arXiv research

A new algorithm optimizes time-varying functions with non-constant evaluation times.

Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals the real-world imbalance. In practice, this assumption is often broken for vari…

Salkowski \cite{salkow}, one century ago, introduced a family of curves with constant curvature but non-constant torsion (Salkowski curves) and a family of curves with constant torsion but non-constant curvature (anti-Salkowski curves) in Euclidean 3-space $\e^3$. In this paper, we adapt definition of such curves to ti…

The paper classifies hypersurfaces in $\mathbb{H}^2 imes\mathbb{H}^2$ with constant curvature.

Study optimal portfolio strategies with time-varying discount rates.

Develops discrete geometry for non-constant curvature surfaces.

A quaternionic version of Picard's theorem limits how many values a slice regular function can avoid.

By using the Hawking Taub-NUT metric, this note gives an explicit construction of a 3-parameter family of Einstein Finsler metrics of non-constant flag curvature in terms of navigation representation.

We prove a Gauss-Bonnet type formula for Riemann-Finsler surfaces of non-constant indicatrix volume and with regular piecewise smooth boundary. We give a Hadamard type theorem for N-parallels of a Landsberg surface.

A new option pricing model handles non-constant risk aversion and transaction costs.

In this paper we obtain a splitting theorem for the symmetric diffusion operator $Δ_φ=Δ-\left<\nablaφ,\nabla \right>$ and a non-constant $C^3$ function $f$ in a complete Riemannian manifold $M$, under the assumptions that the Ricci curvature associated with $Δ_φ$ satisfies ${\rm Ric}_φ(\nabla f,\nabla f)\ge 0$, that $|…

New smooth solutions of the Strominger system with non vanishing flux, non-trivial instanton and non-constant dilaton based on the quaternionic Heisenberg group are constructed. We show that through appropriate contractions the solutions found in the $G_2$-heterotic case converge to the heterotic solutions on 6-dimensi…

Researchers found equations for special surfaces in curved spaces.

This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of non-constant price processes has to be 2, as in the case of continuous martingales.

The paper extends Menelaus' and Ceva's theorems to translation triangles in various Thurston geometries.

Let $M^m$ be a compact oriented smooth manifold which admits a smooth circle action with isolated fixed points which are isolated as singularities as well. Then all the Pontryagin numbers of $M^m$ are zero and its Euler number is nonnegative and even. In particular, $M^m$ has signature zero. Since a non-constant harmon…

Study of Gauss maps for minimal surfaces in a specific 3D model.

Conformally compact and complete smooth solutions to the Strominger system with non vanishing flux, non-trivial instanton and non-constant dilaton using the first Pontrjagin form of the (-)-connection} on 6-dimensional non-Kaehler nilmanifold are presented. In the conformally compact case the dilaton is determined by t…

The study improves fundamental gap estimates for surfaces with non-constant positive curvature.

Paper classifies special slant surfaces with varying curvature.

We prove a uniqueness theorem for immersed spheres of prescribed (non-constant) mean curvature in homogeneous three-manifolds. In particular, this uniqueness theorem proves a conjecture by A.D. Alexandrov about immersed spheres of prescribed Weingarten curvature in R3 for the special but important case of prescribed me…

In this paper we consider the Ricci curvature of a Ricci soliton. In particular, we have showed that a complete gradient Ricci soliton with non-negative Ricci curvature possessing a non-constant convex potential function having finite weighted Dirichlet integral satisfying an integral condition is Ricci flat and also i…

It is well-known that non-constant holomorphic functions do not exist on a compact complex manifold. This statement is false for a supermanifold with a compact reduction. In this paper we study the question under what conditions non-constant holomorphic functions do not exist on a compact homogeneous complex supermanif…

We enumerate a necessary condition for the existence of infinitely many geometrically distinct, non-constant, prime closed geodesics on an arbitrary closed Riemannian manifold $M$. That is, we show that any Riemannian metric on $M$ admits infinitely many prime closed geodesics such that the energy functional $E:ΛM\to\m…

