arXiv research

On the basis of loop group decompositions (Birkhoff decompositions), we give a discrete version of the nonlinear d'Alembert formula, a method of separation of variables of difference equations, for discrete constant negative Gauss curvature (pseudospherical) surfaces in Euclidean three space. We also compute two exampl…

Method constructs discrete surfaces with negative curvature.

To every Darboux integrable system there is an associated Lie group $G$ which is a fundamental invariant of the system and which we call the Vessiot group. This article shows that solving the Cauchy problem for a Darboux integrable partial differential equation can be reduced to solving an equation of Lie type for the …

A Hopf hypersurface in complex hyperbolic space CH^n is one in which the complex structure applied to the normal vector is a principal direction at each point. In this paper, Hopf hypersurfaces for which the corresponding principal curvature is small (relative to the ambient sectional curvature) are studied by means of…

The aim of this paper is to write explicit expression in terms of a given principal connection of the Lagrange-d'Alembert-Poincarè equations in several stages. This is obtained by using a reduced Lagrange-d'Alembert's Principle in several stages, extending methods introduced for the case of two stages by one of the aut…

New calculus on spacetimes for nonlinear differential equations.

Dirac structures on tangent bundles provide a unified framework for Lagrange--Dirac dynamical systems.

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on previous work on time-dependent discrete mechanics, our approach is based on a d…

Study on nonlinear Dirac equations on manifolds with formulas and theorems.

The paper introduces discrete Dirac structures for mechanics, simplifying dynamics.

We introduce the study of nonlinear harmonic forms. These are forms which minimize the $L_2$ energy in a cohomology class subject to a nonlinear constraint. In this note, we include only motivations and the most basic existence results. We also introduce a variant of the Bochner formula suitable for probing the structu…

The geometric Cauchy problem for a class of surfaces in a pseudo-Riemannian manifold of dimension 3 is to find the surface which contains a given curve with a prescribed tangent bundle along the curve. We consider this problem for constant negative Gauss curvature surfaces (pseudospherical surfaces) in Euclidean 3-spac…

A geometric multisymplectic formulation of the classical BRST symmetry of constrained first-order classical field theories is described. To effect this we introduce graded analogues of the bundles and manifolds of the multisymplectic formulation of first-order field theories. The Lagrange-d'Alembert formalism is also d…

New approach to gravity theory sacrifices smoothness for ellipticity.

New proof of Lorentzian splitting theorems using elliptic operators.

The paper proves properties of Lipschitz spacetimes with bounded Ricci curvature.

In this paper we formulate a geometric theory of the mechanics of growing solids. Bulk growth is modeled by a material manifold with an evolving metric. Time dependence of metric represents the evolution of the stress-free (natural) configuration of the body in response to changes in mass density and "shape". We show t…

Paper proves extended Minkowski Inequality using nonlinear potential theory.

The paper generalizes Feynman-Kac formula for volatility uncertainty.

This paper studies Loday algebroids, introducing new concepts and formulas.

Low regularity spacetimes split into simpler structures.

Paper derives analytical formulas for NLD-CEV moments with regime switching.

Market illiquidity, feedback effects, presence of transaction costs, risk from unprotected portfolio and other nonlinear effects in PDE based option pricing models can be described by solutions to the generalized Black-Scholes parabolic equation with a diffusion term nonlinearly depending on the option price itself. Di…

This paper contains the technical foundations from stochastic differential geometry for the construction of geometrically intrinsic nonlinear recursive filters. A diffusion X on a manifold N is run for a time interval T, with a random initial condition. There is a single observation consisting of a nonlinear function o…

Study nonholonomic systems with collisions using variational principles.

