e.g. in Bates model. In such models the option price is determined as the solution of a partial integro-differential equation. The scheme is fourth order accurate in space and second order accurate in ti…

New method for pricing options in stochastic volatility models.

The C-spectral sequence was introduced by Vinogradov in the late Seventies as a fundamental tool for the study of algebro-geometric properties of jet spaces and differential equations. A spectral sequence arise from the contact filtration of the modules of forms on jet spaces of a fibring (or on a differential equation…

A positive integer $m$ will be called a {\it finitistic order} for an element $γ$ of a group $Γ$ if there exist a finite group $G$ and a homomorphism $h:Γ\to G$ such that $h(γ)$ has order $m$ in $G$. It is shown that up to conjugacy, all but finitely many elements of a given finitely generated, torsion-free Kleinian gr…

We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We observe that the new scheme outperforms a standard, second-order central finite dif…

We discuss intrinsic aspects of Krupka's approach to finite-order variational sequences. We give intrinsic isomorphisms of the quotient subsheaves of the short finite-order variational sequence with sheaves of forms on jet spaces of suitable order, obtaining a new finite-order (short exact) variational sequence which i…

A new method for pricing options with stochastic volatility and jumps.

We obtain the cohomology of the variational bicomplex on the infinite order jet space of a smooth fiber bundle in the class of exterior forms of finite jet order. This provides a solution of the global inverse problem of the calculus of variations of finite order on fiber bundles.

Lower bounds for higher-order methods in non-convex optimization.

New method estimates mixture model components efficiently.

Automorphism groups of Hopf manifolds are finite and have a bounded order.

We describe the algebra of finite order invariants on the set of all $(n,2)$-torus knots.

The paper introduces a new filtration for knot invariants and proves the existence of nontrivial knots.

We define notions of higher order spectra of a complex quasi-projective manifold with an action of a finite group $G$ and with a $G$-equivariant automorphism of finite order, some of their refinements and give Macdonald type equations for them.

Defines a new knot invariant and studies its properties.

Study properties of self-similar continua with finite intersection property.

First-order method solves stochastic bilevel optimization with linear constraints.

We show that for any po sitive integer $m$, there exist order $n$ Stein corks. The boundaries are cyclic branched covers of slice knots embedded in the boundary of corks. By applying these corks to generalized forms, we give a method producing examples of many finite order corks, which are possibly not Stein cork.

We prove the following well known conjecture: let $Σ$ be an oriented surface of finite type whose fundamental group is a nonabelian free group. Let $φ\in \textup{Mod}(Σ)$ be a an infinite order mapping class. Then there exists a finite solvable cover $\widehatΣ \to Σ$, and a lift $\widehatφ$ of $φ$ such that the action…

Finite order elements with infinite centralizers in 3-manifold groups imply specific structure.

Study on minimal surfaces with constraints on index and branching order.

The paper introduces a frequency-domain estimator for low-order systems from noisy data.

Algorithms are described and Maple implementations are provided for finding all quandles of order $n$, as well as computing all homomorphisms between two finite quandles or from a finitely presented quandle (e.g., a knot quandle) to a finite quandle, computing the automorphism group of a finite quandle, etc. Several of…

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results like unconditional stability in the sense of von Neumann are presented. Where the a…

We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero …

Flat surfaces that correspond to $k$-differentials on compact Riemann surfaces are of finite area provided there is no pole of order $k$ or higher. We denote by \textit{flat surfaces with poles of higher order} those surfaces with flat structures defined by a $k$-differential with at least one pole of order at least $k…

It is known that the order of a finite group of diffeomorphisms of a 3-dimensional handlebody of genus g > 1 is bounded by the linear polynomial 12(g-1), and that the order of a finite group of diffeomorphisms of a 4-dimensional handlebody (or equivalently, of its boundary 3-manifold), faithful on the fundamental group…

Algorithm distinguishes Fuchsian groups with finite quotients.

