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01.
arXiv (CS.CL) 2026-06-16

LLM-based Visual Code Completion for Aerospace Geometric Design

Recent advances in both Large Language Models (LLMs) and Vision Language Models (VLMs) have seen a step change in their ability to perform visual code completion, but the aerospace industry, which prioritizes safety and explainabilty over rapid LLM adoption, currently has no publicly announced LLM-based geometric design copilot systems in commercial use by aerospace Original Equipment Manufacturers (OEMs). This paper presents a LLM-based visual programming copilot application for aerospace engineering design tasks, using a visual programming variant of the ReAct methodology and GPT 5.4. In addition to the copilot, we describe Wingbuilder, a new Grasshopper plugin library with custom components for aerospace-specific geometry abstraction, and an associated Aerospace Visual Programming Dataset (AVPD) with 18 aerospace expert designed tasks at different levels of difficulty alongside ground truth solutions. We evaluate our copilot application with a user trial involving two experienced aerospace engineers from a large aircraft manufacturing company. We find our copilot visual programming ReAct methodology was successful in generating suggestions that participants found helpful, but slow ReAct inference times limit its usefulness to more complex time-consuming tasks where waiting for good copilot solution suggestion was worthwhile. Participants reported they liked the tool and would be willing to use it in the future.

02.
Nature (Science) 2026-06-09

People are turning to AI chatbots to plug gaps in health information

A systematic assessment of health-related queries to a chatbot powered by artificial intelligence highlights shortfalls in health-care provision and the responsibilities of AI companies. A systematic assessment of health-related queries to a chatbot powered by artificial intelligence highlights shortfalls in health-care provision and the responsibilities of AI companies.

03.
medRxiv (Medicine) 2026-06-18

Comparative Evaluation of Pretrained Large Language Models for Suicide Risk Prediction from Clinical Notes in U.S. Veterans

Background: Suicide remains a significant and potentially preventable cause of death among United States veterans. Predictive models based on structured electronic health record (EHR) data, including the U.S. Department of Veterans Affairs' Recovery Engagement and Coordination for Health-Veterans Enhanced Treatment (REACH-VET) program, aim to identify individuals at elevated risk for enhanced monitoring and follow-up. Increasing evidence suggests that unstructured clinical narratives contain additional psychosocial information that may enhance risk prediction when analyzed using natural language processing (NLP). However, optimal approaches for representing clinical text remain uncertain. Recent advances in large language models (LLMs) enable contextual text representations that capture complex semantic relationships beyond traditional lexical methods. Methods: We compared the predictive performance of pretrained LLMs with classical bag-of-words (BoW) representations for suicide risk prediction using clinical notes from 27,241 veterans receiving care in the Veterans Health Administration. Patients were stratified by REACH-VET risk tier (low, moderate, high), and models were evaluated across prediction windows defined by note look-back periods (

04.
arXiv (CS.LG) 2026-06-12

Multimodal Graph Negative Learning

arXiv:2606.12863v1 Announce Type: new Abstract: Multimodal attributed graphs (MAGs) integrate graph topology with heterogeneous modality attributes, such as text and images, thereby enabling richer modeling of complex relational systems. However, such expressiveness also makes learning on MAGs depend on multiple semantic sources, including structural topology, textual and visual attributes, each of which can be regarded as a branch for node representation. Node-level branch semantic imbalance arises when these branches differ across nodes in semantic informativeness and reliability: a branch that provides discriminative semantics for one node may mislead another due to bias in modality quality or structural context. Existing methods often mitigate such heterogeneity through cross-branch agreement or alignment, implicitly treating the dominant prediction as reliable supervision. When the dominant branch is biased, forced imitation may propagate its bias to other branches and suppress original semantics that are useful for classification. We propose GraphMNL, a graph-aware multimodal negative learning framework that addresses this issue by using Negative Learning as cross-branch guidance. Instead of forcing inferior branches to imitate a teacher prediction, the model teaches them which classes a node is unlikely to belong to. GraphMNL builds a branch library, identifies dominant and inferior branches via graph-aware reliability arbitration, gates unstable transfer, and applies target-preserving negative learning over non-target classes. This design decouples target supervision from branch guidance so that supervised losses learn the correct class, while Negative Learning suppresses unlikely alternatives when branch agreement is unreliable. Through the comprehensive experimental evaluation, GraphMNL achieves the best performance on Grocery datasets with 72.47% accuracy and 76.60 F1 score on Reddit M datasets.

