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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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60120180240 · Jun 202019922001200920172026
48 results for rough Riemannian metrics

Smooth bundles with rough data maintain Hodge kernel isomorphism.

problem Maintaining Hodge kernel isomorphism for smooth bundles with non-smooth geometric data.
method Analyzing nilpotent differential operators and Hodge-Dirac-type operators under perturbations of geometric data.
result Kernels of Hodge-Dirac operators remain isomorphic under uniform perturbations of geometric data.

The study examines metrics on Riemannian spaces with bounded properties and finds conditions for Lipschitz and uniform bounds.

problem Investigating bounded rough Riemannian metrics and their properties.
method Analyzing the structure of bounded rough Riemannian metrics and finding conditions for Lipschitz and uniform bounds.
result Weak conditions are identified for Lipschitz and uniform bounds on the metrics.

In this paper we consider rough differential equations on a smooth manifold (M).\left( M\right) . The main result of this paper gives sufficient conditions on the driving vector-fields so that the rough ODE's have global (in time) solutions. The sufficient conditions involve the existence of a complete Riemannian metric …

2018-10-08abs ↗pdf ↗

The paper describes distances on Sol-type groups using novel geometric techniques.

problem Understanding distances on Sol-type groups.
method New technique of Euclidean curve surgery to describe uniformly roughly geodesic paths.
result The rough isometry type of distances on Sol-type groups is determined by a specific metric restriction.

A Riemannian metric on a compact 4-manifold is said to be Bach-flat if it is a critical point for the L2-norm of the Weyl curvature. When the Riemannian 4-manifold in question is a Kaehler surface, we provide a rough classification of solutions, followed by detailed results regarding each case in the classification. Th…

2017-02-13abs ↗pdf ↗

Study large deviations for hypoelliptic diffusion on sub-Riemannian manifolds.

problem Large deviations for hypoelliptic diffusion measures on sub-Riemannian manifolds.
method Rough path theory and manifold-valued Malliavin calculus.
result Proved a large deviation principle for pinned hypoelliptic diffusion measures.

We consider a geometric flow introduced by Gigli and Mantegazza which, in the case of smooth compact manifolds with smooth metrics, is tangen- tial to the Ricci flow almost-everywhere along geodesics. To study spaces with geometric singularities, we consider this flow in the context of smooth manifolds with rough metri…

2015-05-19abs ↗pdf ↗

We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are Hölder continuous locally in space and time. This is done via local parabolic Harnack estimates for weak solutions of operators in divergence form with b…

2017-12-26abs ↗pdf ↗

The paper finds a geometric lower bound for the first positive eigenvalue of the rough Laplacian on 1-forms.

problem Estimating the first positive eigenvalue of the rough Laplacian on 1-forms.
method Establishes a geometric lower bound using assumptions on Ricci curvature, diameter, and Riemann curvature tensor.
result The first positive eigenvalue of the rough Laplacian on 1-forms is bounded below by a positive constant.

This is the second in a series of three papers in which we initiate the study of very rough solutions to the initial value problem for the Einstein vacuum equations expressed relative to wave coordinates. By very rough we mean solutions which cannot be constructed by the classical techniques of energy estimates and Sob…

2001-09-23abs ↗pdf ↗

Study short-time existence of Ricci-DeTurck flow from rough metrics with Morrey-type integrability.

problem Short-time existence of Ricci-DeTurck flow from rough metrics with specific integrability condition.
method Rough existence theory, preservation and improvement of scalar curvature bounds.
result Preservation and improvement of distributional scalar curvature lower bounds under certain conditions.

Bounding characteristic numbers of Riemannian manifolds via volume.

problem Bounding characteristic numbers of Riemannian manifolds.
method Using Chern-Weil theory and connections constructed from harmonic metric tensors with bounded Hölder norms.
result Characteristic numbers are bounded proportionally to the volume of Riemannian manifolds.

