Research
On-device research index

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

Trend · papers per month

2985978951,193 · Jun 202019922001200920172026
48 results for Euler methods

Two methods improve simulation of European call options under Heston model.

problem Efficient simulation of European call options under Heston model.
method Two strongly convergent and positivity-preserving methods for Cox-Ingersoll-Ross process under Lamperti transformation: truncated Euler and backward Euler methods.
result Explicit truncated Euler method is computationally effective and robust under high volatility, while implicit backward Euler method provides high accuracy and stability.

In this article, we show how to embed the so-called CH2 equations into the geodesic flow of the Hdiv metric in 2D, which, itself, can be embedded in the incompressible Euler equation of a non compact Riemannian manifold. The method consists in embedding the incompressible Euler equation with a potential term coming fro…

2018-04-30abs ↗pdf ↗

Forward-Euler fails for simulating Wasserstein gradient flows with KL divergence.

problem Simulating Wasserstein gradient flows with forward-Euler discretization fails for KL divergence.
method Forward-Euler discretization for Wasserstein gradient flows with KL divergence.
result Forward-Euler discretization can be incorrect for Wasserstein gradient flows with KL divergence.

This paper classifies regular maps with Euler characteristic -p^4 for a prime p≥5.

problem Classify regular maps on surfaces with Euler characteristic -p^4.
method Use inductive method and properties of Sylow p-subgroups to classify.
result Closed surfaces with Euler characteristic -p^4 support no regular maps if p∉{2,3,5,7,13}.

Develops methods for constructing exact, non-stationary solutions to Euler equations.

problem Constructing exact, non-stationary solutions to the incompressible Euler equations.
method Arnold's geometric framework with a generalized Coriolis force.
result Explicit, smooth, global-in-time solutions on curved surfaces and three-dimensional manifolds.

New method improves Euler approximation for local stochastic volatility models.

problem Well-posedness of Euler approximation for local stochastic volatility models.
method Start with a well-defined Euler approximation to the formal McKean-Vlasov equation, followed by a half-step scheme.
result Showed weak order one for the Euler discretization, plus error terms.

New Euler characteristics for groupoids generalize orbifold Euler characteristics.

problem Generalizing orbifold Euler characteristics to non-orbifold groupoids.
method Introducing two Euler characteristics for groupoids, using o-minimal structures, and relating them to orbifold Euler characteristics.
result The two new Euler characteristics coincide and generalize orbifold Euler characteristics.

New invariant csmc_{sm} simplifies computing geometric invariants of recursive group orbits.

problem Computing geometric invariants of recursive group orbits is hard.
method Introduced new invariant csmc_{sm} and used it to compute invariants explicitly.
result Explicit formulas for local Euler obstructions and sectional Euler characteristics.

In recent years, total variation (TV) and Euler's elastica (EE) have been successfully applied to image processing tasks such as denoising and inpainting. This paper investigates how to extend TV and EE to the supervised learning settings on high dimensional data. The supervised learning problem can be formulated as an…

2012-06-18abs ↗pdf ↗

Paper studies particle method for LSV model calibration, proving convergence and error bounds.

problem Calibration of local-stochastic volatility models with open well-posedness question.
method Regularized Euler--Maruyama scheme for particle approximation of McKean--Vlasov dynamics.
result Strong convergence of the Euler--Maruyama scheme with rate 1/2 in step-size.

Euler and Delisle developed a map method for the Russian Empire, which is now outperformed by the Lambert conformal conical projection.

problem Mapping a country onto a flat map while minimizing distortion.
method Developed a heuristic method for mapping the Russian Empire, which was later named Delisle--Euler map.
result The Lambert conformal conical projection outperforms the Delisle--Euler map in several respects.

New evidence supports the Euler class one conjecture for tight contact structures.

problem Euler class one conjecture for taut foliations and tight contact structures.
method Analysis of tight contact structures and counterexamples to the conjecture.
result Counterexamples to the Euler class one conjecture for taut foliations are also Euler classes of tight contact structures.

New time series generation models improve accuracy and correlation identification.

problem Generating accurate and correlated time series from limited data.
method Conditional Euler Generator (CEGEN) using Euler discretization of SDEs and Wasserstein metrics.
result CEGEN outperforms state-of-the-art models on various metrics and real-world datasets.

It is well known that the Euler characteristic of an odd dimensional compact manifold is zero. An Euler complex is a combinatorial analogue of a compact manifold. We present here an elementary proof of the corresponding result for Euler complexes.

