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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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326496128 · May 202619922001200920172026
48 results for Non-local equations

Fractional porous media equations yield q-Gaussian solutions for stock price returns.

problem Modeling stock price returns using fractional porous media equations.
method Analyzed three types of fractional extensions of the porous media equation.
result Local and non-local fractional extensions fit S&P 500 data better than classical models.

Study of Dirac equation with non-local nonlinearity on spheres.

problem Conformally invariant Dirac equation with non-local nonlinearity.
method Investigation of compactness, bubbling, and energy quantization of energy functional; characterization of ground state solutions; proof of Aubin-type inequality and Brezis-Nirenberg type result.
result Existence of solutions to the conformal Einstein-Dirac problem in dimension 4.

Study finds non-uniqueness in sphere metrics with constant fractional curvature.

problem Non-uniqueness of metrics with constant positive fractional curvature on spheres.
method Bifurcation techniques applied to non-local equations with critical non-linearity.
result Non-uniqueness results for complete metrics on SnSkS^n \setminus S^k.

We study conformal metrics on R3R^3, i.e., metrics of the form gu=e2udx2g_u=e^{2u}|dx|^2, which have constant QQ-curvature and finite volume. This is equivalent to studying the non-local equation (Δ)32u=2e3u (-Δ)^\frac32 u = 2 e^{3u} in R3R^3 V:=R3e3udx<,V:=\int_{\mathbb{R}^3}e^{3u}dx<\infty, where VV is the volume of gug_u. Adapting a te…

2013-09-17abs ↗pdf ↗

The abstract explores a new wave equation linking quantum mechanics and complex adaptive systems.

problem Understanding the underlying mechanism of distribution formation in complex quantum entanglement.
method Exploring the logical relationship between Schrödinger's wave equation and Shi's trading volume-price wave equation in finance.
result A non-localized wave equation in quantum mechanics reveals the invariance of interaction as a universal law.

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 ↗

We introduce a notion of non-local almost minimal boundaries similar to that introduced by Almgren in geometric measure theory. Extending methods developed recently for non-local minimal surfaces we prove that flat non-local almost minimal boundaries are smooth. This can be viewed as a non-local version of the Almgren-…

2010-03-12abs ↗pdf ↗

The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.

problem Analyzing blow-ups in McKean-Vlasov equations involving hitting times.
method Connection to the supercooled Stefan problem, comparison principles, and new transform.
result Proves global solvability for McKean-Vlasov dynamics under certain conditions.

Neural networks with a large number of parameters admit a mean-field description, which has recently served as a theoretical explanation for the favorable training properties of "overparameterized" models. In this regime, gradient descent obeys a deterministic partial differential equation (PDE) that converges to a glo…

2019-02-05abs ↗pdf ↗

Under suitable conditions near infinity and assuming boundedness of curvature tensor, we prove a no breathers theorem in the spirit of Ivey-Perelman for some noncompact Ricci flows. These include Ricci flows on asymptotically flat (AF) manifolds with positive scalar curvature. Since the method for the compact case face…

2012-05-02abs ↗pdf ↗

It is argued that the enlargement of the gauge group found in non-commutative gauge theory is more fundamentally thought of as a consequence of the non-locality of the construction and that it was already encountered in an earlier discussion of a non-local gauge theory.

2009-02-24abs ↗pdf ↗

For a sequence of blow up solutions of the Yamabe equation on non-locally confonformally flat compact Riemannian manifolds of dimension 10 or 11, we establish sharp estimates on its asymptotic profile near blow up points as well as sharp decay estimates of the Weyl tensor and its covariant derivatives at blow up points…

2006-12-12abs ↗pdf ↗

We propose a model for the joint evolution of European inflation, the European Central Bank official interest rate and the short-term interest rate, in a stochastic, continuous time setting. We derive the valuation equation for a contingent claim depending potentially on all three factors. This valuation equation reduc…

2019-11-01abs ↗pdf ↗

Projects Markovian processes from Itô semimartingales with jumps.

problem Modeling Itô semimartingales with jumps using Markovian projections.
method Construct Markovian projections for Itô semimartingales with jumps using non-local FPKEs.
result Markovian projections match the marginal laws of the original process.