05.
arXiv (CS.AI) 2026-06-16

TS-Memory: Plug-and-Play Memory for Time Series Foundation Models

arXiv:2602.11550v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging. Existing solutions face a trade-off: Parametric Adaptation can cause catastrophic forgetting and requires costly multi-domain maintenance, while Non-Parametric Retrieval improves forecasts but incurs high inference latency due to datastore search. We propose Parametric Memory Distillation and implement it as TS-Memory, a lightweight memory adapter that augments frozen TSFMs. TS-Memory is trained in two stages. First, we construct an offline, retrieval-leakage-safe kNN teacher that synthesizes confidence-aware quantile targets from retrieved futures. Second, we distill this retrieval-induced distributional correction into a lightweight memory adapter via confidence-gated supervision. During inference, TS-Memory fuses memory and backbone predictions with constant-time overhead, enabling retrieval-free deployment. Experiments across diverse TSFMs and benchmarks demonstrate consistent improvements in both point and probabilistic forecasting over representative adaptation methods, with efficiency comparable to the frozen backbone. Code: https://github.com/sisuolv/TS-Memory.

06.
arXiv (CS.AI) 2026-06-16

AL-GNN: Privacy-Preserving and Replay-Free Continual Graph Learning via Analytic Learning

arXiv:2512.18295v2 Announce Type: replace-cross Abstract: Continual graph learning (CGL) aims to enable graph neural networks to incrementally learn from a stream of graph structured data without forgetting previously acquired knowledge. Existing methods particularly those based on experience replay typically store and revisit past graph data to mitigate catastrophic forgetting. However, these approaches pose significant limitations, including privacy concerns, inefficiency. In this work, we propose AL GNN, a novel framework for continual graph learning that eliminates the need for backpropagation and replay buffers. Instead, AL GNN leverages principles from analytic learning theory to formulate learning as a recursive least squares optimization process. It maintains and updates model knowledge analytically through closed form classifier updates and a regularized feature autocorrelation matrix. This design enables efficient one pass training for each task, and inherently preserves data privacy by avoiding historical sample storage. Extensive experiments on multiple dynamic graph classification benchmarks demonstrate that AL GNN achieves competitive or superior performance compared to existing methods. For instance, it improves average performance by 10% on CoraFull and reduces forgetting by over 30% on Reddit, while also reducing training time by nearly 50% due to its backpropagation free design.

07.
arXiv (CS.LG) 2026-06-19

Toward all-optical unsupervised Hebbian learning in deep photonic neuromorphic networks

arXiv:2601.22300v3 Announce Type: replace-cross Abstract: We propose a deep photonic neuromorphic network (PNN) architecture based on phase-change material (PCM) synapses and local optical feedback for online, unsupervised Hebbian learning. The proposed architecture combines optical vector-matrix multiplication, non-volatile PCM synaptic weighting, and local coincidence-driven synaptic adaptation within a multilayer photonic crossbar framework compatible with photonic integrated circuits. Unlike conventional PNNs that rely on externally computed gradients, repeated optical-electrical-optical conversions, or global backpropagation, the proposed framework employs local Hebbian learning governed directly by correlated pre- and post-synaptic optical activity. To investigate the feasibility of the proposed learning mechanism, we implemented the PNN design using fiber-optic components, programmable variable optical attenuators, and real-time software control that incorporates PCM thermal dynamics. Supervised and unsupervised learning behaviors were experimentally evaluated under both offline and online learning conditions using representative image-recognition tasks. The experimental results demonstrate adaptive synaptic evolution, successful optical inference, and autonomous pattern encoding through local Hebbian learning under realistic fiber-optic hardware conditions. These results establish a pathway toward future integrated photonic neuromorphic systems capable of scalable and energy-efficient online Hebbian learning.

