New recursion formula for non-orientable surfaces resolves divergences.
problem Computing volumes of moduli spaces for non-orientable surfaces.
method Generalization of Mirzakhani's recursion to non-orientable surfaces, handling divergences with integral kernels.
result Regularized volumes can be computed with a cutoff on crosscap size.
We derive a recursion relation for hyperbolic string vertices and apply it to string field theory.
problem Deriving a recursion relation for hyperbolic string vertices and its implications for string field theory.
method Using systolic volumes and a modified Mirzakhani's recursion, we construct a higher-order vertex determination for hyperbolic string field theory.
result The higher order vertices in hyperbolic string field theory are determined by the cubic vertex iteratively for any background.
Introduces a new 2C extension of the heavenly equation.
problem Solving the general heavenly equation and its extensions.
method Infinite hierarchy of nonlocal symmetries and recursion operator.
result Solutions correspond to 4D hyper-para-Hermitian metrics.
Symplectic groupoids create Poisson integrators for complex systems.
problem Creating efficient integrators for non-linear Poisson structures.
method Recursive solutions of Hamilton-Jacobi equation, interpreted as Lagrangian bisections.
result Constructs Poisson integrators using symplectic groupoids.
The coupled KdV-mKdV system arises as the classical part of one of superextensions of the KdV equation. For this system, we prove its complete integrability, i.e., existence of a recursion operator and of infinite series of symmetries.
We expose (without proofs) a unified computational approach to integrable structures (including recursion, Hamiltonian, and symplectic operators) based on geometrical theory of partial differential equations. We adopt a coordinate based approach and aim to provide a tutorial to the computations.
Rediscovered by a systematic search, a forgotten class of integrable surfaces is shown to disprove the Finkel-Wu conjecture. The associated integrable nonlinear partial differential equation zyy+(1/z)xx+2=0 possesses a zero curvature representation, a third-order symmetry, and a nonlocal transformatio…
This paper develops efficient algorithms for multibody dynamics using screw and Lie group theory.
problem Efficient modeling and computation of multibody systems.
method Recursive algorithms and Lie group formulations for multibody dynamics.
result Derivation of efficient Newton-Euler and Lagrange equations for multibody systems.
Using geometrical approach exposed in arXiv:math/0304245 and arXiv:nlin/0511012, we explore the Camassa-Holm equation (both in its initial scalar form, and in the form of 2x2-system). We describe Hamiltonian and symplectic structures, recursion operators and infinite series of symmetries and conservation laws (local an…
We present infinitely many nonlocal conservation laws, a pair of compatible local Hamiltonian structures and a recursion operator for the equations describing surfaces in three-dimensional space that admit nontrivial deformations which preserve both principal directions and principal curvatures (or, equivalently, the s…
This paper studies recursive ensembles driven by Fibonacci updates, improving learning dynamics.
problem Improving learning dynamics in recursive ensemble learning.
method Develops second-order recursive architectures with Fibonacci-type update flows.
result Establishes global convergence conditions and generalization bounds for recursive ensembles.
Deep neural networks approximate unknown governing equations from data.
problem Approximating unknown governing equations from observational data.
method Residual network (ResNet) and multi-step methods (RT-ResNet, RS-ResNet) for equation recovery.
result Deep neural networks can recover governing equations without time derivative data.
The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.
problem Computing volumes for physical gravity models.
method Topological recursion and physical two-dimensional gravity models.
result Derivation of Virasoro constraints and cut-and-join equations for generalized Mirzakhani's recursions.
The paper analyzes American options with time-varying caps, finding complex exercise regions and deriving option pricing formulas.
problem Valuation of American capped call options with time-varying caps, especially when the cap grows or decreases over time.
method Probabilistic arguments and local time, characterizing exercise boundaries through recursive integral equations and piecewise constant segments.
result General representation formulas for option prices, derived from exercise boundaries and local time of the underlying process.
Solves a recursion for Gromov-Witten invariants of the unknot.
problem Determining Gromov-Witten invariants for a specific Lagrangian brane.
method Uses a skein-theoretic recursion and geometric solutions.
result Solves the recursion to find the expected hook-content formula.
We apply Cartan's method of equivalence to find a Bäcklund autotransformation for the tangent covering of the universal hierarchy equation. The transformation provides a recursion operator for symmetries of this equation.
New approach solves utility maximization problems using Delta family.
problem Utility maximization in stochastic control problems.
method Directly solving DP equation with Delta function representation.
result Explicit series representation of value function.
