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.
Many challenging image processing tasks can be described by an ill-posed linear inverse problem: deblurring, deconvolution, inpainting, compressed sensing, and superresolution all lie in this framework. Traditional inverse problem solvers minimize a cost function consisting of a data-fit term, which measures how well a…
This paper develops a novel analytically tractable Neumann series of Bessel functions representation for pricing (and hedging) European-style double barrier knock-out options, which can be applied to the whole class of one-dimensional time-homogeneous diffusions even for the cases where the corresponding transition den…
In this paper, we revisit the recurrent back-propagation (RBP) algorithm, discuss the conditions under which it applies as well as how to satisfy them in deep neural networks. We show that RBP can be unstable and propose two variants based on conjugate gradient on the normal equations (CG-RBP) and Neumann series (Neuma…
We continue the study of the operator of generalized Maxwell equations and completely discover the behavior of the solutions of the time-harmonic equations as the frequency tends to zero. Thereby, we identify degenerate operators in terms of special 'polynomially growing' solutions of a corresponding static problem, wh…
We give a formula for the radial asymptotics to all orders of the special q-hypergeometric series known as Nahm sums at complex roots of unity. This result is used in~\cite{CGZ} to prove one direction of Nahm's conjecture relating the modularity of Nahm sums to the vanishing of a certain invariant in K-theory. The …
The Quantum Modularity Conjecture of Zagier predicts the existence of a formal power series with arithmetically interesting coefficients that appears in the asymptotics of the Kashaev invariant at each root of unity. Our goal is to construct a power series from a Neumann-Zagier datum (i.e., an ideal triangulation of th…
Recently, the first named author together with Xinan Ma \cite{ma2015neumann}, have proved the existence of the Neumann problems for Hessian equations. In this paper, we proceed further to study classical Neumann problems for Hessian equations. We prove here the existence of classical Neumann problems under the uniforml…
In this paper, we first introduce higher order Dirichlet-to-Neumann maps on graphs which can be viewed as a discrete analogue of the corresponding Dirichlet-to-Neumann maps on compact Riemannian manifolds with boundary and a higher order generalization of the Dirichlet-to-Neumann map on graphs introduced by Hua-Huang-W…
We study new heat kernel estimates for the Neumann heat kernel on a compact manifold with positive Ricci curvature and convex boundary. As a consequence, we obtain new lower bounds for the Neumann eigenvalues which are consistent with Weyl's asymptotics.
In this paper, we prove long time existence and convergence results for a class of general curvature flows with Neumann boundary condition. This is the first result for the Neumann boundary problem of non Monge-Ampere type curvature equations. Our method also works for the corresponding elliptic setting.
It is shown that the Novikov inequalities for critical points of closed 1-forms hold with the von Neumann Betti numbers replacing the Novikov numbers. As a corollary we obtain a vanishing theorem for L2 cohomology, generalizing a theorem of W. Lueck. We also prove that von Neumann Betti numbers coincide with the Nov…
We study integrable geodesic flows on Stiefel varieties Vn,r=SO(n)/SO(n−r) given by the Euclidean, normal (standard), Manakov-type, and Einstein metrics. We also consider natural generalizations of the Neumann systems on Vn,r with the above metrics and proves their integrability in the non-commutative sense b…
We investigate the formation of singularities for surfaces evolving by volume preserving mean curvature flow. For axially symmetric flows - surfaces of revolution - in R3 with Neumann boundary conditions, we prove that the first developing singularity is of Type I. The result is obtained without any additio…
In this paper, we consider the global regularity for Monge-Ampère type equations with the Neumann boundary conditions on Riemannian manifolds. It is known that the classical solvability of the Neumann boundary value problem is obtained under some necessary assumptions. Our main result extends the main theorem from the …