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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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3978117156 · May 202619922001200920172026
48 results for Banach fixed-point theorem

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 ↗

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.

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 ↗

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.

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.

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.

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 paper studies symplectic forms on projective limits of Banach bundles and their Darboux Theorem.

problem Conditions for weak symplectic forms on projective limits of Banach bundles.
method Analyzing projective sequences of Banach bundles and applying Darboux Theorem.
result Necessary and sufficient conditions for the Darboux Theorem on projective limits of Banach manifolds.

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 aim of this article is to study effective Reifenberg theorems for measures in a Hilbert or Banach space. For Hilbert spaces, we see all the results from Rn\mathbb{R}^n continue to hold with no additional restrictions. For a general Banach spaces we will see that the classical Reifenberg theorem holds, and that a we…

2018-06-04abs ↗pdf ↗

Extends Gaussian process theory to Banach spaces.

problem Extending Gaussian process theory to Banach spaces.
method Investigates the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces.
result Characterizes positive definite functions that arise from covariance operators in Banach space setting.

We consider a general regularised interpolation problem for learning a parameter vector from data. The well known representer theorem says that under certain conditions on the regulariser there exists a solution in the linear span of the data points. This is at the core of kernel methods in machine learning as it makes…

2018-09-26abs ↗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 defines a hypothesis space for deep learning using DNNs.

problem Developing a mathematical framework for deep learning.
method Introducing a Banach space of functions of input variables based on DNNs, proving it's a RKBS, and establishing representer theorems for learning models.
result Solutions to learning problems can be expressed as finite sums of kernel expansions based on training data.

The study proves fixed-point theorems for groups acting on CAT(0) spaces.

problem Finding fixed points for groups acting on CAT(0) spaces.
method Bootstrapping technique with Helly-type theorems to prove intersections of fixed-point sets.
result Lower bounds on the smallest dimension for groups to act on CAT(0) spaces without global fixed points.

Study on Banach half-Lie groups and their properties.

problem Characterizing and understanding the properties of half-Lie groups in infinite dimensions.
method Investigation of Banach half-Lie groups, their extensions, and right invariant strong Riemannian metrics.
result The full Hopf--Rinow theorem holds for Banach half-Lie groups, a surprising result.

A generalization of the Flow-box Theorem is given. The assumption of continuous differentiability of the vector field is relaxed to a local Lipschitz condition. The theorem holds in any Banach space.

2003-05-14abs ↗pdf ↗

In this paper, we define and study sub-Riemannian structures on Banach manifolds. We obtain extensions of the Chow-Rashevski theorem for exact controllability, and give conditions for the existence of a Hamiltonian geodesic flow despite the lack of a Pontryagin Maximum Principle in the infinite dimensional setting.

2016-01-05abs ↗pdf ↗

The study integrates Banach manifolds into H-manifolds, integrating Lie algebras into H-groups.

problem Integrating Banach manifolds and Lie algebras into H-manifolds and H-groups.
method Investigating quotients of Banach manifolds with free actions of pseudogroups of local diffeomorphisms.
result Every real Banach-Lie algebra can be integrated to an H-group.

A homological selection theorem for C-spaces, as well as, a finite-dimensional homological selection theorem is established. We apply the finite-dimensional homological selection theorem to obtain fixed-point theorems for usco homologically UV^n set-valued maps.

2016-05-11abs ↗pdf ↗

If a differential equation in a Banach manifold is invariant or quasi-invariant under the action of one or more Lie groups, then its stationary points cannot be isolated, so that classical linearized stability theorem does not apply to it. The first main purpose of this paper is to establish a linearized stability theo…

2016-06-30abs ↗pdf ↗

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 ↗

This paper extends mirror descent to Banach spaces with reproducing kernels.

problem Optimizing in Banach spaces with reproducing kernels.
method Mirror descent algorithm adapted for Banach spaces with reproducing kernels.
result Mirror descent achieves linear convergence in certain conditions and standard convergence in a constrained setting.

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 ↗

Using an elementary argument, we prove new fixed point theorems for classical elliptic complexes. We obtain new results for conformal relations and coisotropic intersections. We obtain theorems for the average intersections of families of special lagrangian and lagrangian varieties in certain homogeneous spaces.

2006-06-22abs ↗pdf ↗

We prove existence and uniqueness of stochastic equilibria in a class of incomplete continuous-time financial environments where the market participants are exponential utility maximizers with heterogeneous risk-aversion coefficients and general Markovian random endowments. The incompleteness featured in our setting - …

2009-06-01abs ↗pdf ↗