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.
A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…
We give criteria for which a principal curvature becomes a bounded C∞-function at non-degenerate singular points of wave fronts by using geometric invariants. As applications, we study singularities of parallel surfaces and extended distance squared functions of wave fronts. Moreover, we relate these singularit…
The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct…
It is well known that Lagrangian dynamical systems naturally arise in describing wave front dynamics in the limit of short waves (which is called pseudoclassical limit or limit of geometrical optics). Wave fronts are the surfaces of constant phase, their points move along lines which are called rays. In non-homogeneous…
We discuss the invariant classification of vacuum Kundt waves using the Cartan-Karlhede algorithm, and the upper bound on the number of iterations of the Karlhede algorithm to classify the vacuum Kundt waves. By choosing a particular coordinate system we partially construct the canonical coframe used in the classificat…
In this paper, a symmetry classification of a (2+1)-nonlinear wave equation utt−f(u)(uxx+uyy)=0 where f(u) is a smooth function on u, using Lie group method, is given. The basic infinitesimal method for calculating symmetry groups is presented, and used to determine the general symmetry group of this $…
In these lecture notes we discuss the solution theory of geometric wave equations as they arise in Lorentzian geometry: for a normally hyperbolic differential operator the existence and uniqueness properties of Green functions and Green operators is discussed including a detailed treatment of the Cauchy problem on a gl…
The complex wave representation (CWR) converts unsigned 2D distance transforms into their corresponding wave functions. Here, the distance transform S(X) appears as the phase of the wave function φ(X)---specifically, φ(X)=exp(iS(X)/τwhere τis a free parameter. In this work, we prove a novel result using the higher-orde…
The mixture of Gaussian distributions, a soft version of k-means , is considered a state-of-the-art clustering algorithm. It is widely used in computer vision for selecting classes, e.g., color, texture, and shapes. In this algorithm, each class is described by a Gaussian distribution, defined by its mean and covarianc…
We prove a dynamical wave trace formula for asymptotically hyperbolic (n+1) dimensional manifolds with negative (but not necessarily constant) sectional curvatures which equates the renormalized wave trace to the lengths of closed geodesics. A corollary of this dynamical trace formula is a dynamical resonance-wave trac…
Wave propagator constructed on globally hyperbolic spacetimes.
problem Wave propagation on globally hyperbolic spacetimes.
method Reinterpretation of wave propagator construction on ultrastatic Lorentzian manifolds, reduction to static backgrounds, generalization to globally hyperbolic spacetimes.
result Global wave propagator constructed on globally hyperbolic spacetimes.
The commuting vector fields approach, devised for strichartz estimates in [13], was developed for proving the local well-posedness in the Sobolev spaces Hs with s>2+22−3 for general quasi-linear wave equation in R1+3 by Klainerman and Rodnianski. Via this approach they obtained the l…
We investigate the local structure of four-dimensional Lorentzian quasi-Einstein manifolds under conditions on the Weyl tensor. We show that if the Weyl tensor is harmonic and the potential function preserves this harmonicity then, in the isotropic case, the manifold is necessarily a pp-wave. Using the quasi-Einstein…
We prove that second-order hyperbolic Monge-Ampere equations for one function of two variables are connected to the wave equation by a Backlund transformation if and only if they are integrable by the method of Darboux at second order. One direction of proof, proving Darboux integrability, follows the implications of t…
We study the transversal wave equation on a compact Riemannian foliated manifold. As applications, we get an Egorov's type theorem for transversally elliptic operators, state a relationship between the singularities of the Fourier transform of the spectrum distribution function of a transversally elliptic operator and …
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econophysics. In this model, we define wave functions and operators of the stock market to establish the Schrödinger equation for the stock price. Based on this theoretical framework, an example of a driven infinite quantum wel…
High frequency limit for most of wave phenomena is known as quasiclassical limit or ray optics limit. Propagation of waves in this limit is described in terms of wave fronts and rays. Wave front is a surface of constant phase whose points are moving along rays. As it appears, their motion can be described by Hamilton e…