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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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102203305406 · Jun 202019922001200920172026
48 results for Banach Fixed Point

Banach's fixed point theorem for contraction maps has been widely used to analyze the convergence of iterative methods in non-convex problems. It is a common experience, however, that iterative maps fail to be globally contracting under the natural metric in their domain, making the applicability of Banach's theorem li…

2017-02-23abs ↗pdf ↗

Study variance-reduced method for estimating fixed points in Banach spaces.

problem Estimating fixed points of contractive operators in Banach spaces with noisy evaluations.
method Variance-reduced stochastic approximation scheme in Banach spaces.
result Establish non-asymptotic bounds for operator defect and estimation error.

Paper proves new method for constructing initial data in general relativity.

problem Proving the existence of solutions for initial data in general relativity.
method Using the Banach fixed point theorem to prove existence, with guarantees of uniqueness and explicit construction.
result Guaranteed uniqueness and explicit construction of solutions to the conformal method equations.

Study solves optimal portfolio selection using HJB equation.

problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.

A Banach symmetric space in the sense of O. Loos is a smooth Banach manifold MM endowed with a multiplication map μ ⁣:M×MMμ\colon M \times M \to M such that each left multiplication map μx:=μ(x,)μ_x := μ(x,\cdot) (with xMx \in M) is an involutive automorphism of (M,μ)(M,μ) with the isolated fixed point xx. We show that morphisms of …

2009-11-11abs ↗pdf ↗

The notion of nonpositive curvature in Alexandrov's sense is extended to include p-uniformly convex Banach spaces. Infinite dimensional manifolds of semi-negative curvature with a p-uniformly convex tangent norm fall in this class on nonpositively curved spaces, and several well-known results, such as existence and uni…

2008-10-25abs ↗pdf ↗

VR-GHAL method solves stochastic fixed-point equations with high probability.

problem Solving stochastic fixed-point equations in normed spaces with nonexpansive or contractive operators.
method VR-GHAL, a variance-reduced gradual Halpern method for quadratically smoothable Banach spaces, using clipped stochastic differences.
result The method achieves a high-probability residual bound, reducing the residual nearly geometrically across epochs.

The paper solves a complex financial optimization problem using a novel mathematical technique.

problem Optimizing portfolio selection in financial markets.
method Maximal monotone operator method and Riccati transformation.
result Existence and uniqueness of a solution to the transformed parabolic equation in a Sobolev space.

We characterize the class of separable Banach spaces XX such that for every continuous function f:XRf:X\to\mathbb{R} and for every continuous function ε:X(0,+)ε:X\to\mathbb(0,+\infty) there exists a C1C^1 smooth function g:XRg:X\to\mathbb{R} for which f(x)g(x)ε(x)|f(x)-g(x)|\leqε(x) and g(x)0g'(x)\neq 0 for all xXx\in X (that is, gg has no…

2005-10-27abs ↗pdf ↗

The main goal of this paper is to extend the so-called Dirac-Frenkel Variational Principle in the framework of tensor Banach spaces. To this end we observe that a tensor product of normed spaces can be described as a union of disjoint connected components. Then we show that each of these connected components, composed …

2016-10-31abs ↗pdf ↗

Robust SVM optimization in Banach spaces tackles classification uncertainty.

problem Binary classification in Banach spaces with uncertainty.
method Generalization of SVM results to Banach spaces, Representer Theorem, strong duality, Nash equilibrium formulation.
result Generalization of SVM results to Banach spaces, including Representer Theorem and strong duality.

The paper constructs Morse homology for functionals involving the p-Laplacian in Banach spaces.

problem Constructing Morse homology for functionals involving the p-Laplacian in Banach spaces.
method The approach involves constructing critical points and ensuring injectivity of the second differential.
result Provides a positive answer to Smale's suggestion for injectivity of the second differential.

Suppose M be the projective limit of weak symplectic Banach manifolds \{(M_i,φ_{ij})\}_{i,j\in\mathbb N}, where M_i are modeled over reflexive Banach space and σis compatible with the inverse system(defined in the article). We associate to each point x\in M, a Fréchet space H_x(defined in section 3). We prove that if H…

2013-09-06abs ↗pdf ↗

To give a criterion for the integrability of Banach-Lie triple systems, we follow the construction of the period group of a Lie algebra and define the period group of a Lie triple system as an analogous concept. We show that a Lie triple system is integrable if and only if its period group is discrete. Along the way, w…

2010-10-22abs ↗pdf ↗

Faster algorithms for solving multichain MDPs under average-reward criterion.

problem Navigating towards the best connected component in multichain MDPs.
method Developed algorithms to better solve the navigational subproblem, achieving faster convergence rates.
result Improved rates of convergence and sharper complexity measures for multichain MDPs.

