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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.

168,742 papers · 148 categories

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316394125 · May 202619922001200920172026
48 results for Fredholm equation

Study the geometry of hydrodynamics equations using diffeomorphism groups.

problem Investigate the Euler equations and surface quasi-geostrophic equation family.
method Realize equations as geodesic equations on diffeomorphism groups and analyze Riemannian exponential maps.
result Show precise conditions for non-linear Fredholm maps of index 0.

Study the exponential map on surfaces using fluid dynamics.

problem Exponential map of volume-preserving diffeomorphisms on closed surfaces.
method Fluid dynamical proof of Ebin--Misiołek--Preston theorem and extension of Shnirelman's rigidity result.
result Exponential map is a nonlinear Fredholm mapping of index zero and Fredholm quasiregular.

Novel approach to Nash equilibrium in mean-field stochastic games with operator resolvents.

problem Finding Nash equilibrium in mean-field stochastic games with mean-field interaction.
method Proposed a novel approach to derive Nash equilibrium semi-explicitly using operator resolvents and stochastic Fredholm equations.
result Equilibrium of the NN-player game converges to mean-field equilibrium, and ε\varepsilon-Nash equilibrium derived as a by-product.

Paper develops semi-analytic method for American options in time-dependent jump-diffusion models.

problem Pricing American options in models with time-dependent and exponential jumps.
method Generalizes existing methods for barrier and American options to handle arbitrary time dependencies and solves the problem through algebraic and Fredholm-Volterra equations.
result Presents a semi-analytic solution for American options in time-dependent jump-diffusion models with exponential jumps.

Proves wave equation solutions in Kerr-de Sitter spacetime have specific asymptotic expansions.

problem Analyzing solutions to wave equations in Kerr-de Sitter spacetime.
method Developed a Fredholm setup for quasinormal modes and analyzed trapping of lightlike geodesics.
result Proves asymptotic expansions of wave equation solutions up to a decay order.

New methods show quasinormal modes can be defined using various stationary Killing vectors.

problem Proving asymptotic expansions for wave equations in Kerr-de Sitter spacetimes.
method New definition of quasinormal modes using different stationary Killing vectors.
result Horizon Killing vector fields work for analysis, simplifying the problem.

Optimal trading strategy under market resistance and concave price impact model.

problem Optimal trading in a market with endogenous resistance and concave price impact.
method Modeling market resistance, deriving a stochastic Fredholm equation, proving existence and uniqueness, proposing an iterative scheme.
result Existence and uniqueness of optimal control under certain conditions, exponential convergence of iterative scheme.

The Fredholm integral equation of the first kind improves solutions for ill-posed supervised learning problems with limited data.

problem Ill-posed supervised learning problems with insufficient data.
method Using the Fredholm integral equation of the first kind (FIFK) with semi-supervised assumptions and MSDF methods.
result Improved accuracy and stability in solutions for ill-posed problems.

The paper calculates indices for families of Fredholm operators and their extensions.

problem Calculating indices for families of Fredholm operators and their extensions.
method Passing from a Fredholm operator to its graph, deforming the horizontal subspace.
result Index formulas for families of Fredholm realizations and self-adjoint extensions.

We review the concepts of the index of a Fredholm operator, the spectral flow of a curve of self-adjoint Fredholm operators, the Maslov index of a curve of Lagrangian subspaces in symplectic Hilbert space, and the eta invariant of operators of Dirac type on closed manifolds and manifolds with boundary. We emphasize var…

2003-04-15abs ↗pdf ↗

We demonstrate that the surface quasi-geostrophic (SQG) equation given by θt+<u,θ>=0,      θ=×(Δ)1/2u,θ_t + \left<u, \nabla θ\right>= 0,\;\;\; θ= \nabla \times (-Δ)^{-1/2} u, is the geodesic equation on the group of volume-preserving diffeomorphisms of a Riemannian manifold MM in the right-invariant H˙1/2\dot{H}^{-1/2} metric. We show by exampl…

2015-09-26abs ↗pdf ↗

Novel boundary integral equations for Dirac operators in 3D Lipschitz domains.

problem Developing equations for Dirac operators in complex 3D domains.
method First-kind boundary integral equations, generalized Garding inequalities, Fredholm operators, finite dimensional kernels, Betti numbers.
result Finite dimensional kernels equal to the sum of Betti numbers, explaining the bilinear forms.

