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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.

169,181 papers · 148 categories

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71141212282 · Jun 202019922001200920182026
48 results for string dynamics

We introduce and illustrate a new approach to the unknotting problem via the dynamics of vortex strings in a nonlinear partial differential equation of reaction-diffusion type. To untangle a given knot, a Biot-Savart construction is used to initialize the knot as a vortex string in the FitzHugh-Nagumo equation. Remarka…

2016-04-15abs ↗pdf ↗

In this Part II of D(11), we introduce new objects: super-CkC^k-schemes and Azumaya super-CkC^k-manifolds with a fundamental module (or, synonymously, matrix super-CkC^k-manifolds with a fundamental module), and extend the study in D(11.1) ([L-Y3], arXiv:1406.0929 [math.DG]) to define the notion of `differentiable maps…

2014-12-02abs ↗pdf ↗

We show that there exists a natural Tulczyjew triple in the dynamics of objects for which the standard kinematic configuration space TMTM, i.e. the tangent bundle, is replaced with its nn-th exterior power, i.e. the bundle of tangent nn-vectors. In this framework, which is fully covariant, we geometrically derive pha…

2015-09-26abs ↗pdf ↗

The paper analyzes the stability of an observer error in a vibrating string system.

problem Stability analysis of observer error in a vibrating string system.
method Abstract Cauchy problem reformulation and application of LaSalle's invariance principle for infinite-dimensional systems.
result The observer error is asymptotically stable.

A model is developed to study the effectiveness of innovation and its impact on structure creation and structure change on agent-based societies. The abstract model that is developed is easily adapted to any particular field. In any interacting environment, the agents receive something from the environment (the other a…

2007-09-17abs ↗pdf ↗

The closed string model in the background gravity field is considered as a bi-Hamiltonian system in assumption that string model is the integrable model for particular kind of the background fields. The dual nonlocal Poisson brackets(PB), depending of the background fields and of their derivatives, are obtained. The in…

2004-11-24abs ↗pdf ↗

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportun…

1998-02-12abs ↗pdf ↗

D-branes on noncommutative spaces mimic string theory, offering new insights into mirror symmetry.

problem Exploring noncommutative mirror symmetry through D-branes on noncommutative Calabi-Yau spaces.
method Constructing noncommutative ringed spaces from local resolutions, realizing D-branes as morphisms, and defining kinetic energy.
result Dynamical D-branes on noncommutative spaces can be described by a Polyakov-like action, suggesting a bridge between string theory and noncommutative geometry.

We consider D-branes in string theory and address the issue of how to describe them mathematically as a fundamental object (as opposed to a solitonic object) of string theory in the realm in differential and symplectic geometry. The notion of continuous maps, kk-times differentiable maps, and smooth maps from an Azuma…

2014-06-04abs ↗pdf ↗

By a conformal string in Euclidean space is meant a closed critical curve with non-constant conformal curvatures of the conformal arclength functional. We prove that (1) the set of conformal classes of conformal strings is in 1-1 correspondence with the rational points of the complex domain $\{q\in \mathbb{C} \,:\, 1/2…

2015-01-16abs ↗pdf ↗

Derives path integrals for perturbative strings on various backgrounds.

problem Calculating path integrals for strings on curved backgrounds.
method Derives path integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path integrals of all order perturbative strings on various backgrounds.

String backgrounds and D-branes do not possess the structure of Lorentzian manifolds, but that of manifolds with area metric. Area metric geometry is a true generalization of metric geometry, which in particular may accommodate a B-field. While an area metric does not determine a connection, we identify the appropriate…

2005-11-15abs ↗pdf ↗

We introduce a new action Sstandard(ρ,h;Φ,g,B,C)S_{standard}^{(ρ,h; Φ,g,B,C)} for D-branes that is to D-branes as the Polyakov action is to fundamental strings. This `standard action' is abstractly a non-Abelian gauged sigma model --- based on maps φ:(X ⁣A ⁣z,E;)Y\varphi: (X^{\!A\!z},E;\nabla)\rightarrow Y from an Azumaya/matrix manifold X ⁣A ⁣zX^{\!A\!z}

2017-04-11abs ↗pdf ↗

Model explains yield curve dynamics using order flow shocks.

problem Understanding the yield curve's fluctuations and their relation to order flows.
method Relates exogenous shocks to order flow surprises, creating a microstructural model that incorporates price and order flow dynamics.
result The model explains yield curve dynamics with fewer parameters and generates liquidity-dependent correlations.

