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This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction investors executing block trades to buy or sell a risky asset, then redistributes these fees as rebates to competing market makers submitting limit orders. Market makers influence both the price at which the asset trades and their arrival intensity in the auction. We frame this problem as a principal-multi-agent problem and provide necessary and sufficient conditions to characterize the Nash equilibrium among market makers. The exchange's optimization problem is formulated as a high-dimensional Hamilton-Jacobi-Bellman equation with Poisson jump processes, which is solved using a verification result. To numerically compute the optimal rebate and transaction fee policies, we apply the Deep BSDE method. Our results show that optimal transaction fees and rebate structures improve market efficiency by narrowing the spread between the auction clearing price and the asset's fundamental value, while ensuring a minimal gain for both market makers indexed on the price of the asset on a coexisting limit order book.

In this paper we prove general criticality criteria for operators $\Delta + V$ on manifolds with more than one end, where $V$ bounds the Ricci curvature, and a related spectral splitting theorem extending Cheeger-Gromoll's one. Our results give new insight on Li-Wang's theory of manifolds with a weighted Poincar\'e inequality. We apply them to study stable and $\delta$-stable minimal hypersurfaces in manifolds with non-negative bi-Ricci or sectional curvature, in ambient dimension up to $5$ and $6$, respectively. In the special case where the ambient space is $\mathbb{R}^4$, we prove that a $1/3$-stable minimal hypersurface must either have one end or be a catenoid, and that proper, $\delta$-stable minimal hypersurfaces with $\delta > 1/3$ must be hyperplanes., Comment: 36pp. We supplied the missing topological argument to prove Theorem 1.2 in its stronger version (that in v1), that is, without the assumption that $M$ has finite fundamental group. Package axessibility included to make the paper available to visually impaired people

We consider the renormalization group equations of axion-like particle effective field theories and determine the corresponding anomalous dimensions at one loop via on-shell and unitarity-based methods. The calculation of the phase-space cut-integrals is carried out using different integration methods, among which the double-cut integration via Stokes' theorem proves to be technically simpler. A close comparison between the standard Feynman diagrammatic approach and the unitarity-based method enables us to explicitly verify the reduction of complexity in the latter case, along with a more direct and elegant way to establish a connection among anomalous dimensions of operators that are dual under the CP symmetry., Comment: 46 pages, 16 figures

We present the analytic evaluation of the gravitational energy and of the angular momentum flux with tidal effects for inspiraling compact binaries, at next-to-next-to-leading post-Newtoian (2PN) order, within the effective field theory diagrammatic approach. We first compute the stress-energy tensor for a binary system, that requires the evaluation of two-point Feynman integrals, up to two loops. Then, we extract the multipole moments of the system, which we present for generic orbits in center-of-mass coordinates, and which are needed for the evaluation of the total gravitational energy and the angular momentum flux, for generic orbits. Finally, we provide the expression of gauge invariant quantities such as the fluxes, and the mode amplitudes and phase of the emitted gravitational wave, for circular orbits. Our findings are useful to update earlier theoretical studies as well as related phenomenological analyses, and waveform models, Comment: 25 pages, 1 figure, 1 table

Higher-point functions in N = 4 super Yang-Mills theory can be constructed using integrability by triangulating the surfaces on which Feynman graphs would be drawn. It remains hard to analytically compute the necessary re-gluing of the tiles by virtual particles. We propose a new approach to study a series of residues encountered in the two-particle gluing of the planar one-loop five-point function of stress tensor multiplets. After exposing the twisted period nature of the integral functions, we employ intersection theory to derive canonical differential equations and present a solution., Comment: 11 pages, 1 figure, LaTeX

We explore an optimal impulse control problem wherein an electronic device owner strategically calibrates protection levels against cyber attacks. Utilizing epidemiological compartment models, we qualitatively characterize the dynamics of cyber attacks within the network. We determine the optimal protective measures against effective hacking by formulating and solving a stochastic control problem with optimal switching. We demonstrate that the value function for the cluster owner constitutes a viscosity solution to a system of coupled variational inequalities associated with a fully coupled reflected backward stochastic differential equation (BSDE). Furthermore, we devise a comprehensive algorithm alongside a verification procedure to ascertain the optimal timing for network protection across various cyber attack scenarios. Our findings are illustrated through numerical approximations employing deep Galerkin methods for partial differential equations (PDEs). We visualize the optimal protection strategies in the context of two distinct attack scenarios: (1) a constant cyber attack, (2) an exogenous cyber attack strategy modeled with a Poisson process.

