ASF
← Home
RSS

sotofranco.dev  ·  mathematical sciences

Articles

AnalysisGeometryPhysicsProbabilityFinanceSystems
Contents
Lead Article
No. 001
Geometry

Interstellar: a brane-bulk reading

A physics reading of Nolan's Interstellar (2014) in which Kerr geometry, Randall-Sundrum II brane-bulk coupling, and M-theory singularity resolution collapse the film's apparent plot holes into consequences of one maintained parameter: Gargantua's spin.

Read Article →
All Articles
GeometryNo. 002

From RVE to Mesh: A Pipeline for Heterogeneous Continua

A single pipeline from microstructure to discrete solver: mean-field homogenisation on a representative volume element produces an SPD(3)\mathrm{SPD}(3)-valued permeability tensor field Keff(x)K^{\mathrm{eff}}(x), which induces a Riemannian metric g=(Keff)1g = (K^{\mathrm{eff}})^{-1}, whose Hodge star discretises the Laplace-Beltrami operator, and whose scalar curvature R(g)R(g) drives adaptive remeshing.

Read →
AnalysisNo. 003

Analysis on Manifolds V: Stokes’ Theorem

The generalised Stokes theorem Mdω=Mω\int_M \mathrm{d}\omega = \int_{\partial M} \omega proved in full, recovering FTC, Green’s theorem, the divergence theorem, and classical Stokes as special cases. Hodge decomposition Ωk=imdHkimd\Omega^k = \mathrm{im}\,\mathrm{d} \oplus \mathcal{H}^k \oplus \mathrm{im}\,\mathrm{d}^* with complete Sobolev proof. Harmonic representatives, Betti numbers, and the de Rham isomorphism HdRk(M)Hom(Hk(M;Z),R)H^k_{\mathrm{dR}}(M) \cong \mathrm{Hom}(H_k(M;\mathbb{Z}),\mathbb{R}). The conclusion of a five-part lecture series.

Read →
AnalysisNo. 004

Analysis on Manifolds IV: Integration

Forms as antiderivatives, oriented manifolds, manifolds with boundary, partitions of unity, integration of kk-forms over kk-submanifolds, the change-of-variables theorem via pullback, the Riemannian volume form, period integrals, the Mayer-Vietoris sequence, and the full de Rham cohomology H(M)H^*(M) of spheres, tori, and surfaces. Part IV of a five-part lecture series on differential forms and the generalised Stokes theorem.

Read →
AnalysisNo. 005

Analysis on Manifolds III: Differential Forms

Smooth manifolds, tangent and cotangent spaces, differential forms as smooth sections of Λk(TM)\Lambda^k(T^*M), the exterior derivative, pullback along smooth maps, and the recovery of grad, curl, and div as the exterior derivative in R3\mathbb{R}^3. Part III of a five-part lecture series on differential forms and the generalised Stokes theorem.

Read →
AnalysisNo. 006

Analysis on Manifolds II: Exterior Algebra

The algebraic machinery behind differential forms: dual spaces, multilinear alternating maps, the wedge product, bases and dimension of Λk(V)\Lambda^k(V^*), determinants as top forms, the interior product, and the Hodge star. Part II of a five-part lecture series on differential forms and the generalised Stokes theorem.

Read →
ProbabilityNo. 007

Probability and Statistics: A Geometric Foundation

A measure-theoretic construction of probability and statistics, from sigma-algebras through estimation theory and hypothesis testing to the Riemannian geometry of statistical manifolds.

Read →
GeometryNo. 008

Numerical Analysis via Discrete Exterior Calculus

A self-contained reconstruction of numerical analysis through discrete exterior calculus: simplicial complexes, cochains, the discrete Hodge star, and the Hodge Laplacian, applied to quantum mechanics, computational electromagnetics, and fluid dynamics.