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely on both gradients and Hessians. In principle, second-order methods can require …

The paper explores circular orderability in 3-manifold groups, related to the L-space conjecture.

This study defines finite-type invariants for curves on surfaces and reveals the construction of these finite-type invariants for stable homeomorphism classes of curves on compact oriented surfaces without boundaries. These invariants are a higher-order generalisation of a part of Arnold's invariants that are first-ord…

Let $\text{Mod}(S_g)$ denote the mapping class group of the closed orientable surface $S_g$ of genus $g\geq 2$, and let $f\in \text{Mod}(S_g)$ be of finite order. We give an inductive procedure to construct an explicit hyperbolic structure on $S_g$ that realizes $f$ as an isometry. In other words, this procedure yield…

We extend the scheme developed in B. Düring, A. Pitkin, "High-order compact finite difference scheme for option pricing in stochastic volatility jump models", 2019, to the so-called stochastic volatility with contemporaneous jumps (SVCJ) model, derived by Duffie, Pan and Singleton. The performance of the scheme is asse…

We prove for any positive integer $n$ there exist boundary-sum irreducible ${\mathbb Z}_n$-corks with Stein structure. Here `boundary-sum irreducible' means the manifold is indecomposable with respect to boundary-sum. We also verify that some of the finite order corks admit hyperbolic boundary by HIKMOT.

The paper analyzes the efficiency of gradient estimation methods in noisy function evaluations.

Two elements generate extended mapping class groups of certain surfaces.

Motivated by well known results in low-dimensional topology, we introduce and study a topology on the set CO(G) of all left-invariant circular orders on a fixed countable and discrete group G. CO(G) contains as a closed subspace LO(G), the space of all left-invariant linear orders of G, as first topologized by Sikora. …

In this paper we study a class of physical systems that combine a finite number of mechanical and thermodynamic observables. We call them finite dimensional thermo-mechanical systems. We introduce these systems by means of simple examples. The evolution equations of the involved observables are obtained in each example…

We introduce a notion of natural orderings of elements of finite connected quandles of order $n$. When the elements of such a quandle $Q$ are already ordered naturally, any automophism on $Q$ is a natural ordering. Although there are many natural orderings, the operation tables for such orderings coincide when the perm…

We prove that for genus $g=3,4$, the extended mapping class group $\text{Mod}^{\pm}(S_g)$ can be generated by two elements of finite orders. But for $g=1$, $\text{Mod}^{\pm}(S_1)$ cannot be generated by two elements of finite orders.

A. Henrich proved the existence of the universal finite-type invariant of order one for virtual knots. We extend the construction and the methods of her paper to framed virtual knots. To do so, we introduce the notions of virtual strings and based matrices for framed flat virtual knots.

Characterizes groups arising as fixed subgroups of RAAG automorphisms.

Positive Dehn twist products for some elements of finite order in the mapping class group of a 2-dimensional closed, compact, oriented surface $Σ_g$, which are rotations of $Σ_g$ through $2π/p$, are presented. The homeomorphism invariants of the resulting simply connected symplectic 4- manifolds are computed.

We classify the groups quasi-isometric to a group generated by finite-order elements within the class of one-ended hyperbolic groups which are not Fuchsian and whose JSJ decomposition over two-ended subgroups does not contain rigid vertex groups. To do this, we characterize which JSJ trees of a group in this class admi…

We consider finite group-actions on closed, orientable and nonorientable 3-manifolds; such a finite group-action leaves invariant the two handlebodies of a Heegaard splitting of M of some genus g. The maximal possible order of a finite group-action of an orientable or nonorientable handlebody of genus g > 1 is 24(g-1),…

It is a classical result in reduced homology of finite groups that the order of a group annihilates its homology. Similarly, we have proved that the torsion subgroup of rack and quandle homology of a finite quasigroup quandle is annihilated by its order. However, it does not hold for connected quandles in general. In t…