We are considering the problem of optimal portfolio delegation between an investor and a portfolio manager under a random default time. We focus on a novel variation of the Principal-Agent problem adapted to this framework. We address the challenge of an uncertain investment horizon caused by an exogenous random default time, after which neither the agent nor the principal can access the market. This uncertainty introduces significant complexities in analyzing the problem, requiring distinct mathematical approaches for two cases: when the random default time falls within the initial time frame [0,T] and when it extends beyond this period. We develop a theoretical framework to model the stochastic dynamics of the investment process, incorporating the random default time. We then analyze the portfolio manager's investment decisions and compensation mechanisms for both scenarios. In the first case, where the default time could be unbounded, we apply traditional results from Backward Stochastic Differential Equations (BSDEs) and control theory to address the agent problem. In the second case, where the default time is within the interval [0,T], the problem becomes more intricate due to the degeneracy of the BSDE's driver. For both scenarios, we demonstrate that the contracting problem can be resolved by examining the existence of solutions to integro-partial Hamilton-Jacobi-Bellman (HJB) equations in both situations. We develop a deep-learning algorithm to solve the problem in high-dimension with no access to the optimizer of the Hamiltonian function.

Twisted period integrals are ubiquitous in theoretical physics and mathematics, where they inhabit a finite-dimensional vector space governed by an inner product known as the intersection number. In this work, we uncover the associated tensor structures of intersection numbers and integrate them with the fibration method to develop a novel and efficient evaluation scheme. Companion matrices allow us to cast the computation of the intersection numbers in terms of a matrix operator calculus within the ambient tensor space. Our algorithm has been successfully applied to the decomposition of two-loop five-point massless functions, representing a significant advancement for the direct projection of Feynman integrals to master integrals via intersection numbers., Comment: 34 pages, 2 figures

Understanding the loop corrections to cosmological observables is of paramount importance for having control on the quantum consistency of a theory in an expanding universe as well as for phenomenological reasons. In the present work, we begin with a systematic study of such corrections in the context scalar toy models whose perturbative Bunch-Davies wavefunction enjoys an intrinsic definition in terms of cosmological polytopes, focusing on one-loop graphs. Owing to the underlying twisted period integral representation they admit, their combinatorial structure along with their vector space structure, emerging from polynomial ideals algebra and intersection theory, are exploited to set-up and analyse the differential equations that the two- and three-site one-loop corrections have to satisfy upon variation of the external kinematic variables. We find that, while the two-site contribution can be written in terms of multiple-polylogarithms, this is no longer true for the three-site case, for which elliptic structures appear. As a non-trivial check, we consider the scattering amplitude limit, recovering the known result in terms of polylogarithms only., Comment: 16 pages, 5 figures

Flaws of a continuous limit order book mechanism raise the question of whether a continuous trading session and a periodic auction session would bring better efficiency. This paper wants to go further in designing a periodic auction when both a continuous market and a periodic auction market are available to traders. In a periodic auction, we discover that a strategic trader could take advantage of the accumulated information available along the auction duration by arriving at the latest moment before the auction closes, increasing the price impact on the market. Such price impact moves the clearing price away from the efficient price and may disturb the efficiency of a periodic auction market. We thus propose and quantify the effect of two remedies to mitigate these flaws: randomizing the auction's closing time and optimally designing a transaction fees policy for both the strategic traders and other market participants. Our results show that these policies encourage a strategic trader to send their orders earlier to enhance the efficiency of the auction market, illustrated by data extracted from Alphabet and Apple stocks., Comment: 34 pages, 10 figures

We provide optimal pinching results on closed Einstein manifolds with positive Yamabe invariant in any dimension, extending the optimal bound for the scalar curvature due to Gursky and LeBrun in dimension four. We also improve the known bounds of the Yamabe invariant \emph{via} the $L^{\frac{n}{2}}$-norm of the Weyl tensor for low-dimensional Einstein manifolds. Finally, we discuss some advances on an algebraic inequality involving the Weyl tensor for dimensions $5$ and $6$.