Read →
FinanceNo. 009

Accounting in Quantitative Finance and Algorithmic Trading

A graduate-level bridge from double-entry bookkeeping to P&L attribution, the Greeks, risk measures, and tax lot accounting for algorithmic trading.

Read →
AnalysisNo. 010

Analysis on Manifolds I: Analysis on Rn\mathbb{R}^n

A self-contained, proof-based reconstruction of single and multivariable analysis from first principles: topology of Rn\mathbb{R}^n, the derivative as a linear map, the chain rule, and the inverse and implicit function theorems. Part I of a five-part lecture series on differential forms and the generalised Stokes theorem.

Read →
FinanceNo. 011

Performance Measurement Under Uncertainty

A measure-theoretic construction of risk-adjusted return: Sharpe, Sortino, Calmar, Omega, and Rachev as functionals on the space of return distributions, with four novel theorems and empirical verification on live backtest data.

Read →
ProbabilityNo. 012

The Kelly Criterion from Shannon Information Theory

A rigorous derivation of Kelly's growth-rate-optimal betting strategy from Shannon's mutual information, with application to binary prediction markets.

Read →
PhysicsNo. 013

Reservoir Geometry: Riemannian Manifolds in Oil and Gas

Darcy's law recast as geodesic flow on a Riemannian manifold (R,g)(\mathcal{R}, g), pressure diffusion as the Laplace–Beltrami equation, and permeability tensor interpolation via SPD(3)\mathrm{SPD}(3) geodesics, with no_std\texttt{no\_std} Rust for embedded well-site monitoring.

Read →
SystemsNo. 014

Rust, from first principles

Types, ownership, operational semantics, async, and the FFI bridge: a graduate-level treatment of Rust from mathematical first principles.

Read →
PhysicsNo. 015

Maxwell's Equations and Gauge Theory: Electromagnetism as a Principal Bundle

Four languages for one theory: vector calculus, differential forms, spacetime algebra, and principal fiber bundles. From the classical field equations to gauge invariance, the Aharonov-Bohm effect, Yang-Mills theory, and Dirac monopoles.

Read →
AnalysisNo. 016

Navier–Stokes: Derivation in R3\mathbb{R}^3 and on a Riemannian Manifold

An end-to-end derivation of the incompressible Navier–Stokes equations from continuum mechanics axioms, geometric reformulation via differential forms, coordinate-free lift to a Riemannian manifold, the Millennium Prize problem, functional analysis, and geometric algebra.

Read →
FinanceNo. 017

Price as Geometry: Resolution, Coarse-Graining, and the Structure of Market Noise

A rigorous tour through stationary and non-stationary models of price evolution, with geometric analysis at the forefront. From the random walk null and Black-Scholes as flat geometry, through mean reversion as curved Riemannian diffusion, wavelets, geometric harmonics, and information geometry, anchored throughout by empirical evidence from BTC/ETH millisecond data.

Read →
AnalysisNo. 018

Diffusion on Curved Spaces

From the Gaussian heat kernel on Rn\mathbb{R}^n to the Laplace-Beltrami operator on Riemannian manifolds, with the short-time heat kernel expansion and spectral theory.

Read →
GeometryNo. 019

Manifolds: The Language of Modern Geometry

A rigorous construction of smooth manifolds from first principles: charts, tangent spaces, Riemannian metrics, curvature tensors, and geometric flows.

Read →
ProbabilityNo. 020

Kuramoto: How Order Emerges from Chaos

Fireflies, neurons, power grids: all governed by the same equation. A tour through the Kuramoto model, its order parameter, and the phase transition that turns noise into rhythm.

Read →
FinanceNo. 021

BTC/ETH Lead-Lag: Resolution-Dependent Direction Reversal on Binance Spot

Resolution-dependent direction reversal in BTC/ETH lead-lag on Binance spot: ETH leads at 1ms, BTC leads at 100ms, crossover at 15–20ms. January and full year 2025.

Read →
Activity

© 2026 · sotofranco.dev

21 Articles · Vol. I