08.
medRxiv (Medicine) 2026-06-15

ICD-10 Code Ambiguity Obscures Treatment-Eligible Adults with Spinal Muscular Atrophy: A Single-Center Chart Review and Patient Outreach Study

Background. Three disease-modifying therapies (DMTs) for spinal muscular atrophy (SMA) have been approved since 2016, yet many adults remain untreated. Identifying them depends on ICD-10 codes that capture SMA but do not reliably distinguish it from other related conditions. We examined, in one U.S. health system, both patients' engagement with therapy and the accuracy of the codes used to find them. Methods. We conducted a retrospective chart review of adults in an academic health system identified by SMA-associated ICD-10 codes, with manual adjudication of diagnosis and DMT status. Confirmed SMA-positive, DMT-naive patients were invited to a structured telephone interview on treatment awareness and barriers. Results. Of 60 charts, 22 (36.7%; 95% CI 25.6-49.3%) were appropriately coded for SMA or a related disorder; only 16 (26.7%) had molecularly confirmed SMA. The other 38 (63.3%) were miscoded, spanning spinal and bulbar muscular atrophy, asymptomatic carriers, prenatal screening, and conditions unrelated to SMA. Ten of the 16 confirmed patients (62.5%) were DMT-naive; one was interviewed, one declined, and eight could not be reached. The non-response is itself a finding: the patients least visible to administrative data are the hardest to reach. Conclusions. ICD-10 ambiguity is a barrier to treatment access in adult SMA, as is loss to follow-up. We make two recommendations: continuous documentation-coding alignment that uses natural language processing to verify the genetic precondition, and type-specific SMA codes (subcodes for Types 0-4) anchored on molecular SMN1 confirmation. Together these would support cohort identification, outreach, and evidence generation without adding to clinician burden.

09.
arXiv (CS.CV) 2026-06-16

BRDFusion: Physics Meets Generation for Urban Scene Inverse Rendering

Inverse rendering of urban scenes from captured videos enables numerous applications, including content creation and autonomous driving simulation. Physically-based rendering methods follow and control lighting physics, but suffer from reconstruction and rendering artifacts. While generative models produce realistic videos, they offer limited consistency and controllability. We present BRDFusion, a unified framework that combines two complementary models for inverse and forward rendering. Specifically, BRDFusion recovers explicit, consistent scene properties with physical modeling and alleviates optimization ambiguity with generative priors. During forward rendering, the physical model provides controllable rendering from the scene configuration, and the generative model denoises and fixes artifacts. Therefore, our method produces high-quality videos while allowing precise control, outperforming baselines in real and synthetic scenes. Moreover, BRDFusion supports novel-view relighting, night simulation, and dynamic object insertion/editing. Project page: https://shigon255.github.io/brdfusion-page/

11.
arXiv (quant-ph) 2026-06-12

Exploring Exotic Spin-Dependent Interactions Beyond the Standard Model: Theoretical Foundations and Experimental Investigations

arXiv:2606.13318v1 Announce Type: cross Abstract: New interactions mediated by novel particles propose solutions to several important questions in modern physics. Axions serve as examples of such particles; they are lightweight and interact weakly with ordinary matter. This category of particles, including those similar to axions-termed Axion-Like Particles (ALPs)-arises from diverse theoretical frameworks, such as the Peccei-Quinn mechanism addressing the strong CP problem, string theory, and spontaneous supersymmetry breaking. Given their light mass and weak coupling, ALPs are also possible candidates for cold dark matter. Introducing these new interactions mediated by novel particles not only tackles several challenges in modern physics but also raises a crucial question: Are there undiscovered interactions beyond the Standard Model? Many of the interactions predicted by these theories are spin-dependent, which is the primary focus of this review. In this review, we first outline the theoretical foundations for investigating exotic spin-dependent interactions, highlighting their importance in various models beyond the Standard Model. We examine the potential roles of new lightweight particles in mediating these interactions, which may enhance our understanding of dark matter. Relevant formulas derived from theoretical models are included to support experimental investigations. Following this theoretical framework, we conduct a detailed review of recent experimental efforts to detect these exotic interactions. A systematic review of current constraints on these interactions is presented, along with an assessment of various detection approaches.