We elaborate on the application of on-shell and unitarity-based methods for evaluating renormalization group coefficients, and generalize this framework to account for the mixing of operators with different dimensions and leading mass effects. We derive a master formula for anomalous dimensions stemming from the general structure of operator mixings, up to two-loop order, and show how the Higgs low-energy theorem can be exploited to include leading mass effects. A few applications on the renormalization properties of popular effective field theories showcase the strength of the proposed approach, which drastically reduces the complexity of standard loop calculations. Our results provide a powerful tool to interpret experimental measurements of low-energy observables, such as flavor violating processes or electric and magnetic dipole moments, as induced by new physics emerging above the electroweak scale., Comment: 6 pages, 5 figures. Text improved, appendix and figure added. Published version

Building on recent advances in studying the co-homological properties of Feynman integrals, we apply intersection theory to the computation of Fourier integrals. We discuss applications pertinent to gravitational bremsstrahlung and deep inelastic scattering in the saturation regime. After identifying the bases of master integrals, the latter are evaluated by means of the differential equation method. Finally, new results with exact dependence on the spacetime dimension D are presented., Comment: 15 pages and 3 figures, matching the published version

We present a simplification of the recursive algorithm for the evaluation of intersection numbers for differential $n$-forms, by combining the advantages emerging from the choice of delta-forms as generators of relative twisted cohomology groups and the polynomial division technique, recently proposed in the literature. We show that delta-forms capture the leading behaviour of the intersection numbers in presence of evanescent analytic regulators, whose use is, therefore, bypassed. This simplified algorithm is applied to derive the complete decomposition of two-loop planar and non-planar Feynman integrals in terms of a master integral basis. More generally, it can be applied to derive relations among twisted period integrals, relevant for physics and mathematical studies.

We present the analytic evaluation of the second-order corrections to the massive form factors, due to two-loop vertex diagrams with a vacuum polarization insertion, with exact dependence on the external and internal fermion masses, and on the squared momentum transfer. We consider vector, axial-vector, scalar and pseudoscalar interactions between the external fermion and the external field. After renormalization, the finite expressions of the form factors are expressed in terms of polylogarithms up to weight three., Comment: 20 pages, 3 figures, 2 ancillary files. v2: results.m ancillary file updated (constants in the expression "canonicalMasters" simplified, residual logarithms in the renormalisedFormFactorsGPLS converted to GPLS), final version

We present the conservative effective two-body Hamiltonian at the third order in the post-Newtonian expansion with gravitoelectric quadrupolar dynamical tidal-interactions. Our derivation of the effective two-body Lagrangian is based on the diagrammatic effective field theory approach and it involves Feynman integrals up to three loops, which are evaluated within the dimensional regularization scheme. The elimination of the divergent terms occurring in the effective Lagrangian requires the addition of counterterms to ensure finite observables, thereby introducing a renormalization group flow to the post-adiabatic Love number. As a limiting case of the renormalized dynamical effective Hamiltonian, we also derive the effective Hamiltonian for adiabatic tides, and, in this regime, calculate the binding energy for a circular orbit, and the scattering angle in a hyperbolic scattering., Comment: 27 pages, 3 figures, 1 table; matches the published version. arXiv admin note: text overlap with arXiv:2304.02030

We study a toy two-player game for periodic double auction markets to generate liquidity. The game has imperfect information, which allows us to link market spreads with signal strength. We characterize Nash equilibria in cases with or without incentives from the exchange. This enables us to derive new insights about price formation and incentives design. We show in particular that without any incentives, the market is inefficient and does not lead to any trade between market participants. We however prove that quadratic fees indexed on each players half spread leads to a transaction and we propose a quantitative value for the optimal fees that the exchange has to propose in this model to generate liquidity.

We present a gravitoelectric quadrupolar dynamical tidal-interaction Hamiltonian for a compact binary system, that is valid to second order in the post-Newtonian expansion. Our derivation uses the diagrammatic effective field theory approach, and involves Feynman integrals up to two loops, evaluated with the dimensional regularization scheme. We also derive the effective Hamiltonian for adiabatic tides, obtained by taking the appropriate limit of the dynamical effective Hamiltonian, and we check its validity by verifying the complete Poincar\'e algebra. In the adiabatic limit, we also calculate two gauge-invariant observables, namely, the binding energy for a circular orbit and the scattering angle in a hyperbolic scattering. Our results are important for developing accurate gravitational waveform models for neutron-star binaries for present and future gravitational-wave observatories., Comment: 20 pages, 2 figures, 1 table; matches the published version

