arXiv research

Uniform small energy regularity for fractional geometric problems proved.

The fractional Yamabe problem, proposed by González-Qing (2013, Anal. PDE) is a geometric question which concerns the existence of metrics with constant fractional scalar curvature. It extends the phenomena which were discovered in the classical Yamabe problem and the boundary Yamabe problem to the realm of nonlocal co…

A mass-type invariant for smooth metric measure spaces and its relation with the fractional Yamabe problem

Methods from the geometry of nonholonomic manifolds and Lagrange-Finsler spaces are applied in fractional calculus with Caputo derivatives and for elaborating models of fractional gravity and fractional Lagrange mechanics. The geometric data for such models are encoded into (fractional) bi-Hamiltonian structures and as…

Let $(X, g^+)$ be an asymptotically hyperbolic manifold and $(M, [\hat{h}])$ its conformal infinity. Our primary aim in this paper is to introduce the prescribed fractional scalar curvature problem on $M$ and provide solutions under various geometric conditions on $X$ and $M$. We also obtain the existence results for t…

Using Caputo fractional derivative of order $α$ we build the fractional jet bundle of order $α$ and its main geometrical structures. Defined on that bundle, some fractional dynamical systems with applications to economics are studied.

This note develops certain sharp inequalities relating the fractional Sobolev capacity of a set to its standard volume and fractional perimeter.

We study fractional configurations in gravity theories and Lagrange mechanics. The approach is based on Caputo fractional derivative which gives zero for actions on constants. We elaborate fractional geometric models of physical interactions and we formulate a method of nonholonomic deformations to other types of fract…

A geometric model for twisted $K$-homology is introduced. It is modeled after the Mathai-Melrose-Singer fractional analytic index theorem in the same way as the Baum-Douglas model of $K$-homology was modeled after the Atiyah-Singer index theorem. A natural transformation from twisted geometric $K$-homology to the new g…

We study the fractional gravity for spacetimes with non-integer dimensions. Our constructions are based on a geometric formalism with the fractional Caputo derivative and integral calculus adapted to nonolonomic distributions. This allows us to define a fractional spacetime geometry with fundamental geometric/physical …

The aim of this paper is to evaluate geometric Asian option by a mixed fractional subdiffusive Black-Scholes model. We derive a pricing formula for geometric Asian option when the underlying stock follows a time changed mixed fractional Brownian motion. We then apply the results to price Asian power options on the stoc…

In this paper, we introduce the anisotropic Sobolev capacity with fractional order and develop some basic properties for this new object. Applications to the theory of anisotropic fractional Sobolev spaces are provided. In particular, we give geometric characterizations for a nonnegative Radon measure $μ$ that naturall…

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

Using the fractional integration and differentiation on R we build the fractional jet fibre bundle on a differentiable manifold and we emphasize some important geometrical objects. Euler-Lagrange fractional equations are described. Some significant examples from mechanics and economics are presented.

The theory of derivative of noninteger order goes back to Leibniz, Liouville and Riemann. Derivatives of fractional order have found many applications in recent studies in mechanics, physics, economics. In this paper we define the fractional tangent bundle on a manifold, using a method of Radu Miron. The fractional Lei…

This paper investigates integer multiplication of continued fractions using geometric structures. In particular, this paper shows that integer multiplication of a continued fraction can be represented by replacing one triangulation of an orbifold with another triangulation. This method is used to show that eventually p…

Let $X$ be an asymptotically hyperbolic manifold and $M$ its conformal infinity. This paper is devoted to deduce several existence results of the fractional Yamabe problem on $M$ under various geometric assumptions on $X$ and $M$: Firstly, we handle when the boundary $M$ has a point at which the mean curvature is negat…

Generalized matrix-fractional (GMF) functions are a class of matrix support functions introduced by Burke and Hoheisel as a tool for unifying a range of seemingly divergent matrix optimization problems associated with inverse problems, regularization and learning. In this paper we dramatically simplify the support func…

In this paper we study smooth solutions to a fractional mean curvature flow equation. We establish a comparison principle and consequences such as uniqueness and finite extinction time for compact solutions. We also establish evolutions equations for fractional geometric quantities that yield preservation of certain qu…

Smoothness of graphs evolving by fractional mean curvature is proven.

We survey the use of continued fraction expansions in the algebraical and topological study of complex analytic singularities. We also prove new results, firstly concerning a geometric duality with respect to a lattice between plane supplementary cones and secondly concerning the existence of a canonical plumbing struc…

New method avoids surface self-collision in geometric optimization.

