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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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67135202269 · Jun 202019922001200920172026
48 results for Natural PDEs

The paper proved that every C2C^2-solution of a given first order PDEs system, regarded on the jet fibre bundle of order one J1(T,M)J^1(T,M), may be viewed as a "generalized harmonic map", via the least squares variational method. Our ideas are structured in the following way: 1) we find a suitable geometrical structure on …

2001-01-25abs ↗pdf ↗

Enhances neural network solvers for PDEs with complex boundary conditions.

problem Challenges in solving PDEs with high accuracy and complex boundary conditions.
method Integrates natural gradient optimization with numerical time-stepping schemes to enforce Dirichlet boundary conditions.
result Superior accuracy and computational efficiency of the proposed methods for solving PDEs.

The paper explores symmetry in solutions of semilinear PDEs on Riemannian domains.

problem Symmetry phenomena in solutions of semilinear PDEs on Riemannian domains.
method General framework for formulating the symmetry problem; evidence from stable solutions; consideration of manifolds with density.
result Evidence that the framework is natural, with results for stable solutions.

Stochastic differential equations (SDEs) and the Kolmogorov partial differential equations (PDEs) associated to them have been widely used in models from engineering, finance, and the natural sciences. In particular, SDEs and Kolmogorov PDEs, respectively, are highly employed in models for the approximative pricing of …

2018-06-01abs ↗pdf ↗

Unified framework solves nonlinear PDEs and IPs using Gaussian processes.

problem Solving and identifying parameters in nonlinear PDEs and inverse problems.
method Gaussian process framework approximating solutions as MAP estimators, reducing to finite-dimensional optimization problem.
result Unified method converges in a small number of iterations for various PDEs.

Improved neural PDEs trained on augmented data enhance model accuracy and efficiency.

problem Training neural PDEs on limited data to accurately represent complex systems.
method Space-filling sampling of local states to generate augmented training data.
result Data-augmented neural PDEs outperform traditional emulators in accuracy and stability.

We illustrate the flow or wave character of the metrics and curvatures of evolving manifolds, introducing the Riemann flow and the Riemann wave via the bialternate product Riemannian metric. This kind of evolutions are new and very natural to understand certain flow or wave phenomena in the nature as well as the geomet…

2011-12-19abs ↗pdf ↗

New theory proves representability of PDE solutions without complex machinery.

problem Proving representability of PDE solutions using traditional methods is difficult.
method Developed a new model of derived differential geometry using CC^\infty-bornological rings.
result Representability of derived moduli stacks of PDE solutions naturally follows from an Artin-Lurie style theorem.

Develops a new approach to describe gauge theories with background fields using presymplectic structures.

problem Describing gauge theories with background fields using presymplectic structures.
method Extension of the presymplectic BV-AKSZ approach to include background fields.
result Gauge theories with background fields correspond to presymplectic gauge PDEs over gauge PDEs describing background fields.

Study moduli spaces of elliptic PDEs using derived CC^{\infty}-geometry.

problem Representability of moduli spaces of solutions of elliptic PDEs.
method Derived CC^{\infty}-geometry, stacks of relative jets, nonlinear Fredholm analysis.
result Moduli stack of solutions is relatively representable by quasi-smooth derived CC^{\infty}-schemes.

First-order jet bundles can be put at the foundations of the modern geometric approach to nonlinear PDEs, since higher-order jet bundles can be seen as constrained iterated jet bundles. The definition of first-order jet bundles can be given in many equivalent ways - for instance, by means of Grassmann bundles. In this …

2012-07-26abs ↗pdf ↗

The paper characterizes when numerical criteria for PDE solvability fail and provides effective criteria for existence.

problem Characterizing when numerical criteria for PDE solvability fail.
method Finite number of subvarieties violating Nakai type criterion, and their rigidity.
result Finite number of subvarieties violating the Nakai type criterion, and these subvarieties are rigid.

