arXiv research

New method samples from time-integrated stochastic bridges using neural networks.

Simplified uHMC with time integration improves accuracy and efficiency.

We find a simple expression for the probability density of $\int \exp (B_s - s/2) ds$ in terms of its distribution function and the distribution function for the time integral of $\exp (B_s + s/2)$. The relation is obtained with a change of measure argument where expectations over events determined by the time integral…

We prove that a Ricci flow cannot develop a finite time singularity assuming the boundedness of a suitable space-time integral norm of the curvature tensor. Moreover, the extensibility of the flow is proved under a Ricci lower bound and the boundedness of a space-time integral norm of the scalar curvature.

New method calculates geometric Brownian motion with affine drift and its integral.

In this paper we present several curvature estimates and convergence results for solutions of the Ricci flow. The curvature estimates depend on smallness of certain local space-time integrals of the norm of the Riemann curvature tensor, while the convergence results require finiteness of space-time integrals of the nor…

In this note, we first prove that the solution of mean curvature flow on a finite time interval $[0,T)$ can be extended over time $T$ if the space-time integration of the norm of the second fundamental form is finite. Secondly, we prove that the solution of certain mean curvature flow on a finite time interval $[0,T)$ …

New method for pricing discrete Asian and Lookback options under Heston model.

In this paper, we aim to understand Residual Network (ResNet) in a scientifically sound way by providing a bridge between ResNet and Feynman path integral. In particular, we prove that the effect of residual block is equivalent to partial differential equation, and the ResNet transforming process can be equivalently co…

New sampling method for Heston model reduces complexity.

New method solves complex financial option pricing with varying time steps.

The distribution of a time integral of geometric Brownian motion is not well understood. To price an Asian option and to obtain measures of its dependence on the parameters of time, strike price, and underlying market price, it is essential to have the distribution of time integral of geometric Brownian motion and it i…

Study shows thresholding scheme converges for mean curvature flow of convex sets.

Theory of space-time currents for geometric evolutions.

Asymptotic Laplace transform for geometric Brownian motion applied to bond pricing.

Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when …

New method preserves MHD equations on sphere without costly matrix exponentials.

We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the alternative results given by the variation of constants method, the linearization of the Matrix Riccati ODE's and the Runge-Kutta al…

Counterexample shows Ito integrand needn't be locally square integrable.

Efficiently integrates stiff ODEs with vectorized methods.

Proposes NSSNNs to predict nonseparable Hamiltonian systems.

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable processes to the space of continuous adapted processes. It is characterized in te…

Proves stability of Minkowski space-time for Einstein-Yang-Mills equations.

We consider solutions (M,g(t)), 0 <= t <T, to Ricci flow on compact, four dimensional manifolds without boundary. We prove integral curvature estimates which are valid for any such solution. In the case that the scalar curvature is bounded and T is finite, we show that these estimates imply that the (spatial) integral …

A new fast method simulates stochastic volatility models.

Develops a framework for distilling flow models from few steps.

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and the dynamically orthogonal (DO) and bi-orthogonal (BO) methods for representing …

New examples of knots with special bridge positions found.

The paper provides examples of keen weakly reducible bridge spheres for links in b-bridge position.

We compute the bridge spectra of cables of 2-bridge knots. We also give some results about bridge spectra and distance of Montesinos knots.

AMORE uses neural operators to efficiently predict multiple thermochemical states in stiff chemical kinetics.

Any 2-bridge knot in the 3-sphere has a bridge sphere from which any other bridge surface can be obtained by stabilization, meridional stabilization, perturbation and proper isotopy.

Suppose a knot in a $3$-manifold is in $n$-bridge position. We consider a reduction of the knot along a bridge disk $D$ and show that the result is an $(n-1)$-bridge position if and only if there is a bridge disk $E$ such that $(D, E)$ is a cancelling pair. We apply this to an unknot $K$, in $n$-bridge position with re…

We define and compare several natural ways to compute the bridge number of a knot diagram. We study bridge numbers of crossing number minimizing diagrams, as well as the behavior of diagrammatic bridge numbers under the connected sum operation. For each notion of diagrammatic bridge number considered, we find crossing …

This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM). The advantages of dGFEM space discretization with Rannacher smoothing as time integrator with nonsmooth initial and boundar…

New method finds infinitely many surface knots with specific bridge numbers.

Researchers found infinite links with specific bridge positions.

We show that if $K$ is a knot in $S^3$ and $Σ$ is a bridge sphere for $K$ with high distance and $2n$ punctures, the number of perturbations of $K$ required to interchange the two balls bounded by $Σ$ via an isotopy is $n$. We also construct a knot with two different bridge spheres with $2n$ and $2n-1$ bridges respecti…

We show that for every integer $b\geq 3$, there exists a link in a $b$-bridge position with respect to a critical bridge sphere. In fact, for each $b$, we construct an infinite family of links which we call square whose bridge spheres are critical.

Two-bridge ribbon knots have symmetric union presentations.

We give a locally minimal, but not globally minimal bridge position of a knot, that is, an unstabilized, nonminimal bridge position of a knot. It implies that a bridge position cannot always be simplified so that the bridge number monotonically decreases to the minimal.

Paper explores link and plat presentations, showing equivalence under bridge isotopy.

We give a complete characterization of those essential simple loops on 2-bridge spheres of 2-bridge links which are null-homotopic in the link complements. By using this result, we describe all upper-meridian-pair-preserving epimorphisms between 2-bridge link groups.

Bridge positions of handlebody-knots are equivalent when stable.

Paper refines generating function for 2-bridge knot groups.

The study calculates braid indices for two-bridge knots and proves inequalities.

We show that there exists an infinite family of knots, each of which has, for each integer k>=0, a destabilized (2k+5)-bridge sphere. We also show that, for each integer n>=4, there exists a knot with a destabilized 3-bridge sphere and a destabilized n-bridge sphere.

For any given number of crossings $c$, there exists a formula to determine the number of 2-bridge knots of $c$ crossings, and indeed it is a simple matter to actually construct presentations of these knots. However, the determination of whether a given (prime) knot is a 2-bridge knot remains a nontrivial exercise, and …