In this paper we prove a new rigidity results for complete, possibly non-compact, critical metrics of the quadratic curvature functional $\mathfrak{S}^2 = \int R_g^{2} dV_g$: we show that critical metrics $(M^n, g)$ with finite energy are always scalar flat, i.e. global minima, provided $n\geq 10$., Comment: We removed the second result

We present the first calculation of the complete set of NNLO QED corrections for muon-electron scattering. This includes leptonic, non-perturbative hadronic, and photonic contributions. All fermionic corrections as well as the photonic subset that only corrects the electron or the muon line are included with full mass dependence. The genuine four-point two-loop topologies are computed as an expansion in the small electron mass, taking into account both, logarithmically enhanced as well as constant mass effects using massification. A fast and stable implementation of the numerically delicate real-virtual contribution is achieved by combining OpenLoops with next-to-soft stabilisation. All matrix elements are implemented in the McMule framework, which allows for the fully-differential calculation of any infrared-safe observable. This calculation is to be viewed in the context of the MUonE experiment requiring a background prediction at the level of 10 ppm. Our results thus represent a major milestone towards this ambitious precision goal., Comment: 31 pages, 6 figures, 3 tables

By elaborating on the recent progress made in the area of Feynman integrals, we apply the intersection theory for twisted de Rham cohomologies to simple integrals involving orthogonal polynomials, matrix elements of operators in Quantum Mechanics and Green's functions in Field Theory, showing that the algebraic identities they obey are related to the decomposition of twisted cocycles within cohomology groups, and which, therefore, can be derived by means of intersection numbers. Our investigation suggests an algebraic approach generically applicable to the study of higher-order moments of probability distributions, where the dimension of the cohomology groups corresponds to the number of independent moments; the intersection numbers for twisted cocycles can be used to derive linear and quadratic relations among them. Our study offers additional evidence of the intertwinement between physics, geometry, and statistics.

We present the result of the quadratic-in-spin interaction Hamiltonian for binary systems of rotating compact objects with generic spins, up to NNNLO corrections within the post-Newtonian expansion. The calculation is performed by employing the effective field theory diagrammatic approach, and it involves Feynman integrals up to three loops, evaluated within the dimensional regularization scheme. The gauge-invariant binding energy and the scattering angle, in special kinematic regimes and spin configurations, are explicitly derived. The results extend our earlier study on the spin-orbit interaction effects., Comment: 33 pages. arXiv admin note: text overlap with arXiv:2209.00611

The aim of this paper is to prove two results concerning the rigidity of complete, immersed, orientable, stable minimal hypersurfaces: we show that they are hyperplane in $\mathbb{R}^4$, while they do not exist in positively curved closed Riemannian $(n+1)$-manifold when $n\leq 5$; in particular, there are no stable minimal hypersurfaces in $\mathbb{S}^{n+1}$ when $n\leq 5$. The first result was recently proved also by Chodosh and Li, and the second is a consequence of a more general result concerning minimal surfaces with finite index. Both theorems rely on a conformal method, inspired by a classical work of Fischer-Colbrie., Comment: Minor corrections and improvements

We propose a new method for the evaluation of intersection numbers for twisted meromorphic $n$-forms, through Stokes' theorem in $n$ dimensions. It is based on the solution of an $n$-th order partial differential equation and on the evaluation of multivariate residues. We also present an algebraic expression for the contribution from each multivariate residue. We illustrate our approach with a number of simple examples from mathematics and physics., Comment: 37 pages, matches published version, added ancillary files

We present the result of the spin-orbit interaction Hamiltonian for binary systems of rotating compact objects with generic spins, up to NNNLO corrections within the post-Newtonian expansion. The calculation is performed by employing the effective field theory diagrammatic approach, and it involves Feynman integrals up to three loops, evaluated within the dimensional regularization scheme. We apply canonical transformations to eliminate the non-physical divergences and spurious logarithmic behaviours of the Hamiltonian, and use the latter to derive the gauge-invariant binding energy and the scattering angle, in special kinematic regimes., Comment: Generic Hamiltonian amended, satisfying Poincare Algebra, following arXiv:2208.14949 and arXiv:2210.17538. Ancillary files are revised

