arXiv research

Global stock markets exhibit exponential growth and Gaussian fluctuations with self-similar monthly patterns.

We prove that the only self-similar surfaces of Euclidean 3-space which are foliated by circles are the self-similar surfaces of revolution discovered by S. Angenent and that the only ruled, self-similar surfaces are the cylinders over planar self-similar curves.

Lipschitz equivalence of self-similar sets is an important area in the study of fractal geometry. It is known that two dust-like self-similar sets with the same contraction ratios are always Lipschitz equivalent. However, when self-similar sets have touching structures the problem of Lipschitz equivalence becomes much …

Model monthly VIX and stock returns using log-Heston model.

Study finds mixed evidence of monthly stock market anomalies in Turkey and US.

Classifies self-similar curve shortening flows in hyperbolic 2-space.

Skeleton is a new notion designed for constructing space-filling curves of self-similar sets. It is shown in [Dai, Rao and Zhang, Space-filling curves of self-similar sets (II): Edge-to-trail substitution rule,https://doi.org/10.1088/1361-6544/ab1275] that for a connected self-similar set, space-filling curves can be c…

Study properties of self-similar continua with finite intersection property.

The article contains a construction of a self-similar dendryte which cannot be the attractor of any self-similar zipper.

The paper analyzes self-similar solutions for mean curvature flow in 3D.

Investigates chaotic financial time series with monthly contributions and devaluation.

Paper proves rigidity for self-similar solutions in 3D flows.

Wave maps with noise can lead to self-similar blowup from arbitrary initial data.

Study on self-similar surfaces and their mapping class groups generated by involutions.

Study finds solutions to flows by negative curvature powers.

Self-similar solutions to geometric flows are stable under small perturbations.

In this letter, two explicit self-similar solutions to a graph representation of time-like extremal hypersurfaces in Minkowski spacetime $\mathbb{R}^{1+3}$ are given. Meanwhile, there is an untable eigenvalue in the linearized time-like extremal hypersurfaces equation around two explicit self-similar solutions.

Cumulant expansion is used to derive accurate closed-form approximation for Monthly Sum Options in case of constant volatility model. Payoff of Monthly Sum Option is based on sum of $N$ caped (and probably floored) returns. It is noticed, that $1/\sqrt{N}$ can be used as a small parameter in Edgeworth expansion. First …

We develop a local theory for the construction of singular spacetimes in all spacetime dimensions which become asymptotically self-similar as the singularity is approached. The techniques developed also allow us to construct and classify exact self-similar solutions which correspond to the formal asymptotic expansions …

We give a classification of all self-similar solutions to the curve shortening flow in the plane.

The study proves uniqueness and symmetry of self-similar solutions in warped product spaces.

In [9] Kaimanovich introduced the concept of augmented tree on the symbolic space of a self-similar set. It is hyperbolic in the sense of Gromov, and it was shown in [13] that under the open set condition, a self-similar set can be identified with the hyperbolic boundary of the tree. In the paper, we investigate in det…

We confirm a well-known conjecture that the round sphere is the only compact, embedded self-similar shrinking solution to the mean curvature flow with genus $0$. More generally, we show that the only properly embedded self-similar shrinkers in $\mathbb{R}^3$ with vanishing intersection form are the sphere, the cylinder…

The paper examines the stability of two spherical self-similar solutions in Minkowski spacetime.

In this paper, we study two classes of planar self-similar fractals $T_\varepsilon$ with a shifting parameter $\varepsilon$. The first one is a class of self-similar tiles by shifting $x$-coordinates of some digits. We give a detailed discussion on the disk-likeness ({\it i.e., the property of being a topological disk}…

We carry out the first main step towards the construction of new examples of complete embedded self-similar surfaces under mean curvature flow. An approximate solution is obtained by taking two known examples of self-similar surfaces and desingularizing the intersection circle using an appropriately modified singly per…

In this paper, we consider affine self-similar solutions for the affine curve shortening flow in the Euclidean plane. We obtain the equations of all affine self-similar solutions up to affine transformations and solve the equations or give descriptions of the solutions for the degenerate case. Some new special solution…

We present new examples of complete embedded self-similar surfaces under mean curvature by gluing a sphere and a plane. These surfaces have finite genus and are the first examples of self-shrinkers in $\mathbb R^3$ that are not rotationally symmetric. The strategy for the construction is to start with a family of initi…

We consider the heat flow of corotational harmonic maps from $\mathbb R^3$ to the three-sphere and prove the nonlinear asymptotic stability of a particular self-similar shrinker that is not known in closed form. Our method provides a novel, systematic, robust, and constructive approach to the stability analysis of self…

Classifies self-similar solutions for heat equations with positive speed.

This article gives an alternative approach to the self-shrinking and self-expanding solutions of the curve shortening flow, which are related to singularity formation of the mean curvature flow. The motivation for the self-similar solutions arises from natural area preserving rescaling. Further we describe the self-sim…

We study the Dirichlet problem associated to the equation for self-similar surfaces for graphs over the Euclidean plane with a disk removed. We show the existence of a solution provided the boundary conditions on the boundary circle are small enough and satisfy some symmetries. This is the second step towards the const…

In this paper, we obtain a complete list of all self-similar solutions of inverse mean curvature flow in $\mathbb{R}^2$.

We classify all Hamiltonian stationary Lagrangian surfaces in complex Euclidean plane which are self-similar solutions of the mean curvature flow.

The paper constructs and analyzes self-similar blowup solutions for a wave map equation.

The study explores homeomorphism groups of self-similar 2-manifolds, including the 2-sphere and Cantor set.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

A novel approach to analyzing time series generated by complex systems, such as markets, is presented. The basic idea of the approach is the {\it Law of Self-Similar Evolution}, according to which any complex system develops self-similarly. There always exist some internal laws governing the evolution of a system, say …

We prove that an irreducible lattice in a semisimple algebraic group is virtually isomorphic to an arithmetic lattice if and only if it admits a faithful self-similar action on a rooted tree of finite valency.

We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramer function, the characteristic function for s…

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

Researchers create a Fredholm module on fractal shapes like the Cantor set.

New self-similarity for Einstein vacuum equations identified.

We construct helicoid-like embedded minimal disks with axes along self-similar curves modeled on logarithmic spirals. The surfaces have a self-similarity inherited from the curves and the nature of the construction. Moreover, inside of a "logarithmic cone", the surfaces are embedded.

In this paper we study self-similar solutions in warped products satisfying $F-\mathcal{F}=\bar{g}(λ(r)\partial_{r},ν)$, where $\mathcal{F}$ is a nonnegative constant and $F$ is in a class of general curvature functions including powers of mean curvature and Gauss curvature. We show that slices are the only closed stri…

In this paper, we introduce the notion of asymptotic self-similar sets on general doubling metric spaces by extending the notion of self-similar sets, and determine their Hausdorff dimensions, which gives an extension of Balogh and Rohner 's result. This is carried out by introducing the notions of almost similarity ma…

Study forecasts monthly electricity demand using pattern similarity-based methods.

By the curve shortening flow, the only closed embedded contracting self-similar solutions are circles: we give a very short and intuitive geometric proof of this basic and classical result using an idea of Gage.