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.
We study Tikhonov regularization for solving ill--posed operator equations where the solutions are functions defined on surfaces. One contribution of this paper is an error analysis of Tikhonov regularization which takes into account perturbations of the surfaces, in particular when the surfaces are approximated by spl…
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…
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.
Two infinite sequences of minimal surfaces in space are constructed using symmetry analysis. In particular, explicit formulas are obtained for the self-intersecting minimal surface that fills the trefoil knot.
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…
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…
In this paper, we make some remarks on José Espinar's paper "Finite index operators on surfaces" [\texttt{arXiv:0911.3767}, to appear in Journal of Geometric Analysis (2011)].
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.…
Timelike Thomsen surfaces are timelike minimal surfaces that are also affine minimal. In this paper, we make use of both the Lorentz conformal coordinates and the null coordinates, and their respective representation theorems of timelike minimal surfaces, to obtain a complete global classification of these surfaces and…
We consider a surface M immersed in R3 with induced metric g=ψδ2 where δ2 is the two dimensional Euclidean metric. We then construct a system of partial differential equations that constrain M to lift to a minimal surface via the Weierstrauss-Enneper representation demanding the metric is of the a…
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…
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…
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…