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Let $S \subset \mathbb {R}^{n}$ be a smooth compact hypersurface with a strictly positive second fundamental form, $E$ be the Fourier extension operator on $S$, and $X$ be a Lebesgue measurable subset of $\mathbb {R}^{n}$. If $X$ contains a ball of each radius, then the problem of determining the range of exponents $(p,q)$ for which the estimate $\| Ef \|_{L^{q}(X)} \lesssim \| f \|_{L^{p}(S)}$ holds is equivalent to the restriction conjecture. In this paper, we study the estimate under the following assumption on the set $X$: there is a number $0 < \alpha \leq n$ such that $|X \cap B_R| \lesssim R^{\alpha }$ for all balls $B_R$ in $\mathbb {R}^{n}$ of radius $R \geq 1$. On the left-hand side of this estimate, we are integrating the function $|Ef(x)|^{q}$ against the measure $\chi _X \,{\textrm {d}}x$. Our approach consists of replacing the characteristic function $\chi _X$ of $X$ by an appropriate weight function $H$, and studying the resulting estimate in three different regimes: small values of $\alpha$, intermediate values of $\alpha$, and large values of $\alpha$. In the first regime, we establish the estimate by using already available methods. In the second regime, we prove a weighted Hölder-type inequality that holds for general non-negative Lebesgue measurable functions on $\mathbb {R}^{n}$ and combine it with the result from the first regime. In the third regime, we borrow a recent fractal Fourier restriction theorem of Du and Zhang and combine it with the result from the second regime. In the opposite direction, the results of this paper improve on the Du–Zhang theorem in the range $0 < \alpha < n/2$.
Extending a result by Alon, Linial, and Meshulam to abelian groups, we prove that if G is a finite abelian group of exponent m and S is a sequence of elements of G such that any subsequence of S consisting of at least $$|S| - m\ln |G|$$ elements generates G, then S is an additive basis of G . We also prove that the additive span of any l generating sets of G contains a coset of a subgroup of size at least $$|G{|^{1 - c{ \in ^l}}}$$ for certain c=c(m) and $$ \in=\in (m) < 1$$; we use the probabilistic method to give sharper values of c(m) and $$ \in (m)$$ in the case when G is a vector space; and we give new proofs of related known results.
Nowadays many financial derivatives, such as American or Bermudan options, are of early exercise type. Often the pricing of early exercise options gives rise to high-dimensional optimal stopping problems, since the dimension corresponds to the number of underlying assets. High-dimensional optimal stopping problems are, however, notoriously difficult to solve due to the well-known curse of dimensionality. In this work, we propose an algorithm for solving such problems, which is based on deep learning and computes, in the context of early exercise option pricing, both approximations of an optimal exercise strategy and the price of the considered option. The proposed algorithm can also be applied to optimal stopping problems that arise in other areas where the underlying stochastic process can be efficiently simulated. We present numerical results for a large number of example problems, which include the pricing of many high-dimensional American and Bermudan options, such as Bermudan max-call options in up to 5000 dimensions. Most of the obtained results are compared to reference values computed by exploiting the specific problem design or, where available, to reference values from the literature. These numerical results suggest that the proposed algorithm is highly effective in the case of many underlyings, in terms of both accuracy and speed.
Semi-supervised and unsupervised machine learning methods often rely on graphs to model data, prompting research on how theoretical properties of operators on graphs are leveraged in learning problems. While most of the existing literature focuses on undirected graphs, directed graphs are very important in practice, giving models for physical, biological or transportation networks, among many other applications. In this paper, we propose a new framework for rigorously studying continuum limits of learning algorithms on directed graphs. We use the new framework to study the PageRank algorithm and show how it can be interpreted as a numerical scheme on a directed graph involving a type of normalised graph Laplacian. We show that the corresponding continuum limit problem, which is taken as the number of webpages grows to infinity, is a second-order, possibly degenerate, elliptic equation that contains reaction, diffusion and advection terms. We prove that the numerical scheme is consistent and stable and compute explicit rates of convergence of the discrete solution to the solution of the continuum limit partial differential equation. We give applications to proving stability and asymptotic regularity of the PageRank vector. Finally, we illustrate our results with numerical experiments and explore an application to data depth.
One of the main aims of this paper is to give a large class of strongly solid compact quantum groups. We do this by using quantum Markov semigroups and noncommutative Riesz transforms. We introduce a property for quantum Markov semigroups of central multipliers on a compact quantum group which we shall call ‘approximate linearity with almost commuting intertwiners’. We show that this property is stable under free products, monoidal equivalence, free wreath products and dual quantum subgroups. Examples include in particular all the (higher-dimensional) free orthogonal easy quantum groups.
We then show that a compact quantum group with a quantum Markov semigroup that is approximately linear with almost commuting intertwiners satisfies the immediately gradient-${\mathcal {S}}_2$ condition from [10] and derive strong solidity results (following [10]). Using the noncommutative Riesz transform we also show that these quantum groups have the Akemann–Ostrand property; in particular, the same strong solidity results follow again (now following [27]).
Let G be a group and A a set equipped with a collection of finitary operations. We study cellular automata $$\tau :{A^G} \to {A^G}$$ that preserve the operations AG of induced componentwise from the operations of A. We show τ that is an endomorphism of AG if and only if its local function is a homomorphism. When A is entropic (i.e. all finitary operations are homomorphisms), we establish that the set EndCA(G;A), consisting of all such endomorphic cellular automata, is isomorphic to the direct limit of Hom(AS, A), where S runs among all finite subsets of G. In particular, when A is an R-module, we show that EndCA(G;A) is isomorphic to the group algebra $${\rm{End}}(A)[G]$$. Moreover, when A is a finite Boolean algebra, we establish that the number of endomorphic cellular automata over AG admitting a memory set S is precisely $${(k|S|)^k}$$, where k is the number of atoms of A.