The ability to witness non-local correlations lies at the core of foundational aspects of quantum mechanics and its application in the processing of information. Commonly, this is achieved via the violation of Bell inequalities. Unfortunately, however, their systematic derivation quickly becomes unfeasible as the scena…

2018-08-21abs ↗pdf ↗

This paper improves image super-resolution by integrating cross-scale non-local attention.

problem Improving image super-resolution by leveraging long-range and cross-scale feature correlations.
method Proposes a Cross-Scale Non-Local (CS-NL) attention module integrated into a recurrent neural network.
result Significantly improved performance on SISR benchmarks.

Using methods of math.DG/0304245 and [I.S.Krasil'shchik and P.H.M.Kersten, Symmetries and recursion operators for classical and supersymmetric differential equations, Kluwer, 2000], we accomplish an extensive study of the N=1 supersymmetric Korteweg-de Vries equation. The results include: a description of local and non…

2003-05-15abs ↗pdf ↗

In this paper, we study global existence and blow up properties to LpL^p norm preserving non-local heat flows. We first study two kinds of LpL^p norm preserving non-local flows and prove that these flows have the global solutions. Finally, we give a example to show that one kind of this heat flow may blow up in $L^{\in…

2009-10-26abs ↗pdf ↗

MFNs parameterize non-local interactions through matrix equivariant functions, improving graph neural network performance.

problem Challenges in modeling non-local interactions in graphs, such as oversmoothing and oversquashing.
method Matrix Function Neural Networks (MFNs) using resolvent expansions for non-local interactions.
result Achieves state-of-the-art performance in graph benchmarks and captures intricate non-local interactions.

Weather2vec learns representations to adjust for non-local confounding in air pollution studies.

problem Non-local confounding in evaluating environmental policies and climate events on health outcomes.
method weather2vec framework using balancing scores to learn representations of non-local information.
result The framework effectively adjusts for confounding in air pollution studies.

In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the Lévy scaling form, follow as particular cases of the theory. The theory fully takes into account the non-Markovian and non-local character of financial time series. Predi…

2000-01-10abs ↗pdf ↗

Study non-local isoperimetric energies on spheres using a Riemannian autocorrelation function.

problem Analyse non-local isoperimetric energies on spheres.
method Introduce Riemannian autocorrelation function and use it to reformulate and compute the energies.
result Show that the non-local isoperimetric energies can be reformulated and computed using the Riemannian autocorrelation function.

Scientific discovery is limited by hypothesis redundancy, and hybrid methods can exploit non-local exploration.

problem Limitation of scientific discovery due to hypothesis redundancy.
method Hybrid discovery systems combining structured local search with LLM-generated non-local proposals.
result Hybrid methods can exploit non-local exploration when three geometric conditions co-occur.

In this paper, we consider a kind of area preserving non-local flow for convex curves in the plane. We show that the flow exists globally, the length of evolving curve is non-increasing, and the curve converges to a circle in C^{\infty} sense as time goes into infinity.

2009-07-09abs ↗pdf ↗

Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating p(0<p2)\ell^p (0 < p \leq 2) regression into the NLM framework. This general optimization framework, called Non-Local Patch Regression (NLPR), contains NLM as a spe…

2013-03-02abs ↗pdf ↗

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

Study examines how insurance affects households prone to proportional losses, especially those near poverty.

problem Impact of insurance on households susceptible to proportional losses, focusing on poverty traps.
method Modelled proportional capital losses with insurance, derived closed formulae and non-local differential equations.
result New formulae and methods to calculate trapping probability, constraints on parameters to prevent certainty of trapping.

Deep learning has shown its great promise in various biomedical image segmentation tasks. Existing models are typically based on U-Net and rely on an encoder-decoder architecture with stacked local operators to aggregate long-range information gradually. However, only using the local operators limits the efficiency and…

2018-12-10abs ↗pdf ↗

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