arXiv research

New approach to nematic fields on surfaces, relaxing uniformity to quasi-uniformity.

The search of unconventional magnetic and nonmagnetic states is a major topic in the study of frustrated magnetism. Canonical examples of those states include various spin liquids and spin nematics. However, discerning their existence and the correct characterization is usually challenging. Here we introduce a machine-…

Researchers create topologically protected knots in a realizable system.

Study active nematic forces on curved surfaces, revealing new coupling mechanisms.

Tying knots and linking microscopic loops of polymers, macromolecules, or defect lines in complex materials is a challenging task for material scientists. We demonstrate the knotting of microscopic topological defect lines in chiral nematic liquid crystal colloids into knots and links of arbitrary complexity by using l…

We develop a theory of axisymmetric surfaces minimizing a combination of surface tension and nematic elastic energies which may be suitable for describing simple film and bubble shapes. As a function of the elastic constant and the applied tension on the bubbles, we find the analogues of the unduloid, sphere, and nodoi…

The topology and the geometry of a surface play a fundamental role in determining the equilibrium configurations of thin films of liquid crystals. We propose here a theoretical analysis of a recently introduced surface Frank energy, in the case of two-dimensional nematic liquid crystals coating a toroidal particle. Our…

Extends knotted defect classification to bounded domains using handlebodies.

We analyze an elastic surface energy which was recently introduced by G. Napoli and L.Vergori to model thin films of nematic liquid crystals. We show how a novel approach that takes into account also the extrinsic properties of the surfaces coated by the liquid crystal leads to considerable differences with respect to …

Study phase transition in liquid crystal droplets using mathematical analysis.

Classifies defects in ordered media using homotopy theory.

Topologically protected vortex knots and links are proposed and proven.

We investigate the well-posedness of (i) the heat flow of harmonic maps from $R^n$ to a compact Riemannian manifold without boundary for initial data in BMO; and (ii) the hydrodynamic flow $(u,d)$ of nematic liquid crystals on $\mathbb R^n$ for initial data in $BMO^{-1}\times BMO$.

Imaging techniques are essential tools for inquiring a number of properties from different materials. Liquid crystals are often investigated via optical and image processing methods. In spite of that, considerably less attention has been paid to the problem of extracting physical properties of liquid crystals directly …

In this paper, we study Vanishing Mean Oscillation vector fields on a compact manifold with boundary. Inspired by the work of Brezis and Niremberg, we construct a topological invariant - the index - for such fields, and establish the analogue of Morse's formula. As a consequence, we characterize the set of boundary dat…

The Hopf fibration has inspired any number of geometric structures in physical systems, in particular in chiral liquid crystalline materials. Because the Hopf fibration lives on the three sphere, $\mathbb{S}^3$, some method of projection or distortion must be employed to realize textures in flat space. Here, we explore…

New framework for analyzing line fields on surfaces, proving stability under specific conditions.

Maximizes mixing efficiency in surface braids.

Proves HNN extensions of nilpotent groups are left-orderable, constructs non-left-orderable examples.

The paper characterizes L-space 3-manifolds using quandle orderability.

In order-driven markets, limit-order book (LOB) resiliency is an important microscopic indicator of market quality when the order book is hit by a liquidity shock and plays an essential role in the design of optimal submission strategies of large orders. However, the evolutionary behavior of LOB resilience around liqui…

Optimal stock trading strategy with market orders and limit orders in a risky market.

Algorithm confirms non-order-preserving braids, proving infinite family not order-preserving.

Study analyzes order transitions in high, medium, and low market cap stocks using Markov chains.

The paper explores orderability in link quandles and provides various results.

We study the analytical properties of a one-side order book model in which the flows of limit and market orders are Poisson processes and the distribution of lifetimes of cancelled orders is exponential. Although simplistic, the model provides an analytical tractability that should not be overlooked. Using basic result…

Map quandle orders to actions, characterize isolated orders, and prove no isolated right orders.

The paper defines circular orderability for quandles and explores their properties.

Bi-orderable groups from left-orderable ones, showing non-profinite properties.

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A poss…

It is well known that a countable group admits a left-invariant total order if and only if it acts faithfully on R by orientation preserving homeomorphisms. Such group actions are special cases of group actions on simply connected 1-manifolds, or equivalently, actions on oriented order trees. We characterize a class of…

New conditions for circular orderability of direct products, linking to left-orderability of groups.

New criterion for bi-ordering free groups under automorphisms.

We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday price decreases and increases with a permanent price impact. The volatility, the volume of different types of orders, the b…

We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This includes limit orders being placed outside of the spread, inside the spread and (effective) market orders. We find that limit …

A framework models order book dynamics using point processes and mass transport.

We investigate the probability distribution of order imbalance calculated from the order flow data of 43 Chinese stocks traded on the Shenzhen Stock Exchange. Two definitions of order imbalance are considered based on the order number and the order size. We find that the order imbalance distributions of individual stoc…

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of order positions and related queues around their fluid limits are analyzed. As a…

The paper explores circular orderability in 3-manifold groups, related to the L-space conjecture.

We extend the Heegaard Floer homological definition of spectral order for closed contact 3-manifolds due to Kutluhan, Matić, Van Horn-Morris, and Wand to contact 3-manifolds with convex boundary. We show that the order of a codimension zero contact submanifold bounds the order of the ambient manifold from above. As the…

Improved stock price prediction model using generalized order flow imbalance.

Two price regimes identified in limit order books: close and far from quotes.

A key feature of inductive logic programming (ILP) is its ability to learn first-order programs, which are intrinsically more expressive than propositional programs. In this paper, we introduce techniques to learn higher-order programs. Specifically, we extend meta-interpretive learning (MIL) to support learning higher…

In this paper we define $n$th order Hessian structures on manifolds and study them. In particular, when $n = 3$, we make a detailed study and establish a one-to-one correspondence between {\it third-order Hessian structures} and a {\it certain class of connections} on the second-order tangent bundle of a manifold. Furt…

MIC improves VAR order selection accuracy.

Motivated by recent activity in low-dimensional topology, we provide a new criterion for left-orderability of a group under the assumption that the group is circularly-orderable: A group $G$ is left-orderable if and only if $G \times \mathbb{Z}/n\mathbb{Z}$ is circularly-orderable for all $n > 1$. This implies that eve…

We develop a second-order model for limit order books in a single scaling regime.

Study proposes a new GAN for realistic discrete financial orders.