arXiv research

Signature tensors uniquely identify ODE solutions.

We examine the moduli spaces of Type~A connections on oriented and unoriented surfaces both with and without torsion in relation to the signature of the associated symmetric Ricci tensor. If the signature of the symmetric Ricci tensor is (1,1) or (0,2), the moduli spaces are smooth. If the signature is (2,0), there is …

Accelerates signature kernel computation for sequences.

Let $R$ be an algebraic curvature tensor on a vector space of signature $(p,q)$ defining a spacelike Jordan Osserman Jacobi operator $\JJ_R$. We show that the eigenvalues of $\JJ_R$ are real and that $\JJ_R$ is diagonalizable if $p<q$.

It is well known that the classification of the Weyl tensor in Lorentzian manifolds of dimension four, the so called Petrov classification, was a great tool to the development of general relativity. Using the bivector approach it is shown in this article a classification for the Weyl tensor in all four-dimensional mani…

We generalize the result of [Matveev-Topalov 2001] to all signatures: we show that in all signatures the Killing tensors constructed by projectively equivalent metrics correspond to commuting differential operators

A Python package for GPU-accelerated signature kernel computation.

We exploit four-dimensional tensor identities to give a very simple proof of the existence of a Lanczos potential for a Weyl tensor in four dimensions with any signature, and to show that the potential satisfies a simple linear second order differential equation, e.g., a wave equation in Lorentz signature. Furthermore,…

Paper uses algebraic signatures to identify probabilistic structures in empirical data.

Degree of mobility of a (pseudo-Riemannian) metric is the dimension of the space of metrics geodesically equivalent to it. We describe all possible values of the degree of mobility on a simply connected n-dimensional manifold of lorentz signature. As an application we calculate all possible differences between the dime…

Average signature measures geodesics in Lie groups.

We show that if $\nabla R$ is a Jordan Szabo algebraic covariant derivative curvature tensor on a vector space of signature (p,q), where q is odd and p is less than q or if q is congruent to 2 mod 4 and if p is less than q-1, then $\nabla R=0$. This algebraic result yields an elementary proof of the geometrical fact th…

We develop a Bayesian approach to learning from sequential data by using Gaussian processes (GPs) with so-called signature kernels as covariance functions. This allows to make sequences of different length comparable and to rely on strong theoretical results from stochastic analysis. Signatures capture sequential struc…

The Goldberg-Sachs theorem is generalized for all four-dimensional manifolds endowed with torsion-free connection compatible with the metric, the treatment includes all signatures as well as complex manifolds. It is shown that when the Weyl tensor is algebraically special severe geometric restrictions are imposed. In p…

This paper introduces $\anabla$-tensors on lightlike hypersurfaces $M^{n+1}$ of signature $(0,n)$, $(n\geq 1)$ and investigates on their properties in connection with the null geometry of $M$. In particular, we show that there is an interplay between existence of $\anabla$-tensors of certain type and lightlike warped p…

In all dimensions and arbitrary signature, we demonstrate the existence of a new local potential -- a double (2,3)-form -- for the Weyl curvature tensor, and more generally for all tensors with the symmetry properties of the Weyl curvature tensor. The classical four-dimensional Lanczos potential for a Weyl tensor -- a …

We introduce a new feature map for barcodes that arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in the tensor algebra of that vector space. The composition of these two operations …

Motivated by the construction of Bach flat neutral signature Riemannian extensions, we study the space of parallel trace free tensors of type $(1,1)$ on an affine surface. It is shown that the existence of such a parallel tensor field is characterized by the recurrence of the symmetric part of the Ricci tensor.

We exhibit Walker manifolds of signature (2,2) with various commutativity properties for the Ricci operator, the skew-symmetric curvature operator, and the Jacobi operator. If the Walker metric is a Riemannian extension of an underlying affine structure A, these properties are related to the Ricci tensor of A.

We study the spectral geometry of the Riemann curvature tensor for Pseudo-Riemannian manifolds and provide some examples illustrating the phenomena which can arise in the higher signature setting. Dedication: This paper is dedicated to the memory of our colleague Prof.G. Tsagas who studied the spectral geometry of Lapl…

Kernel for Lévy rough paths derived from PDE system.