Derives path-integrals for superstrings on curved backgrounds using string geometry theory.

problem Calculating path-integrals for superstrings on curved backgrounds.
method Derives path-integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path-integrals for perturbative superstrings on all string backgrounds.

We investigate the Penrose limits of classical string and M-theory backgrounds. We prove that the number of (super)symmetries of a supergravity background never decreases in the limit. We classify all the possible Penrose limits of AdS x S spacetimes and of supergravity brane solutions. We also present the Penrose limi…

2002-02-18abs ↗pdf ↗

Chiral string integrands simplify to ambitwistor string integrands in the tensionless limit.

problem Understanding the relationship between chiral and ambitwistor string integrands.
method Analyzing the tensionless limit of chiral superstring integrands.
result Chiral superstring integrands reduce to ambitwistor string integrands in the tensionless limit.

Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets. Analyses are not conducted on the non equidistant d…

2015-11-02abs ↗pdf ↗

A virtual string can be defined as an equivalence class of planar diagrams under certain kinds of diagrammatic moves. Virtual strings are related to virtual knots in that a simple operation on a virtual knot diagram produces a diagram for a virtual string. In this paper we consider three operations on a virtual string …

2008-08-04abs ↗pdf ↗

A virtual string is a scheme of self-intersections of a closed curve on a surface. We study algebraic invariants of strings as well as two equivalence relations on the set of strings: homotopy and cobordism. We show that the homotopy invariants of strings form an infinite dimensional Lie group. We also discuss connecti…

2003-11-12abs ↗pdf ↗

Research extends Cahn's results on virtual strings to connected non-parallel strings.

problem Understanding the homotopy of virtual strings and their minimal representatives.
method Generalization of Cahn's results using stabilizations, destabilizations, and homotopies.
result Kadokami's statement about virtual strings holds for connected non-parallel strings but not for all strings.

Extended Alexander groups are used to define an invariant for open virtual strings. Examples of non-commuting open strings and a ribbon-concordance obstruction are given. An example is given of a slice virtual open string that is not ribbon. Definitions are extended to open n-strings.

2004-09-10abs ↗pdf ↗

We present a finite-dimensional and smooth formulation of string structures on spin bundles. It uses trivializations of the Chern-Simons 2-gerbe associated to this bundle. Our formulation is particularly suitable to deal with string connections: it enables us to prove that every string structure admits a string connect…

2009-05-30abs ↗pdf ↗

We consider a dynamic market model of liquidity where unmatched buy and sell limit orders are stored in order books. The resulting net demand surface constitutes the sole input to the model. We prove that generically there is no arbitrage in the model when the driving noise is a stochastic string. Under the equivalent …

2016-08-21abs ↗pdf ↗

Study topological G₂ and Spin(7) strings at 1-loop using double complexes.

problem Calculate topological string partition functions at 1-loop.
method Define double complexes for supersymmetric backgrounds using generalised geometry, compute partition functions as alternating products of determinants of Laplacians.
result Reproduce known results for G₂ string and predict for Spin(7) string.

In this note we revisit the subject of anomaly cancelation in string theory and M-theory on manifolds with String structure and give three observations. First, that on String manifolds there is no E8 x E8 global anomaly in heterotic string theory. Second, that the description of the anomaly in the phase of the M-theory…

2008-07-30abs ↗pdf ↗

Abstract M5 branes on ADE singularities yields BPS spectrum and partition functions.

problem Determine the BPS spectrum and partition functions for M5 branes on ADE singularities.
method Analyze 6d N=(1,0)\mathcal{N}=(1,0) SCFTs on geometric backgrounds, using contributions from BPS strings and particles.
result Explicit expressions for BPS string and particle contributions to partition functions.