arXiv research

Introduces modular $q$-holonomic modules to solve $q$-difference equations.

We study the space of linear difference equations with periodic coefficients and (anti)periodic solutions. We show that this space is isomorphic to the space of tame frieze patterns and closely related to the moduli space of configurations of points in the projective space. We define the notion of combinatorial Gale tr…

Stochastic differential equation approximation for linear TD(0) under Markovian noise

Quantum dilogarithm function proven from a linear difference equation.

We derive a priori estimates for solutions of a general class of fully non-linear equations on compact Hermitian manifolds. Our method is based on ideas that have been used for different specific equations, such as the complex Monge-Ampère, Hessian and inverse Hessian equations. As an application we solve a class of He…

Study of 2d gauged linear sigma models to derive difference equations and spectral data.

Quantum K-theory of quintic 3-fold conjectured with non-polynomial coefficients.

A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie groupoid $G$ may be described in terms of Lagrangian implicit difference equations …

New gradient estimates for heat equation on Riemannian manifolds.

A sequence of rational functions in a variable $q$ is $q$-holonomic if it satisfies a linear recursion with coefficients polynomials in $q$ and $q^n$. We prove that the degree of a $q$-holonomic sequence is eventually a quadratic quasi-polynomial. Our proof uses differential Galois theory (adapting proofs regarding hol…

The colored Jones function of a knot is a sequence of Laurent polynomials. It was shown by TTQ. Le and the author that such sequences are $q$-holonomic, that is, they satisfy linear $q$-difference equations with coefficients Laurent polynomials in $q$ and $q^n$. We show from first principles that $q$-holonomic sequence…

The paper explores variational principles for equations of maximal symmetry, providing new insights and results.

Study optimizes solving fixed-point equations using subspace search.

Proves energy estimates for tensorial wave equations, decoupling components for stability proof.

We prove several differential Harnack inequalities for positive solutions to nonlinear backward heat equations with different potentials coupled with the Ricci flow. We also derive an interpolated Harnack inequality for the nonlinear heat equation under the $\varepsilon$-Ricci flow on a closed surface. These new Harnac…

GF-Net learns Green's functions for linear reaction-diffusion equations.

Bayesian inverse problems solved with Gaussian models for PDEs.

Study finds unique radial solutions on manifolds using differential geometry and analysis.

We consider a general class of non-linear Bellman equations. These open up a design space of algorithms that have interesting properties, which has two potential advantages. First, we can perhaps better model natural phenomena. For instance, hyperbolic discounting has been proposed as a mathematical model that matches …

In this article, a compact finite difference method is proposed for pricing European and American options under jump-diffusion models. Partial integro-differential equation and linear complementary problem governing European and American options respectively are discretized using Crank-Nicolson Leap-Frog scheme. In pro…

This paper proposes a new method to learn integration schemes for complex ODEs.

In this paper we investigate the properties of a semi-linear problem on a spin manifold involving the Dirac operator, through the construction of Rabinowitz-Floer homology groups. We give several existence results for sub-critical and critical non-linearities as application of the computation of the different homologie…

Study numerical methods for singular FBSDEs with degenerate forward component.

We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio (density-difference) estimation and deep neural networks. First, the problem of implicit gene…

Study proves global existence and decay for complex wave equations.

Quantum model discovery uses DQCs to solve equations from data.

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of PDEs. The neural network serves to enhance finite-difference and finite-volume met…

A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset. However, in many application domains, data are obtained under different conditions, t…

Following the previous authors works (joint with I.A.Dynnikov) we develop a theory of the discrete analogs of the differential-geometrical (DG) connections in the triangulated manifolds. We study a nonstandard discretization based on the interpretation of DG Connection as linear first order (''triangle'') difference eq…

This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models …

We give a review of the systematic construction of hierarchies of soliton flows and integrable elliptic equations associated to a complex semi-simple Lie algebra and finite order automorphisms. For example, the non-linear Schrödinger equation, the n-wave equation, and the sigma-model are soliton flows; and the equation…

We develop algorithms for the numerical computation of the quadratic hedging strategy in incomplete markets modeled by pure jump Markov process. Using the Hamilton-Jacobi-Bellman approach, the value function of the quadratic hedging problem can be related to a triangular system of parabolic partial integro-differential…

New algorithms improve distributional TD learning with linear approximations.

The extended constraint equations arise as a special case of the conformal constraint equations that are satisfied by an initial data hypersurface $Z$ in an asymptotically simple spacetime satisfying the vacuum conformal Einstein equations developed by H. Friedrich. The extended constraint equations consist of a quasi-…

Uniform bounds derived for fully non-linear equations.

In this paper, we study the theory of linearized gravity and prove the linear stability of Schwarzschild black holes as solutions of the vacuum Einstein equations. In particular, we prove that solutions to the linearized vacuum Einstein equations centered at a Schwarzschild metric, with suitably regular initial data, r…

Pseudo-Riemannian metrics with Levi-Civita connection in the projective class of a given torsion free affine connection can be obtained from (and are equivalent to) the maximal rank solutions of a certain overdetermined projectively invariant differential equation often called the metrizability equation. Dropping this …

Calculates spectral flow bounds for reducible solutions to Vafa-Witten equations.

Two discretizations, linear and nonlinear, of basic notions of the complex analysis are considered. The underlying lattice is an arbitrary quasicrystallic rhombic tiling of a plane. The linear theory is based on the discrete Cauchy-Riemann equations, the nonlinear one is based on the notion of circle patterns. We clari…

We establish a point-wise gradient estimate for $all$ positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions. Like Perelman's estimate, the most general form of our gradient estimate does not …

Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for systems subject to nonholonomic constraints and that are invariant under the ac…

A new method estimates parameters of complex models using ordinary least squares.

This is an elementary and self--contained review of twistor theory as a geometric tool for solving non-linear differential equations. Solutions to soliton equations like KdV, Tzitzeica, integrable chiral model, BPS monopole or Sine-Gordon arise from holomorphic vector bundles over $T\CP^1$. A different framework is pro…

In this paper we put together some tools from differential topology and analysis in order to study second order semi-linear partial differential equations on a Riemannian manifold $M$. We look for solutions that are constants along orbits of a given group action. Using some results obtained by Helgason in [J DIFFER GEO…

Paper addresses high-dimensional linear regression with missing data, proposing efficient and nearly unbiased estimators.

New boundary condition for Black-Scholes equations in strict local martingale models.

This paper presents a unified framework to tackle estimation problems in Digital Signal Processing (DSP) using Support Vector Machines (SVMs). The use of SVMs in estimation problems has been traditionally limited to its mere use as a black-box model. Noting such limitations in the literature, we take advantage of sever…

Proves wave equation solutions in Kerr-de Sitter spacetime have specific asymptotic expansions.