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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.

168,657 papers · 148 categories

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3671107142 · May 202619922001200920172026
48 results for Laplace equations

Neural Laplace models diverse DEs in the Laplace domain for better dynamics.

problem Inadequate ODEs for long-range dependencies and discontinuities.
method Unified framework in Laplace domain, using stereographic map for smoothness.
result Superior performance in diverse DEs, including complex history dependency and abrupt changes.

Study on pp-Laplace equation in convex cones, proving rigidity under specific conditions.

problem Overdetermined problem for pp-Laplace equation in convex cones.
method Established properties of capacitary potential, used PP-function, isoperimetric inequality, and Heintze-Karcher inequality.
result Rigidity result under orthogonal intersection assumption.

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating vari…

2009-01-29abs ↗pdf ↗

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

New study proves no strictly positive solutions to a specific Laplace equation on certain manifolds.

problem Existence of strictly positive solutions to a critical Laplace equation on manifolds with nonnegative Ricci curvature.
method Analyzed a suitable function defined along the level sets of the solution.
result No strictly positive solutions exist unless the manifold is isometric to R^n and the solution is a Talenti function.

In this paper, we develop a method of solving the Poincaré-Lelong equation, mainly via the study of the large time asymptotics of a global solution to the Hodge-Laplace heat equation on (1,1)(1, 1)-forms. The method is effective in proving an optimal result when MM has nonnegative bisectional curvature. It also provides …

2011-09-28abs ↗pdf ↗

The paper extends a method for numerical conformal mappings to surfaces using Laplace-Beltrami equations.

problem Computing conformal mappings between Riemannian surfaces.
method Adapting the conjugate function method to Riemannian surfaces using hphp-adaptive finite element methods.
result Highly accurate numerical computations of conformal mappings on surfaces, including complex geometries.

This research proves that quadratic regularized optimal transport can approximate the Laplace-Beltrami operator on smooth manifolds.

problem Approximating the Laplace-Beltrami operator using optimal transport with quadratic regularization.
method Deriving first-order optimal potentials and analyzing the convergence of discrete Laplace operators.
result The discrete Laplace operators converge to the Laplace-Beltrami operator on smooth manifolds.

Study of line congruences for Appell's rank-4 hypergeometric functions.

problem Understanding line congruences for Appell's rank-4 hypergeometric functions.
method Derived original formulae for Laplace transform of rank-4 system, applied to geometry of surfaces defined by these functions.
result Natural line congruences for Laplace transforms of Appell's rank-4 functions form a W-congruence.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

The Laplace equation in the two-dimensional Euclidean plane is considered in the context of the inverse stereographic projection. The Lie algebra of the conformal group as the symmetry group of the Laplace equation can be represented solely in terms of the solutions and derivatives of the solutions of the Laplace equat…

2018-09-30abs ↗pdf ↗

Study critical quasilinear equations on Riemannian manifolds with curvature constraints.

problem Investigate critical quasilinear elliptic equations on Riemannian manifolds with nonnegative Ricci curvature.
method Utilize a new nonlinear Kato inequality and Cheng-Yau type gradient estimates for positive solutions.
result Classify positive solutions to the critical pp-Laplace equation and show rigidity concerning the ambient manifold.

Unified analytical tool for non-Markovian jump processes.

problem Analyzing history-dependent jump processes with non-Markovian behavior.
method Developed a standard form of master equations using Laplace-space embedding and asymptotic solution.
result Unified analytical toolset for general non-Markovian processes, leading to the GLE approximation.

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.

We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional Laplace transform of general Gaussian processes in terms of Fredholm's determinant and…

2019-11-18abs ↗pdf ↗

Bayesian nonparametric models get better posterior estimates via SPDE methods.

problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.

Characterizes harmonic morphisms preserving minimal submanifolds and finds novel area-minimising hypercones.

problem Understanding harmonic morphisms and their relationship to minimal submanifolds.
method Characterization of harmonic morphisms as weakly horizontally conformal maps preserving minimal submanifold equations, derivation of reduction properties for other co-dimensions, application to find novel area-minimising hypercones.
result Novel family of degree 4 area-minimising hypercones in R^m, m≥32.

