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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for loop equations

Proves existence and uniqueness of loop equation solutions for semisimple Frobenius manifolds.

problem Existence and uniqueness of solutions to loop equations in generalized Frobenius manifolds.
method Proves existence and uniqueness of solutions to loop equations for semisimple generalized Frobenius manifolds.
result Existence and uniqueness of solutions to loop equations for semisimple generalized Frobenius manifolds.

The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…

2006-11-03abs ↗pdf ↗

The paper defines a function for knots in Seifert manifolds and connects it to Witten-Reshetikhin-Turaev invariants.

problem Defining a function for knots in Seifert manifolds.
method Explicit construction of a function Φ(q; N) and its properties.
result The function Φ(q; N) satisfies a q-difference equation related to character varieties.

Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.

problem Time-inconsistent stochastic control problems with mean and higher-order moments.
method Developed closed-loop and open-loop Nash equilibrium controls using PDEs and maximum principles.
result Identical closed-loop and open-loop Nash equilibria controls, independent of state value and random path.

Geometrically characterizes virtual nonlinear nonholonomic constraints using symplectic methods.

problem Characterizing virtual nonlinear nonholonomic constraints geometrically.
method Geometric characterization using symplectic structures and Chetaev equations.
result A unique control law exists to satisfy virtual constraints, and closed-loop dynamics are projections of uncontrolled dynamics.

Wilson loops in N=4{\cal N}=4 supersymmetric Yang-Mills theory correspond at strong coupling to extremal surfaces in AdS5AdS_5. We study a class of extremal surfaces known as special Legendrian submanifolds. The "hemisphere" corresponding to the circular Wilson loop is an example of a special Legendrian submanifold, and w…

2002-11-24abs ↗pdf ↗

We study the heat flow in the loop space of a closed Riemannian manifold MM as an adiabatic limit of the Floer equations in the cotangent bundle. Our main application is a proof that the Floer homology of the cotangent bundle, for the Hamiltonian function kinetic plus potential energy, is naturally isomorphic to the h…

2003-04-24abs ↗pdf ↗

Given a compact orientable surface ΣΣ, let $\Cal S(Σ)$ be the set of isotopy classes of essential simple loops on ΣΣ. We determine a complete set of relations for a function from $\Cal S(Σ)$ to Z\bold Z to be a geometric intersection number function. As a consequence, we obtain explicit equations in $\bold R^{\Cal S…

1998-01-06abs ↗pdf ↗

The gradient flow of the Yang-Mills action acts pointwise on closed loops of gauge fields. We construct a topologically nontrivial loop of SU(2) gauge fields on S4 that is locally stable under the flow. The stable loop is written explicitly as a path between two gauge fields equivalent under a topologically nontrivial …

2010-08-06abs ↗pdf ↗

We use closed geodesics to construct and compute Bott-type Morse homology groups for the energy functional on the loop space of flat nn-dimensional tori, n1n\ge 1, and Bott-type Floer cohomology groups for their cotangent bundles equipped with the natural symplectic structure. Both objects are isomorpic to the singula…

1996-12-16abs ↗pdf ↗

We give a survey of the following six closely related topics: (i) a general method for constructing a soliton hierarchy from a splitting of a loop algebra into positive and negative subalgebras, together with a sequence of commuting positive elements, (ii) a method---based on (i)---for constructing soliton hierarchies …

2010-10-27abs ↗pdf ↗

We analyze a Lagrangian for spacetime connections in Loop Quantum Gravity.

problem Classical field theory in Loop Quantum Gravity with spacetime connections.
method Complete variational analysis using vector-valued differential forms.
result Equations for θθ are equivalent to vacuum Einstein Field Equations; equations for AA and κκ give the same constraint.

Investigates time-inconsistent portfolio selection under MMV preferences.

problem Time-inconsistent optimal strategies for MMV preferences.
method Nash equilibrium controls for MMV and MV preferences, solving FBSDE and HJB equations.
result MMV optimal strategies lead to higher investment amounts than MV strategies, narrowing over time.

We propose an extension of the structure equation for constant mean curvature (CMC) surfaces in a three dimensional Riemannian space form to the associated CMC hierarchy of evolution equations by the higher-order commuting symmetries. Via the canonical formal Killing field, considered as an infinitely prolonged and loo…

2014-09-23abs ↗pdf ↗

The main result of this note is the existence of martingale solutions to the stochastic heat equation (SHE) in a Riemannian manifold by using suitable Dirichlet forms on the corresponding path/loop space. Moreover, we present some characterizations of the lower bound of the Ricci curvature by functional inequalities of…

2017-06-19abs ↗pdf ↗

New geometric methods solve a conjecture for hyperbolic 3-manifolds.

problem Verifying the 1-loop conjecture for hyperbolic 3-manifolds.
method Constructing geometric ideal triangulations and solving gluing equations.
result Proves the 1-loop conjecture for a large class of hyperbolic 3-manifolds.

