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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.

168,742 papers · 148 categories

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129257386514 · Jun 202019922001200920172026
48 results for surface analysis

Constructs surfaces with conical singularities using variational methods.

problem Creating Hamiltonian Stationary Surfaces with specific singularities.
method Variational methods and convergence process similar to Ginzburg-Landau analysis.
result Obtained surfaces with prescribed conical singularities related to optimal Wente constants.

This is a guided tour through some selected topics in geometric analysis. We have chosen to illustrate many of the basic ideas as they apply to the theory of minimal surfaces. This is, in part, because minimal surfaces is, if not the oldest, then certainly one of the oldest areas of geometric analysis dating back to Eu…

2003-09-01abs ↗pdf ↗

The paper constructs surfaces with prescribed mean curvature in a specific space.

problem Finding surfaces with a given mean curvature in a particular geometric space.
method Phase plane analysis to construct entire rotational graphs and catenoid-type surfaces.
result Classification result for surfaces with linearly prescribed mean curvature.

Analyzes magnetic Laplacian on hyperbolic surfaces, highlighting key quantum phenomena.

problem Understanding quantum phenomena on hyperbolic surfaces with magnetic fields.
method Semiclassical analysis and mathematical modeling of the magnetic Laplacian.
result Discovers new insights into quantum behavior on hyperbolic surfaces with magnetic fields.

Paper connects surface shape analysis and unbalanced optimal transport.

problem Computing the SRNF shape distance on piecewise linear surfaces.
method Characterizes SRNF shape distance as WFR distance pullback, proposes new algorithm for WFR distance computation.
result Direct computation of SRNF shape distance on piecewise linear surfaces.

Lectures on surface evolution through singularities.

problem Analyzing the mean curvature flow of surfaces and their singularities.
method Analysis of neck and conical singularities, using monotonicity formulas, epsilon-regularity, weak solutions, and blowup techniques.
result Unique evolution through neck singularities, nonuniqueness through conical singularities.

We study a class of fourth-order geometric problems modelling Willmore surfaces, conformally constrained Willmore surfaces, isoperimetrically constrained Willmore surfaces, bi-harmonic surfaces in the sense of Chen, among others. We prove several local energy estimates and derive a global gap lemma.

2018-11-21abs ↗pdf ↗

Study rotational surfaces with prescribed Gauss curvature in 3D space.

problem Classify and analyze rotational surfaces with prescribed Gauss curvature.
method Phase plane analysis and mild assumptions on the prescribed function.
result Existence of singular radial solutions intersecting orthogonally the axis of rotation.

The paper studies timelike minimal surfaces in De Sitter space using complex analysis.

problem Analyzing timelike minimal surfaces in De Sitter space.
method Complex variable analysis and stereographic projection.
result Explicit construction of many families of minimal timelike surfaces.

Study uses sentiment analysis to predict implied volatility surface, improving prediction accuracy.

problem Improving prediction accuracy of implied volatility surface.
method Constructed daily high-frequency sentiment data, used VAR method, deep learning (BERT, LSTM), FFT, EMD for sentiment decomposition.
result High-frequency sentiment correlates with ATM options' implied volatility, low-frequency with DOTM options.

Study of 17 surface behaviors and singularities for elliptic Weingarten equations.

problem Characterizing and understanding elliptic Weingarten surfaces and their singularities.
method Phase space analysis and classification of surface behaviors.
result Classification of 17 possible qualitative behaviors for rotational surfaces.

Survey on geometric properties of special minimal surfaces.

problem Understanding [φ,e3][\varphi,\vec{e}_{3}]-minimal surfaces in R3\mathbb{R}^{3}.
method Systematic geometric study of [φ,e3][\varphi,\vec{e}_{3}]-minimal surfaces.
result Fundamental results in the theory of [φ,e3][\varphi,\vec{e}_{3}]-minimal surfaces.

The paper classifies helicoidal surfaces with specific curvature functions.

problem Classifying helicoidal surfaces with prescribed mean curvature.
method Phase space analysis for rotationally symmetric H\mathcal{H}-surfaces.
result Classification theorem for even and increasing h\mathfrak{h} on [0,1][0,1].

Introduces hyperbolic generalized framed surfaces and their properties.

problem None explicitly stated; focuses on introducing new geometric objects.
method Generalization of hyperbolic framed surfaces and curves.
result Established conditions for a surface to be a hyperbolic generalized framed base surface and explored their singularities.

