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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.

168,657 papers · 148 categories

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4997146194 · May 202619922001200920172026
48 results for short-time smoothness

We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the semimartingale. We derive in particular the asymptotic behavior of call options with sho…

2012-02-06abs ↗pdf ↗

The (α,β)(α,β)-Ricci-Yamabe flow exists on closed manifolds.

problem Existence of solutions to the (α,β)(α,β)-Ricci-Yamabe flow.
method Showed short time existence and established long time existence theorems.
result Existence of smooth solutions to the (α,β)(α,β)-Ricci-Yamabe flow on closed manifolds.

Study on heat content for domains with fractal boundaries.

problem Analyzing short-time asymptotics of heat content for domains with fractal boundaries.
method Developing mathematical analysis on de Gennes' hypothesis and exploring fractal curvatures.
result Fractal curvatures and their scaling exponents may emerge in the short-time heat content asymptotics of domains with fractal boundaries.

Smoothness of graphs evolving by fractional mean curvature is proven.

problem Evolution of graphs by fractional mean curvature.
method Analytic semigroup approach to nonlocal quasilinear evolution equation.
result Short time existence, uniqueness, and optimal Hölder regularity of classical solutions.

Let XX be a compact Kähler manifold. We prove that the Kähler-Ricci flow starting from arbitrary closed positive (1,1)(1,1)-currents is smooth outside some analytic subset. This regularity result is optimal meaning that the flow has positive Lelong numbers for short time if the initial current does. We also prove that th…

2014-11-28abs ↗pdf ↗

We consider a short time existence problem motivated by a conjecture of Joyce. Specifically we prove that given any compact Lagrangian LCnL\subset \mathbb{C}^n with a finite number of singularities, each asymptotic to a pair of non-area-minimising, transversally intersecting Lagrangian planes, there is a smooth Lagrangi…

2015-01-30abs ↗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.

New method removes scalar curvature assumption in Ricci flow smoothing.

problem Uniform bounds on scalar curvature and other factors for Ricci flow.
method Quantitative short-time existence of Ricci flow without scalar curvature assumption.
result Ricci flow smoothing for measure space limits, Gromov-Hausdorff compactness, and topological rigidity results.

Smooth solutions up to evolving free boundaries for degenerate equations.

problem Degenerate parabolic equations with evolving free boundaries.
method Smooth short-time existence using linear degenerate equations on a fixed domain.
result Smoothness up to the free boundary for the pp-Laplacian evolution equation and αα-Gauss curvature flow.

In this work we prove the fact that, for a short time, it is possible to construct a smooth parametrized family of isometric embeddings of an arbitrary smooth parametrized family of Riemannian metrics on a smooth closed manifold into an Euclidean space. In order to prove this statement we work out stability estimates w…

2017-12-07abs ↗pdf ↗

We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our main result holds true for any smooth measure on the manifold, but it has a spec…

2017-06-08abs ↗pdf ↗

Study of prescribed mean curvature flow on noncompact hypersurfaces in Lorentz manifolds.

problem Short time existence and long time existence of prescribed mean curvature flow on noncompact spacelike hypersurfaces.
method Finding sufficient conditions for short time existence and discussing long time existence and convergence.
result Sufficient conditions for short time existence of prescribed mean curvature flow on noncompact spacelike hypersurfaces.

We introduce geometric flows on a compact almost complex manifold, with the aim to flow a nondegenerate two form to a symplectic two form. We discuss mainly two flows, ddd^*d-flow and ddd^*d-Ricci flow. Among others, we prove the uniqueness and short time existence for smooth initial data. We also discuss the extension…

2015-10-29abs ↗pdf ↗

In this paper, we prove short time existence and uniqueness of smooth evolution by mean curvature in Rn+1\mathbb{R}^{n+1} starting from any nn-dimensional (ε,R)(\varepsilon,R)-Reifenberg flat set with ε\varepsilon sufficiently small. More precisely, we show that the level set flow in such a situation is non-fattening and …

2014-12-15abs ↗pdf ↗

The paper proves short-time existence and uniqueness of Ricci flow on Finsler manifolds.

problem Existence and uniqueness of Ricci flow solutions on Finsler manifolds.
method Investigation of short-time existence and uniqueness of Ricci flow solutions on Finsler manifolds.
result Theorems demonstrating the short-time existence of the flow solution for n-dimensional Finsler manifolds and the uniqueness of the solution for isotropic Finsler manifolds.