This is the third and last in our series of papers concerning rough solutions of the Einstein vacuum equations expressed relative to wave coordinates. In this paper we prove an important result concerning Ricci defects of microlocalized solutions, stated and used in the proof of the crucial Asymptotics Theorem in our s…

2001-10-08abs ↗pdf ↗

In this paper, we consider very rough solutions to Cauchy problem for the Einstein vacuum equations in CMC spacial harmonic gauge, and obtain the local well-posedness result in Hs,s>2H^s, s>2. The novelty of our approach lies in that, without resorting to the standard paradifferential regularization over the rough, Einstei…

2011-12-30abs ↗pdf ↗

We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with s>32s>{3\over 2}. The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…

2004-05-17abs ↗pdf ↗

This paper provides some partial regularity results for geodesics (i.e., isometric images of intervals) in arbitrary sub-Riemannian and sub-Finsler manifolds. Our strategy is to study infinitesimal and asymptotic properties of geodesics in Carnot groups equipped with arbitrary sub-Finsler metrics. We show that tangents…

2018-06-25abs ↗pdf ↗

Study non-Gaussian measures' concentration properties in metric spaces.

problem Concentration properties for non-linear Gaussian functionals with non-Gaussian tails.
method Prove generalised Transportation-Cost Inequalities (TCIs) for specific functionals.
result Extended TCIs for rough volatility and Parabolic Anderson Model.

Geometric model explains music perception combining neuroscience and acoustics.

problem Rationalize and predict psycho-acoustic phenomena in music perception.
method Combining neuroscientific theories with acoustic observations, a geometric model of the space of all chords is created.
result The geometric model allows for rigorous studies of psychoacoustic quantities like roughness and harmonicity.

Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.

problem Well-posedness of parabolic Anderson model on Riemannian manifolds with rough initial conditions.
method Construct intrinsic Gaussian noises, explore global geometry, use Feynman-Kac formula.
result Show well-posedness with non-positive curvature and conditions on αα.

We will show that for a polynomially contractible manifold of bounded geometry and of polynomial volume growth every coarse and rough cohomology class pairs continuously with the K-theory of the uniform Roe algebra. As an application we will discuss non-vanishing of rough index classes of Dirac operators over such mani…

2015-05-15abs ↗pdf ↗

We present a rough classification of differential forms on a Riemannian manifold, we consider definitions and properties of conformal Killing forms on a compact Riemannian manifold and define Tachibana numbers as an analog of the well known Betti numbers. We state the conditions that characterize these numbers. In the …

2013-06-28abs ↗pdf ↗

Let Pi: M -> B be an onto maximal rank map or a Riemannian submersion between Riemannian manifolds M and B. Initially, we prove necessary and sufficient conditions for any fiber F to be roughly isometric to M. Then, we prove necessary and sufficient conditions for Pi to be a rough isometry. As a corollary M is roughly …

2006-06-04abs ↗pdf ↗

We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in R2\mathbb{R}^2. These equations can be seen as a sub-Riemannian counterpart to classical ODEs arising from the implicit function theorem. We show that they e…

2016-10-27abs ↗pdf ↗

In this paper, we prove that there exists a dimensional constant δ>0δ> 0 such that given any background Kähler metric ωω, the Calabi flow with initial data u0u_0 satisfying \begin{equation*} \partial \bar \partial u_0 \in L^\infty (M) \text{ and } (1- δ)ω< ω_{u_0} < (1+δ)ω, \end{equation*} admits a unique short time so…

2017-01-24abs ↗pdf ↗

We numerically calculate Perelman's entropy for a variety of canonical metrics on CP1\mathbb{CP}^{1}-bundles over products of Fano Kähler-Einstein manifolds. The metrics investigated are Einstein metrics, Kähler-Ricci solitons and quasi-Einstein metrics. The calculation of the entropy allows a rough picture of how the R…

2014-02-23abs ↗pdf ↗

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

Model rough volatility using RDEs with correlated Brownian motion and fractional Brownian motion.

problem Modeling rough volatility with correlated stochastic processes.
method Developed a method to lift Brownian motion and rough paths, applying it to fractional Brownian motion to model rough volatility.
result Calibrated a new rough volatility model to market data.

Study finds roughness in volatility despite diffusive instantaneous volatility.

problem Determining the roughness of volatility in financial assets.
method Non-parametric method based on normalized pp-th variation for estimating roughness of sample paths.
result Realized volatility exhibits rough behavior with a significantly smaller Hurst exponent than instantaneous volatility.

Develops a new method for quantizing rough volatility for volatility derivatives pricing.

problem Pricing volatility derivatives in rough volatility models.
method Functional quantization of rough volatility using offline computable quantizers.
result Pricing VIX Futures in the rough Bergomi model shows competitive results.

Researchers compute Greeks for rough Volterra SV models using Malliavin calculus.

problem Computing Greeks under rough Volterra stochastic volatility models.
method Malliavin calculus techniques, extending integration by parts to non-square integrable functionals.
result Formulas for computing Greeks (Delta, Gamma, Rho, Vega) under various rough Volterra SV models.