We show that surface groups are flexibly stable in permutations. This is the first non-trivial example of a non-amenable flexibly stable group. Our method is purely geometric and relies on an analysis of branched covers of hyperbolic surfaces. Along the way we establish a quantitative variant of the LERF property for s…

2019-01-22abs ↗pdf ↗

New method glues Scherk surfaces into minimal surfaces, limiting possible outcomes.

problem Limiting the outcomes of gluing Scherk surfaces into minimal surfaces.
method Constructing minimal surfaces by stacking and gluing doubly periodic Scherk surfaces.
result Except for special cases, gluing more Scherk surfaces results in known minimal surfaces.

Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS). In this paper we show that price surfaces that occur in option pricing can be easily described by NURBS surfaces. For a class of stochast…

2019-10-01abs ↗pdf ↗

A new method simulates implied volatility surfaces for multiple assets.

problem Generating consistent market scenarios for multiple asset implied volatilities.
method Combining functional data analysis and neural SDEs with a penalty for model misspecification.
result Simulated market scenarios are consistent with historical features and lie within the sub-manifold of essentially free static arbitrage.

Unified treatment of spacelike and timelike minimal surfaces via Liouville equation.

problem Investigating minimal surfaces in Lorentz-Minkowski space.
method Complex and paracomplex analysis, Möbius-type transformations, pseudo-isometries.
result Unified approach to both spacelike and timelike minimal surfaces.

Simply connected surfaces with large constant mean curvature and free boundaries concentrate at critical points of the boundary's mean curvature.

problem Surfaces with large constant mean curvature and free boundaries.
method Proving concentration at critical points of the boundary's mean curvature.
result Simply connected H-surfaces concentrate at critical points of the boundary's mean curvature.

Normal surface theory is a central tool in algorithmic three-dimensional topology, and the enumeration of vertex normal surfaces is the computational bottleneck in many important algorithms. However, it is not well understood how the number of such surfaces grows in relation to the size of the underlying triangulation.…

2009-11-30abs ↗pdf ↗

Refines geometric center of mass analysis for Einstein field equations.

problem Analyzing the geometric center of mass of Willmore surfaces in initial data for Einstein field equations.
method Refined Lyapunov-Schmidt analysis to study geometric center of mass of area-constrained Willmore surfaces.
result The geometric center of mass agrees with the Hamiltonian center of mass under specific conditions.

Flat fully augmented links with homeomorphic complements are equivalent.

problem Determining equivalence of flat fully augmented links based on their complements.
method Careful analysis of totally geodesic surfaces and cusps in link complements and their behavior under homeomorphism.
result Complete classification of flat fully augmented link complements with multiple reflection surfaces and symmetries.

Dynamic functional time-series methods improve forecast accuracy for foreign exchange implied volatility surfaces.

problem Forecasting implied volatility surfaces in foreign exchange markets.
method Dynamic functional principal component analysis and multivariate functional time-series methods.
result Dynamic univariate functional time-series method shows the greatest improvement in forecast accuracy.

We consider a surface MM immersed in R3\mathbb{R}^3 with induced metric g=ψδ2g=ψδ_2 where δ2δ_2 is the two dimensional Euclidean metric. We then construct a system of partial differential equations that constrain MM to lift to a minimal surface via the Weierstrauss-Enneper representation demanding the metric is of the a…

2006-09-22abs ↗pdf ↗

Harmonic maps from Riemann surfaces arise from a conformally invariant variational problem. Therefore, on one hand, they are intimately connected with moduli spaces of Riemann surfaces, and on the other hand, because the conformal group is noncompact, constitute a prototype for the formation of singularities, the so-ca…

2017-10-04abs ↗pdf ↗

In this article we propose a generalisation of the recent work of Gatheral and Jacquier on explicit arbitrage-free parameterisations of implied volatility surfaces. We also discuss extensively the notion of arbitrage freeness and Roger Lee's moment formula using the recent analysis by Roper. We further exhibit an arbit…

2012-10-26abs ↗pdf ↗

Checkerboard surfaces in alternating link complements are used frequently to determine information about the link. However, when many crossings are added to a single twist region of a link diagram, the geometry of the link complement stabilizes (approaches a geometric limit), but a corresponding checkerboard surface in…

2014-10-23abs ↗pdf ↗