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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.

168,695 papers · 148 categories

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316292123 · May 202619922001200920172026
48 results for Convection-diffusion equations

A new method combines classical and machine learning PDE solvers efficiently.

problem Combining classical and machine learning PDE solvers to reduce computational cost and improve accuracy.
method Proposes an approximate greedy router to select solvers at each iteration, mimicking a greedy approach.
result Consistently reduces final error and AUC of the error trajectory compared to single-solver baselines and hybrid approaches.

LPINNs solve complex PDEs by reformulating PINNs on Lagrangian frame, reducing training complexity.

problem Complexity in training PINNs, especially for convection-diffusion equations.
method Propose LPINNs, a Lagrangian reformulation of PINNs, with two branches solving state variables and characteristics curves.
result Loss landscapes of LPINNs are less sensitive to problem complexity compared to traditional PINNs.

The paper explores how multiway data from PDEs can be accurately tracked using EnKF with specific covariance and precision estimators.

problem Tracking sparse and multiway structures in dynamical processes governed by PDEs.
method Examined several multiway covariance and precision matrix estimators in the context of physics-driven forecasting and EnKF.
result Multiway data from Poisson and convection-diffusion PDEs can be accurately tracked using EnKF with appropriate estimators.

The stability and robustness of compact schemes for parabolic PDEs are analyzed.

problem Stability and robustness of compact schemes for solving parabolic PDEs.
method Compact spatial discretization, Crank-Nicolson temporal discretization, eigenvalue analysis of amplification matrix.
result An upper bound on the condition number of the amplification matrix is derived, showing stability.

Generative thermal design learns optimal shapes using multi-agent reinforcement learning.

problem Complex thermal design challenges due to convection-diffusion equation and boundary interactions.
method Cooperative multi-agent deep reinforcement learning with continuous geometric representation.
result Framework learns optimal design strategies without shape derivation or differentiable objectives.

Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or multidimensional parabolic problems of the convection-diffusion type and generaliz…

2015-04-04abs ↗pdf ↗

Paper reduces expensive financial risk simulations through efficient MOR.

problem Expensive simulations of financial risk models.
method Model order reduction (MOR) using proper orthogonal decomposition (POD) with adaptive greedy sampling.
result MOR approach reduces computational cost for financial risk analysis.

New boundary treatment improves accuracy for complex PDEs.

problem Order reduction in high-order IMEX schemes for multidimensional PDEs.
method Novel boundary treatment algorithms for Cartesian meshes, treating implicit-explicit stages similarly to interior points.
result Recovery of designed order of convergence by numerical verification.

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

GO-OED maximizes predictive information gain on nonlinear QoIs.

problem Maximizing information gain on nonlinear predictive quantities.
method Nested Monte Carlo estimator, Markov chain Monte Carlo, kernel density estimation, Bayesian optimization.
result GO-OED outperforms conventional OED in nonlinear settings.

Improved surrogate model for field-valued QoIs using LF and HF simulations.

problem Accurate and efficient modeling of field-valued quantities under uncertain inputs.
method Bifidelity Karhunen-Loève expansion with active learning.
result Consistent improvements in predictive accuracy and sample efficiency.

Proves solvability of general inverse σ_k equations with constant coefficients.

problem Solvability of general inverse σ_k equations with constant coefficients.
method Proves existence of unique solution if a C-subsolution exists.
result Confirms analytical conjecture for deformed Hermitian--Yang--Mills equation.

We present an unsupervised approach for discovering semantic representations of mathematical equations. Equations are challenging to analyze because each is unique, or nearly unique. Our method, which we call equation embeddings, finds good representations of equations by using the representations of their surrounding …

2018-03-24abs ↗pdf ↗

Paper establishes estimates for nonlinear equations on compact manifolds.

problem Estimating solutions to fully nonlinear equations with gradient terms on compact almost Hermitian manifolds.
method Establishes second order estimates and proves existence of solutions for specific equations.
result Proves existence of solutions for various equations, including Monge-Ampère and Hessian equations.

The paper generalizes Monge-Ampère equations and their solutions in differential geometry.

problem Understanding the structure of Monge-Ampère equations and their solutions.
method Generalizing Monge-Ampère equations to higher-order systems and proving their solutions correspond to integral manifolds of exterior differential systems.
result The Korteweg-de Vries (KdV) equation and Cauchy-Riemann equations are examples of generalized Monge-Ampère equations.

We study four distinct second-order nonlinear equations of Rabelo which describe pseudospherical surfaces. By transforming these equations to the constant-characteristic form we relate them to some well-studied integrable equations. Two of the Rabelo equations are found to be related to the sine-Gordon equation. The ot…

2007-05-20abs ↗pdf ↗

Introduces a new PDE involving differential forms for Kähler geometry.

problem Solving a unified PDE for various important equations in Kähler geometry.
method Introduces a fully nonlinear PDE with differential form Λ and proves solvability conditions.
result Generalizes previous works and proves a conjecture for the dHYM equation.

