arXiv research

Study the Cartan prolongation of curves with a central node.

Unified model for network risks, including bilateral and central clearing, with practical applications.

We propose a model for the credit and liquidity risks faced by clearing members of Central Counterparty Clearing houses (CCPs). This model aims to capture the features of: gap risk; feedback between clearing member default, market volatility and margining requirements; the different risks faced by various types of mark…

A clearing member of a Central Counterparty (CCP) is exposed to losses on their default fund and initial margin contributions. Such losses can be incurred whenever the CCP has insufficient funds to unwind the portfolio of a defaulting clearing member. This does not necessarily require the default of the CCP itself. In …

This paper develops an XVA (costs) analysis of centrally cleared trading, parallel to the one that has been developed in the last years for bilateral transactions. We introduce a dynamic framework that incorporates the sequence of cash-flows involved in the waterfall of resources of a clearing house. The total cost of …

The study uses heat flow to analyze properties of Laplace eigenfunctions on manifolds and domains.

On July 26, 1995, at the University of California, Santa Cruz, a young Dutch mathematician by the name Aise Johan de Jong made a revolution in the study of the arithmetic, geometry and cohomology theory of varieties in positive or mixed characteristic. The talk he delivered, first in a series of three entitled "Dominat…

This study analyzes costs of CCP default resolution using Radner equilibrium approach.

Dynamic model assesses CCP risk with time-consistent risk measures.

In the last years, increasing efforts have been put into the development of effective stress tests to quantify the resilience of financial institutions. Here we propose a stress test methodology for central counterparties based on a network characterization of clearing members, whose links correspond to direct credits …

Develops a 2D Allen-Cahn theory for interfaces with boundary.

Study finds nodal solutions of Yamabe equation constant along isoparametric levels.

Eigenfunction maxima inside high-d nodal domains.

New bounds found for nodal sets on special manifolds.

The study finds infinite nodal solutions for equations on positive Ricci curvature manifolds.

New nodal domain theorems for symmetric matrices via signed graphs.

Study how nodal domains change on surfaces under perturbations.

We consider a Laplace eigenfunction $\varphi_λ$ on a smooth closed Riemannian manifold, that is, satisfying $-Δ\varphi_λ= λ\varphi_λ$. We introduce several observations about the geometry of its vanishing (nodal) set and corresponding nodal domains. First, we give asymptotic upper and lower bounds on the volume of a tu…

The paper studies eigenfunctions and nodal sets of the Witten-Laplacian.

Abstract reviews applications of parabolic structures to nodal curve sheaves.

We prove by Hilbert-Mumford criterion that a slope stable polarized weighted pointed nodal curve is Chow asymptotic stable. This generalizes the result of Caporaso on stability of polarized nodal curves, and of Hasset on weighted pointed stable curves polarized by the weighted dualizing sheaves. It also solved a questi…

We use tools from $n$-dimensional Brownian motion in conjunction with the Feynman-Kac formulation of heat diffusion to study nodal geometry on a compact Riemannian manifold $M$. On one hand we extend a theorem of Lieb and prove that any nodal domain $Ω_λ$ almost fully contains a ball of radius $\sim \frac{1}{\sqrtλ}$. …

Abstract: Shows nonexistence of Courant-type nodal domain bounds for eigenfunctions of Dirichlet-to-Neumann operator.

The paper studies nodal sets of solutions to parabolic equations, proving finiteness and monotonicity properties.

New examples challenge extended Courant property for linear combinations of eigenfunctions.

We use layer potential to establish that the boundary biharmonic Steklov operators are elliptic pseudo-differential operators. Thus we are able to establish lower bounds on both the measure of boundary nodal sets and interior nodal sets for biharmonic Steklov eigenfunctions.

New estimates for nodal and singular sets of parabolic inequalities.

Network science reveals corruption risk in EU procurement markets.

We prove that the nodal set (zero set) of a solution of a generalized Dirac equation on a Riemannian manifold has codimension 2 at least. If the underlying manifold is a surface, then the nodal set is discrete. We obtain a quick proof of the fact that the nodal set of an eigenfunction for the Laplace-Beltrami operator …

Given a Laplace eigenfunction on a surface, we study the distribution of its extrema on the nodal domains. It is classically known that the absolute value of the eigenfunction is asymptotically bounded by the 4-th root of the eigenvalue. It turns out that the number of nodal domains where the eigenfunction has an extre…

Study conformal invariants from nodal sets on manifolds with boundary.

Study compares nodal sets of solutions to the Allen-Cahn equation.

We prove lower bounds for the Hausdorff measure of nodal sets of eigenfunctions.

Globally irreducible nodes (i.e. nodes whose branches belong to the same irreducible component) have mild effects on the most common topological invariants of an algebraic curve. In other words, adding a globally irreducible node (simple nodal degeneration) to a curve should not change them a lot. In this paper we stud…

We give upper and lower bounds on the volume of a tubular neighborhood of the nodal set of an eigenfunction of the Laplacian on a real analytic closed Riemannian manifold M. As an application we consider the question of approximating points on M by nodal sets, and explore analogy with approximation by rational numbers.

Study mutual insurance market dynamics using mean field games.

Study on the nodal set of Dirac equation solutions on manifolds.

Sharp estimate for nodal domains intersecting a ball on a Riemannian manifold.

Study on solutions of Yamabe-type equations on sphere products, proving nodal solutions.

Study small perturbations on low energy Laplace eigenfunctions.

Scalable learning of nodal attributes in large graphs with privacy.

Study on points where random spherical harmonic nodal set meets tangent vector field.

This paper constructs G$_2$ manifolds with nodal singularities along circles.

Random spherical harmonics on $S^3$ have a single nodal component with expected genus proportional to $mN$.

New harmonic functions show nodal sets can be topologically complex despite frequency and regularity constraints.

Study on nodal components of random band-limited functions on surfaces, finding a universal law.

We show that on a compact Riemmanian manifold $(M,g)$, nodal sets of linear combinations of any $p+1$ smooth functions form an admissible $p-$sweepout provided these linear combinations have uniformly bounded vanishing order. This applies in particular to finite linear combinations of Laplace eigenfunctions. As a resul…

We prove a natural inequality which implies the known lower bounds for the $(n-1)$-dimensional Hausdorff measure of nodal sets for smooth compact manifolds.