The Singular Asymptotics Lemma by Brüning and Seeley and the Push-Forward Theorem by Melrose lie at the very heart of their respective approaches to singular analysis. We review both and show that they deal with the same basic problem, giving solutions that emphasize different aspects of it. This also points to a possi…
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48 results for “forward singularity”
Ricci flow from spaces with cylindrical ends and unbounded curvature.
problem Existence and stability of Ricci flow starting from complex singular metrics.
method Proving existence and local stability of Ricci flow for specific metrics.
result Local stability allows gluing to other manifolds for broader applications.
Study numerical methods for singular FBSDEs with degenerate forward component.
problem Numerical approximation of singular fully coupled FBSDEs with degenerate forward component and non-smooth terminal condition.
method Splitting approach to treat diffusion and transport parts separately.
result The splitting method converges with rate 1/2 under structural condition.
Researchers fix a gap in previous work on 3D κ-solutions and prove a condition for forward singularity.
problem Classifying three-dimensional κ-solutions, especially those forming forward singularities.
method Uses Perelman's techniques and provides a new necessary and sufficient condition.
result Proves a condition for a three-dimensional κ-solution to form a forward singularity.
We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase cap-and-trade schemes lead readily to terminal conditions given by indicator funct…
Solves Ricci flow singularities by healing pinched discs.
problem Ricci flow singularities and their healing process.
method Constructs smooth solutions from singular metrics, healing with points.
result Healed metrics are final-time limits of Ricci flow near Type-I singularities.
In this paper, we construct smooth forward Ricci flow evolutions of singular initial metrics resulting from rotationally symmetric neckpinches on S^(n+1), without performing an intervening surgery. In the restrictive context of rotational symmetry, this construction gives evidence in favor of Perelman's hope for a "can…
Algebraic Dead Directions in LayerNorm Transformers: A Forward-Pass-Only Diagnostic at LLM Scalecs.LG
LayerNorm transformers have dead directions that can be read from their parameters alone.
problem Locating dead directions in LayerNorm transformers
method Using the inverse-scale direction of LayerNorm affine parameters
result Predicted dead direction matches measured bottom singular direction
The paper tackles singularities in diffusion models on submanifolds.
problem Analyzing singularities in diffusion models on lower-dimensional submanifolds.
method Small-time approximations of the Green's function and derivation of a new target function.
result The new target function remains bounded for singular data distributions.
We prove that the scalar curvature of a homogeneous Ricci flow solution blows up at a forward or backward finite-time singularity.
In this paper we investigate the asymptotics of forward-start options and the forward implied volatility smile in the Heston model as the maturity approaches zero. We prove that the forward smile for out-of-the-money options explodes and compute a closed-form high-order expansion detailing the rate of the explosion. Fu…
Stationary measures on hyperbolic surfaces with cusps are singular and stable under quasi-symmetries.
problem Understanding stationary measures on hyperbolic surfaces with cusps.
method Analyzing exponential decay of cusp excursions and proving quasi-symmetry stability.
result Stationary measures on hyperbolic surfaces with cusps are quasi-symmetrically stable and singular.
Introduces logarithmic Cartan geometry on complex manifolds with singularities.
problem Holomorphic Cartan geometry with singularities.
method Definition and study of logarithmic Cartan geometry on complex manifolds with polar part supported on a normal crossing divisor.
result Push-forward of a Cartan geometry constructed using a finite Galois ramified covering is a logarithmic Cartan geometry.
Study on inventory management under uncertainty using smooth ambiguity preference.
problem Managing inventory under Knightian uncertainty with smooth ambiguity preference.
method Demonstrates continuous-time smooth ambiguity as the infinitesimal limit of Kalman-Bucy filtering with recursive robust utility. Solves forward-backward stochastic differential equations with quadratic growth to determine cost function. Derives value function and optimal control policy using variational inequalities and viscosity solutions. Transforms problem into two-dimensional singular control.
result Ambiguity drives decision-makers to act earlier, reducing the continuation region.
Study non-Markovian singular control problems with probabilistic representation.
problem Non-Markovian singular stochastic control problems.
method Probabilistic representation using constrained BSDEs.
result Solution identified with constrained BSDEs for non-singular underlying process.