Targeting at sparse learning, we construct Banach spaces B of functions on an input space X with the properties that (1) B possesses an l1 norm in the sense that it is isometrically isomorphic to the Banach space of integrable functions on X with respect to the counting measure; (2) point evaluations are continuous lin…

2011-01-23abs ↗pdf ↗

New algorithm solves saddle point problems in Banach spaces.

problem Solving saddle point problems in real reflexive Banach spaces.
method Stochastic Bregman Primal-Dual Splitting Algorithm with relative smoothness and strong convexity assumptions.
result Almost sure convergence to saddle points under various conditions.

We consider a curve of Fredholm pairs of Lagrangian subspaces in a fixed Banach space with continuously varying (weak) symplectic structures. Assuming vanishing index, we obtain intrinsically a continuously varying splitting of the total Banach space into pairs of symplectic subspaces. Using such decompositions we defi…

2014-06-03abs ↗pdf ↗

Develops a mathematical framework for causal fermion systems in infinite dimensions.

problem Analysis of causal fermion systems in infinite-dimensional settings.
method Introduces Banach manifold structure and expedient differential calculus.
result Establishes Hölder continuity of causal Lagrangian and integrated causal Lagrangian.

We give a method to construct Poisson brackets {,}\{\cdot,\cdot\} on Banach manifolds~MM, for which the value of {f,g}\{f,g\} at some point mMm\in M may depend on higher order derivatives of the smooth functions f,g ⁣:MRf,g\colon M\to{\mathbb R}, and not only on the first-order derivatives, as it is the case on all finite-dimen…

2017-10-09abs ↗pdf ↗

Greedy algorithms which use only function evaluations are applied to convex optimization in a general Banach space XX. Along with algorithms that use exact evaluations, algorithms with approximate evaluations are treated. A priori upper bounds for the convergence rate of the proposed algorithms are given. These bounds…

2014-01-01abs ↗pdf ↗

The main goal of this paper is to study the geometric structures associated with the representation of tensors in subspace based formats. To do this we use a property of the so-called minimal subspaces which allows us to describe the tensor representation by means of a rooted tree. By using the tree structure and the d…

2015-05-12abs ↗pdf ↗

Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.

problem Regulated curves on Banach manifolds with continuous projections and regulated derivatives.
method Building a Banach manifold structure on the set of such curves.
result Existence of a 'local addition' on such a manifold for any Banach manifold.

Integrability criterion for projective limits of Banach distributions on Fréchet manifolds.

problem Integrability of projective limits of involutive bundles on Banach manifolds.
method An integrability criterion for a projective limit of Banach distributions.
result Result of integrability of projective limit of involutive bundles on a projective sequence of Banach manifolds.

The paper defines projective structures for Lie bialgebras and Poisson-Lie groups.

problem Defining projective analogues of Lie bialgebras and Poisson-Lie groups.
method Introducing projective tensor products and adapting classical notions to these structures.
result Every quasi-triangular projective r-matrix gives rise to a projective Banach Lie bialgebra.

Let EE, FF be separable Hilbert spaces, and assume that EE is infinite-dimensional. We show that for every continuous mapping f:EFf:E\to F and every continuous function ε:E(0,)\varepsilon: E\to (0, \infty) there exists a CC^{\infty} mapping g:EFg:E\to F such that f(x)g(x)ε(x)\|f(x)-g(x)\|\leq\varepsilon(x) and Dg(x):EFDg(x):E\to F is a sur…

2018-11-19abs ↗pdf ↗

The paper develops Morse homology for a class of elliptic partial differential equations.

problem Developing Morse homology for elliptic partial differential equations.
method Introducing a new notion of non-degeneracy and proving it generically satisfied for a class of functionals defined on Banach spaces.
result The paper enlarges the class of elliptic pde's for which non-degeneracy holds and Morse homology can be defined.

First, we extend the notion of second order differential equations (SODE) on a smooth manifold to anchored Banach vector bundles. Then we define the Banach Lie algebroids as Lie algebroids structures modeled on anchored Banach vector bundles and prove that they form a category.

2010-03-05abs ↗pdf ↗

We establish a local function version of a classical result claiming that a bivector field on a manifold MM is Poisson if and only if cotangent paths form a coisotropic set of the infinite dimensional symplectic manifold of paths valued in TMT^*M. Our purpose here is to prove this result without using the Banach manif…

2015-12-16abs ↗pdf ↗