12.
arXiv (CS.CL) 2026-06-16

SimSiam Naming Game: A Unified Approach for Emergent Communication and Representation Learning

Emergent Communication (EmCom) investigates how agents develop symbolic communication through interaction without predefined language. Recent frameworks, such as the Metropolis–Hastings Naming Game (MHNG), formulate EmCom as the learning of shared external representations negotiated through interaction under joint attention, without explicit success or reward feedback. However, MHNG relies on sampling-based updates that suffer from high rejection rates in high-dimensional perceptual spaces, making the learning process sample-inefficient for complex visual datasets. In this work, we propose the SimSiam Naming Game (SSNG), a feedback-free EmCom framework that replaces sampling-based updates with a symmetric, self-supervised representation alignment objective between autonomous agents. Building on a variational inference–based probabilistic interpretation of self-supervised learning, SSNG formulates symbol emergence as an alignment process between agents' latent representations mediated by message exchange. To enable end-to-end gradient-based optimization, discrete symbolic messages are learned via a Gumbel–Softmax relaxation, preserving the discrete nature of communication while maintaining differentiability. Experiments on CIFAR-10 and ImageNet-100 show that the emergent messages learned by SSNG achieve substantially higher linear-probe classification accuracy than those produced by referential games, reconstruction games, and MHNG. These results indicate that self-supervised representation alignment provides an effective mechanism for feedback-free EmCom in multi-agent systems.

14.
arXiv (CS.LG) 2026-06-12

How Reliable are Fairness Audits with Unreliable Data?

arXiv:2506.23033v3 Announce Type: replace Abstract: Fairness audits are a key component of responsible machine-learning deployment. Yet, audit-recommendation reliability under incomplete protected-label access is still poorly understood. In this work, we focused on protected-label missingness in fairness mitigation audits. We introduced a seed-calibrated stress test to separate missingness effects from seed-to-seed movement already present under complete labels. Across ACS/Folktables tasks, missingness settings that retain some protected labels usually do not move selected mitigation methods beyond a complete-label seed-to-seed baseline. At $0%$ protected-label access, candidates collapse to an empirical-risk-minimization baseline and deterministic tie-breaking rather than revealing a broad missingness effect. We also found that threshold optimization can turn fairness gains on a single protected axis into intersectional harm above a seed baseline, and this threshold-optimizer finding persists under random-forest validation. Overall, our results highlight that protected-label missingness should be reported with seed-null calibration, candidate-set context, and intersectional consequences before it is treated as evidence of audit fragility.

15.
arXiv (quant-ph) 2026-06-11

Tensor-Network Algorithm for Many-Body Trace Norms

arXiv:2606.11882v1 Announce Type: new Abstract: Trace norms are fundamental to quantum information theory, yet in many-body systems their evaluation remains a major computational bottleneck, as it generally requires diagonalizing exponentially large operators. Here, we overcome this bottleneck by introducing a controlled tensor-network algorithm for estimating the trace norm of matrix product operators without full diagonalization. The key idea is to combine Zolotarev's rational approximation to the sign function with a variational formulation solved using a density-matrix-renormalization-group-like algorithm. The resulting approximation is systematically improvable, with its accuracy controlled by the rational approximation parameters and the spectral weight near zero. Beyond the reach of exact diagonalization, we demonstrate controlled trace-norm calculations for entanglement negativity, quantum fidelity and quantum Fisher information, achieving substantially improved accuracy over polynomial-based Lanczos approaches. Our results establish trace-norm-based quantities as practical tensor-network observables, opening a route toward tensor-network studies of quantum information in mixed states.

