arXiv research

New periodic solutions found in 2n-body problem, braids of pseudo-Anosov type with stretch factors as metallic ratios.

Study finds periodic orbits in a complex gravitational system.

Study periodic solutions in N-body problem, revealing braids with complex dynamics.

In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under weak conditions on the asset returns. No assumption on the correlation structure between different time points is needed a…

We study Bogomolny equations on $R^2\times S^1$. Although they do not admit nontrivial finite-energy solutions, we show that there are interesting infinite-energy solutions with Higgs field growing logarithmically at infinity. We call these solutions periodic monopoles. Using Nahm transform, we show that periodic monop…

Study on Navier-Stokes equations on non-compact manifolds, proving existence and decay of solutions.

New periodic solution found in 4-body problem, not part of expected geometrical family.

Study asymptotically almost periodic solutions on real hyperbolic manifolds.

This note summarizes results that were obtained by the author in his habilitation thesis (arXiv:1607.08792) concerning the development of a spectral theory for simply periodic, 2-dimensional, complex-valued solutions of the sinh-Gordon equation. Spectral data for such solutions are defined for periodic Cauchy data on a…

Study finds multiple periodic solutions to ODEs related to curvature problems.

Study on periodic solutions for Keller-Segel system in various spaces.

Paper studies periodic solutions to Navier-Stokes equations on hyperbolic manifolds.

We consider the optimal trade execution strategies for a large portfolio of single stocks proposed by Almgren (2003). This framework accounts for a nonlinear impact of trades on average market prices. The results of Almgren (2003) are based on the assumption that no shares of assets per unit of time are trade at the be…

Original abstract: "We construct periodic solutions of nonlinear wave equations using analytic continuation. The construction applies in particular to Einstein equations, leading to infinite-dimensional families of time-periodic solutions of the vacuum, or of the Einstein-Maxwell-dilaton-scalar fields-Yang-Mills-Higgs-…

The paper classifies periodic solitons in curve flows on the light-cone.

If a curve in R^3 is closed, then the curvature and the torsion are periodic functions satisfying some additional constraints. We show that these constraints can be naturally formulated in terms of the spectral problem for a 2x2 matrix differential operator. This operator arose in the theory of the self-focusing Nonlin…

We study the space of periodic solutions of the elliptic $\sinh$-Gordon equation by means of spectral data consisting of a Riemann surface $Y$ and a divisor $D$ and prove the existence of certain Darboux coordinates.

We construct and study a family of double-periodic almost entire solutions of the maximal surface equation. The solutions are parameterized by a submanifold of $3\times 3$-matrices (the so-called generating matrices). We show that the constructed solutions are either space-like or of mixed type with the light-cone type…

In this paper we define a small variation of the Taylor method and a formula for the global error of this new numerical method that allows us to keep track of the round-off error and does not require previous knowledge of the exact solution. As an application we provide a rigorous proof of the construction/existence of…

We study the space of periodic solutions of the elliptic $\sinh$-Gordon equation by means of spectral data consisting of a Riemann surface $Y$ and a divisor $D$. We show that the space $M_g^{\mathbf{p}}$ of real periodic finite type solutions with fixed period $\mathbf{p}$ can be considered as a completely integrable s…

We use algebraic Backlund transformations (BTs) to construct explicit solutions of the modified 2+1 chiral model from $T^2\times R$ to SU(n), where $T^2$ is a 2-torus. Algebraic BTs are parameterized by $z\in C$ (poles) and holomorphic maps $π$ from $T^2$ to Gr$(k,C^n)$. We apply Bäcklund transformations with carefully…

We construct the solution to the periodic Cauchy problem of the Schrödinger flow on the sphere. Such construction of solutions is formulated explicitly and therefore a geometric algorithm of solving this periodic Cauchy problem follows. Theoretical and experimental results will be discussed.

We obtain uncountably many periodic solutions to the singular Yamabe problem on a round sphere, that blow up along a great circle. These are (complete) constant scalar curvature metrics on the complement of $S^1$ inside $S^m$, $m\geq 5$, that are conformal to the round (incomplete) metric and "periodic" in the sense of…

In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on predictable variables and that the joint random process of the asset returns and the predictable variables follow a vect…

We introduce a new technique to solve period problems on minimal surfaces called limit-method. If a family of surfaces has Weierstrass-data converging to the data of a known example, and this presents a transversal solution of periods, then the original family contains a sub-family with closed periods.

