arXiv research

Study bounds derivatives of solutions to a specific equation on domains.

In the present paper we consider the problem of local equivalence of second order ODEs which are cubic in second derivative under the action of the pseudogroup of contact transformations. We show how it may be reduced to the equivalence problem of 2-webs in $\mathbb{R}^3$ under the action of finite-dimensional group, a…

Schwarzian derivative connects to Euler-Lagrange equations in variational calculus.

Derives derivatives of risk measures for various types of portfolio losses.

New method for PKM inverse dynamics second derivatives efficiently.

We consider the second variational derivative of a given gauge-natural invariant Lagrangian taken with respect to (prolongations of) vertical parts of gauge-natural lifts of infinitesimal principal automorphisms. By requiring such a second variational derivative to vanish, {\em via} the Second Noether Theorem we find t…

A theorem connects integral of second-order derivatives to function rise.

Derives Lagrangian for minimal surfaces, proving tangential variations vanish.

Paper derives estimates for complex Hessian equations on Hermitian manifolds.

Enhances gradient estimates for Hermitian Monge-Ampère equations.

A dynamical system on the total space of the fibre bundle of second order accelerations, $T^2M$, is defined as a third order vector field $S$ on $T^2M$, called semispray, which is mapped by the second order tangent structure into one of the Liouville vector field. For a regular Lagrangian of second order we prove that …

Defines natural tensors for submanifolds of pseudo-Riemannian manifolds.

Study calculates homotopy groups and derivatives for disc diffeomorphisms.

Study improves understanding of solutions to complex equations in geometry.

We showed earlier that the level set function of a monotonic advancing front is twice differentiable everywhere with bounded second derivative. We show here that the second derivative is continuous if and only if the flow has a single singular time where it becomes extinct and the singular set consists of a closed $C^1…

We calculate the higher derivatives of length functions on Teichmuller space along earthquake deformations. This generalizes the cosine formula for the first derivative by Kerckhoff and Wolpert and the sine formula for second derivative by Wolpert.

Risk management in financial derivative markets requires inevitably the calculation of the different price sensitivities. The literature contains an abundant amount of research works that have studied the computation of these important values. Most of these works consider the well-known Black and Scholes model where th…

In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on Lie groups, deriving a discrete version of the second-order Euler-Lagrange equatio…

Lorentzian manifolds with vanishing second covariant derivative of the Riemann tensor are studied. Their existence, classification and explicit local expression are considered. Related issues and open questions are briefly commented.

Study of $η$ invariants on lens spaces detects distinctions invisible to ordinary $η$.

We consider the geodesic equation for the generalized Kahler potential with only mixed second derivatives bounded. We show that given such two generalized Kahler potentials, there is a unique geodesic segment such that for each point on the geodesic, the generalized Kahler potential has uniformly bounded mixed second d…

This paper deals with the computation of second or higher order greeks of financial securities. It combines two methods, Vibrato and automatic differentiation and compares with other methods. We show that this combined technique is faster than standard finite difference, more stable than automatic differentiation of se…

Former physicists share insights on derivatives in interviews.

Simplified argument for second order estimate in quaternionic Calabi-Yau problem.

We derive Wahlquist - Estabrook forms of the covering of Plebanski's second heavenly equation from Maurer - Cartan forms of its symmetry pseudo-group.

Enhances SMC² with Hessian info for more efficient posterior approximation.

Second derivative pinching estimates are proved for a class of elliptic and parabolic equations, including motion of hypersurfaces by curvature functions such as quotients of elementary symmetric functions of curvature. The estimates imply convergence of convex hypersurfaces to spheres under these flows, improving earl…

Derives a sharp inequality for trace-free matrices with applications to hypersurfaces.

Derives Hessian estimates for Lagrangian mean curvature equation.

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, althou…

New method for linear connections in ODEs with constraints.

Study recovers Riemannian quantities from noisy data densities.

Paper introduces FoMoH for optimization without backpropagation.

Derives a new formula for optimal stopping problems with exploding derivatives.

In this short note we present local derivative estimates for heat equations on Riemannian manifolds following the line of W.-X. Shi. As an application we generalize a second derivative estimate of R. Hamilton for heat equations on compact manifolds to noncompact case.

In the first part of this paper we prove some new Poincaré inequalities, with explicit constants, for domains of any hypersurface of a Riemannian manifold with sectional curvatures bounded from above. This inequalities involve the first and the second symmetric functions of the eigenvalues of the second fundamental for…

We derive the first and second variation formula for the Green's function pole's value of Paneitz operator on the standard three sphere. In particular it is shown that the first variation vanishes and the second variation is nonpositively definite. Moreover, the second variation vanishes only at the direction of confor…

In this paper we investigate the relations between semispray, nonlinear connection, dynamical covariant derivative and Jacobi endomorphism on Lie algebroids. Using these geometric structures, we study the symmetries of second order differential equations in the general framework of Lie algebroids.

We study complex analytic (possibly singular) projective connections on the plane. We characterize some of them in terms of their families of integral curves. We also give a beginning of classification of second order odes polynomial in the first and second derivatives, and with holomorphic coefficients.

In this paper we consider the Ricci flow on manifolds with boundary with appropriate control on its mean curvature and conformal class. We obtain higher order estimates for the curvature and second fundamental form near the boundary, similar to Shi's local derivative estimates. As an application, we prove a version of …

New expressions for Nijenhuis tensor squares found.

This is the second companion paper of arXiv:1601.03586. We consider the morphism from the variety of triples introduced in arXiv:1601.03586 to the affine Grassmannian. The direct image of the dualizing complex is a ring object in the equivariant derived category on the affine Grassmannian (equivariant derived Satake ca…

Quantization of (-1)-shifted derived Poisson manifolds via BV-infinity operators.

Paper derives formulas for static Einstein spaces, linking Neumann data to stability.

The quantification of diversification benefits due to risk aggregation plays a prominent role in the (regulatory) capital management of large firms within the financial industry. However, the complexity of today's risk landscape makes a quantifiable reduction of risk concentration a challenging task. In the present pap…

Derives a formula for the second variation of the Laplace eigenvalue functional on manifolds.

In this paper we derive a second order approximation for an infinite dimensional limit order book model, in which the dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator (e.g.~the volume standing at the top of the book). We study the fluctuations of the …

New definitions weaken conditions for Alexandrov spaces.