16.
arXiv (CS.CV) 2026-06-16

An Empirical Analysis of Optimization Dynamics and Sparsity Boundaries in Large-Scale Pedestrian Attribute Recognition

Pedestrian Attribute Recognition (PAR) is critical for video surveillance, enabling forensic search and re-identification systems. Extreme class imbalance remains a fundamental obstacle when merging PETA and PA-100K into a 109,000-image composite corpus, where minority attributes have positive sample fractions below 1%. This causes standard BCE optimization to suppress rare traits, a phenomenon we term the majority negative class cheating trap. We present a systematic ablation of Multi-Label Focal Loss hyperparameters (alpha and gamma) on a ResNet-18 backbone. A calibrated configuration (alpha=0.50, gamma=2.0) achieves a Macro F1-score of 62.32%, matching BCE baseline while preserving superior hard-example mining and convergence dynamics. Our approach uses pure loss-function engineering with zero computational overhead for edge deployment. We identify the Sparsity Wall, a hard boundary where positive sample fractions below 0.1% make global loss reweighting ineffective, requiring instance-level intervention.

17.
arXiv (CS.CV) 2026-06-18

HeatKV: Head-tuned KV-cache Compression for Visual Autoregressive Modeling

Visual Autoregressive (VAR) models have recently demonstrated impressive image generation quality while maintaining low latency. However, they suffer from severe KV-cache memory constraints, often requiring gigabytes of memory per generated image. We introduce HeatKV, a novel compression method that adapts cache allocation in each head based on its attention to previously generated scales. Using a small offline calibration set, the attention heads are ranked according to their attention scores over prior scales. Based on this ranking, we construct a static pruning schedule tailored to a given memory budget. Applied to the Infinity-2B model, HeatKV achieves $2 \times$ higher compression ratio in memory allocation for KV cache compared to existing methods, while maintaining similar or better image fidelity, prompt alignment and human perception score. Our method achieves a new state-of-the-art (SOTA) for VAR model KV-cache compression, showcasing the effectiveness of fine-grained, head-specific cache allocation. Code and calibration script available at https://github.com/arm-research/heatkv.

18.
arXiv (quant-ph) 2026-06-11

Compressed minimum-purity time evolution for late-time quantum dynamics

arXiv:2606.11392v1 Announce Type: cross Abstract: Unitary time evolution of initially simple quantum many-body states rapidly generates entanglement and complex correlations, which limits direct numerical simulations. The late-time dynamics of physical observables, however, typically exhibits an effective simplicity in the form of hydrodynamics or kinetic theory. This leads to the question whether microscopic equations of motion can remain accurate and tractable up to long time scales by discarding irrelevant information in a controlled manner. Here, we introduce compressed minimum-purity time evolution (CoMPuTE) as an approach to keep track of a consistent set of reduced local density matrices, closing the hierarchical equations of motion using a minimum-purity principle. In benchmark applications we demonstrate (i) accurate description of energy diffusion in the one-dimensional mixed-field Ising model, (ii) the applicability to genuinely out-of-equilibrium Floquet dynamics starting from a pure state, and (iii) the limitations of the local reduced density matrix approximation when describing transport in the XXZ chain at $\Delta=1$ that is governed by increasingly non-local integrals of motion. The CoMPuTE method enhances computational efficiency in comparison to the closely related local-information time evolution algorithm, opening a possible route towards an extension to systems in higher spatial dimensions.