New findings show non-uniqueness in Ricci flow solutions for dimensions n≥5.
problem Non-uniqueness in Ricci flow solutions for dimensions n≥5.
method Exhibited a family of asymptotically conical gradient shrinking solitons with non-unique forward continuations.
result Non-uniqueness of Ricci flow solutions for dimensions n≥5.
This work focuses on the indifference pricing of American call option underlying a non-traded stock, which may be partially hedgeable by another traded stock. Under the exponential forward measure, the indifference price is formulated as a stochastic singular control problem. The value function is characterized as the …
Model for multi-period carbon market pricing with allowances.
problem Carbon market pricing with multiple trading periods and compliance times.
method Singular forward-backward stochastic differential equations (SDEs).
result Value function convergence to infinite period model under certain conditions.
Study weak super Ricci flow through neckpinch in metric measure spaces.
problem Understanding Ricci flow behavior at singularities.
method Introduce weak super Ricci flow and show conditions for continuation.
result Weak super Ricci flow properties at singularities.
We link SVEs to SPDEs and derive Kolmogorov equations for singular kernels.
problem Solving stochastic Volterra equations with singular kernels.
method Establishing connections between SVEs and SPDEs, using stochastic calculus in Hilbert spaces.
result Solutions of SVEs can be expressed in terms of backward Kolmogorov equations.
Speed up neural networks by 2x with 5% mAP loss.
problem High computational cost of neural network forward passes.
method Deep Learning Approximation: lossless and lossy optimizations.
result 2x speedup in network forward pass with 5% mAP drop.
Surprisal-Rényi Free Energystat.ML
SRFE clarifies KL divergences without unifying learning frameworks.
problem Inductive biases of KL divergences and their limitations.
method Introducing SRFE, a log-moment-based functional of the likelihood ratio.
result SRFE recovers KL divergences as limits and reveals a mean-variance tradeoff.
In this note, we reconcile two approaches that have been used to construct stringy multiplications. The pushing forward after pulling back that has been used to give a global stringy extension of the functors K_0,K^{top},A^*,H^* [CR, FG, AGV, JKK2], and the pulling back after having pushed forward, which we have previo…
We investigate the properties of the combinatorial Ricci flow for surfaces, both forward and backward -- existence, uniqueness and singularities formation. We show that the positive results that exist for the smooth Ricci flow also hold for the combinatorial one and that, moreover, the same results hold for a more gene…
We analyse Ricci flow (normalised/un-normalised) of product manifolds --unwarped as well as warped, through a study of generic examples. First, we investigate such flows for the unwarped scenario with manifolds of the type , , …
A new geometric concept, the dead direction, bridges singular learning theory and information geometry.
problem The gap between singular learning theory and information geometry.
method Introducing the dead direction, a unit vector along degenerating Fisher metric, and showing its KL order can be recovered.
result The KL order of the dead direction can be recovered as the decay rate of the directional Fisher curvature, providing a handle on singular geometry.
In this article, we analyze the microlocal properties of the linearized forward scattering operator and the normal operator (where is the adjoint of ) which arises in Synthetic Aperture Radar imaging for the common midpoint acquisition geometry. When is applied to the scattered d…
We call "flippable tilings" of a constant curvature surface a tiling by "black" and "white" faces, so that each edge is adjacent to two black and two white faces (one of each on each side), the black face is forward on the right side and backward on the left side, and it is possible to "flip" the tiling by pushing all …
Dead-Direction Signatures (DDS) provide a cheap, closed-form spectral reading of a network's singular complexity.
problem Estimating the complexity of deep networks through their loss singularities.
method DDS replaces the SGLD posterior chain with spectral linear algebra.
result DDS observables rank-track the network's singular complexity at the framework-predicted sign.
Proposes a new algorithm for Sparse Bayesian Learning connected to Stepwise Regression.
problem Sparse Bayesian Learning for probabilistic models.
method Coordinate ascent algorithm (RMP) for SBL, showing connection to Stepwise Regression.
result RMP's noise variance parameter limit connects to Stepwise Regression, with derived guarantees.
The study classifies and analyzes two-dimensional holomorphic distributions on a four-dimensional projective space.
problem Classifying and analyzing two-dimensional holomorphic distributions on .
method Classification and investigation of distributions with specific properties, including tangent and conormal sheaves.
result The sheaves of distributions are split and the moduli spaces are irreducible quasi-projective varieties.
