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

4691137182 · Jun 202019922001200920172026
48 results for Finite-Time Behavior

The article explores Helfrich flow with spontaneous curvature, finding singularities and convergence behaviors.

problem Understanding the long-time behavior of Helfrich flow with spontaneous curvature.
method Analyzing the gradient flow of a locally area- and volume-constrained Willmore flow, and applying it to the Helfrich flow.
result For negative spontaneous curvature, the Helfrich flow exhibits finite-time singularities; for positive spontaneous curvature, it converges globally.

We investigate the limiting behavior of the unnormalized Kahler-Ricci flow on a Kahler manifold with a polarized initial Kahler metric. We prove that the Kahler-Ricci flow becomes extinct in finite time if and only if the manifold has positive first Chern class and the initial Kahler class is proportional to the first …

2009-05-07abs ↗pdf ↗

Study on fake stationary Volterra Heston model for non-stationary processes.

problem Non-stationary nature of true Volterra equations.
method Weak notion of stationarity (fake stationary regime) for inhomogeneous affine Stochastic Volterra equations.
result Existence of limiting distributions in the long run, which may depend on initial state.

We show precompactness results for solutions to parabolic fourth order geometric evolution equations. As part of the proof we obtain smoothing estimates for these flows in the presence of a curvature bound, an improvement on prior results which also require a Sobolev constant bound. As consequences of these results we …

2011-03-21abs ↗pdf ↗

We present a plausible micro-founded model for the previously postulated power law finite time singular form of the crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation picture of the network of traders and the concept that clusters of connected tr…

2016-01-28abs ↗pdf ↗

We establish fundamental results for a parabolic flow of Riemannian metrics introduced by Bahuaud-Helliwell in arXiv:1010:4287v1 which is based on the Fefferman-Graham ambient obstruction tensor. First, we obtain local L2L^2 smoothing estimates for the curvature tensor and use them to prove pointwise smoothing estimate…

2015-06-05abs ↗pdf ↗

The study examines the long-term behavior of mean curvature flows in closed 3-manifolds.

problem Understanding the long-term behavior of mean curvature flows in closed 3-manifolds.
method The approach involves constructing piecewise almost regular flows and applying perturbative arguments.
result The study constructs minimal surfaces in 3-manifolds via parabolic methods.

We consider the evolution by mean curvature flow of a closed submanifold of the complex projective space. We show that, if the submanifold has small codimension and satisfies a suitable pinching condition on the second fundamental form, then the evolution has two possible behaviors: either the submanifold shrinks to a …

2015-02-02abs ↗pdf ↗

In this paper, we study multi-armed bandit problems in explore-then-commit setting. In our proposed explore-then-commit setting, the goal is to identify the best arm after a pure experimentation (exploration) phase and exploit it once or for a given finite number of times. We identify that although the arm with the hig…

2019-04-30abs ↗pdf ↗

In this paper, we first derive a pinching estimate on the traceless Ricci curvature in term of scalar curvature and Weyl tensor under the Ricci flow. Then we apply this estimate to study finite-time singularity behavior. We show that if the scalar curvature is uniformly bounded, then the Weyl tensor has to blow up, as …

2010-10-28abs ↗pdf ↗

The paper studies mean curvature flow of spacelike-convex submanifolds in pseudo-Euclidean space.

problem Mean curvature flow of spacelike-convex submanifolds in pseudo-Euclidean space.
method Analysis of natural curvature pinching and noncollapsing quantities under mean curvature flow.
result The mean curvature flow deforms any initial spacelike-convex submanifold to a point in finite time, and is asymptotic to a shrinking sphere in a maximally spacelike subspace.

We study the behavior of the Kähler-Ricci flow on some Fano bundle which is a trivial bundle on one Zariski open set. We show that if the fiber is Pm\mathbb{P}^{m} blown up at one point or some weighted projective space blown up at the orbifold point and the initial metric is in a suitable kähler class, then the fibers…

2016-10-11abs ↗pdf ↗

This work concerns with the existence and detailed asymptotic analysis of Type II singularities for solutions to complete non-compact conformally flat Yamabe flow with cylindrical behavior at infinity. We provide the specific blow-up rate of the maximum curvature and show that the solution converges, after blowing-up a…

2018-09-14abs ↗pdf ↗

We study the Hermitian curvature flow of locally homogeneous non-Kähler metrics on compact complex surfaces. In particular, we characterize the long-time behavior of the solutions to the flow. We also provide the first example of a compact complex non-Kähler manifold admitting a finite time singularity for the Hermitia…

2019-06-27abs ↗pdf ↗

We investigate the scalar curvature behavior along the normalized conical Kähler-Ricci flow ωtω_t, which is the conic version of the normalized Kähler-Ricci flow, with finite maximal existence time T<T<\infty . We prove that the scalar curvature of ωtω_t is bounded from above by C/(Tt)2C/(T-t)^2 under the existence of a con…

2016-07-11abs ↗pdf ↗

Study finite time singularities in Ricci flow with bounded scalar curvature.

problem Understanding finite time singularities in Ricci flow with bounded scalar curvature.
method Analyzing blow-up sequences of locally Type I singularities.
result Every blow-up sequence of a locally Type I singularity has a specific property.