In this paper we study some geometrical objects (d-tensors, multi-time semisprays of polymomenta and nonlinear connections) on the dual 1-jet vector bundle $J^{1*}(\cal{T}, M)\to \cal{T}\times M$. Some geometrical formulas, which connect the last two geometrical objects, are also derived. Finally, a canonical nonlinear…

In this paper we compute the Leray Schauder degree for a fourth order elliptic boundary value problem with exponential nonlinearity and Navier boundary condition. This will be made by proving a Poincare'-Hopf type theorem. Moreover by using this result, together with some quantitative results about the formal set of ba…

In this paper, we establish two Santaló type formulas for general Finsler manifolds. As applications, we derive a universal lower bound for the first eigenvalue of the nonlinear Laplacian, two Croke type isoperimetric inequalities, and a Yamaguch type finiteness theorem in Finser geometry.

We prove the Bochner-Weitzenböck formula for the (nonlinear) Laplacian on general Finsler manifolds and derive Li-Yau type gradient estimates as well as parabolic Harnack inequalities. Moreover, we deduce Bakry-Émery gradient estimates. All these estimates depend on lower bounds for the weighted flag Ricci tensor.

We give an explicit formula, as a formal differential operator, for quantum microformal morphisms of (super)manifolds that we introduced earlier. Such quantum microformal morphisms are essentially oscillatory integral operators or Fourier integral operators of a particular kind. They act on oscillatory wave functions, …

Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic finite-time singularity formula transforms a Gaussian white noise into a rich time…

In this paper we study constant positive Gauss curvature $K$ surfaces in the 3-sphere $S^3$ with $0<K<1$ as well as constant negative curvature surfaces. We show that the so-called normal Gauss map for a surface in $S^3$ with Gauss curvature $K<1$ is Lorentz harmonic with respect to the metric induced by the second fun…

Develops AMITE for analyzing neural network nonlinearities.

Discrete model of curve deformation using discrete nonlinear Schrödinger equation.

In this note, we study non-linear gauge theories for principal bundles, where the structure group is replaced by a Lie groupoid. We follow the approach of Moerdijk-Mrcun and establish its relation with the existing physics literature. In particular, we derive a new formula for the gauge transformation which closely res…

We study specific nonlinear transformations of the Black-Scholes implied volatility to show remarkable properties of the volatility surface. Model-free bounds on the implied volatility skew are given. Pricing formulas for the European options which are written in terms of the implied volatility are given. In particular…

In a fibre bundle, natural derivatives of a section are defined as tangent vector fields on the image of a section of the fibre bundle. A local extension to vector fields in the tangent bundle leads to a direct proof of the formula expressing the curvature of a connection in terms of covariant derivatives. The result i…

In this paper, we consider three typical problems on a locally finite connected graph. The first one is to study the Bochner formula for the Laplacian operator on a locally finite connected graph. We use the Bochner formula to derive the Bernstein type estimate of the heat equation. The second is to derive the Reilly t…

Unified view of monotonicity formulas for inverse mean curvature flow and $p$-capacitary potentials.

We found a unified formula for description of the household incomes of all society classes, for instance, of those of the European Union in year 2007. This formula is a stationary solution of the threshold Fokker-Planck equation (derived from the threshold nonlinear Langevin one). The formula is more general than the w…

Anisotropic minimal graphs over half-spaces are flat.

New method for calculating Finsler connections using moving frame formalism.

We use filtrations of the Grassmannian model to produce explicit algebraic formulae for all harmonic maps of finite uniton number from a Riemann surface, and so all harmonic maps from the 2-sphere, to the unitary group for a general class of factorizations by unitons. We show how these specialize to give explicit formu…

Formula for Laplace-Beltrami on orthogonal group in Euclidean coords.

New proof of Penrose inequality using potential theory.

We derive identities for general flows of Riemannian metrics that may be regarded as local mean-value, monotonicity, or Lyapunov formulae. These generalize previous work of the first author for mean curvature flow and other nonlinear diffusions. Our results apply in particular to Ricci flow, where they yield a local mo…

Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.

The geometry of nonholonomic bundle gerbes, provided with nonlinear connection structure, and nonholonomic gerbe modules is elaborated as the theory of Clifford modules on nonholonomic manifolds which positively fail to be spin. We explore an approach to such nonholonomic Dirac operators and derive the related Atiyah-S…