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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.

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48 results for Fredholm integrals

Machine learning for solving ill-conditioned Fredholm integrals.

problem Analytical continuation of quantum many-body physics spectra.
method Projected regression from a large database of solutions.
result Method performs as well or better than Maximum Entropy method.

Extends Chern character theory to dg algebras, proving index theorems and constructing path integrals.

problem Constructing Chern character for θ-summable Fredholm modules over dg algebras.
method Introduced θ-summable Fredholm modules, constructed Chern character as a cocycle, proved index theorem.
result Rigorous construction of path integral for N=1/2 supersymmetry satisfying localization formula.

The square root of Fredholm determinants causes numerical instabilities in option pricing models.

problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.

Study minimizes energy functionals with completely monotone kernels, finding analytic solutions.

problem Optimal portfolio liquidation under transient price impact.
method Characterizes minimizers via Fredholm integral equations of the second type.
result Minimizers are analytic and have power series development in even powers of distance.

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.

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.

The paper models and analyzes the dynamics of a limit order book using Hawkes processes.

problem Modeling the complex dynamics of a limit order book driven by market price and volume.
method Derives a scaling limit for an infinite dimensional model driven by Hawkes processes.
result The dynamics converge to a coupled SDE-ODE system, with specific limiting processes and intensities.

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.

Study of Dirac operators on non-compact manifolds, extending previous results.

problem Index of strongly Callias operators on Lorentzian manifolds with non-compact boundary.
method Analysis of hyperbolic Dirac-type operators with growing potential, Fredholm theory, and eta-invariant.
result Formula for the index in terms of local integrals and relative eta-invariant.

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.

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 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.

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 ↗

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.

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.

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.

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.

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.

Study on holomorphic discs in bundles over compact surfaces, proving Fredholm regularity under certain conditions.

problem Analyzing holomorphic discs with boundary on surfaces in vector bundles over compact manifolds.
method Proves Fredholm regularity for sections with a single complex point under specific conditions.
result Holomorphic discs are Fredholm regular under certain conditions, including neutral Kähler and symplectic actions.

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 ↗

Study on monopoles with singularities on 3-folds, proving Fredholmness and calculating L2L^2-indices.

problem Analyzing monopoles with Dirac-type singularities on 3-folds.
method Proving Fredholmness and calculating L2L^2-indices of Dirac operators of monopoles.
result Proved Fredholmness and calculated L2L^2-indices of Dirac operators of monopoles with Dirac-type singularities.

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.

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.

Researchers prove Fredholm conditions for differential operators on open manifolds.

problem Proving Fredholm conditions for differential operators on open manifolds.
method Using gluing procedures for groupoids and studying algebras of differential operators generated by these groupoids.
result Operators are Fredholm if elliptic and certain limit operators are invertible.

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 ↗

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 ↗

We study transversality for Lipschitz-Fredholm maps in the context of bounded Fréchet manifolds. We show that the set of all Lipschitz-Fredholm maps of a fixed index between Fréchet spaces has the transverse stability property. We give a straightforward extension of the Smale transversality theorem by using the general…

2015-08-21abs ↗pdf ↗

The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…

2009-04-05abs ↗pdf ↗

The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…

2010-03-23abs ↗pdf ↗

We describe two topologies on the space of unbounded Fredholm operators and we explain their K-theoretic relevance. In the process we also prove a very general result concerning the continuity of families of first order, elliptic boundary value problems.

2000-05-09abs ↗pdf ↗

We explain the topology of the space, so called, Fredholm-Lagrangian-Grassmannain and the quantity ``Maslov index'' for paths in this space based on the standard theory of Functional Analysis. Our standing point is to define the Maslov index for arbitrary paths in terms of the fundamental spectral property of the Fredh…

2003-11-27abs ↗pdf ↗

Researchers prove Fredholm property for Dirac operator on specific spacetimes.

problem Proving Fredholm property for Dirac operator on asymptotically static spacetimes.
method Combining time-dependent scattering theory and Egorov's theorem for pseudo-differential hyperbolic systems.
result The Dirac operator is Fredholm under Atiyah-Patodi-Singer boundary conditions.