In this paper, the method of approximate transformation groups which was proposed by Baikov, Gazizov and Ibragimov, is extended on Hamiltonian and bi-Hamiltonian systems of evolution equations. Indeed, as a main consequence, this extended procedure is applied in order to compute the approximate conservation laws and ap…
Study special Kähler geometry of Hitchin system using spectral curves and topological recursion.
problem Investigate special Kähler geometry of Hitchin system.
method Use spectral curves and topological recursion.
result Compute the symmetric quartic of second derivatives of the period matrix.
The reduction problem of the chiral field equation on symmetric spaces is studied. It is shown that the symmetric chiral field has infinitely many local conservation laws. A recursive formula for these conservation laws is derived and the first associated integral of motion are given explicitly. Furthermore, the Zakhar…
We introduce the notion of weak reduciblity for Dupin submanifolds with arbitrary codimension. We give a complete characterization of all weakly reducible Dupin submanifolds, as a consequence of a general result on a broader class of Euclidean submanifolds. As a main application, we derive an explicit recursive procedu…
New Haantjes operators extend bi-hamiltonian systems.
problem Extending bi-hamiltonian systems using recursion operators.
method Introducing Haantjes operators to generalize classical approaches.
result Family of commuting Haantjes operators replace powers of recursion operators.
The paper studies risk-sensitive MDPs with recursive risk measures.
problem Risk-sensitive decision-making in MDPs with unbounded costs.
method Recursive application of static risk measures, Bellman equation derivation, existence of optimal policies.
result Existence of Markovian optimal policies for infinite planning horizons, contractive model for stationary optimal policy.
Using methods of math.DG/0304245 and [I.S.Krasil'shchik and P.H.M.Kersten, Symmetries and recursion operators for classical and supersymmetric differential equations, Kluwer, 2000], we accomplish an extensive study of the N=1 supersymmetric Korteweg-de Vries equation. The results include: a description of local and non…
New definition of Born geometry connects to known geometries.
problem Defining and understanding Born geometries.
method Using Künneth structures and recursion operators.
result Born connection derived from Künneth connection for integrable geometries.
Quaternion-Kaehler four-manifolds, or equivalently anti-self-dual Einstein manifolds, are locally determined by one scalar function subject to Przanowski's equation. Using twistorial methods we construct a Lax Pair for Przanowski's equation, confirming its integrability. The Lee form of a compatible local complex struc…
Geometric recursion constructs measurable functions on moduli spaces.
problem Constructing measurable functions on moduli spaces of bordered Riemann surfaces.
method Inductive construction via excisions of pairs of pants, with convergence conditions.
result Geometric recursion produces functions that can be integrated with respect to the Weil-Petersson measure.
A fast numerical method for pricing double barrier options using Lagrange interpolation.
problem Pricing discrete double barrier knock-out call options efficiently.
method Approximating recursive solutions of the heat equation with Lagrange interpolation on Jacobi polynomials nodes.
result The method significantly reduces CPU time as the number of monitoring dates increases.
Guichard's transformations generate Voss surfaces from sine-Gordon solutions.
problem Generating Voss surfaces from sine-Gordon solutions.
method Using Guichard transformations and recursion operators for sine-Gordon symmetries.
result Explicit derivation of Voss nets and length of Guichard sequences.
Study efficient reinforcement learning for partially observed systems with linear structure.
problem Efficient reinforcement learning for partially observed Markov decision processes with linear structure.
method Proposes OP-TENET algorithm using a Bellman operator with finite memory, adversarial integral equation, and optimistic exploration.
result Achieves ε-optimal policy within O(1/ε^2) episodes with polynomial sample complexity in intrinsic dimension.
SciRE-Solver accelerates DMs sampling by recursively calculating the score function derivative.
problem Slow iterative process of diffusion models due to estimating the score function derivative.
method Recursive Difference (RD) method combined with truncated Taylor expansion of score-integrand.
result SciRE-Solver achieves state-of-the-art FIDs with significantly fewer score function evaluations.
Study adds investment gains and losses to recursive utility model, proving existence and uniqueness of utility process.
problem Existence and uniqueness of utility process in a recursive utility model with investment gains and losses.
method Generalized recursive utility model with constant elasticity of intertemporal substitution and relative risk aversion degree. Proved existence and uniqueness in a specific, finite-state Markovian setting.
result Utility process exists and is unique when agent derives nonnegative gain-loss utility, and non-existent or non-unique otherwise.
