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We derive quantitative error bounds for deep neural networks (DNNs) approximating option prices on a $d$-dimensional risky asset as functions of the underlying model parameters, payoff parameters and initial conditions. We cover a general…

Mathematical Finance · Quantitative Finance 2023-09-27 Francesca Biagini , Lukas Gonon , Niklas Walter

Volume computation for $d$-polytopes $\mathcal{P}$ is fundamental in mathematics. There are known volume computation algorithms, mostly based on triangulation or signed-decomposition of $\mathcal{P}$. We consider $…

Combinatorics · Mathematics 2024-01-09 Guoce Xin , Xinyu Xu , Yingrui Zhang , Zihao Zhang

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

The convergence rates on polynomial interpolation in most cases are estimated by Lebesgue constants. These estimates may be overestimated for some special points of sets for functions of limited regularities. In this paper, by applying the…

Numerical Analysis · Mathematics 2015-06-19 Shuhuang Xiang

We show the $n$ colored Jones polynomials of a highly twisted link approach the Kauffman bracket of an $n$ colored skein element. This is in the sense that the corresponding categorifications of the colored Jones polynomials approach the…

Geometric Topology · Mathematics 2024-12-24 Christine Ruey Shan Lee

We consider the computation of the volume of the union of high-dimensional geometric objects. While showing that this problem is #P-hard already for very simple bodies (i.e., axis-parallel boxes), we give a fast FPRAS for all objects where…

Computational Geometry · Computer Science 2010-06-09 Karl Bringmann , Tobias Friedrich

The entanglement entropy of many quantum systems is difficult to compute in general. They are obtained as a limiting case of the R\'enyi entropy of index $m$, which captures the higher moments of the reduced density matrix. In this work, we…

High Energy Physics - Theory · Physics 2021-12-08 Aditya Dwivedi , Siddharth Dwivedi , Bhabani Prasad Mandal , Pichai Ramadevi , Vivek Kumar Singh

We study the problem of approximating the mixed volume $V(P_1^{(\alpha_1)}, \dots, P_k^{(\alpha_k)})$ of an $k$-tuple of convex polytopes $(P_1, \dots, P_k)$, each of which is defined as the convex hull of at most $m_0$ points in…

Computational Geometry · Computer Science 2025-12-30 Hariharan Narayanan , Sourav Roy

Union volume estimation is a classical algorithmic problem. Given a family of objects $O_1,\ldots,O_n \subseteq \mathbb{R}^d$, we want to approximate the volume of their union. In the special case where all objects are boxes (also known as…

Computational Geometry · Computer Science 2025-03-26 Karl Bringmann , Kasper Green Larsen , André Nusser , Eva Rotenberg , Yanheng Wang

We show that the volume of a convex body in $\mathbb{R}^{n}$ in the general membership oracle model can be computed to within relative error $\varepsilon$ using $\widetilde{O}(n^{3.5}\psi^{2} + n^3/\varepsilon^{2})$ oracle queries, where…

Data Structures and Algorithms · Computer Science 2024-08-30 He Jia , Aditi Laddha , Yin Tat Lee , Santosh S. Vempala

We construct a quantum algorithm to approximate efficiently the colored Jones polynomial of the plat presentation of any oriented link L at a fixed root of unity q. Our construction is based on SU(2) Chern-Simons topological quantum field…

Quantum Physics · Physics 2007-05-23 S. Garnerone , A. Marzuoli , M. Rasetti

We prove the volume conjecture for any twist knots by using an equivalence relation, complex analysis, analytic continuation, and function of several complex variables on the basis of colored Jones polynomials.

Geometric Topology · Mathematics 2024-06-04 Sukuse Abe

Polyhedral-type approximations of convex-like domains in $\mathbb{C}^d$ have been considered recently by the second author. In particular, the decay rate of the error in optimal volume approximation as a function of the number of facets has…

Probability · Mathematics 2022-03-24 Siva Athreya , Purvi Gupta , D. Yogeshwaran

A test on the numerical accuracy of the semiclassical approximation as a function of the principal quantum number has been performed for the Pullen--Edmonds model, a two--dimensional, non--integrable, scaling invariant perturbation of the…

High Energy Physics - Theory · Physics 2009-09-25 S. Graffi , V. R. Manfredi , L. Salasnich

The expectation value of a Wilson loop in a Chern--Simons theory is a knot invariant. Its skein relations have been derived in a variety of ways, including variational methods in which small deformations of the loop are made and the changes…

High Energy Physics - Theory · Physics 2009-10-30 Rodolfo Gambini , Jorge Pullin

Operator learning has the potential to strongly impact scientific computing by learning solution operators for differential equations, potentially accelerating multi-query tasks such as design optimization and uncertainty quantification by…

Machine Learning · Computer Science 2026-02-26 Alexander Heinlein , Johannes Taraz

We prove an explicit cabling formula for the colored Jones polynomial. As an application we prove the volume conjecture for all zero volume knots and links, i.e. all knots and links that are obtained from the unknot by repeated cabling and…

Geometric Topology · Mathematics 2008-07-18 Roland van der Veen

The Kashaev-Murakami-Murakami Volume Conjecture connects the hyperbolic volume of a knot complement to the asymptotics of certain evaluations of the colored Jones polynomials of the knot. We introduce a closely related conjecture for…

Geometric Topology · Mathematics 2021-12-28 Francis Bonahon , Helen Wong , Tian Yang

Quantum Singular Value Transformation (QSVT) provides a unified framework for applying polynomial functions to the singular values of a block-encoded matrix. QSVT prepares a state proportional to $\bA^{-1}\bb$ with circuit depth…

Quantum Physics · Physics 2026-03-05 Krishnan Suresh

Polynomial approximations to boolean functions have led to many positive results in computer science. In particular, polynomial approximations to the sign function underly algorithms for agnostically learning halfspaces, as well as…

Computational Complexity · Computer Science 2014-12-09 Mark Bun , Thomas Steinke