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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.

168,695 papers · 148 categories

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13263952 · May 202619922001200920172026
48 results for self-similar decay

The paper studies harmonic map heat flow stability and decay rates.

problem Analyzing stability and decay rates of harmonic map heat flow solutions.
method Use of homogeneous Besov space B˙p,dp(Rd)\dot{B}^{\frac{d}{p}}_{p,\infty}(\mathbb{R}^d) for small initial data and self-similar decay assumption.
result Decay rates for solutions of the harmonic map flow of the form ablau(t)L(Rd)Ct12\| abla u(t) \|_{L^\infty(\mathbb{R}^d)}\leq Ct^{-\frac12} and self-similar decay under stronger initial conditions.

Self-similar solutions to geometric flows are stable under small perturbations.

problem Stability of self-similar solutions in geometric flows.
method Global analytic solutions, compactness arguments, spatial equi-decay properties, and estimates of linearized operator.
result Perturbed solutions are asymptotically self-similar as time tends to infinity.

Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior with a long-time tail, similar to empirical observations. Individ…

2010-10-11abs ↗pdf ↗

Lipschitz equivalence of self-similar sets is an important area in the study of fractal geometry. It is known that two dust-like self-similar sets with the same contraction ratios are always Lipschitz equivalent. However, when self-similar sets have touching structures the problem of Lipschitz equivalence becomes much …

2012-07-28abs ↗pdf ↗

This paper proves uniqueness of Kähler-Ricci flow on non-compact manifolds.

problem Uniqueness of asymptotically conical Kähler-Ricci flow on non-compact manifolds.
method Analysis of complete gradient expanding Kähler-Ricci solitons and their tangent cones.
result A complete solution to the Kähler-Ricci flow emerging from the soliton's tangent cone at infinity coincides with the forward self-similar Kähler-Ricci flow associated with the soliton.

Classifies self-similar curve shortening flows in hyperbolic 2-space.

problem Classifying self-similar curve shortening flows in hyperbolic 2-space.
method Analyzes and classifies solutions in hyperbolic 2-space.
result Completes the classification of self-similar curve shortening flows in constant curvature model spaces in 2-dimensions.

Skeleton is a new notion designed for constructing space-filling curves of self-similar sets. It is shown in [Dai, Rao and Zhang, Space-filling curves of self-similar sets (II): Edge-to-trail substitution rule,https://doi.org/10.1088/1361-6544/ab1275] that for a connected self-similar set, space-filling curves can be c…

2018-04-27abs ↗pdf ↗

Study properties of self-similar continua with finite intersection property.

problem Characterize self-similar continua with finite intersection property.
method Prove intersection graph criterion, finite order theorem, and parameter matching theorem.
result All Jordan arcs starting from a intersection point in such continuum on a plane should have the same slope parameter at that point.

The article proves a Poincaré inequality for hypersurfaces and applies it to rigidity results.

problem Proving rigidity results for hypersurfaces under curvature constraints.
method Using a divergence formula for symmetric endomorphisms, the article deduces a Poincaré type inequality and applies it to higher-order mean curvature of hypersurfaces.
result The article proves several rigidity results for complete r-minimal hypersurfaces.

The paper analyzes self-similar solutions for mean curvature flow in 3D.

problem Analyzing self-similar solutions for mean curvature flow in R3\mathbb{R}^{3}.
method Analysis of self-similar solutions for surfaces of revolution, ruled surfaces, and cylindrical surfaces under homothetic helicoidal motions.
result Characterization and explicit families of exact solutions for cylindrical surfaces.

Study on self-similar surfaces and their mapping class groups generated by involutions.

problem When do big mapping class groups of self-similar surfaces generated by involutions?
method Investigation of self-similar surfaces with self-similar ends, focusing on infinite and one maximal ends.
result For self-similar surfaces with infinite maximal ends, their mapping class groups are generated by involutions and are uniformly perfect.

The study proves uniqueness and symmetry of self-similar solutions in warped product spaces.

problem Uniqueness and symmetry of self-similar solutions in warped product spaces.
method Analysis of curvature flows with homogeneous speed functions in warped product spaces.
result Compact star-shaped self-similar solutions in warped product spaces are slices.

Analyzed Bitcoin market index volatility changes over two distinct periods using anomalous diffusion and multifractal analysis.

problem Characterizing volatility changes in Bitcoin market index over two distinct periods.
method Analyzed high-frequency Bitcoin data from 2019 to 2022, using anomalous diffusion and multifractal analysis.
result Volatility changes from subdiffusion to weak superdiffusion over time, with multifractal and self-similar properties.