We generalize most of the known Ricci flow invariant non-negative curvature conditions to less restrictive negative bounds that remain sufficiently controlled for a short time. As an illustration of the contents of the paper, we prove that metrics whose curvature operator has eigenvalues greater than 1-1 can be evolve…

2017-07-10abs ↗pdf ↗

Recently, we have studied evolution of a family of Finsler metrics along Finsler Ricci flow and proved its convergence in short time. Here, existence of solutions to the so called Hamilton Ricci flow on Finsler spaces is studied and a short time solution is found. To this end the Finslerian Ricci-DeTurck flow on Finsle…

2015-08-12abs ↗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 ↗

Mean curvature flow of clusters of n-dimensional surfaces in R^{n+k} that meet in triples at equal angles along smooth edges and higher order junctions on lower dimensional faces is a natural extension of classical mean curvature flow. We call such a flow a mean curvature flow with triple edges. We show that if a smoot…

2016-05-21abs ↗pdf ↗

Meta-learning for Koopman spectral analysis with short time-series data.

problem Lack of long time-series for training embedding functions in Koopman spectral analysis.
method Meta-learning approach using bidirectional LSTM and neural network to estimate embedding functions from short time-series.
result The proposed method achieves better performance in eigenvalue estimation and future prediction compared to existing methods.

In this paper, we study the torsion flow which is served as the CR analogue of the Ricci flow in a closed pseudohermitian manifold. We show that there exists a unique smooth solution to the CR torsion flow in a small time interval with the CR pluriharmonic function as an initial data. In spirit, it is the CR analogue o…

2018-04-18abs ↗pdf ↗

The paper examines the short-time implied volatility of additive processes and finds key parameters.

problem Characterizing the short-time implied volatility of equity markets.
method Examined pure jump exponential additive processes with power-law scaling parameters.
result The implied volatility is consistent with equity market characteristics if and only if β=1 and δ=-1/2.

In this work, convergence of evolving Finslerian metrics first in a general flow next under Finslerian Ricci flow is studied. More intuitively it is proved that a family of Finslerian metrics g(t)g(t) which are solutions to the Finslerian Ricci flow converge in CC^{\infty} to a smooth limit Finslerian metric as t t ap…

2015-07-14abs ↗pdf ↗

We establish short-time existence and regularity for higher-order flows generated by a class of polynomial natural tensors that, after an adjustment by the Lie derivative of the metric with respect to a suitable vector field, have strongly parabolic linearizations. We apply this theorem to flows by powers of the Laplac…

2010-10-20abs ↗pdf ↗

We prove the existence and uniqueness of a C1,1C^{1,1} solution of the QkQ_k flow in the viscosity sense for compact convex hypersurfaces ΣtΣ_t embedded in Rn+1R^{n+1} (n2n \geq 2) . In particular, for compact convex hypersurfaces with flat sides we show that, under a certain non-degeneracy initial condition, the interface…

2009-04-03abs ↗pdf ↗

Develops new synthetic Ricci flow concepts for metric measure spaces.

problem No specific problem stated; focuses on new mathematical concepts.
method Formulated in terms of dynamic convexity and local concavity of entropy, and global/short-time asymptotic transport cost estimates.
result Shows these properties characterise smooth (weighted) Ricci flows.

We produce solutions to the Kähler-Ricci flow emerging from complete initial metrics g0g_0 which are C0C^0 Hermitian limits of Kähler metrics. Of particular interest is when g0g_0 is Kähler with unbounded curvature. We provide such solutions for a wide class of U(n)U(n)-invariant Kähler metrics g0g_0 on nn dimensional c…

2014-02-26abs ↗pdf ↗

In this paper we investigate a kind of generalized Ricci flow which possesses a gradient form. We study the monotonicity of the given function under the generalized Ricci flow and prove that the related system of partial differential equations are strictly and uniformly parabolic. Based on this, we show that the genera…

2011-07-17abs ↗pdf ↗

We investigate multifractality in the Korean stock-market index KOSPI. The generalized qqth order height-height correlation function shows multiscaling properties. There are two scaling regimes with a crossover time around tc=40t_c =40 min. We consider the original data sets and the modified data sets obtained by removin…

2004-12-15abs ↗pdf ↗

We introduce and study {\it new} relative spectral invariants of {\it two} elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depend on both the eigenvalues and the eigensections of these operators and contain much more information about geometry. We prov…

2019-08-04abs ↗pdf ↗

We consider the heat operator acting on differential forms on spaces with complete and incomplete edge metrics. In the latter case we study the heat operator of the Hodge Laplacian with algebraic boundary conditions at the edge singularity. We establish the mapping properties of the heat operator, recovering and extend…

2011-05-25abs ↗pdf ↗

In this paper we introduce the hyperbolic mean curvature flow and prove that the corresponding system of partial differential equations are strictly hyperbolic, and based on this, we show that this flow admits a unique short-time smooth solution and possesses the nonlinear stability defined on the Euclidean space with …

2010-04-16abs ↗pdf ↗

In this paper, we prove the short-time existence of hyperbolic inverse (mean) curvature flow (with or without the specified forcing term) under the assumption that the initial compact smooth hypersurface of Rn+1\mathbb{R}^{n+1} (n2n\geqslant2) is mean convex and star-shaped. Several interesting examples and some hyperbol…

2017-10-03abs ↗pdf ↗

This study proposes a trainable adaptive window switching (AWS) method and apply it to a deep-neural-network (DNN) for speech enhancement in the modified discrete cosine transform domain. Time-frequency (T-F) mask processing in the short-time Fourier transform (STFT)-domain is a typical speech enhancement method. To re…

2018-11-05abs ↗pdf ↗