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.
Predicts coherence from quantum heat engine noise using machine learning.
A new sampler tackles critical phenomena by leveraging scale invariance.
We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, which cannot be achieved by conventional methods, such as the Metropolis-Hastings algorithm or the heat bath algorithm (Gib…
We present an extension of the ergodic, mixing, and Bernoulli levels of the ergodic hierarchy for statistical models on curved manifolds, making use of elements of the information geometry. This extension focuses on the notion of statistical independence between the microscopical variables of the system. Moreover, we e…
The collective phenomena of a liquid market is characterized in terms of a particle system scenario. This physical analogy enables us to disentangle intrinsic features from purely stochastic ones. The latter are the result of environmental changes due to a `heat bath' acting on the many-asset system, quantitatively des…
In the theory of riskfree hedges in continuous time finance, one can start with the delta-hedge and derive the option pricing equation, or one can start with the replicating, self-financing hedging strategy and derive both the delta-hedge and the option pricing partial differential equation. Approximately reversible tr…
Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.
We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock T_{c} to be the time for which the market volatility V(T_{c}) has a peak that exceeds a predetermined threshold. The cascade of high volatility "aftershocks" triggered by the "main shock" is …
Quantum annealing improves VB inference, avoiding local minima.
We highlight a pitfall when applying stochastic variational inference to general Bayesian networks. For global random variables approximated by an exponential family distribution, natural gradient steps, commonly starting from a unit length step size, are averaged to convergence. This useful insight into the scaling of…
Study of autocorrelation times in neural MCMC simulations for the 2D Ising model.
In earlier work, we provided a general description of the forces of attraction and repulsion, encountered by two parallel vertical plates of infinite extent and of possibly differing materials, when partially immersed in an infinite liquid bath and subject to surface tension forces. In the present study, we examine som…
A new method called MCLMC avoids dissipation in sampling from canonical distributions.
The paper compares heat kernels on manifolds with Robin boundary conditions.
We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the difference of the approximate heat kernel and the true heat kernel. We use this…
Study on biharmonic map heat flow with monotonicity formula.
Study on uniquely determining thermal properties from boundary temperature and heat flux measurements.
Understanding the heat usage of customers is crucial for effective district heating operations and management. Unfortunately, existing knowledge about customers and their heat load behaviors is quite scarce. Most previous studies are limited to small-scale analyses that are not representative enough to understand the b…
We consider Laplacians acting on sections of homogeneous vector bundles over symmetric spaces. By using an integral representation of the heat semi-group we find a formal solution for the heat kernel diagonal that gives a generating function for the whole sequence of heat invariants. We show explicitly that the obtaine…
The heat kernel for the Cauchy-Riemann subLaplacian on S(2n+1) is derived in a manner which is completely analogous to the classical derivation of elliptic heat kernels. This suggests that the classical hamiltonian construction of elliptic heat kernels, with appropriate modifications, does yield heat kernels for subell…
The paper studies heat kernel asymptotics and proves Morse inequalities.
Derives gradient estimates for CR heat equation on pseudo-Hermitian manifolds.
New heat equation method solves intertwining problems in CR geometry.
The Liouville theorem is proven for V T-harmonic map heat flow.
We consider Laplacians acting on sections of homogeneous vector bundles over symmetric spaces. By using an integral representation of the heat semi-group we find a formal solution for the heat kernel diagonal that gives a generating function for the whole sequence of heat invariants. We argue that the obtained formal s…
Paper studies heat flow for maps on manifolds, avoiding singularities.
In this paper, we first give a direct proof for two recurrence relations of the heat kernels for hyperbolic spaces in \cite{DM}. Then, by similar computation, we give two similar recurrence relations of the heat kernels for spheres. Finally, as an application, we compute the diagonal of heat kernels for odd dimensional…
Formulae connect heat kernels on glued manifolds.
Proves upper bounds for heat kernels evolving on manifolds.
This paper describes results characterizing the range of the time-t heat operator on various manifolds, including Euclidean spaces, spheres, and hyperbolic spaces. The guiding principle behind these results is this: The functions in the range of the heat operator should be, roughly, those functions having an analytic c…
Study on biharmonic heat equation on manifolds with curvature constraints.
Derives properties of heat kernel for Rumin complex on Heisenberg groups.
The paper studies heat kernels on weighted Riemannian manifolds with curvature bounds.
In this paper we give Hamilton's Laplacian estimates for the heat equation on complete noncompact manifolds with nonnegative Ricci curvature. As an application, combining Li-Yau's lower and upper bounds of the heat kernel, we give an estimate on Laplacian form of the heat kernel on complete manifolds with nonnegative R…
Paper studies smoothness of bi-conformal heat flow on 4-manifolds.
Study heat content in sub-Riemannian manifolds, obtaining asymptotic expansion.
In this paper, we study two kind of L^2 norm preserved non-local heat flows on closed manifolds. We first study the global existence, stability and asymptotic behavior to such non-local heat flows. Next we give the gradient estimates of positive solutions to these heat flows.
The paper develops heat kernel comparison theorems and applies them to spectral geometry.
Heat flow fails to preserve concavity in curved spaces.
We develop a new method for the calculation of the heat trace asymptotics of the Laplacian on symmetric spaces that is based on a representation of the heat semigroup in form of an average over the Lie group of isometries and obtain a generating function for the whole sequence of all heat invariants.
Bounds on Hessian of heat equation coupled with Ricci flow.
We study new invariants of elliptic partial differential operators acting on sections of a vector bundle over a closed Riemannian manifold that we call the relativistic heat trace and the quantum heat traces. We obtain some reduction formulas expressing these new invariants in terms of some integral transforms of the u…
Exponential rate of convergence for harmonic heat flow maps.
From the uniformization theorem, we know that every Riemann surface has a simply-connected covering space. Moreover, there are only three simply-connected Riemann surfaces: the sphere, the Euclidean plane, and the hyperbolic plane. In this paper, we collect the known heat kernels, or Green's functions, for these three …
In a 1991 paper by Buttig and Eichhorn, the existence and uniqueness of a differential forms heat kernel on open manifolds of bounded geometry was proven. In that paper, it was shown that the heat kernel obeyed certain properties, one of which was a relationship between the derivative of heat kernel of different degree…
This paper proposes an unsupervised learning method to solve heat equations on chips.
New heat semigroup characterizes Sobolev and BV spaces in Carnot groups.
Heat kernel estimates on manifolds with mixed boundary conditions.