The paper analyzes deep neural networks using control theory to set a time limit for their convergence.

problem Understanding the finite-time convergence of deep neural networks.
method Lyapunov based analysis of the loss function, control theory framework, finite-time control of non-linear systems.
result A priori guarantees of finite-time convergence for deep neural networks are provided.

MAFLA improves sampling from heavy-tailed distributions using MH-inspired corrections.

problem Sampling from heavy-tailed and multimodal distributions when neither target nor proposal densities can be evaluated.
method Metropolis-Adjusted Fractional Langevin Algorithm (MAFLA) with Score Balance Matching.
result MAFLA significantly improves finite-time sampling accuracy over unadjusted fractional Langevin dynamics.

We show that if on a compact Kahler threefold there is a solution of the Kahler-Ricci flow which encounters a finite time collapsing singularity, then the manifold admits a Fano fibration. Furthermore, if there is finite time extinction then the manifold is Fano and the initial class is a positive multiple of the first…

2015-07-30abs ↗pdf ↗

We consider the question of whether solutions of variants of Teichmüller harmonic map flow from surfaces MM to general targets can degenerate in finite time. For the original flow from closed surfaces of genus at least 22, as well as the flow from cylinders, we prove that such a finite-time degeneration must occur in…

2018-07-17abs ↗pdf ↗

We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration inequality, proved using the same method. Together these constitute a finite-time versi…

2014-05-12abs ↗pdf ↗

We consider two types of pp-centro affine flows on smooth, centrally symmetric, closed convex planar curves, pp-contracting, respectively, pp-expanding. Here pp is an arbitrary real number greater than 1. We show that, under any pp-contracting flow, the evolving curves shrink to a point in finite time and the only…

2012-05-29abs ↗pdf ↗

Study of deep neural networks using finite-time Lyapunov exponents.

problem Understanding the geometric structures in input space formed by deep neural networks.
method Analogy with dynamical systems, computing finite-time Lyapunov exponents.
result Ridges of large positive exponents divide input space into regions associated with different classes.

When the Poincaré map associated with a periodic orbit of a hybrid dynamical system has constant-rank iterates, we demonstrate the existence of a constant-dimensional invariant subsystem near the orbit which attracts all nearby trajectories in finite time. This result shows that the long-term behavior of a hybrid model…

2011-09-08abs ↗pdf ↗

Study on SA with heavy-tailed and LRD noise, establishing finite-time bounds.

problem Analyzing stochastic approximation under heavy-tailed and LRD noise.
method Noise-averaging argument to regularize impact of non-classical noise.
result Established first finite-time moment bounds for SA under heavy-tailed and LRD noise.

We present a novel analysis extending the recent work of Mizuno et al. [2002] on the hyperinflations of Germany (1920/1/1-1923/11/1), Hungary (1945/4/30-1946/7/15), Brazil (1969-1994), Israel (1969-1985), Nicaragua (1969-1991), Peru (1969-1990) and Bolivia (1969-1985). On the basis of a generalization of Cagan's model …

2003-01-06abs ↗pdf ↗

First-order method solves stochastic bilevel optimization with linear constraints.

problem Stochastic bilevel optimization with linear constraints and noise.
method Developed a novel framework using gradient-based techniques and smoothed penalty functions.
result Achieved finite-time convergence guarantees for (δ,ε)(δ, ε)-Goldstein stationary points.

In this paper, we consider multi-agent learning via online gradient descent in a class of games called λλ-cocoercive games, a fairly broad class of games that admits many Nash equilibria and that properly includes unconstrained strongly monotone games. We characterize the finite-time last-iterate convergence rate for …

2020-02-23abs ↗pdf ↗

Imitative and contrarian behaviors are the two typical opposite attitudes of investors in stock markets. We introduce a simple model to investigate their interplay in a stock market where agents can take only two states, bullish or bearish. Each bullish (bearish) agent polls m "friends'' and changes her opinion to bear…

2001-09-21abs ↗pdf ↗

The paper analyzes finite-time singularities in Spin(7)-structure flows using Shi-type estimates.

problem Analyzing finite-time singularities in Spin(7)-structure flows.
method Proves Shi-type derivative estimates and shows that Λ(x,t) must blow up at finite-time singularities.
result Establishes a general analytic framework for studying Spin(7)-structure flows.