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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.

168,657 papers · 148 categories

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223446669892 · Jun 202019922001200920172026
48 results for Grushin-type problem

We employ Grushin jets which are adapted to the geometry of Grushin-type spaces to obtain the existence-uniqueness of viscosity solutions to the (x)\infty(x)-Laplace equation in Grushin-type spaces. Due to the differences between Euclidean jets and Grushin jets, the Euclidean method of proof is not valid in this environ…

2015-09-07abs ↗pdf ↗

We study the problem of so-called geometric quantum confinement in a class of two-dimensional incomplete Riemannian manifold with metric of Grushin type. We employ a constant-fibre direct integral scheme, in combination with Weyl's analysis in each fibre, thus fully characterising the regimes of presence and absence of…

2018-09-18abs ↗pdf ↗

Study on heat flow across two half-lines with special boundary conditions.

problem Low energy mode of heat flow transmission across a Grushin-type cylinder.
method Analysis of heat equation with inverse-square potential and bridging boundary conditions.
result First insight into qualitative features of the heat flow solution at later times.

We consider a one-parameter family of Grushin-type singularities on surfaces, and discuss the possible diffusions that extend Brownian motion to the singularity. This gives a quick proof and clear intuition for the fact that heat can only cross the singularity for an intermediate range of the parameter. When crossing i…

2019-10-05abs ↗pdf ↗

The study examines optimal synthesis in a radially symmetric Grushin space with conditions on the weight function.

problem Optimal synthesis in a radially symmetric Grushin space with a weight function.
method Analysis of the geometry of R3\mathbb{R}^3 with a weighted Carnot-Carathéodory metric, providing conditions for Grushin-like structure, and describing optimal synthesis.
result Sufficient conditions on the weight function ensure a Grushin-like structure, and the candidate cut time coincides with the true cut time in the integrable case.

We survey the status of some decision problems for 3-manifolds and their fundamental groups. This includes the classical decision problems for finitely presented groups (Word Problem, Conjugacy Problem, Isomorphism Problem), and also the Homeomorphism Problem for 3-manifolds and the Membership Problem for 3-manifold gr…

2014-05-24abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

This paper solves the Christoffel problem in hyperbolic space and its equivalent on spheres.

problem Prescribing curvatures for convex hypersurfaces in hyperbolic space.
method Proving a full rank theorem to establish the existence of solutions.
result Existence of solutions to the Christoffel problem and its equivalent Nirenberg-Kazdan-Warner problem on spheres.

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we anal…

2016-09-18abs ↗pdf ↗

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.

problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.

The paper solves a generalized Christoffel-Minkowski problem using a curvature flow.

problem Solving the (p,q)-Christoffel-Minkowski problem.
method Investigating the problem via an expanding curvature flow.
result Existence and uniqueness of smooth solutions to the (p,q)-Christoffel-Minkowski problem.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

This is a survey of some problems in geometric group theory which I find interesting. The problems are from different areas of group theory. Each section is devoted to problems in one area. It contains an introduction where I give some necessary definitions and motivations, problems and some discussions of them. For ea…

2007-04-22abs ↗pdf ↗

We present updates to the problems on Hirzebruch's 1954 problem list focussing on open problems, and on those where substantial progress has been made in recent years. We discuss some purely topological problems, as well as geometric problems about (almost) complex structures, both algebraic and non-algebraic, about co…

2013-05-20abs ↗pdf ↗

We present 27 problems encountered in automating the translation of movie/TV show subtitles. We categorize each problem in one of the three categories viz. problems directly related to textual translation, problems related to subtitle creation guidelines, and problems due to adaptability of machine translation (MT) eng…

2019-09-04abs ↗pdf ↗

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…

2019-09-06abs ↗pdf ↗

This paper solves the dual Minkowski problem for q-torsional rigidity.

problem The dual Minkowski problem for q-torsional rigidity.
method Introduced the p-th dual q-torsional measure and solved the p-th dual Minkowski problem for q-torsional rigidity using a Gauss curvature flow.
result Existence of smooth even and non-even solutions to the p-th dual Minkowski problem for q-torsional rigidity.

Study on geometric variational problems for existence, regularity, and uniqueness of solutions.

problem Geometric variational problems, focusing on existence, regularity, and uniqueness of solutions.
method Formulated in Federer and Fleming's theory of currents, discussed the existence theory, and presented core ideas of the (interior) regularity theory for area-minimizing currents and optimal transport paths. Two original results on generic uniqueness of solutions were presented.
result Generic uniqueness of solutions for both Plateau's problem and optimal branched transport problem.

Solves a discrete logarithmic Minkowski problem for electrostatic p-capacity.

problem Characterize measures generated by electrostatic p-capacity.
method Solves the discrete logarithmic Minkowski problem for 1 < p < n.
result Solves the discrete logarithmic Minkowski problem for measures in general position.

Study on biharmonic Steklov problems with Neumann boundary conditions and eigenvalue estimates.

problem Biharmonic Steklov problems with Neumann boundary conditions.
method Introduced a biharmonic Steklov problem and proved its well-posedness. Established eigenvalue estimates using Kuttler-Sigillito inequalities.
result Eigenvalue estimates for the biharmonic Steklov problem with Neumann boundary conditions.

Machine learning reduces combinatorial optimization problem dimensions.

problem Reducing the complexity of large combinatorial optimization problems.
method Generalization of a machine learning model for problem reduction on TSP.
result Machine learning can predict which variables are not part of an optimal solution.

Study anisotropic flows solving Orlicz-Minkowski problems, proving existence and new results.

problem Anisotropic non-homogeneous Gauss curvature flows and Orlicz-Minkowski problems.
method Long-time existence and behavior analysis, parabolic approximation method, curvature flow.
result Existence and new results for Orlicz-Minkowski problems, including LpL_p versions.

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift ambiguity for one-dimensional diffusion processes. Analogously to the case of ordinary o…

2011-10-18abs ↗pdf ↗