arXiv research

Researchers prove birational invariance of BCOV invariant using motivic integration.

Extends integrability to cosymplectic manifolds.

A `total Chern class' invariant of knots is defined. This is a universal Vassiliev invariant which is integral `on the level of Lie algebras' but it is not expressible as an integer sum of diagrams. The construction is motivated by similarities between the Kontsevich integral and the topological Chern character.

The construction of characteristic classes via the curvature form of a connection is one motivation for the refinement of integral cohomology by de Rham cocycles -- known as differential cohomology. We will discuss the analog in the case of a group action on the manifold: The definition of equivariant characteristic fo…

We consider an application involving a financial quadratic portfolio of options, when the joint underlying log-returns changes with multivariate elliptic distribution. This motivates the needs for methods for the approximation of multiple integrals over hyperboloids. A transformation is used to reduce the hyperboloid i…

Quantum cohomology gives a finite dimensional integrable system via the Dubrovin connection. Motivated by Givental's work on mirror symmetry, we use gauge theory techniques and the Frobenius Integrability Theorem to find flat sections for the Dubrovin connection. An explicit calculation is given for projective space.

We recently outlined the vision of "Learning Everywhere" which captures the possibility and impact of how learning methods and traditional HPC methods can be coupled together. A primary driver of such coupling is the promise that Machine Learning (ML) will give major performance improvements for traditional HPC simulat…

We study the integral expression of a knot invariant obtained as the second coefficient in the perturbative expansion of Witten's Chern-Simons path integral associated with a knot. One of the integrals involved turns out to be a generalization of the classical Crofton integral on convex plane curves and it is related w…

We classify the 6-dimensional Lie algebras of the form $g\times g$ that admit integrable complex structure. We also endow a Lie algebra of the kind $o(n)\oplus o(n)$ with such a complex structure. The motivation comes from geometric structures á la Sasaki on $g$-manifolds.

The study classifies singularities in curved 3D shapes.

Motivated by numerical integration on manifolds, we relate the algebraic properties of invariant connections to their geometric properties. Using this perspective, we generalize some classical results of Cartan and Nomizu to invariant connections on algebroids. This has fundamental consequences for the theory of numeri…

Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution.

The paper classifies Lie algebroids and their connections, modulating principal objects.

Learning goal-directed behavior in environments with sparse feedback is a major challenge for reinforcement learning algorithms. The primary difficulty arises due to insufficient exploration, resulting in an agent being unable to learn robust value functions. Intrinsically motivated agents can explore new behavior for …

We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to the currently used generalised leapfrog symplectic integrator, which relies on …

In this paper we construct arbitrarily large families of smooth projective varieties and closed Riemannian manifolds that share many algebraic and analytic invariants. For instance, every non-arithmetic, closed hyperbolic $3$--manifold admits arbitrarily large collections of non-isometric finite covers which are strong…

We explain how to encode the essential data of a PDE on jet bundle into a more intrinsic object called Pfaffian fibration. We provide motivations to study this new notion and show how prolongations, integrability and linearisations of PDEs generalise to this setting.

We reformulate the construction of Kontsevich's completion and use Lawson homology to define many new motivic invariants. We show that the dimensions of subspaces generated by algebraic cycles of the cohomology groups of two $K$-equivalent varieties are the same, which implies that several conjectures of algebraic cycl…

Motivated by the interesting and yet scattered developments in representation theory of Banach-Lie groups, we discuss several functional analytic issues which should underlie the notion of infinite-dimensional reductive Lie group: norm ideals, triangular integrals, operator factorizations, and amenability.

Let $\mathbb{Q}$ and $\mathbb{P}$ be equivalent probability measures and let $ψ$ be a $J$-dimensional vector of random variables such that $\frac{d\mathbb{Q}}{d\mathbb{P}}$ and $ψ$ are defined in terms of a weak solution $X$ to a $d$-dimensional stochastic differential equation. Motivated by the problem of \emph{endoge…

There is renewed interest in formulating integration as an inference problem, motivated by obtaining a full distribution over numerical error that can be propagated through subsequent computation. Current methods, such as Bayesian Quadrature, demonstrate impressive empirical performance but lack theoretical analysis. A…

Develops a new method for financial term structure modeling.

Study polynomial structures on generalized tangent bundles and their compatibility with operators.