We investigate the existence of an optimal policy to monitor a mean field systems of agents managing a risky project under moral hazard with accidents modeled by L\'evy processes magnified by the law of the project. We provide a general method to find both a mean field equilibrium for the agents and the optimal compensation policy under general, sufficient and necessary assumptions on all the parameters. We formalize the problem as a bilevel optimization with the probabilistic version of a mean field games which can be reduced to a controlled McKean-Vlasov SDE with jumps. We apply our results to an optimal energy demand-response problem with a crowd of consumers subjected to power cut/shortage when the variability of the energy consumption is too high under endogenous or exogenous strains. In this example, we get explicit solution to the mean field game and to the McKean-Vlasov equation with jumps, Comment: 21

In this paper we provide new rigidity results for four-dimensional Riemannian manifolds and their twistor spaces.In particular, using the moving frame method, we prove that $\mathbb{CP}^3$ is the only twistor space whose Bochner tensor is parallel; moreover, we classify Hermitian Ricci-parallel and locally symmetric twistor spaces and we show the nonexistence of conformally flat twistor spaces. We also generalize a result due to Atiyah, Hitchin and Singer concerning the self-duality of a Riemannian four-manifold.

In this paper, using special metric deformations introduced by Aubin, we construct Riemannian metrics satisfying non-vanishing conditions concerning the Weyl tensor, on every compact manifold. In particular, in dimension four, we show that there are no topological obstructions for the existence of metrics with non-vanishing Bach tensor.

We elaborate on the connection between Gel'fand-Kapranov-Zelevinsky systems, de Rham theory for twisted cohomology groups, and Pfaffian equations for Feynman integrals. We propose a novel, more efficient algorithm to compute Macaulay matrices, which are used to derive Pfaffian systems of differential equations. The Pfaffian matrices are then employed to obtain linear relations for ${\cal A}$-hypergeometric (Euler) integrals and Feynman integrals, through recurrence relations and through projections by intersection numbers., Comment: 51 page, 5 figures, matches published version

We present the first full analytic evaluation of the scattering amplitude for the process $q {\bar q} \to Q {\bar Q}$ up-to two loops in Quantum Chromodynamics, for a massless $(q)$ and a massive $(Q)$ quark flavour. The interference terms of the one- and two-loop amplitudes with the Born amplitude, decomposed in terms of gauge invariant form factors depending on the colour and flavour structure, are analytically calculated by keeping complete dependence on the squared center-of-mass energy, the squared momentum transfer, and the heavy-quark mass. The results are expressed as Laurent series around four space-time dimensions, with coefficients given in terms of generalised polylogarithms and transcendental constants up-to weight four. Our results validate the known, purely numerical calculations of the squared amplitude, and extend the analytic knowledge, previously limited to a subset of form factors, to their whole set, coming from both planar and non-planar diagrams, up-to the second order corrections in the strong coupling constant., Comment: 19 pages, 12 figures, 1 table

We provide an overview of the status of Monte-Carlo event generators for high-energy particle physics. Guided by the experimental needs and requirements, we highlight areas of active development, and opportunities for future improvements. Particular emphasis is given to physics models and algorithms that are employed across a variety of experiments. These common themes in event generator development lead to a more comprehensive understanding of physics at the highest energies and intensities, and allow models to be tested against a wealth of data that have been accumulated over the past decades. A cohesive approach to event generator development will allow these models to be further improved and systematic uncertainties to be reduced, directly contributing to future experimental success. Event generators are part of a much larger ecosystem of computational tools. They typically involve a number of unknown model parameters that must be tuned to experimental data, while maintaining the integrity of the underlying physics models. Making both these data, and the analyses with which they have been obtained accessible to future users is an essential aspect of open science and data preservation. It ensures the consistency of physics models across a variety of experiments., Comment: 164 pages, 10 figures, contribution to Snowmass 2021