In [9] Kaimanovich introduced the concept of augmented tree on the symbolic space of a self-similar set. It is hyperbolic in the sense of Gromov, and it was shown in [13] that under the open set condition, a self-similar set can be identified with the hyperbolic boundary of the tree. In the paper, we investigate in det…

2012-05-16abs ↗pdf ↗

We confirm a well-known conjecture that the round sphere is the only compact, embedded self-similar shrinking solution to the mean curvature flow with genus 00. More generally, we show that the only properly embedded self-similar shrinkers in R3\mathbb{R}^3 with vanishing intersection form are the sphere, the cylinder…

2014-11-17abs ↗pdf ↗

In this paper, we study two classes of planar self-similar fractals TεT_\varepsilon with a shifting parameter ε\varepsilon. The first one is a class of self-similar tiles by shifting xx-coordinates of some digits. We give a detailed discussion on the disk-likeness ({\it i.e., the property of being a topological disk}…

2017-01-05abs ↗pdf ↗

Methodology that recently lead us to predict to an amazing accuracy the date (July 11, 2008) of reverse of the oil price up trend is briefly summarized and some further aspects of the related oil price dynamics elaborated. This methodology is based on the concept of discrete scale invariance whose finance-prediction-or…

2008-08-25abs ↗pdf ↗

Classifies self-similar solutions for heat equations with positive speed.

problem Classifying self-similar solutions for semilinear heat equations.
method Analyzes the semilinear heat equation ut=Δu+up1uu_t=Δu+|u|^{p-1}u for p>1p>1.
result Finite time blowing up solutions converge to a positive constant after rescaling.

This article gives an alternative approach to the self-shrinking and self-expanding solutions of the curve shortening flow, which are related to singularity formation of the mean curvature flow. The motivation for the self-similar solutions arises from natural area preserving rescaling. Further we describe the self-sim…

2015-05-27abs ↗pdf ↗

The concepts of scale invariance, self-similarity and scaling have been fruitfully applied to the study of price fluctuations in financial markets. After a brief review of the properties of stable Levy distributions and their applications to market data we indicate the shortcomings of such models and describe the trunc…

1997-05-09abs ↗pdf ↗

The paper constructs and analyzes self-similar blowup solutions for a wave map equation.

problem Existence and stability of self-similar blowup solutions for a wave map equation.
method Construction of self-similar solutions, detailed nonlinear stability analysis, spectral analysis of linearized operators.
result Sharp semigroup bounds and nonlinear stability of all discretely self-similar profiles in all dimensions.

The study explores homeomorphism groups of self-similar 2-manifolds, including the 2-sphere and Cantor set.

problem Understanding the structure and properties of homeomorphism groups of self-similar 2-manifolds.
method Survey of recent results, exposition of classical results, treatment of stable sets, and proof of new theorems.
result Characterization of homeomorphisms of perfectly self-similar 2-manifolds and extensions of existing results.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗

We prove that an irreducible lattice in a semisimple algebraic group is virtually isomorphic to an arithmetic lattice if and only if it admits a faithful self-similar action on a rooted tree of finite valency.

2008-09-01abs ↗pdf ↗

A novel approach to analyzing time series generated by complex systems, such as markets, is presented. The basic idea of the approach is the {\it Law of Self-Similar Evolution}, according to which any complex system develops self-similarly. There always exist some internal laws governing the evolution of a system, say …

2001-10-15abs ↗pdf ↗

We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramer function, the characteristic function for s…

2001-01-12abs ↗pdf ↗

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.

We construct helicoid-like embedded minimal disks with axes along self-similar curves modeled on logarithmic spirals. The surfaces have a self-similarity inherited from the curves and the nature of the construction. Moreover, inside of a "logarithmic cone", the surfaces are embedded.

2014-04-28abs ↗pdf ↗

In this paper we study self-similar solutions in warped products satisfying FF=gˉ(λ(r)r,ν)F-\mathcal{F}=\bar{g}(λ(r)\partial_{r},ν), where F\mathcal{F} is a nonnegative constant and FF is in a class of general curvature functions including powers of mean curvature and Gauss curvature. We show that slices are the only closed stri…

2018-02-10abs ↗pdf ↗

In this paper, we introduce the notion of asymptotic self-similar sets on general doubling metric spaces by extending the notion of self-similar sets, and determine their Hausdorff dimensions, which gives an extension of Balogh and Rohner 's result. This is carried out by introducing the notions of almost similarity ma…

2017-10-02abs ↗pdf ↗

Robust method estimates self-similarity for mammogram images, improving cancer detection.

problem Statistical assessment of self-similarity in real data with large mean level shifts.
method Theil-type weighted regression for wavelet-based estimation, compared to OLS and AV.
result Robust approach shows nearly 68% accuracy in cancer vs non-cancer classification.