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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.

168,786 papers · 148 categories

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316292123 · May 202619922001200920172026
48 results for Diffusion-reaction equation

DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.

problem Sparse and temporally associated tensor data with limited structural knowledge.
method Develops a neural diffusion-reaction process to estimate dynamic embeddings for tensor modes.
result Captures both commonalities and personalities in evolving tensor entries.

Improved DeepONet variants using Transformer cross-conditioning enhance PDE solution efficiency.

problem Solving partial differential equations efficiently and accurately.
method Transformer-inspired DeepONet variants with bidirectional cross-conditioning.
result Improved efficiency and accuracy compared to modified DeepONet, with variant effectiveness tied to PDE characteristics.

The Almost Hermitian Curvature flow was introduced by Streets and Tian in order to study almost hermitian structures, with a particular interest in symplectic structures. This flow is given by a diffusion-reaction equation. Hence it is natural to ask the following: which almost hermitian structures are dynamically stab…

2013-08-28abs ↗pdf ↗

New method learns low-dimensional models for systems with non-polynomial terms.

problem Modeling systems with non-polynomial nonlinear terms that are spatially local and given in analytic form.
method Non-intrusive model reduction method that learns operators for linear and polynomially nonlinear dynamics via a least-squares problem incorporating given non-polynomial terms.
result Comparable accuracy to intrusive methods that require full knowledge of governing equations.

NKN deep neural network learns governing equations and classifies images.

problem Learning governing equations and classifying images with deep neural networks.
method Nonlocal kernel network (NKN) that is resolution independent, deep, and handles various tasks.
result NKN outperforms baseline methods in learning governing equations and image classification tasks.

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

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.

VB-DeepONet uses Bayesian inference to improve DeepONet's predictions and uncertainty quantification.

problem Overfitting and lack of uncertainty quantification in DeepONet.
method Variational Bayes approach to approximate posterior distribution, reducing computational cost.
result VB-DeepONet alleviates DeepONet's limitations and provides uncertainty quantification.

We propose a minimal theory of non-linear price impact based on a linear (latent) order book approximation, inspired by diffusion-reaction models and general arguments. Our framework allows one to compute the average price trajectory in the presence of a meta-order, that consistently generalizes previously proposed pro…

2014-11-29abs ↗pdf ↗

We study a flow of G2G_2 structures which induce the same Riemannian metric which is the negative gradient flow of an energy functional. We prove Shi-type estimates for the torsion tensor along the flow. We show that at a finite-time singularity the torsion must blow-up, so the flow exists as long as the torsion remain…

2019-04-22abs ↗pdf ↗

New guarantees for uniquely identifying transport maps and vector fields from finite measure-valued data.

problem Unique recovery of transport maps and vector fields from finite measure-valued data.
method Use of Whitney and Takens embedding theorems to establish conditions for unique identification.
result New metric for comparing diffeomorphisms and analogous results in infinitesimal settings.

M-CaStLe discovers causal structures in multivariate space-time data.

problem Challenges in causal graph discovery for high-dimensional gridded data.
method Generalizes CaStLe to multivariate analyses, using local embeddings and pooling spatial replicates.
result More accurately recovers multivariate causal structure and identifies physical dynamics.

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.

A new model simulates non-linear adsorption using Gaussian KDEs.

problem Simulating non-linear adsorption processes in porous materials.
method Combines random walk particle tracking with Gaussian Kernel Density Estimators for nonlinear modeling.
result Effective reproduction of Langmuir and Freundlich isotherms.

Enhanced DeepONet framework with uncertainty quantification for complex operators.

problem Learning complex operators with uncertainty quantification.
method Generalised variational inference (GVI) using Rényi's α-divergence.
result Superior predictive accuracy and uncertainty quantification.

Paper finds new equations for pseudospherical surfaces with isometric immersions.

problem Identifying equations with isometric immersions for pseudospherical surfaces.
method Provided families of second order non-linear PDEs with local isometric immersions in E^3.
result Found equations with principal curvatures depending on finite-order jets of solutions.

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.