Fractional porous media equations yield q-Gaussian solutions for stock price returns.
arXiv research
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Study of Dirac equation with non-local nonlinearity on spheres.
Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions based on the representation theorem are suggested. In addition to problems with a st…
We construct the most general reducible connection that satisfies the self-dual Yang-Mills equations on a simply connected, open subset of flat . We show how all such connections lie in the orbit of the flat connection on under the action of non-local symmetries of the self-dual Yang-Mills …
Study finds non-uniqueness in sphere metrics with constant fractional curvature.
We study conformal metrics on , i.e., metrics of the form , which have constant -curvature and finite volume. This is equivalent to studying the non-local equation in where is the volume of . Adapting a te…
The abstract explores a new wave equation linking quantum mechanics and complex adaptive systems.
We consider the action on instanton moduli spaces of the non-local symmetries of the self-dual Yang-Mills equations on discovered by Chau and coauthors. Beginning with the ADHM construction, we show that a sub-algebra of the symmetry algebra generates the tangent space to the instanton moduli space at ea…
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…
To define oscillatory movements of securities market, we put in the non-local extension of Ito- equation for wavelet-images of random processes. It is proposed an algorithm of creation of evolutionary equation and a model of prediction of the most probable price movement path. It is carried out experimental validation …
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-…
Solutions to scalar curvature equations have the property that all possible blow-up points are isolated, at least in low dimensions. This property is commonly used as the first step in the proofs of compactness. We show that this result becomes false for some arbitrarily small, smooth perturbations of the potential.
The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.
Non-local GNNs improve performance on disassortative graphs.
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…
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…
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.
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…
In this paper, we study two kind of L^2 norm preserved non-local heat flows on closed manifolds. We first study the global existence, stability and asymptotic behavior to such non-local heat flows. Next we give the gradient estimates of positive solutions to these heat flows.
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…
Projects Markovian processes from Itô semimartingales with jumps.
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…
This paper improves image super-resolution by integrating cross-scale non-local attention.
We study bi-Hamiltonian systems of hydrodynamic type with non-singular (semisimple) non-local bi-Hamiltonian structures and prove that such systems of hydrodynamic type are diagonalizable. Moreover, we prove that for an arbitrary non-singular (semisimple) non-locally bi-Hamiltonian system of hydrodynamic type, there ex…
In this paper, we study CAT(0) spaces with non-locally connected boundary. We give some condition of a CAT(0) space whose boundary is not locally connected.
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…
In this paper, we study global existence and blow up properties to norm preserving non-local heat flows. We first study two kinds of 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…
MFNs parameterize non-local interactions through matrix equivariant functions, improving graph neural network performance.
Road extraction from very high resolution satellite (VHR) images is one of the most important topics in the field of remote sensing. In this paper, we propose an efficient Non-Local LinkNet with non-local blocks that can grasp relations between global features. This enables each spatial feature point to refer to all ot…
Weather2vec learns representations to adjust for non-local 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…
Finite volume ends found in quaternionic Kähler manifolds.
Study non-local isoperimetric energies on spheres using a Riemannian autocorrelation function.
Gradients help find global optima in complex functions.
Scientific discovery is limited by hypothesis redundancy, and hybrid methods can exploit non-local exploration.
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.
Given a compact Riemannian manifold, with positive Yamabe quotient, not conformally diffeomorphic to the standard sphere, we prove a priori estimates for solutions to the Yamabe problem. We restrict ourselves to the dimensions less than or equal to 7, where the Positive Mass Theorem is known to be true. We also show th…
This article addresses the two significant aspects of Ozsváth and Szabó's knot Floer cube of resolutions that differentiate it from Khovanov and Rozansky's HOMFLY-PT chain complex: (1) the use of twisted coefficients and (2) the appearance of a mysterious non-local ideal. Our goal is to facilitate progress on Rasmussen…
It is shown that the qc Yamabe problem has a solution on any compact qc manifold which is non-locally qc equivalent to the standard 3-Sasakian sphere. Namely, it is proved that on a compact non-locally spherical qc manifold there exists a qc conformal qc structure with constant qc scalar curvature
Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating regression into the NLM framework. This general optimization framework, called Non-Local Patch Regression (NLPR), contains NLM as a spe…
New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.
In this paper we investigate a dynamic stochastic portfolio optimization problem involving both the expected terminal utility and intertemporal utility maximization. We solve the problem by means of a solution to a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) equation. We propose the so-called Riccati met…
In this paper we analyze American style of floating strike Asian call options belonging to the class of financial derivatives whose payoff diagram depends not only on the underlying asset price but also on the path average of underlying asset prices over some predetermined time interval. The mathematical model for the …
Extends Feller theory to non-locally compact spaces for stochastic equations.
Multiple sclerosis (MS) is an inflammatory demyelinating disease of the central nervous system (CNS) that results in focal injury to the grey and white matter. The presence of white matter lesions biases morphometric analyses such as registration, individual longitudinal measurements and tissue segmentation for brain v…
Study examines how insurance affects households prone to proportional losses, especially those near poverty.
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…
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…