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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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59118176235 · Jun 202019922001200920172026
48 results for Dirichlet form

This paper analyzes MCMC algorithms on large graphs using Dirichlet forms.

problem Analyzing the behavior of MCMC algorithms in high-dimensional problems.
method Utilizes Mosco convergence of Dirichlet forms to study RWM algorithm on large graphs.
result Demonstrates the advantages of Dirichlet form approach over standard diffusion methods.

Extends Hess-Schrader-Uhlenbrock inequality for 1-forms in tamed Dirichlet spaces.

problem Establishing a new inequality for 1-forms in tamed Dirichlet spaces.
method Developed a vector calculus for tamed Dirichlet spaces and applied it to establish the inequality.
result Established the Hess-Schrader-Uhlenbrock inequality for 1-forms in L2L^2-cotangent module.

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we he…

2017-11-27abs ↗pdf ↗

We derive and approximate the conjugate prior of Dirichlet and beta distributions.

problem Intractability of conjugate prior for Dirichlet and beta distributions.
method Derive conjugate prior, define closed-form approximation, and provide algorithm.
result Closed-form approximation enables fully tractable Bayesian treatment.

The article deals with intrinsic metrics, Dirac operators and spectral triples induced by regular Dirichlet and resistance forms. We show, in particular, that if a local resistance form is given and the space is compact in resistance metric, then the intrinsic metric yields a geodesic space. Given a regular Dirichlet f…

2013-09-23abs ↗pdf ↗

Abstract: Expresses zeta-determinant of Dirichlet-to-Neumann operator on forms.

problem Express zeta-determinant of Dirichlet-to-Neumann operator on forms.
method Expresses zeta-determinant as difference of Laplacian determinants with boundary conditions.
result Computes terms explicitly for dimensions 2 and 3.

Study proves radial symmetry of solutions to certain nonlinear equations in space forms.

problem Proving radial symmetry of solutions to nonlinear equations in space forms.
method Establishing Rellich-Pohožaev type identities for Hessian quotient and k-Hessian equations.
result Radial symmetry of solutions for Hessian quotient and k-Hessian equations in space forms.

The Dirichlet-to-Neumann map for differential forms on a Riemannian manifold with boundary is a generalization of the classical Dirichlet-to-Neumann map which arises in the problem of Electrical Impedance Tomography. We synthesize the two different approaches to defining this operator by giving an invariant definition …

2010-11-04abs ↗pdf ↗

The main result of this note is the existence of martingale solutions to the stochastic heat equation (SHE) in a Riemannian manifold by using suitable Dirichlet forms on the corresponding path/loop space. Moreover, we present some characterizations of the lower bound of the Ricci curvature by functional inequalities of…

2017-06-19abs ↗pdf ↗

Proves well-posedness for Einstein equations with specific boundary conditions.

problem Well-posedness of vacuum Einstein equations with twisted Dirichlet boundary conditions.
method Proves local-in-time well-posedness for the IBVP of the Einstein equations with specified conformal class and scalar densities.
result Proves well-posedness for the Einstein equations with twisted Dirichlet boundary conditions.

We prove that a metric measure space equipped with a Dirichlet form admitting an Euclidean heat kernel is necessarily isometric to the Euclidean space. This helps us providing an alternative proof of Colding's celebrated almost rigidity volume theorem via a quantitative version of our main result. We also discuss the c…

2019-12-23abs ↗pdf ↗

TPBS models improve robustness to overfitting with localized Dirichlet energy regularization.

problem Global Dirichlet energy-based regularization fails for TPBS models due to perfect interpolation.
method Propose local Dirichlet energy regularization and two inference estimators.
result TPBS models outperform neural networks in overfitting regimes and maintain competitive performance otherwise.

Study on complex hyperbolic bidisk isometries and their Dirichlet domains.

problem Investigating isometries and Dirichlet domains in the complex hyperbolic bidisk.
method Examined the isometries of the complex hyperbolic bidisk and the Dirichlet domain formed by a cyclic subgroup action.
result Proved that the Dirichlet domain has two sides.

The paper constructs a Dirichlet form and proves functional inequalities for a specific measure.

problem Investigating functional inequalities for a specific measure in a configuration space.
method Constructing a strongly local symmetric Dirichlet form on the configuration space and proving various inequalities.
result The Dirichlet form satisfies the Bakry-Émery gradient estimate with K=0K=0 and yields various functional inequalities.

Study connects curvature to graph theory and reveals differences.

problem Exploring differences between Quadratic Orthogonal Bisectional Curvature and Real Bisectional Curvature.
method Real (1,1)--forms and Weitzenböck curvature operator used to represent graph Dirichlet energy.
result Curvature differences illuminated between Quadratic Orthogonal Bisectional Curvature and Real Bisectional Curvature.

Dirichlet pruning compresses neural networks by removing unimportant units.

problem Compressing large neural network models without sacrificing performance.
method Assigns Dirichlet distribution over network layers' units and uses variational inference to estimate parameters.
result Achieves state-of-the-art compression performance on larger architectures like VGG and ResNet.