2013-02-22abs ↗pdf ↗

In this paper, we study Euler classes in groups of homeomorphisms of Seifert fibered 3-manifolds. We show that, in contrast to the familiar Euler class for Homeo0(S1)δ\mathrm{Homeo}_0(S^1)^δ, these Euler classes for Homeo0(M3)δ\mathrm{Homeo}_0(M^3)^δ are unbounded classes. In fact, we give examples of flat topological M bundles over a g…

2017-09-11abs ↗pdf ↗

Schwarzian derivative connects to Euler-Lagrange equations in variational calculus.

problem Understanding the relationship between the Schwarzian derivative and variational equations.
method Analyzing the Schwarzian derivative as a first integral and Euler-Lagrange operator for specific variations.
result The Schwarzian derivative is both a first integral and the Euler-Lagrange operator for a certain class of variations.

Co-Euler structures were studied by Burghelea and Haller on closed manifolds as dual objects to Euler structures. We extend the notion of co-Euler structures to the situation of compact manifolds with boundary. As an application, by studying their variation with respect to smooth changes of the Riemannian metric, co-Eu…

2014-03-05abs ↗pdf ↗

Euler calculus is based on integrating simple functions with respect to the Euler characteristic. This paper makes the case for extending Euler calculus to continuous integrands by integrating with respect to (Gaussian) curvature. This requires a metric but is nevertheless defined within any O-minimal theory. It satisf…

2015-11-01abs ↗pdf ↗

This work improves the Euler method for masked diffusion models, providing tighter convergence guarantees.

problem Improving the convergence rates of masked diffusion models.
method Developed a direct total-variation (TV) based analysis for the Euler method, relaxing assumptions and improving parameter dependencies.
result Established convergence guarantees for the Euler sampler without requiring surrogate initialization, and provided a tight lower bound.

The paper explores capital allocation using Euler formula with VaR and ES, revealing non-monotonicity and providing estimation methods.

problem Non-monotonicity in VaR-based capital allocation and the need for consistent risk measures.
method Use of Euler formula, Value-at-Risk (VaR), Expected shortfall (ES), simulation, and Markov chain Monte Carlo.
result Capital allocation with VaR is not monotonous, and consistent risk measures are crucial.

Geometric mechanics approach to constrained and floating multibody systems using Hamel's equations.

problem Analytical mechanics of constrained and floating multibody systems.
method Geometric approach using bundle structures and connections, with Hamel's equations as a universal non-holonomic formulation.
result Achieved intrinsic splitting and inertial decoupling of reduced Euler-Lagrange equations.

Study Euler obstruction of 1-forms on determinantal singularities.

problem Understanding the Euler obstruction of 1-forms on determinantal singularities.
method Investigation of connections between local Euler obstruction and PHN index.
result Explicit computations of Euler obstruction for specific singularities.

Formula for Euler characteristic of moduli spaces of Abelian differentials.

problem Computing the Euler characteristic of moduli spaces of Abelian differentials.
method Intersection theory on the smooth compactification by multi-scale differentials, Euler sequence for cotangent bundle, and tools in the Chow ring.
result Formula for the full Chern polynomial of the cotangent bundle.

The paper extends Euler class theory to measurable cocycles.

problem Understanding the structure of measurable cocycles and their cohomology.
method Constructing a parametrized Euler class in bounded cohomology and studying semicohomologous cocycles.
result The parametrized Euler class vanishes if and only if the cocycle can be lifted and admits an equivariant family of points.

We compute the Euler characteristics of the recently discovered series of Gothic Teichmüller curves. The main tool is the construction of 'Gothic' Hilbert modular forms vanishing at the images of these Teichmüller curves. Contrary to all previously known examples, the Euler characteristic is not proportional to the Eul…

2018-07-26abs ↗pdf ↗

An explicit construction of closed, orientable, smooth, aspherical 4-manifolds with any odd Euler characteristic greater than 12 is presented. The manifolds constructed here are all Haken manifolds in the sense of B. Foozwell and H. Rubinstein and can be systematically reduced to balls by suitably cutting them open alo…

2017-10-17abs ↗pdf ↗

Proves a generalized table theorem for odd Euler characteristic surfaces.

problem Proving a generalized table theorem for surfaces with odd Euler characteristic.
method Using the square peg problem for smooth curves, the result is generalized to real valued functions on Riemannian surfaces with odd Euler characteristic.
result Proves the table conjecture for even functions on the two sphere.