Signature volatility models are analyzed for existence, arbitrage, completeness, and hedging-error decomposition.

We construct new examples of algebraic curvature tensors so that the Jordan normal form of the higher order Jacobi operator is constant on the Grassmannian of subspaces of type $(r,s)$ in a vector space of signature $(p,q)$. We then use these examples to establish some results concerning higher order Osserman and highe…

Novel signature approach for pricing and hedging path-dependent options with market frictions.

Volterra signature provides a clear, interpretable feature for history-dependent systems.

Expected signatures map data streams to lower dimensions, improving ML performance.

On pseudo-Riemannian manifolds of even dimension $n\geq 4$, with everywhere vanishing (Fefferman-Graham) obstruction tensor, we construct a complex of conformally invariant differential operators. The complex controls the infinitesimal deformations of obstruction-flat structures, and, in the case of Riemannian signatur…

Study on averaging geometric structures in Finsler spaces with Lorentzian signature.

Universal approximation for rough paths and Lévy processes.

New SDEs from affine and polynomial perspectives for path-dependent processes.

We show the existence of a modified Cliff(1,1) structure compatible with an Osserman 0-model of signature (2,2). We then apply this algebraic result to certain classes of pseudo-Riemannian manifolds of signature (2,2). We obtain a new characterization of the Weyl curvature tensor of an (anti-)self-dual manifold and we …

Signature uniquely identifies piecewise linear surfaces up to thin homotopy.

Efficiently computes sparse signature coefficients using kernels.

Let R be an algebraic curvature tensor for a non-degenerate inner product of signature(p,q) where q>4. If $π$ is a spacelike 2 plane, let $R(π)$ be the associated skew-symmetric curvature operator. We classify the algebraic curvature tensors so R(-) has constant rank 2 and show these are geometrically realizable by hyp…

Introduces Exponentially Weighted Signature for better path representation.

We show that a metric of arbitrary dimension and signature which allows for a standard Wick-rotation to a Riemannian metric necessarily has a purely electric Riemann and Weyl tensor.

Constructs orthogonal coordinates in curved spaces.

Most known four-dimensional cohomogeneity-one Einstein metrics are diagonal in the basis defined by the left-invariant one-forms, though some essentially non-diagonal ones are known. We consider the problem of explicitly seeking non-diagonal Einstein metrics, and we find solutions which in some cases exhaust the possib…

Develops Palatini formalism for pseudo-Finsler metrics, recovering classical results.

The problem of characterizing conformally Einstein manifolds by tensorial conditions has been tackled recently in papers by M. Listing, and in work by A. R. Gover and P. Nurowski. Their results apply to metrics satisfying a "non-degeneracy" condition on the Weyl tensor \W. We investigate the geometry of the foliations …

The rho-invariant is an invariant of odd-dimensional manifolds with finite fundamental group, and lies in the representations modulo the regular representations (after tensoring with Q). It is a fundamental invariant that occurs in classifying lens spaces, their homotopy analogues, and is intimately related to the eta-…

Study eigenvalues of curvature operators to annihilate cobordism invariants.

We establish the submaximal symmetry dimension for Riemannian and Lorentzian conformal structures. The proof is based on enumerating all subalgebras of orthogonal Lie algebras of sufficiently large dimension and verifying if they stabilize a non-zero Weyl tensor up to scale. Our main technical tools include Dynkin's cl…

Researchers classify harmful structures on unimodular Lie groups.

Scalable machine learning with path signatures for time series and graphs.

We show that if two 4-dimensional metrics of arbitrary signature on one manifold are geodesically equivalent (i.e., have the same geodesics considered as unparameterized curves) and are solutions of the Einstein field equation with the same stress-energy tensor, then they are affinely equivalent or flat. Under the addi…

I apply the algebraic classification of self-adjoint endomorphisms of ${\bf R}^{2,2}$ provided by their Jordan canonical form to the Ricci curvature tensor of four-dimensional neutral manifolds and relate this classification to an algebraic classification of the Ricci curvature spinor. These results parallel similar re…

The paper develops tensor learning methods exploiting symmetries of tensor functions.