On any given compact (n+1)-manifold M with non-empty boundary, it is proved that the moduli space of Einstein metrics on M is a smooth, infinite dimensional Banach manifold under a mild condition on the fundamental group. Thus, the Einstein moduli space is unobstructed. The Dirichlet and Neumann boundary maps to data o…

2006-12-21abs ↗pdf ↗

Optimal portfolio choice with cross-impact propagators, solving complex equations.

problem Maximizing revenue-risk in a continuous-time portfolio choice problem with cross-impact.
method Formulated as a maximization problem, solved explicitly using operator resolvents and stochastic Fredholm equations.
result Sufficient conditions for the absence of price manipulation, providing financial insights.

Classifies non-linear Fredholm maps linking to stable homotopy groups of spheres.

problem Classifying non-linear proper Fredholm maps between Hilbert spaces.
method Using stable homotopy groups of spheres to classify maps up to proper homotopy.
result Determines the non-trivial kernel of the map from stable homotopy groups to non-linear proper Fredholm maps.

New geometric insights reveal the persistence distribution in spin systems.

problem Determining the full persistence probability distribution in non-Markovian stochastic processes.
method Exact Fredholm Pfaffian structure and Painlevé VI system analysis.
result Recovery of the universal persistence exponent and its geometric interpretation.

The study examines numerical aspects of Karhunen-Loève expansions for stochastic processes.

problem Constructing Karhunen-Loève expansions for second-order stochastic processes.
method Spectral decomposition of covariance operator via Fredholm integral equation, discretization, singular value decomposition of weight-scaled sample matrix.
result Consistent solutions for model-based and data-driven KLE construction, characterized by convergence of SVD-based eigenvalue estimates and KL coefficients distributions.

We construct a Fredholm module on self-similar sets such as the Cantor dust, the Sierpinski carpet and the Menger sponge. Our construction is a higher dimensional analogue of Connes' combinatorial construction of the Fredholm module on the Cantor set. We also calculate the Dixmier trace of two operators induced by the …

2019-12-12abs ↗pdf ↗

New Fredholm criteria for pseudodifferential operators on manifolds.

problem Characterizing the Fredholm property of GG-pseudodifferential operators.
method General Simonenko principle applied to GG-pseudodifferential operators on Sobolev spaces of sections of vector bundles.
result Derivation of novel Fredholm criteria and further characterization for finite groups.

Study shows Fredholmness of a Lorentzian Dirac operator on spacetimes.

problem Analyzing Fredholmness of a Lorentzian Dirac operator on spacetimes.
method Investigates Fredholmness of a (spatial) Γ-invariant Lorentzian Dirac operator under (anti) Atiyah-Patodi-Singer boundary conditions.
result Demonstrates Fredholmness of the operator in the von Neumann sense.

Sharp Sobolev theory for scalar elliptic equations on minimal regular manifolds.

problem Well-posedness and regularity for scalar elliptic equations on manifolds of minimal regularity.
method Localization and flat domain techniques combined with Calderón–Zygmund theory and Fredholm alternative.
result Sharp LpL^p-based Sobolev regularity for scalar elliptic problems on manifolds of minimal regularity.

Derives Fredholm criteria for isotypical components from a Simonenko principle.

problem Finding Fredholm conditions for isotypical components of invariant pseudodifferential operators.
method General Simonenko's local principle and equivariant local principle for restriction to isotypical components.
result Full proof of equivariant local principle and extension of results.

Survey of geometry developments, including complex structures on surfaces.

problem Enumerative geometry and complex structures on surfaces.
method Differential and algebraic geometry, nonlinear elliptic PDEs.
result Extensions to 4-manifolds and complex structures on surfaces of general type.

