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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.

168,742 papers · 148 categories

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48 results for Non-unique solutions

Non-unique option pricing in Heston model analyzed mathematically.

problem Non-uniqueness of call option prices in the Heston model.
method Analysis of degenerate parabolic equations in the context of option pricing.
result Construction of a new example demonstrating the accuracy of a uniqueness theorem.

Paper explores non-uniqueness and uniqueness class for wave equations on graphs.

problem Non-uniqueness of solutions to wave equations on infinite graphs.
method Analyticity of solutions in the uniqueness class, extension to a wide class of linear evolution equations.
result Sharp uniqueness class for solutions of wave equations on graphs.

The study examines uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.

problem Uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.
method Analyzes criteria for uniqueness and constructs examples of non-uniqueness.
result Uniqueness of minimal surfaces is equivalent to uniqueness in a smaller class of stable minimal disks.

We consider the issue of solution uniqueness for portfolio optimization problem and its inverse for asset returns with a finite number of possible scenarios. The risk is assessed by deviation measures introduced by [Rockafellar et al., Mathematical Programming, Ser. B, 108 (2006), pp. 515-540] instead of variance as in…

2018-10-26abs ↗pdf ↗

Study Born-Infeld solitons and solve Björling problem for them.

problem Existence and non-uniqueness of solutions to the Björling problem for Born-Infeld solitons.
method Two approaches: treating as time-like minimal surfaces or using Barbashov-Chernikov representation.
result Solution to Björling problem may not be unique.

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

New non-canonical flows found via parabolic Allen-Cahn equations.

problem Existence of non-canonical mean curvature flows inside fattening regions.
method Construction of non-canonical flows as limits of parabolic ε-Allen-Cahn solutions.
result First examples of non-outermost, non-canonical integral Brakke motions.

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.

In this review paper we give a geometrical formulation of the field equations in the Lagrangian and Hamiltonian formalisms of classical field theories (of first order) in terms of multivector fields. This formulation enables us to discuss the existence and non-uniqueness of solutions, as well as their integrability.

2001-05-15abs ↗pdf ↗

New method for estimating value of optimal policies in uncertain scenarios.

problem Inference for optimal policies when they are non-unique or nearly deterministic.
method Semiparametric efficiency bound, uniformly weighted estimator, NSAVE method.
result Proposes NSAVE method for robust inference in uncertain optimal policies.

We analyze an N+1N+1-player game and the corresponding mean field game with state space {0,1}\{0,1\}. The transition rate of jj-th player is the sum of his control αjα^j plus a minimum jumping rate ηη. Instead of working under monotonicity conditions, here we consider an anti-monotone running cost. We show that the mean …

2019-08-16abs ↗pdf ↗

We show that non-uniqueness of the Leray-Hopf solutions of the Navier--Stokes equation on the hyperbolic plane observed in arXiv:1006.2819 is a consequence of the Hodge decomposition. We show that this phenomenon does not occur on the hyperbolic spaces of higher dimension. We also describe the corresponding general Ham…

2012-05-24abs ↗pdf ↗

In dimension n=3n=3, there is a complete theory of weak solutions of Ricci flow - the singular Ricci flows introduced by Kleiner and Lott - which are unique across singularities, as was proved by Bamler and Kleiner. We show that uniqueness should not be expected to hold for Ricci flow weak solutions in dimensions $n\geq…

2019-09-17abs ↗pdf ↗

This paper produces explicit strongly Hermitian Einstein-Maxwell solutions on the smooth compact 44-manifolds that are S2S^2-bundles over compact Riemann surfaces of any genus. This generalizes the existence results by C. LeBrun in arXiv:1411.3992 and arXiv:1504.06669. Moreover, by calculating the (normalized) Einstei…

2015-11-21abs ↗pdf ↗

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge, etc. The Bayesian formalism to inverse problems avoids most of the difficulties en…

2014-10-21abs ↗pdf ↗

Paper analyzes TD(λλ) convergence rates for arbitrary features.

problem Convergence rates for linear TD(λλ) under arbitrary features.
method Developed a novel stochastic approximation result for arbitrary features.
result Established L2L^2 convergence rates for linear TD(λλ) without linearly independent features assumption.

Paper solves PDEs for optimal investment strategies in volatile markets.

problem Finding optimal investment strategies in volatile markets.
method Numerical methods using time-changed Bessel bridges.
result Solves PDEs for relative arbitrage opportunities in volatility-stabilized markets.

Study infinite-dimensional Toda manifold at irregular singularity, revealing non-uniqueness of formal solutions.

problem Non-uniqueness of formal solutions to the Dubrovin equation at irregular singularity.
method Revisited canonical coordinates, formal solutions analysis, Borel resummation, Stokes matrices computation.
result Infinite-dimensional Stokes matrices computed from resummed formal solutions.

New varifold solutions for mean curvature flow converge and are unique.

problem Mean curvature flow and Allen-Cahn equation convergence and uniqueness.
method Evolving varifolds coupled to phase volumes, weak-strong uniqueness principle.
result Limits of Allen-Cahn solutions are varifold solutions, and classical flows are unique.

Dual-space sampling tackles ill-conditioned inverse problems with Bayesian methods.

problem Bayesian inference in constrained inverse problems with ill-conditioned solutions.
method Dual-space posterior sampling using ADMM and SVGD.
result Well-calibrated uncertainty estimates and posterior contraction with increasing data.

Study on Seifert fibered spherical 3-orbifolds, determining their unique fibrations.

problem Analyzing the non-uniqueness of Seifert fibrations in spherical 3-orbifolds.
method Examined closed spherical Seifert three-orbifolds, determining the number and describing algorithms for equivalence.
result Determined the number of inequivalent fibrations for any closed spherical Seifert three-orbifold.

The paper explores uniqueness and non-uniqueness of spacetime extensions in general relativity.

problem Investigating the uniqueness and non-uniqueness of spacetime extensions in general relativity.
method Analyzes the extension of globally hyperbolic Lorentzian manifolds with a focus on low regularities.
result Local uniqueness of anchored extensions for certain regularity classes of extensions.

Lawson-Osserman constructed three types of non-parametric minimal cones of high codimensions based on Hopf maps between spheres, which correspond to Lipschitz but non-differentiable solutions to the minimal surface equations, thereby making sharp contrast to the regularity theorem for minimal graphs of codimension 1. I…

2016-10-26abs ↗pdf ↗

The paper shows how multi-task learning in neural networks is similar to kernel regression and Hilbert spaces.

problem Understanding the solutions to multi-task shallow ReLU neural network learning problems.
method Analyzing the properties of solutions to multi-task shallow ReLU neural network learning problems, proving uniqueness and equivalence to minimum-norm interpolation problems in Hilbert spaces.
result The solutions to multi-task neural network interpolation problems are almost always unique and coincide with the solution to a minimum-norm interpolation problem in a Sobolev (Reproducing Kernel) Hilbert Space.