The aim of this paper is to report on recent development on the conformal fractional Laplacian, both from the analytic and geometric points of view, but especially towards the PDE community.

Study connects weighted isoperimetric problems to nonlocal elliptic operator extensions.

We describe a new interpretation of the fractional GJMS operators as generalized Dirichlet-to-Neumann operators associated to weighted GJMS operators on naturally associated smooth metric measure spaces. This gives a geometric interpretation of the Caffarelli--Silvestre extension for $(-Δ)^γ$ when $γ\in(0,1)$, and both…

The goal of this paper is to encode equivalently the fractional Lagrange dynamics as a nonholonomic almost Kahler geometry. We use the fractional Caputo derivative generalized for nontrivial nonlinear connections (N-connections) originally introduced in Finsler geometry, with further developments in Lagrange and Hamilt…

The long-term dependence of Bitcoin (BTC), manifesting itself through a Hurst exponent $H>0.5$, is exploited in order to predict future BTC/USD price. A Monte Carlo simulation with $10^4$ geometric fractional Brownian motion realisations is performed as extensions of historical data. The accuracy of statistical inferen…

Study connects taffy pulling, fractions, and rational tangles.

Geodesic flows on surfaces have specific fractional-linear integrals related to constant cross-ratios.

Researchers study fractional porous medium equation on hyperbolic space.

New method improves matrix completion with functional maps.

Assume that $(X, g^+)$ is an asymptotically hyperbolic manifold, $(M, [\bar{h}])$ is its conformal infinity, $ρ$ is the geodesic boundary defining function associated to $\bar{h}$ and $\bar{g} = ρ^2 g^+$. For any $γ\in (0,1)$, we prove that the solution set of the $γ$-Yamabe problem on $M$ is compact in $C^2(M)$ provid…

We develop a general framework for applying the Kelly criterion to stock markets. By supplying an arbitrary probability distribution modeling the future price movement of a set of stocks, the Kelly fraction for investing each stock can be calculated by inverting a matrix involving only first and second moments. The fra…

The paper proposes estimators for bid-ask spreads with and without serial dependence.

Study solves inverse problems for equations with fractional nonlinearities.

A topological invariant of the geodesic laminations on a modular surface is constructed. The invariant has a continuous part (the tail of a continued fraction) and a combinatorial part (the singularity data). It is shown, that the invariant is complete, i.e. the geodesic lamination can be recovered from the invariant. …

In this paper we apply Markovian approximation of the fractional Brownian motion (BM), known as the Dobric-Ojeda (DO) process, to the fractional stochastic volatility model where the instantaneous variance is modelled by a lognormal process with drift and fractional diffusion. Since the DO process is a semi-martingale,…

ADDA framework speeds up data augmentation in massive data settings.

Fractional Laplacian inverse problem solved for connection Laplacians.

The aim of this paper is two-fold: first, we look at the fractional Laplacian and the conformal fractional Laplacian from the general framework of representation theory on symmetric spaces and, second, we construct new boundary operators with good conformal properties that generalize the fractional Laplacian using an e…

While absence of arbitrage in frictionless financial markets requires price processes to be semimartingales, non-semimartingales can be used to model prices in an arbitrage-free way, if proportional transaction costs are taken into account. In this paper, we show, for a class of price processes which are not necessaril…

We construct a two parameter family of eleven-dimensional indecomposable Cahen-Wallach spaces with irreducible, non-flat, non-restricted geometric supersymmetry of fraction $ν=\tfrac{3}{4}$. Its compactified moduli space can be parametrized by a compact interval with two points corresponding to two non-isometric, decom…

Researchers solve the Calderón problem for fractional Dirac operators.

Study on fractional Sobolev metrics on curves, proving completeness and geodesic properties.

Approximates derivative pricing under fractional stochastic volatility.

Based on the relations between scattering operators of asymptotically hyperbolic metrics and Dirichlet-to-Neumann operators of uniformly degenerate elliptic boundary value problems, we formulate fractional Yamabe problems that include the boundary Yamabe problem studied by Escobar. We observe an interesting Hopf type m…

Advances in fractional analysis suggest a new way for the physics understanding of Riemann's conjecture. It asserts that, if s is a complex number, the non trivial zeros of zeta function in the gap [0,1], is characterized by . This conjecture can be understood as a consequence of 1/2-order fractional differential chara…

This is the second paper in a series of papers aimed at providing a geometric construction of modular functors and topological quantum field theories from conformal field theory building on the constructions in [TUY] and [KNTY]. We give a geometric construct of a modular functor for any simple Lie-algebra and any level…