The article characterizes a hemisphere using a Laplace operator and a differential equation.

problem Characterizing a hemisphere in a Riemannian manifold with boundary.
method Using the de-Rham Laplace operator and a nontrivial solution of the Fischer-Marsden equation.
result Proves the cosmic no-hair conjecture under a given integral condition.

Study asymptotically almost periodic solutions on real hyperbolic manifolds.

problem Existence and asymptotic behavior of solutions to parabolic equations.
method Dispersion and smoothing estimates, fixed point argument.
result Existence and uniqueness of asymptotically almost periodic solutions.

Study eigenvalues on quaternion-Kähler manifolds with geometric bounds.

problem Estimating eigenvalues on quaternion-Kähler manifolds.
method Lower bounds derived from modulus of continuity estimates for heat equation solutions and Laplace comparison theorem.
result Established bounds for first nonzero eigenvalues in terms of dimension, diameter, and scalar curvature.

Transforms game optimization dynamics into frequency domain for precise hyperparameter analysis.

problem Analyzing convergence of hyperparameters in game optimization.
method Frequency-domain framework using High-Resolution Differential Equations (HRDEs) and Laplace transforms.
result Derives precise convergence criteria for the Lookahead algorithm.

The paper proves Schauder estimates for Laplace-Beltrami on manifolds with fibered boundaries.

problem Analyzing heat-type equations on manifolds with specific boundary conditions.
method Proving Schauder estimates for the Laplace-Beltrami operator on manifolds with fibered boundaries and a Φ-metric.
result The proof of parabolic Schauder estimates for the Laplace-Beltrami operator.

The study uses heat flow to analyze properties of Laplace eigenfunctions on manifolds and domains.

problem Analyzing mass concentration and nodal domains of Laplace eigenfunctions.
method Heat diffusion technique to study eigenfunctions and their nodal sets.
result Discovers new insights into the decay and behavior of Laplace eigenfunctions.

The paper studies geometric structures in perfect fluid spacetimes with specific metrics.

problem Analyzing the geometric properties of perfect fluid spacetimes with specific metrics.
method Investigates conditions for conformal Ricci-Yamabe soliton and derives Laplace equations.
result Conditions for expanding, steady, or shrinking conformal Ricci-Yamabe solitons are identified.

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold MM. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd Laplace operator depending only on a point of an ``orbit space'' of volume forms. This…

2002-05-18abs ↗pdf ↗

We discuss the problem of RR-separability (separability of variables with a factor RR) in the stationary Schrödinger equation on nn-dimensional Riemann space. We follow the approach of Gaston Darboux who was the first to give the first general treatment of RR-separability in PDE (Laplace equation on E3{\mathbb E}^3

2011-02-13abs ↗pdf ↗

The paper extends Huber's theorem to higher dimensions using n-Laplace equations.

problem Proving finite point conformal compactification for general dimensions.
method Using n-Laplace equations and strengthened Arsove-Huber's theorem.
result Established finite point conformal compactification theorem for manifolds.

Bayesian neural networks approximate Gaussian, this method adapts to non-Gaussian posteriors.

problem Bayesian neural networks struggle with non-Gaussian posteriors, leading to poor performance.
method Proposes a Riemannian Laplace approximation to adapt to the shape of the true posterior.
result Consistently improves over conventional Laplace approximation across tasks.

Study of Yang-Mills fields on 4-manifolds using modified Lévy Laplacians.

problem Connection between Yang-Mills fields and modified Lévy Laplacians on 4-manifolds.
method Analysis of modified Lévy Laplacians and their relation to Yang-Mills equations under nontrivial holonomy groups.
result Existence of a modified Lévy Laplacian related to Yang-Mills self-duality equations.

Rust library solves complex equations on abstract simplicial complexes.

problem Solving partial differential equations on abstract simplicial complexes.
method Finite Element Exterior Calculus, intrinsic Riemannian metric, first-order Whitney basis functions.
result Verification through convergence studies on elliptic Hodge-Laplace eigenvalue and source problems.