19.
arXiv (CS.AI) 2026-06-18

ARIADNE: Agnostic Routing for Inference-time Adapter DyNamic sElection

arXiv:2606.19079v1 Announce Type: new Abstract: The increasing deployment of parameter-efficient fine-tuning (PEFT) has led to model ecosystems in which a single backbone is paired with many task-specialized adapters. In this setting, inference-time queries often arrive without task labels, requiring the system to automatically select the most appropriate adapter from a growing and heterogeneous adapter pool. Existing routing methods either depend on access to adapter internals, such as weight decompositions or gradient-based statistics, or require additional router training, which limits scalability and portability as new adapters are added. We introduce ARIADNE, a training-free, adapter-agnostic routing framework for dynamic adapter selection at inference time. ARIADNE represents each adapter through a set of centroids computed from embeddings of its training set, capturing the data distribution associated with that adapter. Given an unlabeled input, it selects an adapter by measuring proximity to these centroids in latent space. Because routing is performed entirely in the input embedding space, ARIADNE is compatible with arbitrary PEFT methods and requires no modification to the adapters or training procedures. Primarily evaluated with Llama 3.2 1B Instruct on 23 diverse NLP tasks, ARIADNE recovers 97.44% of the upper bound performance. Scaling to 44 tasks, it achieves 89.7% average selection accuracy, without additional training or access to adapter internals.

20.
Nature (Science) 2026-06-17

Probing picometre-scale interlayer deformations via hyperbolic polaritons

作者:

The resilience of van der Waals (vdW) materials to large strain fields makes them an ideal platform for tuning electronic, optical and magnetic properties1–4. Although in-plane strain is readily mapped, non-invasive and quantitative characterization of out-of-plane strain remains a formidable challenge, particularly for picometre-scale deformations buried at interfaces. Here we demonstrate a polaritonic optical method that uses the mid-infrared out-of-plane hyperbolic polaritons (oHPs) mode to detect interlayer deformations in prototypical vdW polar insulator–hexagonal boron nitride (hBN). This method uses the softening mechanism of out-of-plane transverse optical (oTO) phonons induced by interlayer strain, enabling highly sensitive detection of picometre-scale deformations. Although these oTO phonon modes are typically spectroscopically ‘dark’, their strain response is activated through the oHPs, achieving an atomic displacement sensitivity of about 10 pm (about 8 × 10−7 times the probing wavelength), enabling ultradeep-subwavelength mechanical interlayer deformation detection. This is experimentally validated in both planar hBN and at the buried interface of quantum dot–hBN nanotube heterostructures. This polariton-based picometrology bridges nanomechanics and photonics, providing a non-destructive lens to visualize hidden stress landscapes with atomic precision. A new polaritonic optical method that uses the mid-infrared out-of-plane hyperbolic polaritons mode is described and experimentally validated to allow the examination of picometre-scale interlayer deformations, providing a bridge between nanomechanics and photonics.

21.
arXiv (CS.LG) 2026-06-16

Machine learning enables roughness-driven inverse design of milling processes

arXiv:2606.16032v1 Announce Type: cross Abstract: Interest in applying data-driven approaches in manufacturing has grown significantly, particularly for mapping complex, high-dimensional relationships. The milling process is one area where predictive models can link influential parameters to surface roughness metrics prior to in situ operations. While this approach offers clear advantages, it faces challenges due to limited datasets and robustness issues in inverse design paradigms. To address these challenges, this paper proposes a machine learning (ML)-based framework for the inverse design of the surface milling process, with a focus on surface roughness as the design objective. The framework employs forward training of two ML models, a deep neural network (DNN) and a random forest (RF) ensemble, both developed using a high-fidelity synthetic dataset generated from a computational simulation framework. These trained models are integrated into a Bayesian optimization (BO) procedure to overcome the multiplicity problem arising from the many-to-one mapping inherent in the dataset. The approach identifies top-performing milling process configurations, considering both process and tool parameters, and presents them from the full solution space. The models achieve average relative errors below 5% when compared to reference results, thereby demonstrating the robustness and reliability of the proposed methodology.

