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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.

168,695 papers · 148 categories

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48 results for Higher order differential constraints

New principle for optimal control with higher order differential constraints.

problem Optimal control problems with higher order differential constraints.
method Derivation of the Principle of Minimal Labour and generalization of Pontryagin Maximum Principle.
result Generalized Pontryagin Maximum Principle for higher order constraints.

New method improves DAG learning by using large coefficients for higher-order terms.

problem Recovering DAG structures from observational data is challenging due to combinatorial optimization.
method Proposes truncated matrix power iteration to approximate DAG constraints efficiently.
result Empirically outperforms previous methods by a factor of 3 or more in structural Hamming distance.

New approach approximates c-space geometry of multi-loop linkages.

problem Higher-order mobility analysis of multi-loop linkages.
method Higher-order Taylor series expansion of geometric constraint mapping using joint screws.
result Local approximation of c-space and configurations with certain rank.

Study privacy vs. utility in estimating network parameters with aggregated data.

problem Privacy-preserving estimation of network parameters from aggregated node degrees.
method β model, local and central differential privacy, minimax lower bounds, simple estimators.
result Achieved minimax-optimal risk bounds for parameter estimation under privacy constraints.

Paper studies optimal investing for retirees with risk constraints.

problem Retirees' longevity and living standard risks in a fluctuating market.
method Formulated as a portfolio choice problem under time-varying risk capacity constraint. Derived optimal investment strategy using differential equations. Demonstrated endogenous spending measure and active investment strategy.
result Time-varying risk capacity constraint impacts asset allocation in retirement.

The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that differentials are Borel functions, higher order rectifiability of the set of differentiabili…

2016-03-28abs ↗pdf ↗

Expands differential geometry to higher-order infinitesimals.

problem No specific problem stated; general expansion of differential geometry.
method Introduces higher tangent vectors and jet connections, generalizes Riemannian metric tensor, develops higher-order integration theory.
result Natural analogues of Riemannian curvature tensor with novel phenomena.

Solves second-order PDEs using quotients and differential invariants.

problem Solving second-order PDEs with first-order quotients.
method Solve the quotient PDE using differential invariants, then add new constraints to solve the original PDE.
result New method for solving second-order scalar PDEs with infinite-dimensional symmetry algebras.

Following the programme set out in Part I of this work, we develop a conceptual higher order differential calculus. The '' local linear algebra '' defined in Part I is generalized by '' higher order local linear algebra ''. The underlying combinatorial object of such higher algebra is the natural n-dimensional hyper-cu…

2015-10-12abs ↗pdf ↗

The purpose of this article is to present the theory of higher order connections on vector bundles from a viewpoint inspired by projective differential geometry.

2009-08-11abs ↗pdf ↗

Superposition rules form a class of functions that describe general solutions of systems of first-order ordinary differential equations in terms of generic families of particular solutions and certain constants. In this work we extend this notion and other related ones to systems of higher-order differential equations …

2011-11-17abs ↗pdf ↗

HTE improves PINNs for high-dimensional, high-order PDEs by reducing computational cost and memory usage.

problem Challenges in solving high-dimensional, high-order PDEs with PINNs due to computational cost and memory constraints.
method Introduces Hutchinson Trace Estimation (HTE) to transform Hessian matrix calculations into Hessian vector products (HVP), reducing computational cost and memory usage.
result HTE significantly reduces memory consumption and computational cost, enabling faster and more efficient solution of high-dimensional and high-order PDEs.

We explain that general differential calculus and Lie theory have a common foundation: Lie Calculus is differential calculus, seen from the point of view of Lie theory, by making use of the groupoid concept as link between them. Higher order theory naturally involves higher algebra (n-fold groupoids).(conceptual, topol…

2017-02-27abs ↗pdf ↗

In 5D, integrability is linked to curvature constraints of subconformal structures.

problem Dispersionless integrability in 5D partial differential equations.
method Relating integrability to curvature constraints of subconformal structures.
result In 5D, integrability is characterized by the vanishing of a certain curvature of the subconformal structure.

We study higher-order conservation laws of the non-linearizable elliptic Poisson equation 2uzzˉ=f(u) \frac{{\partial}^2 u}{\partial z \partial \bar{z}} = -f(u) as elements of the characteristic cohomology of the associated exterior differential system. The theory of characteristic cohomology determines a normal form for diffe…

2009-06-17abs ↗pdf ↗

Flat surfaces that correspond to kk-differentials on compact Riemann surfaces are of finite area provided there is no pole of order kk or higher. We denote by \textit{flat surfaces with poles of higher order} those surfaces with flat structures defined by a kk-differential with at least one pole of order at least $k…

2016-06-12abs ↗pdf ↗

Extends RRR to capture nonlinear interactions in multi-response regression.

problem Complex relationships in real-world data cannot be adequately modeled by linear interactions.
method Introduces Higher Order Reduced Rank Regression (HORRR) using tensor representations and Tucker decomposition.
result HORRR can capture nonlinear interactions in multi-response regression.

Using supervector fields and graded forms along a morphism, we study the geometry of ordinary differential superequations, extend the formalism of higher order Lagrangian mechanics to the graded context and prove a generalization of Noether's theorem.

1997-03-24abs ↗pdf ↗

The paper proposes a method to compute higher infinitesimals in numerical and symbolic analysis.

problem Computing higher-order derivatives with higher infinitesimals.
method Automatic differentiation in terms of C-infinity rings and Weil algebras.
result A unifying theoretical framework for multivariate higher-order derivatives.

Extends compactness theory to variable-coefficient pseudo-differential operators on manifolds.

problem Compensated compactness for pseudodifferential operators on vector bundles.
method Establishes a theorem for weakly convergent sequences of sections under a pseudo-differential operator.
result Quadratic form converges in distributional sense under certain conditions.

This paper studies a particular class of higher order conformally invariant dif- ferential operators and related integral operators acting on functions taking values in particular finite dimensional irreducible representations of the Spin group. The differential operators can be seen as a generalization to higher spin …

2015-12-23abs ↗pdf ↗

Data processing inequalities link Fisher information to local differential privacy constraints.

problem Understanding how Fisher information scales with local differential privacy constraints.
method Developed data processing inequalities for Fisher information under local differential privacy.
result Implications for private estimation with optimal bounds and error rates.