We study groups of germs of complex diffeomorphisms having a property called irreducibility. The notion is motivated by the similar property of the fundamental group of the complement of na irreducible hypersurface in the complex projective space. Natural examples of such groups of germ maps are given by holonomy group…

This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed to be convex. Then a linear quadratic (LQ in short) problem for backward stochastic Volterra integral equations (BSVIEs in short) is present …

New Vassiliev invariant of order three derived from Fox-Hatcher cycles.

Motivated by generalized geometry (à la Hitchin), we discuss the integrability conditions for four natural almost complex structures on the product bundle ${\mathcal Z}\times {\mathcal Z}\to M$, where ${\mathcal Z}$ is the twistor space of a Riemannian 4-manifold $M$ endowed with a metric connection $D$ with skew-symme…

Theory of space-time currents for geometric evolutions.

Holonomy for Lie subalgebroids defined via bisections.

Extends flat submanifold properties from hyperbolic plane to symmetric spaces.

Magnetic manifold HMC improves sampling on constrained manifolds.

Novel approach to financial derivatives pricing using rough path theory.

The high-dimensionality and volume of large scale multistream data has inhibited significant research progress in developing an integrated monitoring and diagnostics (M&D) approach. This data, also categorized as big data, is becoming common in manufacturing plants. In this paper, we propose an integrated M\&D approach…

Motivated by the problem of finding an explicit description of a developable narrow Moebius strip of minimal bending energy, which was first formulated by M. Sadowsky in 1930, we will develop the theory of elastic strips. Recently E.L. Starostin and G.H.M. van der Heijden found a numerical description for an elastic Mo…

For the purpose of understanding second-order scalar PDEs and their hydrodynamic integrability, we introduce G-structures that are induced on hypersurfaces of the space of symmetric matrices (interpreted as the fiber of second-order jet space) and are defined by non-degenerate scalar second-order-only (Hessian) PDEs in…

This paper establishes three relations between the Toda field theory associated to a simple Lie algebra and the integral curves of the standard differential system on the corresponding complete flag variety. The motivation comes from the viewpoint on the Toda field theories as Darboux integrable differential systems as…

This note is concerned in so called harmonic complex structures introduced by the author previously. I will recall some previous results and emphasize the motivation: Provide an attempt to a fundamental problem in geometry--determining the complex structures on an almost complex manifold. I also discuss the almost-Herm…

We prove some results for the solitons of the Ricci-Bourguignon flow, generalizing corresponding results for Ricci solitons. Taking motivation from Ricci almost solitons, we then introduce the notion of Ricci-Bourguignon $almost$ solitons and prove some results about them which generalize previous results for Ricci alm…

Study applies inverse scattering to BKM systems, linking spectra and integrable systems.

Motivated by the problem of optimal portfolio liquidation under transient price impact, we study the minimization of energy functionals with completely monotone displacement kernel under an integral constraint. The corresponding minimizers can be characterized by Fredholm integral equations of the second type with cons…

We give numerous examples of almost Lie algebroids arising as Dirac structures in pre-Courant algebroids, e.g. from twisted Poisson structures, as well as from twisted actions of a Lie algebra. We moreover define a cohomology for them, motivated by a Q-structure, that is trivial for (bundles of) Lie algebras but charac…

We study cohomologies on an almost complex manifold $(M, J)$, defined using the Nijenhuis-Lie derivations $\mathcal{L}_J$ and $\mathcal{L}_N$ induced from the almost complex structure $J$ and its Nijenhuis tensor $N$, regarded as vector-valued forms on $M$. We show how one of these, the $N$-cohomology $H^{\bullet}_N (M…

We prove a priori interior curvature estimates for hypersurfaces of prescribing scalar curvature equations in dimension three. The method is motivated by the integral method of Warren and Yuan. The new observation here is that the "Lagrangian" submanifold constructed similarly as Harvey and Lawson has bounded mean curv…

Survey of integrating physics knowledge into machine learning models.

Develops a new integration theory for financial markets.

The Thurston-Bennequin invariant provides one notion of self-linking for any homologically-trivial Legendrian curve in a contact three-manifold. Here we discuss related analytic notions of self-linking for Legendrian knots in Euclidean space. Our definition is based upon a reformulation of the elementary Gauss linking …

LLapDiff models irregular multivariate time series without step-by-step integration.

New examples of real hypersurfaces found in complex hyperbolic quadrics.