We associate to a parametrized family ff of nonlinear Fredholm maps possessing a trivial branch of zeroes an {\it index of bifurcation} β(f)β(f) which provides an algebraic measure for the number of bifurcation points from the trivial branch. The index β(f)β(f) is derived from the index bundle of the linearization of the …

2010-05-07abs ↗pdf ↗

New rigidity theorems for spin fill-ins with non-negative scalar curvature.

problem Mean curvature rigidity for spin fill-ins with non-negative scalar curvature.
method Two spinorial techniques: extending boundary spinors and comparison using index theory.
result New Witten-type integral inequality for the mass of asymptotically Schwarzschild manifolds.

This article provides a version of scale calculus geared towards a notion of (nonlinear) Fredholm maps between certain types of Frechet spaces, retaining as many as possible of the properties Fredholm maps between Banach spaces enjoy, and the existence of a constant rank theorem for such maps. It does so by extending t…

2016-02-23abs ↗pdf ↗

The spectral flow theorem is applied to operators on finite intervals.

problem Operators on finite intervals without boundary conditions are not Fredholm.
method Interpolation theory is used to define boundary conditions making the operators Fredholm. The spectral flow theorem is applied to find the Fredholm index.
result The Fredholm index is given by the spectral flow of the operator path.

The abstract extends deformation and tangent groupoid constructions to infinite-dimensional manifolds.

problem Deformation and tangent groupoid constructions for infinite-dimensional manifolds.
method Extending finite-dimensional constructions to Banach and Fredholm manifolds.
result Induced generalized filtrations of tangent bundles and groupoids.

We prove regularity for a class of boundary value problems for first order elliptic systems, with boundary conditions determined by spectral decompositions, under coefficient differentiability conditions weaker than previously known. We establish Fredholm properties for Dirac-type equations with these boundary conditio…

2003-07-21abs ↗pdf ↗

Study well-posedness of generalized Stokes operator on cylindrical domains.

problem Analyzing the generalized Stokes operator on domains with cylindrical ends.
method Using layer potentials and developing algebra tools for limit and jump relations.
result Well-posedness results for the associated Stokes boundary value problem.

Study perturbs APS boundary conditions for Lorentzian Dirac operators.

problem Maintaining Fredholmness of Dirac operators under perturbations of APS boundary conditions.
method Develop criteria for perturbing compact pairs of projections to remain Fredholm.
result Criteria for perturbing APS boundary conditions without losing Fredholmness.

Develops semi-closed form solutions for barrier and American options on time-dependent OU process.

problem Valuation of barrier and American options on a time-dependent Ornstein-Uhlenbeck process.
method Semi-closed form solutions involving numerical solution of Fredholm equations and integration of Jacobi theta functions.
result Method is more efficient than backward finite difference method and can be as efficient as forward finite difference solver with better accuracy and stability.

We show that the existence of a Fredholm element of the zero calculus of pseudodifferential operators on a compact manifold with boundary with a given elliptic symbol is determined, up to stability, by the vanishing of the Atiyah-Bott obstruction. It follows that, up to small deformations and stability, the same symbol…

2006-07-06abs ↗pdf ↗

In this paper we address the problem of estimating the ratio qp\frac{q}{p} where pp is a density function and qq is another density, or, more generally an arbitrary function. Knowing or approximating this ratio is needed in various problems of inference and integration, in particular, when one needs to average a func…

2013-04-20abs ↗pdf ↗

We describe a (nonlinear) Fredholm theory for a new class of ambient spaces, as well as for a certain type of categories. The theory is illustrated by an application to the category of stable maps.

2014-12-13abs ↗pdf ↗

Novel method uses Gaussian process to estimate particle sizes from scattering data.

problem Estimating particle size distributions from noisy optical scattering measurements.
method Constrained Gaussian process regression with normalization constraints.
result Accurately reconstructs particle size distributions from noisy data.