We investigate various variable martingale Hardy spaces corresponding to variable Lebesgue spaces $\mathcal {L}_{p(\cdot )}$ defined by rearrangement functions. In particular, we show that the dual of martingale variable Hardy space $\mathcal {H}_{p(\cdot )}^{s}$ with $0<p_{-}\leq p_{+}\leq 1$ can be described as a BMO-type space and establish martingale inequalities among these martingale Hardy spaces. Furthermore, we give an application of martingale inequalities in stochastic integral with Brownian motion.
The aim of this paper is to study all the natural first steps of the minimal model program for the moduli space of stable pointed curves. We prove that they admit a modular interpretation, and we study their geometric properties. As a particular case, we recover the first few Hassett–Keel log canonical models. As a by-product, we produce many birational morphisms from the moduli space of stable pointed curves to alternative modular projective compactifications of the moduli space of pointed curves.
We establish a one-to-one correspondence between, on the one hand, Finsler structures on the $2$-sphere with constant curvature $1$ and all geodesics closed, and on the other hand, Weyl connections on certain spindle orbifolds whose symmetric Ricci curvature is positive definite and whose geodesics are all closed. As an application of our duality result, we show that suitable holomorphic deformations of the Veronese embedding $\mathbb {CP}(a_1,a_2)\rightarrow \mathbb {CP}(a_1,(a_1+a_2)/2,a_2)$ of weighted projective spaces provide examples of Finsler $2$-spheres of constant curvature whose geodesics are all closed.
We develop a Conley index theory for retarded functional differential equations $\dot x=f(x_{t})$ with values in a differentiable manifold and (merely) continuous nonlinearities f. We use this index to establish an existence result for nonconstant full solutions of such equations.
The Turán number ex(n, H) of a graph H is the maximal number of edges in an H-free graph on n vertices. In 1983, Chung and Erdős asked which graphs H with e edges minimise ex(n, H). They resolved this question asymptotically for most of the range of e and asked to complete the picture. In this paper, we answer their question by resolving all remaining cases. Our result translates directly to the setting of universality, a well-studied notion of finding graphs which contain every graph belonging to a certain family. In this setting, we extend previous work done by Babai, Chung, Erdős, Graham and Spencer, and by Alon and Asodi.
An emerging technique in image segmentation, semi-supervised learning and general classification problems concerns the use of phase-separating flows defined on finite graphs. This technique was pioneered in Bertozzi and Flenner (2012, Multiscale Modeling and Simulation10(3), 1090–1118), which used the Allen–Cahn flow on a graph, and was then extended in Merkurjev et al. (2013, SIAM J. Imaging Sci.6(4), 1903–1930) using instead the Merriman–Bence–Osher (MBO) scheme on a graph. In previous work by the authors, Budd and Van Gennip (2020, SIAM J. Math. Anal.52(5), 4101–4139), we gave a theoretical justification for this use of the MBO scheme in place of Allen–Cahn flow, showing that the MBO scheme is a special case of a ‘semi-discrete’ numerical scheme for Allen–Cahn flow. In this paper, we extend this earlier work, showing that this link via the semi-discrete scheme is robust to passing to the mass-conserving case. Inspired by Rubinstein and Sternberg (1992, IMA J. Appl. Math.48, 249–264), we define a mass-conserving Allen–Cahn equation on a graph. Then, with the help of the tools of convex optimisation, we show that our earlier machinery can be applied to derive the mass-conserving MBO scheme on a graph as a special case of a semi-discrete scheme for mass-conserving Allen–Cahn. We give a theoretical analysis of this flow and scheme, proving various desired properties like existence and uniqueness of the flow and convergence of the scheme, and also show that the semi-discrete scheme yields a choice function for solutions to the mass-conserving MBO scheme.
We describe a compactification by KSBA stable pairs of the five-dimensional moduli space of K3 surfaces with a purely non-symplectic automorphism of order four and $U(2)\oplus D_4^{\oplus 2}$ lattice polarization. These K3 surfaces can be realized as the minimal resolution of the double cover of $\mathbb {P}^{1}\times \mathbb {P}^{1}$ branched along a specific $(4,\,4)$ curve. We show that, up to a finite group action, this stable pairs compactification is isomorphic to Kirwan's partial desingularization of the GIT quotient $(\mathbb {P}^{1})^{8}{/\!/}\mathrm {SL}_2$ with the symmetric linearization.
The existence and multiplicity of T-periodic solutions to a class of differential equations with attractive singularities at the origin are investigated in the paper. The approach is based on a new method of construction of strict upper and lower functions. The multiplicity results of Ambrosetti–Prodi type are established using a priori estimates and certain properties of topological degree.
Erdős asked if, for every pair of positive integers g and k, there exists a graph H having girth (H) = k and the property that every r-colouring of the edges of H yields a monochromatic cycle Ck. The existence of such graphs H was confirmed by the third author and Ruciński.
We consider the related numerical problem of estimating the order of the smallest graph H with this property for given integers r and k. We show that there exists a graph H on R10k2; k15k3 vertices (where R = R(Ck; r) is the r-colour Ramsey number for the cycle Ck) having girth (H) = k and the Ramsey property that every r-colouring of the edges of H yields a monochromatic Ck Two related numerical problems regarding arithmetic progressions in subsets of the integers and cliques in graphs are also considered.