Dirichlet processes (DP) are widely applied in Bayesian nonparametric modeling. However, in their basic form they do not directly integrate dependency information among data arising from space and time. In this paper, we propose location dependent Dirichlet processes (LDDP) which incorporate nonparametric Gaussian proc…

2017-07-02abs ↗pdf ↗

We study a Dirichlet-to-Neumann eigenvalue problem for differential forms on a compact Riemannian manifold with smooth boundary. This problem is a natural generalization of the classical Steklov problem on functions. We derive a number of upper and lower bounds for the first eigenvalue in several contexts: many of thes…

2011-05-13abs ↗pdf ↗

Study on biharmonic Steklov problems with Neumann boundary conditions and eigenvalue estimates.

problem Biharmonic Steklov problems with Neumann boundary conditions.
method Introduced a biharmonic Steklov problem and proved its well-posedness. Established eigenvalue estimates using Kuttler-Sigillito inequalities.
result Eigenvalue estimates for the biharmonic Steklov problem with Neumann boundary conditions.

This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus. Then we point out the link between error propagation and the concept of second ord…

2007-05-03abs ↗pdf ↗

In this paper we study spectral properties of Dirichlet-to-Neumann map on differential forms obtained by a slight modification of the definition due to Belishev and Sharafutdinov. The resulting operator ΛΛ is shown to be self-adjoint on the subspace of coclosed forms and to have purely discrete spectrum there.We inves…

2017-05-24abs ↗pdf ↗

Paper derives inequalities for eigenvalues of Witten-Laplacian under fixed volume constraint.

problem Eigenvalue inequalities of Witten-Laplacian on bounded domains.
method Rearrangement technique and trial functions under fixed weighted volume constraint.
result Several isoperimetric inequalities for eigenvalues of Witten-Laplacian.

We extend short-time existence and stability of the Dirichlet energy flow as proven in a previous paper by the authors to a broader class of energy functionals. Furthermore, we derive some monotonely decreasing quantities for the Dirichlet energy flow and investigate an equation of soliton type. In particular, we show …

2012-01-05abs ↗pdf ↗

Study introduces a variational approach for efficient KL divergence estimation in Dirichlet mixture models.

problem Efficient estimation of KL divergence in Dirichlet mixture models.
method Variational approach for a closed-form solution.
result Superior efficiency and accuracy compared to Monte Carlo methods.

Generalizes Black-Scholes model for option pricing under uncertainty.

problem Traditional Black-Scholes model for option pricing under uncertainty.
method Generalized Black-Scholes model using non-symmetric Dirichlet forms and abstract PDE theory.
result Well-posedness of the generalized model established.

We study the point of transition between complete and incomplete financial models thanks to Dirichlet Forms methods. We apply recent techniques, developped by Bouleau, to hedging procedures in order to perturbate parameters and stochastic processes, in the case of a volatility parameter fixed but uncertain for traders;…

2008-06-02abs ↗pdf ↗

On a compact Riemannian manifold with boundary, the absolute and relative cohomology groups appear as certain subspaces of harmonic forms. DeTurck and Gluck showed that these concrete realizations of the cohomology groups decompose into orthogonal subspaces corresponding to cohomology coming from the interior and bound…

2009-09-10abs ↗pdf ↗

Study estimates eigenvalues for concave Hessian operators on convex domains.

problem Estimating eigenvalues for concave elliptic Hessian operators.
method Investigates Dirichlet eigenvalue problem for a broad class of concave elliptic Hessian operators.
result Existence and properties of the first nonzero eigenvalue and eigenfunction.

We construct a new distribution for the simplex using the Kumaraswamy distribution and an ordered stick-breaking process. We explore and develop the theoretical properties of this new distribution and prove that it exhibits symmetry under the same conditions as the well-known Dirichlet. Like the Dirichlet, the new dist…

2019-05-28abs ↗pdf ↗

We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form f(Hess, u)=0 on a smoothly bounded domain D in R^n. In our approach the equation is replaced by a subset F of the space of symmetric nxn-matrices, with bdy(F) contined in the set {f=0}. We establish the existence and uniquenes…

2007-10-22abs ↗pdf ↗

We propose a deterministic numerical method for pricing vanilla options under the SABR stochastic volatility model, based on a finite element discretization of the Kolmogorov pricing equations via non-symmetric Dirichlet forms. Our pricing method is valid under mild assumptions on parameter configurations of the proces…

2018-01-08abs ↗pdf ↗

Improves posterior approximation speed for Dirichlet process mixture models.

problem Inefficiency of stochastic variational inference in large datasets.
method Uses stochastic gradient ascent with adaptive stepsize optimization.
result Adaptive stepsize improves speed and performance of posterior approximation.

In this short note, we solve a Dirichlet problem for a fully nonlinear elliptic equation. The operator is introduced by S. Donaldson and it is relevant to the geometry of the space of volume forms.

2008-10-22abs ↗pdf ↗

Study index bounds for harmonic maps sequences with bubbles.

problem Upper and lower bounds of index and nullity for harmonic maps.
method Study limiting behavior of eigenfunctions of linearized operator; diagonalize index form with bilinear form varying with sequence.
result Obtain index bounds and show convergence of eigenfunctions on weak limit, bubbles, and neck regions.

Proves a fundamental gap lower bound for horoconvex domains in hyperbolic space.

problem Proving a fundamental gap lower bound for horoconvex domains in hyperbolic space.
method Reduces the problem to a radial-height problem, compares Dirichlet forms with angular operators, and uses Green estimates.
result Establishes a polynomial \(D^{-3}\) scale fundamental gap lower bound.