arXiv research

Study long-term asset liquidation behavior with external flows.

Study models Ricci flow on complex surfaces, showing mixed behavior.

This is the first of a series of papers on the long-time behavior of 3 dimensional Ricci flows with surgery. In this paper we first fix a notion of Ricci flows with surgery, which will be used in this and the following three papers. Then we review Perelman's long-time estimates and generalize them to the case in which …

Study the long-time behavior of Hermitian-Yang-Mills flow on non-Kähler manifolds.

We show that three-dimensional homogeneous Ricci flow solutions that admit finite-volume quotients have long-time limits given by expanding solitons. We show that the same is true for a large class of four-dimensional homogeneous solutions. We give an extension of Hamilton's compactness theorem that does not assume a l…

In the following series of papers we analyze the long-time behavior of 3 dimensional Ricci flows with surgery. Our main result will be that if the surgeries are performed correctly, then only finitely many surgeries occur and after some time the curvature is bounded by $C t^{-1}$. This result confirms a conjecture of P…

This letter revisits the informational efficiency of the Bitcoin market. In particular we analyze the time-varying behavior of long memory of returns on Bitcoin and volatility 2011 until 2017, using the Hurst exponent. Our results are twofold. First, R/S method is prone to detect long memory, whereas DFA method can dis…

Study long-term behavior of semi-Markov modulated processes using integral functions.

Improved NODEs for long-term time series forecasting.

This is the fourth and last part of a series of papers on the long-time behavior of 3 dimensional Ricci flows with surgery. In this paper, we prove our main two results. The first result states that if the surgeries are performed correctly, then the flow becomes non-singular eventually and the curvature is bounded by $…

Study an anisotropic capillary flow to solve capillary Orlicz-Minkowski problem.

We determine the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a Robertson-Walker space-time. We prove in particular that when approaching the explosion time of the diffusion, its projection on the base manifold almost surely converges to a random point of the …

MD-GAN learns long-time molecular behavior from short-time data with multi-particle input.

Study shows global oscillatory solutions for Yang-Mills heat flow in 4D space.

The study provides a criterion for diffeomorphism via long-time Ricci flow.

We consider the Cauchy problem for doubly non-linear degenerate parabolic equations on Riemannian manifolds of infinite volume, or in $\R^N$. The equation contains a weight function as a capacitary coefficient which we assume to decay at infinity. We connect the behavior of non-negative solutions to the interplay betwe…

Kahler-Ricci flow long-time behavior and initial data

In this second part of a series of papers on the long-time behavior of Ricci flows with surgery, we establish a bound on the evolution of the infimal area of simplicial complexes inside a 3-manifold under the Ricci flow. This estimate generalizes an area estimate of Hamilton, which we will recall in the first part of t…

In the third part of this series of papers, we establish several topological results that will become important for studying the long-time behavior of Ricci flows with surgery. In the first part of this paper we recall some elementary observations in the topology of 3-manifolds. The main part is devoted to the construc…

We describe some relations between the long-time asymptotic behavior of the vacuum Einstein evolution equations and the geometrization of 3-manifolds. These relations are expressed in terms of evolution of CMC hypersurfaces in the vacuum space-time.Some results are also obtained on the singularity avoidance of CMC foli…

Analyzed a generalized voter model with power-law herding intensity, revealing anomalous diffusion and long-range memory.

Study on Ricci flows of awesome homogeneous spaces, proving finite extinction time.

Flow preserves volume on flat torus, converging to stable set.

This paper uses SDEs to analyze GANs training and long-run behavior.

We investigate multifractality in the Korean stock-market index KOSPI. The generalized $q$th order height-height correlation function shows multiscaling properties. There are two scaling regimes with a crossover time around $t_c =40$ min. We consider the original data sets and the modified data sets obtained by removin…

In this paper, we study the backward Ricci flow on locally homogeneous 3-manifolds. We describe the long time behavior and show that, typically and after a proper re-scaling, there is convergence to a sub-Riemannian geometry. A similar behavior was observed by the authors in the case of the cross curvature flow.

Study hot spots on warped product manifolds and infinite cones.

In this work, we propose an order book model with herd behavior. The proposed model is built upon two distinct approaches: a recent empirical study of the detailed order book records by Kanazawa et al. [Phys. Rev. Lett. 120, 138301] and financial herd behavior model. Combining these approaches allows us to propose a mo…

In this paper we study backward Ricci flow of locally homogeneous geometries of $4$-manifolds which admit compact quotients. We describe the long-term behavior of each class and show that many of the classes exhibit the same behavior near the singular time. In most cases, these manifolds converge to a sub-Riemannian ge…

Proves long-term smoothness of curved surfaces evolving under specific curvature rules.

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For insta…

Extends saddle-point method for large-time volatility smiles.

The Mike-Farmer (MF) model was constructed empirically based on the continuous double auction mechanism in an order-driven market, which can successfully reproduce the cubic law of returns and the diffusive behavior of stock prices at the transaction level. However, the volatility (defined by absolute return) in the MF…

This paper discusses the sensitivity of the long-term expected utility of optimal portfolios for an investor with constant relative risk aversion. Under an incomplete market given by a factor model, we consider the utility maximization problem with long-time horizon. The main purpose is to find the long-term sensitivit…

The paper studies geometric flows of spacelike curves in Lorentz-Minkowski plane and proves their long-term behavior.

In this paper, we study the positive cross curvature flow on locally homogeneous 3-manifolds. We describe the long time behavior of these flows. We combine this with earlier results concerning the asymptotic behavior of the negative cross curvature flow to describe the two sided behavior of maximal solutions of the cro…

We show precompactness results for solutions to parabolic fourth order geometric evolution equations. As part of the proof we obtain smoothing estimates for these flows in the presence of a curvature bound, an improvement on prior results which also require a Sobolev constant bound. As consequences of these results we …

To address potential gaps noted in patient monitoring in the hospital, a novel patient behavior detection system using mmWave radar and deep convolution neural network (CNN), which supports the simultaneous recognition of multiple patients' behaviors in real-time, is proposed. In this study, we use an mmWave radar to t…

We study the asymptotic behavior of the pluriclosed flow in the case of left-invariant Hermitian structures on Lie groups. We prove that solutions on 2-step nilpotent Lie groups and on almost-abelian Lie groups converge, after a suitable normalization, to self-similar solutions of the flow. Given that the spaces are so…

We study the continuous time random walk theory from financial tick data of the yen-dollar exchange rate transacted at the Japanese financial market. The dynamical behavior of returns and volatilities in this case is particularly treated at the long-time limit. We find that the volatility for prices shows a power-law w…

We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in nature and it makes use of wavelets from the Daubechies family for detrending purpose. The built-in variable windows in wavelet transform makes t…

Bayesian model predicts interest rates with short-term accuracy and long-term stability.

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of developing computationally efficient models of brain dynamics to use in designing cont…

We study in details the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a curved Lorentzian manifold, namely a spatially flat and fast expanding Robertson-Walker space-time. We prove in particular that the Poisson boundary of the diffusion can be identified with …

Quantum walk model captures asymmetry and bimodality in long-term financial returns.

It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log-log periodogram plots indicate a straight-line relationship. This necessitates a class of models for describing such behavior. A popular cl…

A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent parameters. To model…

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in nature and society display long range correlations. Hence, in the last few year…