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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.

168,742 papers · 148 categories

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265379105 · May 202619922001200920172026
48 results for Brakke motion law

A theorem proves a surface evolution graph satisfies a PDE under specific conditions.

problem Prove a surface evolution graph satisfies a PDE under specific conditions.
method Use Brakke's formulation of velocity and analyze the distributional time derivative of the graph.
result The graph satisfies the PDE pointwise under the given conditions.

New non-canonical flows found via parabolic Allen-Cahn equations.

problem Existence of non-canonical mean curvature flows inside fattening regions.
method Construction of non-canonical flows as limits of parabolic ε-Allen-Cahn solutions.
result First examples of non-outermost, non-canonical integral Brakke motions.

Study on determinants of unitary Brownian motion and their asymptotic laws.

problem Understanding determinants of unitary Brownian motion and their behavior over time.
method Using Stiefel fibration and skew-product decomposition of the Stiefel Brownian motion.
result Prove asymptotic laws for determinants of block entries of unitary Brownian motion.

We develop the notion of Brakke flow with free-boundary in a barrier surface. Unlike the classical free-boundary mean curvature flow, the free-boundary Brakke flow must "pop" upon tangential contact with the barrier. We prove a compactness theorem for free-boundary Brakke flows, define a Gaussian monotonicity formula v…

2016-02-11abs ↗pdf ↗

Study eternal solutions to Allen-Cahn equation on 3-sphere, connecting Clifford tori to equatorial spheres.

problem Understanding eternal solutions to the Allen-Cahn equation on the 3-sphere.
method Realization of Brakke's motion by mean curvature as a singular limit of Allen-Cahn gradient flows, using classifications and rigidity results.
result Construction of eternal integral Brakke flows connecting Clifford tori to equatorial spheres.

Study shows Brakke flow's non-triviality for smooth boundaries in codimension 1.

problem Understanding Brakke flow's non-triviality for smooth boundaries in codimension 1.
method Analyzing spacetime Brakke flow constructed by Buet et al. for initial varifolds.
result Support of mass measure of spacetime Brakke flow coincides with classical mean curvature flow's support.

Consider an integral Brakke flow (μt)(μ_t), t[0,T]t\in [0,T], inside some ball in Euclidean space. If μ0μ_{0} has small height, its measure does not deviate too much from that of a plane and if μTμ_{T} is non-empty, then Brakke's local regularity theorem yields that (μt)(μ_t) is actually smooth and graphical inside a smaller b…

2016-01-25abs ↗pdf ↗

Proves strong solutions for graphical Brakke flows with L2L^2 normal velocity.

problem Proving strong solutions for graphical Brakke flows with specific velocity conditions.
method Combining L2L^2 normal velocity with parabolic regularity theory.
result Graphical Brakke flows with forcing term in Lp,qL^{p,q} and C0,αC^{0,α} are strong and classical solutions.

The abstract proves the existence and regularity of Brakke flows starting from a given set.

problem Existence and regularity of Brakke flows starting from a given set.
method Proves the existence and regularity of Brakke flows using a closed countably 1-rectifiable set in R^2.
result For almost all time, the flow locally consists of a finite number of embedded curves of class W^{2,2} whose endpoints meet at junctions with angles of 0, 60, or 120 degrees.

In 1978 Brakke introduced the mean curvature flow in the setting of geometric measure theory. There exist multiple variants of the original definition. Here we prove that most of them are indeed equal. One central point is to correct the proof of Brakke's §3.5, where he develops an estimate for the evolution of the mea…

2017-05-24abs ↗pdf ↗

The paper studies the consistency of mean curvature flow via volumetric varifolds.

problem Consistency of mean curvature flow.
method Discretization using volumetric varifolds and derivation of Brakke approximate equality.
result Derivation of a Brakke approximate equality involving varifold masses and approximate mean curvatures.

This paper explains how predictable order flow can lead to Brownian motion in financial prices.

problem Why financial prices exhibit Brownian motion despite predictable order flow.
method Generalized Lillo-Mike-Farmer model to nonlinear price-impact dynamics, mapping to Lévy-walk model.
result Price dynamics remain diffusive under the square-root law, even with persistent order flow.

Non-Markovian point process shows power-law scaling, similar to nonlinear Markovian process.

problem Understanding the scaling behavior of non-Markovian point processes.
method Analyzed a confined fractional Brownian motion-driven point process and compared it to a nonlinear Markovian process.
result A nonlinear Markovian process can reproduce the power-law scaling behavior of a non-Markovian point process.

