arXiv research

We analyze Darboux transformations in very general settings for multidimensional linear partial differential operators. We consider all known types of Darboux transformations, and present a new type. We obtain a full classification of all operators that admit Wronskian type Darboux transformations of first order and a …

Proves left-orderability of mapping class groups of infinite-type surfaces.

In this article we introduce order preserving representations of fundamental groups of surfaces into Lie groups with bi-invariant orders. By relating order preserving representations to weakly maximal representations, introduced in arXiv:1305.2620, we show that order preserving representations into Lie groups of Hermit…

We extend the definition of curvature homogeneity of type (1,3) to include the possibility that there is a homothety between any two points of a manifold preserving the first r covariant derivatives of the curvature operator simultaneously; we call this strong curvature homogeneity of type (1,3) up to order r. We chara…

Unified approach to discrete and smooth isoperimetric inequalities of arbitrary order.

We define notions of higher order spectra of a complex quasi-projective manifold with an action of a finite group $G$ and with a $G$-equivariant automorphism of finite order, some of their refinements and give Macdonald type equations for them.

The natural partial ordering of the orbit types of the action of the group of local gauge transformations on the space of connections in space-time dimension d<=4 is investigated. For that purpose, a description of orbit types in terms of cohomology elements of space-time, derived earlier, is used. It is shown that, on…

The paper introduces a new filtration for knot invariants and proves the existence of nontrivial knots.

For each simple Lie algebra $\mathfrak{g}$ (excluding, for trivial reasons, type ${\sf C}$) we find the lowest possible degree of an invariant second-order PDE over the adjoint variety in $\mathbb{P}\mathfrak{g}$, a homogeneous contact manifold. Here a PDE $F(x^i,u,u_i,u_{ij})=0$ has degree $\le d$ if $F$ is a polynomi…

In this paper, we study some fourth order singular critical equations of Lichnerowicz type involving the Paneitz-Branson operator, and we prove existence and non existence results under given assumptions.

Classifies singular foliations of a specific type and studies their extensions.

The paper finds formulas for a specific invariant order 7.

Study solves inverse problems for equations with fractional nonlinearities.

We propose a limit order book (LOB) model with dynamics that account for both the impact of the most recent order and the shape of the LOB. We present an empirical analysis showing that the type of the last order significantly alters the submission rate of immediate future orders, even after accounting for the state of…

This study defines finite-type invariants for curves on surfaces and reveals the construction of these finite-type invariants for stable homeomorphism classes of curves on compact oriented surfaces without boundaries. These invariants are a higher-order generalisation of a part of Arnold's invariants that are first-ord…

New minimal surfaces in 4D space derived from parametric equations.

This paper completes the construction of arbitrary order conformally invariant differential operators in higher spin spaces. Jan Slovák has classified all conformally invariant differential operators on locally conformally flat manifolds. We complete his results in higher spin theory by giving explicit expressions for …

Paper studies rigidity phenomena for elliptic systems on Riemannian manifolds.

The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying the statistical properties of inter-cancelation durations defined as the waiting times between consecutive order cancelatio…

Study on homeomorphism groups of manifolds using set theory.

Paper studies second order tail probabilities in risk models.

A. Henrich proved the existence of the universal finite-type invariant of order one for virtual knots. We extend the construction and the methods of her paper to framed virtual knots. To do so, we introduce the notions of virtual strings and based matrices for framed flat virtual knots.

Li-York theorem tells us that a period 3 orbit for a continuous map of the interval into itself implies the existence of a periodic orbit of every period. This paper concerns an analogue of the theorem for homeomorphisms of the 2-dimensional disk. In this case a periodic orbit is specified by a braid type and on the se…

The paper proves uniformization for specific curvature types on manifolds.

New techniques solve Riccati equations on 3D manifolds, finding 4th order metric obstructions.

Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the ones assumed in many market dynamics study. Because of this difference we propose to make a transition from "Statistical" type of order book st…

New method for learning on heterogeneous graphs without meta-paths.

Sharp bounds for curve isoperimetric deficit derived.

We study singular monopoles on open subsets in the $3$-dimensional Euclidean space. We give two characterizations of Dirac type singularities. One is given in terms of the growth order of the norms of sections which are invariant by the scattering map. The other is given in terms of the growth order of the norms of the…

Two types of zeroth-order stochastic algorithms have recently been designed for nonconvex optimization respectively based on the first-order techniques SVRG and SARAH/SPIDER. This paper addresses several important issues that are still open in these methods. First, all existing SVRG-type zeroth-order algorithms suffer …

New principle for optimal control with higher order differential constraints.

Computes indices of mixed order Dirac-type operators and related tensor fields.

Study on mapping class groups of infinite type surfaces.

We prove a lower bound for the $k$-th Steklov eigenvalues in terms of an isoperimetric constant called the $k$-th Cheeger-Steklov constant in three different situations: finite spaces, measurable spaces, and Riemannian manifolds. These lower bounds can be considered as higher order Cheeger type inequalities for the Ste…

Third-order symmetric Lorentzian manifolds, i.e. Lorentzian manifold with zero third derivative of the curvature tensor, are classified. These manifolds are exhausted by a special type of pp-waves, they generalize Cahen-Wallach spaces and second-order symmetric Lorentzian spaces.

The paper proves existence and classification of translating solitons in warped product manifolds.

We consider two types of minimal Poincaré $4$-complexes. One is defined with respect to the degree $1$-map order. This idea was already present in our previous papers, and more systematically studied later by Hillman. The second type of minimal Poincaré $4$-complexes were introduced by Hambleton, Kreck and Teichner. It…

Improved queue-reactive model considers order sizes for better market simulation.

In this paper, we present a Lichnerowicz type estimate and (higher order) Buser type estimates for the magnetic Laplacian on a closed Riemannian manifold with a magnetic potential. These results relate eigenvalues, magnetic fields, Ricci curvature, and Cheeger type constants.

We introduce a Cox-type model for relative intensities of orders flows in a limit order book. The model assumes that all intensities share a common baseline intensity, which may for example represent the global market activity. Parameters can be estimated by quasi likelihood maximization, without any interference from …

This paper examines the role of algorithmic trading in modern financial markets. Additionally, order types, characteristics, and special features of algorithmic trading are described under the lens provided by the large development of high frequency trading technology. Special order types are examined together with an …

We define a notion of finite type invariants for links with a fixed linking matrix. We show that Milnor's triple link homotopy invariant is a finite type invariant, of type 1, in this sense. We also generalize the approach to Milnor's higher order homotopy invariants and show that they are also, in a sense, of finite t…

The paper derives new inequalities on manifolds and applies them to convex hypersurfaces.

We study first order local invariants of Vassiliev type for Lagrangian immersions with generic planar caustics. For this we produce some examples of 2-parameter families of Lagrangian maps and study their bifurcation diagrams.

We present some results on a fully nonlinear version of the Yamabe problem and a Harnack type inequality for general conformally invariant fully nonlinear second order elliptic equations.

The braid group $B_{n}$, endowed with Artin's presentation, admits two distinguished involutions. One is the anti-automorphism ${\rm{rev}}: B_{n} \to B_{n}$, $v \mapsto \bar{v}$, defined by reading braids in the reverse order (from right to left instead of left to right). Another one is the conjugation $τ:x \mapsto Δ^{…

Reduces energy for 4D submanifolds in R^n.

We construct new examples of algebraic curvature tensors so that the Jordan normal form of the higher order Jacobi operator is constant on the Grassmannian of subspaces of type $(r,s)$ in a vector space of signature $(p,q)$. We then use these examples to establish some results concerning higher order Osserman and highe…