In this paper we prove new rigidity results for complete, possibly non-compact, critical metrics of the quadratic curvature functionals $\mathfrak{F}^{2}_t = \int |\operatorname{Ric}_g|^{2} dV_g + t \int R^{2}_g dV_g$, $t\in\mathbb{R}$, and $\mathfrak{S}^2 = \int R_g^{2} dV_g$. We show that (i) flat surfaces are the only critical points of $\mathfrak{S}^2$, (ii) flat three-dimensional manifolds are the only critical points of $\mathfrak{F}^{2}_t$ for every $t>-\frac{1}{3}$, (iii) three-dimensional scalar flat manifolds are the only critical points of $\mathfrak{S}^2$ with finite energy and (iv) $n$-dimensional, $n>4$, scalar flat manifolds are the only critical points of $\mathfrak{S}^2$ with finite energy and scalar curvature bounded below. In case (i), our proof relies on rigidity results for conformal vector fields and an ODE argument; in case (ii) we draw upon some ideas of M. T. Anderson concerning regularity, convergence and rigidity of critical metrics; in cases (iii) and (iv) the proofs are self-contained and depend on new pointwise and integral estimates.

In this paper we provide conditions for the existence of supersolutions to BSDEs with mean-reflections on the $Z$ component. We show that, contrary to BSDEs with mean-reflections on the $Y$ component, we cannot expect a supersolution with a deterministic increasing process $K$. Nonetheless, we give conditions for the existence of a supersolution for a stochastic component $K$ and under various constraints. We formalize some previous arguments on the time-inconsistency of such problems, proving that a minimal supersolution is necessarily a solution in our framework.

We present the analytic evaluation of the two-loop corrections to the amplitude for the scattering of four fermions in Quantum Electrodynamics, $f^- + f^+ + F^- + F^+ \to 0$, with $f$ and $F$ representing a massless and a massive lepton, respectively. Dimensional regularization is employed to evaluate the loop integrals. Ultraviolet divergences are removed by renormalizing the coupling constant in the ${\overline{\text{MS}}}$-scheme, and the lepton mass as well as the external fields in the on-shell scheme. The analytic result for the renormalized amplitude is expressed as Laurent series around $d=4$ space-time dimensions, and contains Generalized Polylogarithms with up to weight four. The structure of the residual infrared divergences of the virtual amplitude is in agreement with the prediction of the Soft Collinear Effective Theory. Our analytic results are an essential ingredient for the computation of the scattering cross section for massive fermion-pair production in massless fermion-pair annihilation, i.e. $f^- f^+ \to F^- F^+$, and crossing related processes such as the elastic scattering $f F \to f F$, with up to Next-to-Next to Leading Order accuracy., Comment: 5 pages, 2 figures, 1 table + supplemental material. v2: references added; plots added; Table 1: finite part of A(2) fixed; matches published version

In leptophilic scenarios, dark matter interactions with nuclei, relevant for direct detection experiments and for the capture by celestial objects, could only occur via loop-induced processes. If the mediator is a scalar or pseudo-scalar particle, which only couples to leptons, the dominant contribution to dark matter-nucleus scattering would take place via two-photon exchange with a lepton triangle loop. The corresponding diagrams have been estimated in the literature under different approximations. Here, we present new analytical calculations for one-body two-loop and two-body one-loop interactions. The two-loop form factors are presented in closed analytical form in terms of generalized polylogarithms up to weight four. In both cases, we consider the exact dependence on all the involved scales, and study the dependence on the momentum transfer. We show that some previous approximations fail to correctly predict the scattering cross section by several orders of magnitude. Moreover, we show that form factors, in the range of momentum transfer relevant for local galactic dark matter, are smaller than their value at zero momentum transfer, which is usually considered., Comment: 29 pages, 8 figures, 3 appendices

A recently introduced approach to the classical gravitational dynamics of binary systems involves intricate integrals (linked to a combination of nonlocal-in-time interactions with iterated $\frac1r$-potential scattering) which have so far resisted attempts at their analytical evaluation. By using computing techniques developed for the evaluation of multi-loop Feynman integrals (notably Harmonic Polylogarithms and Mellin transform) we show how to analytically compute all the integrals entering the nonlocal-in-time contribution to the classical scattering angle at the sixth post-Newtonian accuracy, and at the seventh order in Newton's constant, $G$ (corresponding to six-loop graphs in the diagrammatic representation of the classical scattering angle)., Comment: This paper is a significantly extended version of our previous, separate arxiv submission "Gravitational dynamics at O(G^6): perturbative gravitational scattering meets experimental mathematics" e-Print: 2008.09389 [gr-qc]. The most significant extension is that we now present results at the 7th order in G. 24 pages; revtex macros used; 1 ancillary file

We introduce a new matching design for financial transactions in an electronic market. In this mechanism, called ad-hoc electronic auction design (AHEAD), market participants can trade between themselves at a fixed price and trigger an auction when they are no longer satisfied with this fixed price. In this context, we prove that a Nash equilibrium is obtained between market participants. Furthermore, we are able to assess quantitatively the relevance of ad-hoc auctions and to compare them with periodic auctions and continuous limit order books. We show that from the investors' viewpoint, the microstructure of the asset is usually significantly improved when using AHEAD.