New insights into 3D PDEs via Einstein-Weyl geometry.

problem Understanding second-order PDEs in 3D with Einstein-Weyl conformal structure.
method Analyzing solutions of second-order dispersionless integrable PDEs in 3D, relating them to Einstein-Weyl geometry.
result The covector w can be expressed in terms of the equation for generic second-order PDEs, providing a dispersionless integrability test.

Introduces a new PDE involving differential forms for Kähler geometry.

problem Solving a unified PDE for various important equations in Kähler geometry.
method Introduces a fully nonlinear PDE with differential form Λ and proves solvability conditions.
result Generalizes previous works and proves a conjecture for the dHYM equation.

Secondary Calculus formalizes PDEs using cohomology, simplifying their study.

problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.

The paper finds a Weierstrass representation for a specific type of Lorentzian minimal surface.

problem Minimal Lorentzian surfaces in R24\mathbb{R}^4_2 with certain curvature conditions.
method Weierstrass representation with respect to isothermal and canonical parameters.
result Explicit solution to the system of natural PDEs for general type surfaces.

Automates discovering PDEs from data in dynamical systems.

problem Identifying PDEs from data in dynamical systems is challenging.
method ARGOS-RAL framework using sparse regression with recurrent adaptive lasso.
result ARGOS-RAL effectively identifies PDEs from noisy and non-uniformly distributed data.

A method constructs invariant PDEs on homogeneous manifolds.

problem Finding invariant PDEs on homogeneous manifolds.
method Describes a general method for constructing invariant PDEs by reducing the problem to invariant hypersurfaces under the action of the stability subgroup.
result Describes invariant PDEs for hypersurfaces in Euclidean and conformal spaces.

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In general, in order to solve PDEs that represent real systems to an acceptable degr…

2019-08-27abs ↗pdf ↗

This paper presents a geometric-variational approach to continuous and discrete mechanics and field theories. Using multisymplectic geometry, we show that the existence of the fundamental geometric structures as well as their preservation along solutions can be obtained directly from the variational principle. In parti…

1998-07-15abs ↗pdf ↗

Study generalizes Picard iteration for nonlinear PDEs, deriving bounds on error.

problem Generalize Picard iteration for nonlinear parabolic PDEs.
method Formulate Picard iteration as abstract state-transition model, derive generalization error bounds.
result Picard depth reduction reduces Picard truncation error without increasing estimation error.

Probabilistic method combines space and time uncertainties in PDEs.

problem Separate treatment of space and time in PDE solvers obscures interactions and error quantification.
method Gaussian process interpretation of finite difference methods interacting with probabilistic ODE solvers.
result Joint quantification of space- and time-uncertainty possible without sacrificing ODE solver performance.

New method prices interest rate derivatives without Monte Carlo, achieving high accuracy and speed.

problem Arbitrage-free pricing of path-dependent interest rate derivatives using infinite-dimensional models.
method Casting the stochastic pricing problem as a deterministic PDE solved by FINNs, which minimize violations of the PDE and boundary conditions.
result FINNs achieve pricing accuracy within 0.04 to 0.07 cents per dollar of contract value compared to Monte Carlo benchmarks.

This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model. In a semi-Markov modulated GBM model the locally risk minimizing price function satisfies a…

2015-06-04abs ↗pdf ↗

BEKAN uses RBFs and evolutionary methods to solve PDEs with boundary conditions.

problem Enforcing boundary conditions in neural networks for PDE solutions.
method Boundary condition-guaranteed evolutionary Kolmogorov-Arnold Network (BEKAN) with radial basis functions (RBFs). Incorporates Dirichlet, periodic, and Neumann conditions.
result BEKAN outperforms MLP and B-splines KAN in solving PDEs with boundary conditions.

In this article we present new results for the pricing of arithmetic Asian options within a Black-Scholes context. To derive these results we make extensive use of the local scale invariance that exists in the theory of contingent claim pricing. This allows us to derive, in a natural way, a simple PDE for the price of …

2000-06-08abs ↗pdf ↗