It is an interesting question whether a given equation of motion has a periodic solution or not, and in the positive case to describe them. We investigate periodic magnetic curves in elliptic Sasakian space forms and we obtain a quantization principle for periodic magnetic flowlines on Berger spheres. We give a criteri…

In this article we consider the motion of relativistic strings in the Minkowski space $\textbf{R}^{1+n}$. Those surfaces are known as a timelike minimal surface, and described by a system with $n$ nonlinear wave equations of Born-Infeld type. By constructing a suitable Nash-Moser iteration scheme, we prove that the $n$…

In this paper we describe a 1-dimensional family of initial conditions Σthat provides reduced periodic solution of the three body problem. This family Σcontains a bifurcation point and extend the periodic solution described in (Perdomo, http://arxiv.org/pdf/1507.01100.pdf). This 1-dimensional family is the union of two…

We construct one-parameter families of solutions to the Einstein--Klein--Gordon equations bifurcating off the Kerr solution such that the underlying family of spacetimes are each an asymptotically flat, stationary, axisymmetric, black hole spacetime, and such that the corresponding scalar fields are non-zero and time-p…

We present the Nahm transform of the doubly-periodic instantons introduced in math.DG/9909069, converting them into certain meromorphic solutions of Hitchin's equations over an elliptic curve.

Paper introduces Floer theory for field theories, proving periodic solutions for particle-field systems.

We give an explicit solution of robust mean-variance hedging problem in the single period model for some type of contingent claims. The alternative approach is also considered.

We construct finite energy instanton connection on $R^4$ which are periodic in two directions via an analogue of the Nahm transform for certain singular solutions of Hitchin's equations defined over a 2-torus.

Extends tracking guarantees for time-varying variational inequalities.

Simplified proof of K3 surface period map surjectivity.

We study the space of linear difference equations with periodic coefficients and (anti)periodic solutions. We show that this space is isomorphic to the space of tame frieze patterns and closely related to the moduli space of configurations of points in the projective space. We define the notion of combinatorial Gale tr…

In this work a spectral theory for 2-dimensional, simply periodic, complex-valued solutions u of the sinh-Gordon equation is developed. Spectral data for such solutions are defined (following Hitchin and Bobenko) and the space of spectral data is described by an asymptotic characterization. Using methods of asymptotic …

New classification of Serrin domains using algebraic curves and periodic solutions.

Paper finds maximum curvature of Bézier-spline curves.

Study shows no periodic geodesics in jet space.

We prove an index theorem for families of linear periodic Hamiltonian systems, which is reminiscent of the Atiyah-Singer index theorem for selfadjoint elliptic operators. For the special case of one-parameter families, we compare our theorem with a classical result of Salamon and Zehnder. Finally, we use the index theo…

We investigate solutions of the elliptic sinh-Gordon equation of spectral genus g<3. These solutions are parametrized by complex matrix-valued polynomials called potentials. On the space of these potentials there act two commuting flows. The orbits of these flows are called Polynomial Killing fields and are double peri…

This paper presents a general solution for a recent model by Keen for endogenous money creation. The solution provides an analytic framework that explains all significant dynamical features of Keen's model and their parametric dependence, including an exact result for both the period and subsidence rate of the Great Mo…

Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are unavailable, as is …

We prove existence and multiplicity of periodic motions for the forced 2-body problem under conditions of topological character. In the different cases, the lower bounds obtained for the number of solutions are related to the winding number of a curve in the plane, the homology of a space in $\R^3$, the knot type of a …

Geometric flow on curves in S^3 generates YO equations solutions.

The main result is a computation of the Nahm transform of a SU(2)-instanton over RxT^3, called spatially-periodic instanton. It is a singular monopole over T^3, a solution to the Bogomolny equation, whose rank is computed and behavior at the singular points is described.

New model optimizes portfolios over multiple periods using predictive control.