Sharp sub-Gaussian bounds for subsolutions of Trudinger's equation on Riemannian manifolds.

problem Bounding weak subsolutions of Trudinger's equation on Riemannian manifolds.
method Proving sub-Gaussian upper bounds for weak subsolutions.
result The upper bounds are sharp for specific classes of manifolds, including \(\mathbb{R}^{n}\).

In this paper we perform a blow-up and quantization analysis of the following nonlocal Liouville-type equation \begin{equation}(-Δ)^\frac12 u= κe^u-1~\mbox{in S1S^1,} \end{equation} where (Δ)12(-Δ)^\frac{1}{2} stands for the fractional Laplacian and κκ is a bounded function. We interpret the above equation as the prescri…

2015-03-30abs ↗pdf ↗

The paper derives gradient estimates for porous medium and fast diffusion equations on metric measure spaces.

problem Gradient estimates for porous medium and fast diffusion equations on metric measure spaces.
method Derives Li-Yau and Souplet-Zhang type gradient estimates for the given equations.
result Gradient estimates for the equations on complete noncompact metric measure spaces with compact boundary.

We describe a method to reduce partial differential equations of Monge-Ampère type in 4 variables to complex partial differential equations in 2 variables. To illustrate this method, we construct explicit holomorphic solutions of the special lagrangian equation, the real Monge-Ampère equations and the Plebanski equatio…

2011-04-03abs ↗pdf ↗

The paper proves constant rank theorems for special Lagrangian equations.

problem Understanding saddle solutions and Liouville type results for special Lagrangian equations.
method Argument based on saddle solutions and Liouville type results for the special Lagrangian equation.
result Obtained constant rank theorems for saddle solutions to the special Lagrangian equation and the quadratic Hessian equation.

Study solves HJB equations for time-inconsistent control problems.

problem Time-inconsistent deterministic linear quadratic control problems.
method Characterized solutions using Riccati equations with integral terms, proving uniqueness.
result Uniqueness of solutions to equilibrium HJB equations proved.

We introduce a class of overdetermined systems of partial differential equations of finite type on (pseudo)-Riemannian manifolds that we call the generalised Ricci soliton equations. These equations depend on three real parameters. For special values of the parameters they specialise to various important classes of equ…

2014-09-15abs ↗pdf ↗

In this thesis, we consider the suitability of using the charged cold fluid model in the description of ultra-relativistic beams. The method that we have used is the following. Firstly, the necessary notions of kinetic theory and differential geometry of second order differential equations are explained. Then an averag…

2012-06-19abs ↗pdf ↗

Combines geometric hydrodynamics with magnetic systems to derive new equations and prove well-posedness.

problem Deriving new equations for magnetic systems and proving their well-posedness.
method Introducing the magnetic Euler-Arnold equation and proving well-posedness for specific equations.
result Local and global well-posedness results for the magnetic Euler-Arnold equation associated with the global quasi-geostrophic equations.

We determine the Lie point symmetries of the Fokker-Planck equation and provide examples of solutions of this equation. The Fokker-Planck equation admits a conserved form, hence there is an auxiliary system associated to this equation and whose point symmetries give rise to potential symmetries of the Fokker-Planck equ…

2015-03-07abs ↗pdf ↗

Studies projective geometry and partial differential equations prolongation.

problem Understanding the prolongation of overdetermined geometric partial differential equations.
method Introduction to differential geometry and tractor calculus, study of prolongation of equations.
result Recovery of projective tractor and cotractor connections via partial differential equations prolongation.

Develops equivariant connections for Yang-Mills equations, simplifying interactions modeling.

problem Simplifying interactions modeling in Yang-Mills equations for different bundles.
method Introduces SO+(p,q)SO^+(p,q)-equivariance to reduce Yang-Mills equations.
result Models electroweak interaction and interactions with differential and wave equations.

The paper derives gradient estimates for solutions of certain equations on metric measure spaces.

problem Gradient estimates for solutions of specific nonlinear and elliptic equations on metric measure spaces.
method Derives Li-Yau and Hamilton's type gradient estimates for positive solutions.
result Gradient estimates for positive solutions of the equations on complete noncompact metric measure spaces.

Study generalizes Hermitian-Einstein equation for cyclic Higgs bundles, proving existence and inequality.

problem Addressing Hermitian-Einstein equation for cyclic Higgs bundles.
method Introducing generalizations using subharmonic functions and proving existence, uniqueness, and convergence of heat equations.
result Existence, uniqueness, and convergence of solutions for heat equations.

We come up with infinite-dimensional prequantum line bundles and moment map interpretations of three different sets of equations - the generalised Monge-Amp`ere equation, the almost Hitchin system, and the Calabi-Yang-Mills equations. These are all perturbations of already existing equations. Our construction for the g…

2017-02-03abs ↗pdf ↗

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

problem Estimating gradients for nonlinear parabolic equations on Riemannian manifolds.
method Analyzes Fisher-KPP, parabolic Allen-Cahn, and Newell-Whitehead equations on complete noncompact Riemannian manifolds.
result Gradient estimates for positive solutions and Liouville theorem for ancient solutions.