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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.

169,042 papers · 148 categories

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4 results for “L-derivative”
Derivative Formulas in Measure on Riemannian Manifoldsmath.PR

Derivative formulas on measure spaces of Riemannian manifolds are characterized.

problem Characterizing derivatives in measure spaces on Riemannian manifolds.
method Introducing and characterizing derivatives in measure spaces for functions on the space of finite measures over a Riemannian manifold.
result Derivatives in measure spaces for functions on Riemannian manifolds are linked and calculated.
Riemannian manifoldsmeasure derivativesextrinsic derivativeintrinsic derivativeL-derivative
2019-08-10abs ↗pdf ↗
Jacobi Fields in Optimal Control I: Morse and Maslov Indicesmath.OC

In this paper we discuss a general framework based on symplectic geometry for the study of second order conditions in constrained variational problems on curves. Using the notion of L-derivatives we construct Jacobi curves, which represent a generalization of Jacobi fields from the classical calculus of variations, but…

2018-10-06abs ↗pdf ↗
Rate of convergence for particle approximation of PDEs in Wasserstein spacemath.OC

Study shows rate of convergence for particle approximation of PDEs in Wasserstein space.

problem Analyzing convergence rates for particle approximations of PDEs in Wasserstein space.
method Backward stochastic differential equations techniques.
result Proved a rate of convergence of order 1/N for pathwise error and 1/sqrt(N) for L2-error on the derivative.
particle approximationPDEsWasserstein spacebackward SDEsconvergence rates
2021-03-01abs ↗pdf ↗