Formula derived for Gromov-Witten invariants of smooth curves.

problem Calculating Gromov-Witten invariants for smooth curves in genus zero.
method Closed formula derived from solving the degree zero limit of the loop equation for the complex projective line.
result Closed formula for generating series of Gromov-Witten invariants in genus zero.

Generalizes Hodge correlators using quantum master equation concepts.

problem Developing a mathematical framework for non-acyclic Chern-Simons theory.
method Introduces a DG Lie algebra of uni-trivalent graphs with loops satisfying a Maurer-Cartan equation.
result Arithmetic analogue of effective action and quantum master equation.

Abstract: Investigates octonion product deformations and related geometries.

problem Exploring geometries and deformations from the 7-sphere S7S^7.
method Analyzing the spontaneous compactification M4imesS7M_4 imes S^7 and solutions of Lagrangian equations.
result Obtains a family of geometries including those with torsion and G2G_2-structures.

Develops a new approach to study nonlinear PDEs and their singularities.

problem Understanding the propagation domains of solutions to nonlinear PDEs.
method Derived geometric machinery and sheaf theory to study nonlinear PDEs and their singular supports.
result Estimates the domains of propagation for solutions of non-linear systems.

Study on parameter dynamics in exponential families under closed-loop learning.

problem Understanding and preventing convergence to biased absorbing states in model parameter estimation.
method Derived equations of motion for parameter dynamics in exponential families. Showed convergence to biased states under maximum likelihood estimation and proposed solutions.
result Closed-loop learning can lead to biased parameter estimates, but can be mitigated by using maximum a posteriori estimation or regularisation.

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we he…

2017-11-27abs ↗pdf ↗

We consider the Yang-Mills equations with a matrix gauge group GG on the de Sitter dS4_4, anti-de Sitter AdS4_4 and Minkowski R3,1R^{3,1} spaces. On all these spaces one can introduce a doubly warped metric in the form ds2=du2+f2dv2+h2dsH22d s^2 =-d u^2 + f^2 d v^2 +h^2 d s^2_{H^2}, where ff and hh are the functions of uu and $d s^2_…

2015-05-25abs ↗pdf ↗

In this paper we consider a utility maximization problem with defaultable stocks and looping contagion risk. We assume that the default intensity of one company depends on the stock prices of itself and other companies, and the default of the company induces immediate drops in the stock prices of the surviving companie…

2017-10-14abs ↗pdf ↗

On the basis of loop group decompositions (Birkhoff decompositions), we give a discrete version of the nonlinear d'Alembert formula, a method of separation of variables of difference equations, for discrete constant negative Gauss curvature (pseudospherical) surfaces in Euclidean three space. We also compute two exampl…

2015-05-27abs ↗pdf ↗

Paper achieves ε2ε^{-2} sample complexity for actor-critic methods with minimal assumptions.

problem Achieving ε2ε^{-2} sample complexity for actor-critic methods under minimal assumptions.
method Single-loop, single-timescale implementation; coupled Lyapunov drift framework.
result First ildeO(ε2) ilde{\mathcal{O}}(ε^{-2}) sample complexity guarantee for finding an εε-optimal policy.

A generalization of the Euler-Plateau problem to account for the energy contribution due to twisting of the bounding loop is proposed. Euler-Lagrange equations are derived in a parameterized setting and a bifurcation analysis is performed. A pair of dimensionless parameters govern bifurcations from a flat, circular gro…

2014-05-07abs ↗pdf ↗

The gluing equations of a cusped hyperbolic 3-manifold MM are a system of polynomial equations in the shapes of an ideal triangulation $\calT$ of MM that describe the complete hyperbolic structure of MM and its deformations. Given a Neumann-Zagier datum (comprising the shapes together with the gluing equations in a …

2012-02-28abs ↗pdf ↗

We study Hamiltonian stationary Lagrangian surfaces in C^2, i.e. Lagrangian surfaces in C^2 which are stationary points of the area functional under smooth Hamiltonian variations. Using loop groups, we propose a formulation of the equation as a completely integrable system. We construct a Weierstrass type representatio…

2000-09-22abs ↗pdf ↗

This paper is an expository account of the development of soliton mathematics, from its inception in famous numerical experiments of Fermi-Pasta-Ulam and Zabusky-Kruskal to the recent synthesis of Terng-Uhlenbeck (dg-ga/9707004) that explains hidden symmetries of soliton equations in terms of loop-groups acting by dres…

1997-08-08abs ↗pdf ↗