In this paper we study the twistor space $Z$ of an oriented Riemannian four-manifold $M$ using the moving frame approach, focusing, in particular, on the Einstein, non-self-dual setting. We prove that any general first-order linear condition on the almost complex structures of $Z$ forces the underlying manifold $M$ to be self-dual, also recovering most of the known related rigidity results. Thus, we are naturally lead to consider first-order quadratic conditions, showing that the Atiyah-Hitchin-Singer almost Hermitian twistor space of an Einstein four-manifold bears a resemblance, in a suitable sense, to a nearly K\"ahler manifold.

In this work, we provide a general mathematical formalism to study the optimal control of an epidemic, such as the COVID-19 pandemic, via incentives to lockdown and testing. In particular, we model the interplay between the government and the population as a principal-agent problem with moral hazard, \`a la Cvitani\'c, Possama\"i, and Touzi [27], while an epidemic is spreading according to dynamics given by compartmental stochastic SIS or SIR models, as proposed respectively by Gray, Greenhalgh, Hu, Mao, and Pan [45] and Tornatore, Buccellato, and Vetro [88]. More precisely, to limit the spread of a virus, the population can decrease the transmission rate of the disease by reducing interactions between individuals. However, this effort, which cannot be perfectly monitored by the government, comes at social and monetary cost for the population. To mitigate this cost, and thus encourage the lockdown of the population, the government can put in place an incentive policy, in the form of a tax or subsidy. In addition, the government may also implement a testing policy in order to know more precisely the spread of the epidemic within the country, and to isolate infected individuals. In terms of technical results, we demonstrate the optimal form of the tax, indexed on the proportion of infected individuals, as well as the optimal effort of the population, namely the transmission rate chosen in response to this tax. The government's optimisation problem then boils down to solving an Hamilton-Jacobi-Bellman equation. Numerical results confirm that if a tax policy is implemented, the population is encouraged to significantly reduce its interactions. If the government also adjusts its testing policy, less effort is required on the population side, individuals can interact almost as usual, and the epidemic is largely contained by the targeted isolation of positively-tested individuals.

A recently introduced approach to the gravitational dynamics of binary systems involves intricate integrals, linked to nonlocal-in-time interactions arising at the 5-loop level of classical gravitational scattering. We complete the analytical evaluation of classical gravitational scattering at the sixth order in Newton's constant, $G$, and at the sixth post-Newtonian accuracy. We use computing techniques developed for the evaluation of multi-loop Feynman integrals to obtain our results in two ways: high-precision arithmetic, yielding reconstructed analytic expressions, and direct integration {\it via} Harmonic Polylogarithms. The analytic expression of the tail contribution to the scattering involve transcendental constants up to weight four., Comment: 9 pages, no figures, one ancillary text file

We present a detailed description of the recent idea for a direct decomposition of Feynman integrals onto a basis of master integrals by projections, as well as a direct derivation of the differential equations satisfied by the master integrals, employing multivariate intersection numbers. We discuss a recursive algorithm for the computation of multivariate intersection numbers and provide three different approaches for a direct decomposition of Feynman integrals, which we dub the straight decomposition, the bottom-up decomposition, and the top-down decomposition. These algorithms exploit the unitarity structure of Feynman integrals by computing intersection numbers supported on cuts, in various orders, thus showing the synthesis of the intersection-theory concepts with unitarity-based methods and integrand decomposition. We perform explicit computations to exemplify all of these approaches applied to Feynman integrals, paving a way towards potential applications to generic multi-loop integrals., Comment: 53 Pages, references added; matches published version

We review the current status of the theory predictions for elastic $\mu$-$e$ scattering, describing the recent activities and future plans of the theory initiative related to the proposed MUonE experiment., Comment: 23 pages, 14 figures. Invited review for EPJ-C, identical to published version