The Cannon-Thurston map's pushed measures on the circle are singular with respect to sphere measures.
problem Understanding the behavior of geodesics and measures on fibered hyperbolic 3-manifolds.
method Properties of geodesics and measures on the circle and sphere are analyzed to prove singularity.
result Natural measures on the circle become singular with respect to measures on the sphere.
New method for dynamic valuation in markets with random endowments.
problem Dynamic valuation in markets with random endowments.
method Developed new FBSDE systems and established optimality conditions.
result Established necessary and sufficient conditions for optimality.
This paper shows how forward rate interpolations are equivalent to discount factor interpolations in yield curve construction.
problem The challenge of choosing between different interpolation methods for yield curve construction.
method Demonstrates the equivalence between forward rate interpolations and discount factor interpolations.
result Some popular interpolation methods on forward rates are equivalent to classical interpolation methods on discount factors.
The Cannon-Thurston map's measures become singular with respect to sphere measures.
problem Characterizing the behavior of measures under the Cannon-Thurston map.
method Analyzing the geometric properties of hyperbolic geodesics and quasi-geodesics.
result Natural measures on the circle become singular with respect to measures on the sphere.
Paper explores volatility swaps in rough volatility models.
problem Understanding volatility swaps in rough volatility models.
method Examines the relationship between forward start volatility swaps and implied volatilities in rough volatility models.
result The leading term approximation error in the correlated case does not depend on the time to forward start date.
Model for commodity forward prices with stochastic volatility and decorrelation.
problem Capturing dynamics of commodity forward prices and volatility.
method Two-factor model with stochastic volatility and decorrelation, numerical and Monte Carlo methods.
result Efficient pricing of various derivative payoffs.
Develops a new class of forward performance processes for investment pools.
problem Investment performance in market models with continuous semimartingale stock prices.
method Constructs a broad class of forward performance processes with power mixture initial conditions.
result Characterizes and derives properties of two-power mixture forward performance processes.
Forward transition ratesmath.PR
New definition for forward rates in multi-state models.
problem Defining forward rates in multi-state models.
method Established a theoretical framework and provided a novel definition.
result Interchanged transition probabilities and intensities in Kolmogorov forward equations.
Compact embedding for forward rate curves simplifies approximations.
problem Approximating complex forward rate curves efficiently.
method Proving compact embedding and showing finite approximations.
result Forward rate evolutions can be approximated by finite processes.
We prove here a general closed-form expansion formula for forward-start options and the forward implied volatility smile in a large class of models, including the Heston stochastic volatility and time-changed exponential Lévy models. This expansion applies to both small and large maturities and is based solely on the p…
Investment and consumption strategies optimized with uncertain parameters.
problem Investment and consumption preferences in an incomplete financial market with uncertain parameters.
method PDE characterization and semi-explicit saddle-point construction of forward preferences and optimal strategies.
result A specific relationship between initial investment preference and forward consumption preference is necessary.
The paper develops stochastic models for mortality rates using infinite dimensional processes.
problem Uncertainty in demographic projections of future mortality rates.
method Forward mortality models driven by Wiener process and Poisson random measure.
result Consistency conditions for forward mortality improvements and mortality rates.
In a Markovian stochastic volatility model, we consider financial agents whose investment criteria are modelled by forward exponential performance processes. The problem of contingent claim indifference valuation is first addressed and a number of properties are proved and discussed. Special attention is given to the c…
Two new models for forward power prices capture clustering jumps.
problem Describing forward power prices with clustering jumps.
method Continuous branching processes with immigration and Hawkes processes with exponential kernel.
result Models adequately describe forward prices evolution in French power market.
The paper analyzes investment and consumption strategies under uncertain market conditions.
problem Investment and consumption under drift and volatility uncertainties.
method Randomization approach to construct robust preferences and strategies.
result Developed optimal and robust investment and consumption strategies remain valid in the physical market.
The paper finds new metrics with specific orbits.
problem Existence of metrics with specified orbits.
method Construction of three continuous families of non-compact metrics.
result Existence of asymptotically conical and locally conical metrics.
Proposes a model for long-term electricity contracts with explicit computation and easy calibration.
problem Non-storability and poor liquidity in long-term electricity markets.
method Multi-factor polynomial framework for explicit computation of forwards, risk premium, and correlation.
result Calibrated model provides a risk-minimizing hedge for various time horizons.