We construct solutions of the constraint equation with non constant mean curvature on an asymptotically hyperbolic manifold by the conformal method. Our approach consists in decreasing a certain exponent appearing in the equations, constructing solutions of these sub-critical equations and then in letting the exponent …

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise from stochastic volatility models in option pricing. Our approach combines differ…

Let $M$ and $N$ be two compact complex manifolds. We show that if the tautological line bundle $\mathscr{O}_{T_M^*}(1)$ is not pseudo-effective and $\mathscr{O}_{T_N^*}(1)$ is nef, then there is no non-constant holomorphic map from $M$ to $N$. In particular, we prove that any holomorphic map from a compact complex mani…

We prove that every non-constant quasiregular selfmap of the $n$-sphere $\mathbb{S}^{n}$ admits a harmonic extension to the hyperbolic space $\mathbb{H}^{n+1}$ for $n\ge 2$.

Proves existence of solution to Lichnerowicz equation on non-CMC manifolds.

If a (non-constant) polynomial has no zero, then a certain Riemannian metric is constructed on the two dimensional sphere. Several geometric arguments are then shown to contradict this fact.

Necessary and sufficient conditions to the existence of a hermitian connection with totally skew-symmetric torsion and holonomy contained in SU(3) are given. Non-compact solution to the supergravity-type I equations of motion with non-zero flux and non-constant dilaton is found in dimensions 6. Non-conformally flat non…

In this article, we study local holomorphic isometric embeddings from ${\BB}^n$ into ${\BB}^{N_1}\times... \times{\BB}^{N_m}$ with respect to the normalized Bergman metrics up to conformal factors. Assume that each conformal factor is smooth Nash algebraic. Then each component of the map is a multi-valued holomorphic m…

Study on Vaisman metrics on Kodaira-Thurston surface using pluriclosed flow.

In this paper, we study the dividend strategies for a shareholder with non-constant discount rate in a diffusion risk model. We assume that the dividends can only be paid at a bounded rate and restrict ourselves to the Markov strategies. This is a time inconsistent control problem. The extended HJB equation is given an…

We revisit the Lichnerowicz-York method, and an alternative method of York, in order to obtain some conformally covariant systems. This type of parameterization is certainly more natural for non constant mean curvature initial data.

This paper considers a time-inconsistent stopping problem in which the inconsistency arises from non-constant time preference rates. We show that the smooth pasting principle, the main approach that has been used to construct explicit solutions for conventional time-consistent optimal stopping problems, may fail under …

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…

Constant and symmetric price impact functions, most commonly used in agent-based market modelling, are shown to give rise to paradoxical and inconsistent outcomes in the simplest case of arbitrage exploitation when open-hold-close actions are considered. The solution of the paradox lies in the non-constant nature of re…

Liouville entropy increases strictly along Ricci flow on surfaces.

Study on MHD equilibria on curved spaces without symmetries.

We prove that if the Black-Scholes formula holds with the spot volatility for call options with all strikes, then the volatility parameter is constant. The proof relies some result on semimartingales (Theorem 2) of independent interest.

Paper tackles time inconsistency in portfolio management with stochastic volatility and power utility.

Using the implicit function theorem, we prove existence of solutions of the so-called conformally covariant split system on compact 3-dimensional Riemannian manifolds. They give rise to non-Constant Mean Curvature (non-CMC) vacuum initial data for the Einstein equations. We investigate the conformally covariant split s…

Polynomially inscribe 6 concyclic points into any smooth curve.

In this note we reprove a theorem of Gromov using Ricci flow. The theorem states that a, possibly non-constant, lower bound on the scalar curvature is stable under $C^0$-convergence of the metric.

Study natural and conjugate mates of Frenet curves in Lie groups.

We show that if $p \colon M \to N$ is a normal Riemannian covering, with $N$ closed, and $M$ has exponential volume growth, then there are non-constant, positive harmonic functions on $M$. This was conjectured by Lyons and Sullivan in \cite{LS}.

Indecomposable symmetric Lorentzian manifolds of non-constant curvature are called Cahen-Wallach spaces. Their isometry classes are described by continuous families of real parameters. We derive necessary and sufficient conditions for the existence of compact quotients of Cahen-Wallach spaces in terms of these paramete…