22.
arXiv (CS.CL) 2026-06-17

Precision Is Not Faithfulness: Coverage-Aware Evaluation of Grounded Generation with a Complete Oracle

Reference-free faithfulness metrics verify each atomic claim a model makes against ground truth, and are increasingly used to evaluate grounded generation. We show they share a blind spot: they measure only precision – are the stated claims supported? – and therefore reward abstention, since a model can score near-perfect faithfulness by saying almost nothing. We make this measurable using Formula 1 telemetry, a domain where strategic ground truth is derived deterministically and, crucially, completely: for each decision we know the full set of facts that mattered. This completeness – absent in open-domain faithfulness benchmarks – lets us measure recall (coverage of the relevant facts) exactly, alongside precision. On a multilingual (EN/ES/PT) benchmark of 7,253 decision instances spanning 157 races, the most precise frontier model covers under half of the relevant facts and ranks last by F1, so requiring coverage reorders the systems; the same effect reappears in a second complete-oracle domain (NOAA weather forecasts). Fine-tuning small models (1B-7B) on the complete oracle closes the precision-recall gap entirely (F1 ~0.98), beating every zero-shot frontier system regardless of scale. We pair faithfulness with coverage into a single score, validate the metric (controlled perturbation; agreement across a model-free regex extractor and a cross-family LLM extractor, system-level Spearman 1.0), and give a verifier-guided generation method that improves precision and recall without references. We release the benchmark, structured annotations, metric, baselines, and an interactive demo.

23.
arXiv (math.PR) 2026-06-18

A random recursive tree model with doubling events

arXiv:2501.18466v3 Announce Type: replace Abstract: We introduce a new model of random tree that grows like a random recursive tree, except at some exceptional "doubling events" when the tree is replaced by two copies of itself attached to a new root. We prove asymptotic results for the size of this tree at large times, its degree distribution, and its height profile. We also prove a lower bound for its height. Because of the doubling events that affect the tree globally, the proofs are all much more intricate than in the case of the random recursive tree in which the growing operation is always local.

24.
arXiv (math.PR) 2026-06-17

Extreme value theory for geometric Brownian motion and pricing of short maturity options

作者:

arXiv:2505.08036v2 Announce Type: replace Abstract: We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. The Freidlin-Wentzell large deviations theory predicts that the conditional distribution of the sample paths converge weakly to a deterministic exponential curve. We complement this result by showing that the conditional sample paths in fact converge in strong sense, and obtain quantitative bounds on the rate of convergence. As an application of our results to financial mathematics, we obtain new closed form asymptotic formulae for the fair price of barrier options with general path dependent payoff in the short maturity limit, with quantitative error estimates. We provide exact formulae for Asian and lookback style payoffs.

25.
arXiv (quant-ph) 2026-06-17

Helical Dirac Current with Local Coupling to a Chiral Potential

arXiv:2606.17618v1 Announce Type: new Abstract: We show that exact Dirac eigenstates in cylindrical confinement carry a definite helical conserved-current texture even in the zero orbital angular momentum channel l = 0. For the lowest confined mode, the Dirac current contains a nonvanishing azimuthal component together with longitudinal transport and exhibits opposite handedness in the two spin-resolved sectors. The structure also persists into the evanescent region. We further derive the channel-resolved matrix-element kernel generated by a static chiral scalar potential acting on the confined l = 0 Dirac modes. The resulting spin-selective coupling arises from the Dirac current texture and the scalar chiral potential, and yields a geometric selection rule in which diagonal channels vanish while off-diagonal conversion channels survive. The coupling strength is governed by an internal sampled-current overlap Jchi(k), defined as the integral from 0 to R of f(rho) times jphi_up(rho, k) times rho d rho. This quantity measures the spatial overlap between the chiral radial profile and the spin-up azimuthal Dirac-current density. The mechanism is fully local and texture-based, without external magnetic fields or spin-orbit coupling. Within standard Dirac theory, this work identifies the minimal static Dirac-geometric kernel underlying spin-selective response, establishing a baseline structure from which dynamical-medium, scattering, and transport formalisms can be systematically developed toward a complete description of spin-polarization phenomena such as CISS.