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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 Integral Transforms

Geometric approach uses Bäcklund transformations to create integrable discrete analogs of surface nets.

problem Creating integrable discrete analogs of surface nets and conjugate nets.
method Interpreting classical differential geometry results through Bäcklund transformations and applying permutability properties.
result Integrable discrete analogs of asymptotic and conjugate nets are constructed.

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

The paper explores geometric aspects of Miura transformations in integrable systems.

problem Relating different integrable equations and classifying bi-Hamiltonian structures.
method Construction of generalized Miura transformations under algebraic and geometric settings.
result Miura transformations relate integrable curve flows in different geometries and induce moving frame transitions.

Proposes a new feature preprocessing method using kernel density integral transformation.

problem Feature preprocessing for tabular data in machine learning and statistics.
method Kernel density integral transformation as a drop-in replacement or improved alternative to min-max scaling and quantile transformation.
result Frequently outperforms min-max scaling and quantile transformation with hyperparameter tuning.

Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the approximation errors. Our aim is to design a method for moment transformation for …

2017-01-05abs ↗pdf ↗

New integral theorems improve density function estimations.

problem Improving density function estimations.
method Integrals based on cyclic functions and Riemann sums, Fourier integral theorem, Monte Carlo methods, variational approach, Cauchy residue theorem.
result Optimal cyclic functions minimize square integrals, improving density estimations.

We introduce the Koenigs lattice, which is a new integrable reduction of the quadrilateral lattice (discrete conjugate net) and provides natural integrable discrete analogue of the Koenigs net. We construct the Darboux-type transformations of the Koenigs lattice and we show permutability of superpositions of such trans…

2002-03-07abs ↗pdf ↗

The paper discusses a new method for constructing two-step Darboux transforms of isothermic surfaces.

problem Constructing two-step Darboux transforms of isothermic surfaces.
method Sym-type construction using parallel sections of the associated family.
result All two-step Darboux transforms of an isothermic surface are given without further integration.

New method linearizes Darboux transformations of discrete curves.

problem Linearizing Darboux transformations of discrete curves.
method Expressing Darboux transformations as parallel sections of discrete connections in quaternionic formalism.
result Closed-form discrete parametrisations of all Darboux transforms and bicycle correspondences.

New definition of Bäcklund transformation for surface isometric deformation.

problem Defining Bäcklund transformation in surface isometric deformation.
method Proving generic 4D integrable rolling distribution splits into 1D family of 3D distributions.
result Introducing new definition of Bäcklund transformation.

DGPFM uses deep Gaussian processes to map functions accurately and quantify uncertainty.

problem Learning mappings between functional spaces, especially when data are noisy, sparse, or irregularly sampled.
method Constructs a sequence of GP-based linear and nonlinear transformations directly in function space, leveraging kernel integral transforms, GP conditional means, and nonlinear activations sampled from Gaussian processes.
result Empirical results show DGPFM outperforms existing methods in predictive accuracy and uncertainty calibration.

We establish a link between Archimedes' method of integration for calculating areas, volumes and centers of mass of segments of parabolas and quadrics of revolution by factorization via the moments of a balance and an integration technique for a particular integrable system, namely Bianchi's Bäcklund transformation for…

2007-09-26abs ↗pdf ↗

This work integrates differentiation and integration in Physics-Informed Neural Networks.

problem Solving integro-differential equations and computing integral transforms.
method Augmenting Physics-Informed Neural Networks with automatic integration.
result Solving complex integral transforms and integro-differential equations.

Study the Lax equation in infinite-dimensional Lie algebras and Lie groups.

problem Investigate the Lax equation in infinite-dimensional Lie algebras and Lie groups.
method Derived integral expansions and generalized Baker-Campbell-Hausdorff formula for Lie groups.
result Explicit representation of product integral in terms of exponential map.

We study the weighted light ray transform LL of integrating functions on a Lorentzian manifold over lightlike geodesics. We analyze LL as a Fourier Integral Operator and show that if there are no conjugate points, one can recover the spacelike singularities of a function ff from its the weighted light ray transform …

2019-07-04abs ↗pdf ↗

We study the dynamics of the discrete bicycle (Darboux, Backlund) transformation of polygons in n-dimensional Euclidean space. This transformation is a discretization of the continuous bicycle transformation, recently studied by Foote, Levi, and Tabachnikov. We prove that the respective monodromy is a Moebius transform…

2012-11-10abs ↗pdf ↗

The paper proves conditions for Darboux integrability in diagonal hydrodynamic systems.

problem Conditions for Darboux integrability in diagonal hydrodynamic systems.
method Proof of conditions using Laplace transformation sequences and geometric interpretations.
result Diagonal systems of hydrodynamic type are Darboux integrable if and only if the corresponding systems for commuting flows are Darboux integrable.

The study provides a criterion for fractional-linear integrals of geodesics on surfaces.

problem Existence and classification of fractional-linear integrals for geodesic flows on Riemannian surfaces.
method Criterion and analysis of moduli space of local integrals.
result The moduli space of such local integrals is either the 2D projective plane or finite points.

We describe the gauge-theoretic approach to transformations in integrable geometry through discussion of two classical examples: surfaces of constant negative Gauss curvature and isothermic surfaces. These are purely expository notes written to accompany some lectures I gave in Fukuoka in May 2015.

2015-11-13abs ↗pdf ↗

One of the most challenging problems in the domain of 2-D image or 3-D shape is to handle the non-rigid deformation. From the perspective of transformation groups, the conformal transformation is a key part of the diffeomorphism. According to the Liouville Theorem, an important part of the conformal transformation is t…

2018-08-30abs ↗pdf ↗

Transformer-based method for causal discovery with prior knowledge integration.

problem Complex nonlinear dependencies and spurious correlations in time series data.
method Multi-layer Transformer forecaster with gradient-based causal structure extraction and attention masking for prior knowledge integration.
result Significant improvement in causal discovery and causal lag estimation compared to state-of-the-art methods.

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

Study normal operators of double fibration transforms with conjugate points.

problem Normal operators of double fibration transforms with conjugate points.
method Stable conditions on the distribution of conjugate points, splitting into elliptic and Fourier integral operators.
result Normal operator splits into an elliptic pseudodifferential operator and Fourier integral operators.

The paper derives Pizzetti formulae and inverts the Radon transform on spheres.

problem Inverting the Radon transform on spheres.
method Obtained Pizzetti-type formulae on sphere regions, used delta distributions, and derived inversion formulae.
result Derived Pizzetti formulae and inversion formulae for the Radon transform on spheres.

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.

In this paper we investigate overdetermined systems of scalar PDEs on the plane with one common characteristic, whose general solution depends on 1 function of 1 variable. We describe linearization of such systems and their integration via Laplace transformation, relating this to Lie's integration theorem and formal th…

2011-08-30abs ↗pdf ↗

Twistor correspondences for R-invariant indefinite self-dual conformal structures on R^4 are established explicitly. These correspondences are written down by using a natural integral transform from functions on a two dimensional cylinder to functions on the flat Lorentz space R^{1,2} which is related to the wave equat…

2012-01-17abs ↗pdf ↗

We study an analogue of the classical Bianchi-Darboux transformation for L-isothermic surfaces in Laguerre geometry, the Bianchi-Darboux transformation. We show how to construct the Bianchi-Darboux transforms of an L-isothermic surface by solving an integrable linear differential system. We then establish a permutabili…

2000-01-11abs ↗pdf ↗

Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.

problem Inherently difficult stock price prediction due to low signal-to-noise ratio.
method Wavelet transform convolution, channel attention, and LSTM integration.
result Robust performance in post-pandemic market conditions.