The paper proves a regularity theorem for Brakke flows near triple junctions.

problem Understanding the structure of triple junctions in Brakke flows.
method Establishes the ε-regularity theorem for k-dimensional Brakke flows near static, multiplicity-one triple junctions.
result The regular structure of triple junctions persists under weak mean curvature flow.

We study the regular conditional law of mixed Gaussian Volterra processes under the influence of model disturbances. More precisely, we study prediction of Gaussian Volterra processes driven by a Brownian motion in a case where the Brownian motion is not observable, but only a noisy version is observed. As an applicati…

2019-04-22abs ↗pdf ↗

Analyzed a generalized voter model with power-law herding intensity, revealing anomalous diffusion and long-range memory.

problem Anomalous diffusion and long-range memory in a generalized voter model.
method Derived analytical expressions for moments and first passage time distribution, confirmed numerically.
result The model exhibits long-range memory indicators despite being a Markov model.

Study proves existence of a specific type of flow in geometry.

problem Existence of canonical multi-phase free boundary Brakke flows.
method Global-in-time existence established using Brakke flow and uniform density ratio assumption.
result Existence of the flow with no positive mass on the free boundary for some short time.

The present paper proposes a unified geometric framework for coordinated motion on Lie groups. It first gives a general problem formulation and analyzes ensuing conditions for coordinated motion. Then, it introduces a precise method to design control laws in fully actuated and underactuated settings with simple integra…

2008-07-28abs ↗pdf ↗

New method extracts stochastic laws from data, including Lévy noise.

problem Extracting stochastic laws from data with non-Gaussian noise.
method Using normalizing flows to estimate transition density, then applying nonlocal Kramers-Moyal formulas.
result Can learn stochastic differential equations with Lévy motion.

Constructs approximate mean curvature flows for general varifolds.

problem Mean curvature flow for general initial data.
method Approximation of mean curvature flows using varifolds and iterated push-forwards.
result Approximate mean curvature flow converges to a spacetime Brakke flow under certain conditions.

Discover equations of motion from distorted video frames.

problem Learning equations of motion from unlabeled, distorted video.
method Train an autoencoder to map frames into latent space, then use symbolic regression to find differential equations.
result The method can discover motion equations even when video is distorted.

The Black-Scholes implied volatility skew at the money of SPX options is known to obey a power law with respect to the time-to-maturity. We construct a model of the underlying asset price process which is dynamically consistent to the power law. The volatility process of the model is driven by a fractional Brownian mot…

2015-01-28abs ↗pdf ↗

Framework learns stochastic dynamics from endpoint and intermediate distributions using soft energy constraints.

problem Learning stochastic dynamics from endpoint and intermediate distributional observations.
method Formulates generation as a McKean-Vlasov control problem with soft energy constraints, solving it through FBSDE.
result Model learns coherent stochastic trajectories matching prescribed marginal laws.

We consider so-called regular invertible Gaussian Volterra processes and derive a formula for their prediction laws. Examples of such processes include the fractional Brownian motions and the mixed fractional Brownian motions. As an application, we consider conditional-mean hedging under transaction costs in Black-Scho…

2017-08-09abs ↗pdf ↗

Many studies in Economics and other disciplines have been reporting distributions following power-law behavior (i.e distributions of incomes (Pareto's law), city sizes (Zipf's law), frequencies of words in long sequences of text etc.)[1, 6, 7]. This widespread observed regularity has been explained in many ways: genera…

2006-07-30abs ↗pdf ↗

The study examines order flow in financial markets using fractional Lévy stable motion.

problem Challenges in selecting the best models for financial time series data.
method Investigates order disbalance time series from the perspective of fractional Lévy stable motion.
result Orders exhibit stable anti-correlation for 18 randomly selected stocks.

Quaternionic Brownian motion on flag manifold linked to sphere diffusion.

problem Modeling quaternionic stochastic areas on quaternionic flag manifolds.
method Relating quaternionic Brownian motion to symplectic Brownian motion and using radial dynamics.
result Quaternionic stochastic areas follow a multivariate normal distribution.

Gravitational wave memory increases faster than Brownian motion in early universe and astrophysical sources.

problem Detecting gravitational wave memory from early universe and astrophysical sources.
method Investigated gravitational wave sources in early universe and astrophysical settings, showing memory increases faster than Brownian motion.
result Gravitational wave memory increases following a power law, faster than the t\sqrt{t} scaling law of Brownian motion.

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…

2015-03-29abs ↗pdf ↗

A possible evolution of a compact hypersurface in R^n by mean curvature past singularities is defined via the level set flow. In the case that the initial hypersurface has positive mean curvature, we show that the Brakke flow associated to the level set flow is actually a Brakke flow with equality. We obtain as a conse…

2006-10-06abs ↗pdf ↗