Deep learning solves dynamic programming with recursive utility.
problem Challenges in solving high-dimensional discrete-time dynamic programming problems with recursive utility.
method Certainty Equivalent Learning (CEL) algorithm that learns certainty-equivalent value directly with neural networks.
result Accurate value and policy approximations in high-dimensional problems, comparable to VFI in some cases.
CRUs model irregular time series with continuous hidden states.
problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.
Solves optimal stopping problem with Poisson constraints using jumps.
problem Optimal stopping with Poisson constraints and jumps.
method Penalized backward stochastic differential equation (PBSDE) with jumps, decomposition method based on Jacod-Pham, comparison theorem of BSDEs with jumps.
result Solves American option pricing in nonlinear markets with Poisson constraints.
Study uses reinforcement learning to optimize portfolios under recursive utility.
problem Improving portfolio allocation using risk-sensitive objectives.
method Approximated certainty equivalent via Monte Carlo, trained actor-critic algorithms (PPO, A2C).
result Recursive-utility agent outperforms discounted baseline in Sharpe ratio, max drawdown, and cumulative return.
The paper optimizes wealth with concave coefficients in a recursive utility maximization problem.
problem Optimizing wealth with concave coefficients in a recursive utility maximization problem.
method Equivalent backward formulation, Fenchel-Legendre transform, convex duality method.
result Derives the optimal terminal wealth for investors with ambiguity aversion.
ERM uses energy-based selection to improve recursive reasoning.
problem Lack of principled inference mechanism in recursive models.
method Energy-guided Recursive Model (ERM) introduces Hopfield energies for trajectory selection.
result ERM achieves optimal solutions on various puzzles.
The paper explores orthogeodesics on hyperbolic surfaces and their integer traces.
problem Computing and understanding orthogeodesics on hyperbolic surfaces.
method Recursive method for computing orthogeodesic traces and combinatorial proof of Basmajian's identity.
result Existence of surfaces where orthogeodesic traces are integers.
Developed moment estimators for affine stochastic volatility models.
problem Estimating parameters of affine stochastic volatility models.
method Introduced recursive equations for moments and proposed moment estimators.
result Established a central limit theorem and derived asymptotic covariance matrix.
The paper characterizes optimal solutions for utility optimization with stochastic elements.
problem Optimal portfolio optimization under uncertainty.
method Characterization of fully coupled FBSDEs in terms of BSDEs.
result Explicit examples and methods to quantify incompleteness and find optimal solutions.
Expands Thiele equation for non-Markovian life insurance cash flows.
problem Circular dependency in life insurance cash flows and reserves.
method Expands Thiele equation to non-Markovian frameworks and presents a recursive scheme.
result Calculates multiple contract modifications in non-Markovian life insurance.
We formulate a generalization of the volume conjecture for planar graphs. Denoting by <G, c> the Kauffman bracket of the graph G whose edges are decorated by real "colors" c, the conjecture states that, under suitable conditions, certain evaluations of <G,kc> grow exponentially as k goes to infinity and the growth rate…
We review properties of so-called special conformal Killing tensors on a Riemannian manifold (Q,g) and the way they give rise to a Poisson-Nijenhuis structure on the tangent bundle TQ. We then address the question of generalizing this concept to a Finsler space, where the metric tensor field comes from a regular La…
Analyzes RNNs using ODEs to map their properties and improve stability.
problem Understanding and improving the stability of RNNs.
method Relates RNNs to ODEs, mapping their properties to integration methods.
result Establishes sufficient conditions for RNN training stability and designs new architectures.
Improved accuracy in quantization methods for financial derivatives.
problem Efficient numerical methods for evaluating functionals of stochastic differential equations.
method Recursive Marginal Quantization of higher-order schemes (Euler, Milstein, simplified weak order 2.0).
result Higher-order schemes provide improved weak order convergence and accurate marginal distributions.
In this paper, we give some new genus-3 universal equations for Gromov-Witten invariants of compact symplectic manifolds. These equations were obtained by studying new relations in the tautological ring of the moduli space of 2-pointed genus-3 stable curves. A byproduct of our search for genus-3 equations is a new genu…
Study volumes of Klein surfaces, extending Mirzakhani's recursion.
problem Volumes of moduli spaces of bordered Klein surfaces.
method Generalization of Mirzakhani's recursion, integration over regularised moduli space.
result Explicit formula for Klein bottle moduli space volumes, recursion for arbitrary topologies.