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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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22 results for FEM

PINN-FEM combines PINNs and FEM for accurate Dirichlet boundary condition enforcement.

problem Challenges in enforcing Dirichlet boundary conditions in PINNs.
method Hybrid approach combining PINNs and FEM for strong boundary condition enforcement.
result PINN-FEM outperforms standard PINN models in accuracy and robustness.

Study uses FEM for HJB in option pricing with borrowing fees, improving accuracy and efficiency.

problem Optimal control problems in financial markets with frictions.
method Finite element method with non-uniform mesh, theta-scheme time integration, Newton-type algorithm.
result Efficient and accurate solution to HJB equation for option pricing with borrowing fees.

Paper uses IGA for efficient pricing of financial derivatives, comparing it to FDM and FEM.

problem Efficiently pricing complex financial derivatives with high accuracy.
method Isogeometric Analysis (IGA) for solving nonlinear Black-Scholes PDEs.
result IGA provides very accurate solutions with fewer knots, significantly reducing computational time.

A new method for pricing options with stochastic volatility and jumps.

problem Pricing options under stochastic volatility and jumps.
method Fourth-order compact finite-difference scheme with implicit-explicit Crank-Nicolson framework.
result The method achieves near-fourth-order spatial accuracy and up to two orders of magnitude lower runtime than quadratic finite elements.

SOLO uses DNN to optimize complex topology problems with reduced FEM calculations.

problem Optimizing materials distribution in complex domains with high computational cost.
method Integrates DNN with FEM calculations to learn and substitute objective functions dynamically.
result Optimum predicted by DNN converges to true global optimum through iterations.

This work proposes a novel method for interpolating ROMs without solving FEM models.

problem Interpolating ROMs for unseen parameter values without solving FEM models.
method Non-intrusive Space-Time POD interpolation on compact Stiefel manifolds.
result Robust ROMs derived for unseen parameter values with strong correlations to high-fidelity simulations.

EPGP surrogate outperforms finite elements in solving wave equations.

problem Benchmarking Gaussian Process surrogates vs. finite elements for wave equation solutions.
method EPGP uses penalized least squares and exponential-polynomial bases; CN-FEM employs Crank--Nicolson time stepping.
result EPGP achieves lower error than CN-FEM under matched degrees-of-freedom.

New method uses random features and Tikhonov regularization for operator learning from noisy data.

problem Accurate approximation of mappings between infinite-dimensional function spaces with reduced training time.
method Regularized random Fourier features (RRFF) coupled with finite element reconstruction (RRFF-FEM).
result The method achieves improved performance with reduced training time and noise robustness.

ARX models predict thermal behavior of WBG semiconductors accurately.

problem Thermal management challenges of WBG semiconductors.
method Use of ARX parametric models based on experimental measurements.
result ARX models provide accurate temperature predictions without detailed component information.

This work ensures stability in POD basis interpolation for pMOR in hyperelasticity.

problem Stability of POD basis interpolation on Grassmann manifolds for pMOR in hyperelasticity.
method Stability conditions derived from Grassmannian Exponential map and principal angles.
result Explicit stability conditions for practical pMOR applications and non-monotonic error behavior.

We present a local formulation for 2D Discrete Exterior Calculus (DEC) similar to that of the Finite Element Method (FEM), which allows a natural treatment of material heterogeneity (element by element). It also allows us to deduce, in a robust manner, anisotropic fluxes and the DEC discretization of the pullback of 1-…

2018-12-28abs ↗pdf ↗

Model trains passing events on a bridge using multilevel Gaussian process.

problem Represent aggregate train-passing events from a bridge monitoring system.
method Formulate a combined model with low-rank approximation hierarchical Gaussian process, incorporating domain expertise as constraints.
result Allow for simulation of previously unobserved train types.

Study uses neural processes to predict and classify crack patterns in moving disks.

problem Predicting and classifying crack patterns in moving disks.
method Peridynamic theory, Convolutional Neural Networks (CNNs), and Neural Processes.
result Neural Processes provide accurate predictions even with missing or insufficient data.

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In general, in order to solve PDEs that represent real systems to an acceptable degr…

2019-08-27abs ↗pdf ↗

Physics-informed deep learning for PDEs solves forward and inverse problems efficiently.

problem Solving forward and inverse problems in parametric PDEs efficiently and accurately.
method Physics-informed deep latent variable model (PDDLVM) combining deep neural networks, probabilistic modelling, and variational inference.
result Achieves up to three orders of magnitude speed-up compared to traditional FEM while providing coherent uncertainty estimates.