Research
On-device research index

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.

169,341 papers · 148 categories

Trend · papers per month

225449674898 · Jun 202019922001200920182026
48 results for Obstacle problems

Study on elastic curves pinned at the boundary, focusing on minimizers and their interaction with obstacles.

problem Minimizing elastic bending energy for open planar curves with obstacles.
method Investigation of global minimizers and explicit solutions for different values of the penalization parameter.
result Explicit threshold for λλ above which minimizers touch the obstacle, regardless of obstacle shape.

Study anisotropic obstacle problem for minimal surfaces using Cahn-Hoffman transform.

problem Anisotropic obstacle problem for minimal surfaces.
method Cahn-Hoffman transform to convert to isotropic problem with generalized Robin boundary condition.
result Optimal regularity of the solution and C1,1C^{1,1} regularity of the free boundary.

Anisotropic obstacle problems and Stefan problem studied with evolving surfaces.

problem Anisotropic parabolic obstacle problems and Stefan problem.
method Cahn-Hoffman transform and anisotropic mean curvature flow.
result Optimal regularity of the solution and C1,αC^{1,α}-regularity of the evolving free boundary.

The paper finds local minimizers for obstacle avoidance on curved spaces.

problem Finding optimal paths on curved spaces avoiding obstacles.
method Minimizing an action functional with bi-Jacobi fields and biconjugate points.
result Local minimizers are classified into two categories with local uniqueness results.

The paper simplifies conditions for optimal paths on manifolds avoiding obstacles.

problem Finding optimal paths on manifolds avoiding obstacles.
method Study of sufficient conditions for optimality on Riemannian manifolds and Lie groups.
result New conditions for optimality are provided in terms of matrix invertibility.

Study proves solutions to nonlocal operator obstacle problems, including financial models.

problem Existence, uniqueness, and regularity of viscosity solutions to obstacle problems with nonlocal operators.
method Proved existence, uniqueness, and regularity using viscosity solutions; provided sufficient conditions for Hölder and Lipschitz continuity.
result Viscosity solutions for nonlocal operators in financial models match option prices.

In this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator ff has quadratic growth in the zz-variable. In particular, we obtain existence, comparison, and stability results, and consider the opti…

2010-05-19abs ↗pdf ↗

The paper deals with some problems related to recovering information about an obstacle in an Euclidean space from certain measurements of lengths of generalized geodesics in the exterior of the obstacle. The main result is that if two obstacles satisfy some generic regularity conditions and have (almost) the same trave…

2014-04-16abs ↗pdf ↗

Shape manifold and elastic energy regularization help reconstruct complex obstacles from scattering data.

problem Reconstructing non-star-shaped obstacles from scattered waves.
method Shape manifold, Tikhonov regularization, Möbius energy penalization.
result The approach yields stable and accurate reconstructions of complex obstacles.

Proves uniqueness theorem for mean value sets of elliptic operators.

problem Understanding mean value sets for elliptic operators.
method Proves equivalence between mean value sets and noncontact sets of obstacle problems involving Green's functions.
result Establishes a uniqueness theorem for mean value sets of elliptic divergence form operators.

Study on semiconcavity of solutions to gradient obstacle problems on compact manifolds.

problem Gradient obstacle problems on compact Riemannian manifolds.
method Uniform semiconcavity estimates and fine convergence results for solutions and free boundaries.
result The elastic and λλ-elastic sets of solutions converge to the cut locus and λλ-cut locus of the manifold.

Robots infer distances to invisible obstacles from 2D laser scans.

problem Mobile robots struggle with accurate distance estimation from 2D laser scanners.
method Trained a neural network to map raw 2D laser distances to actual obstacle distances.
result Trained network successfully infers distances from partial 2D laser readings in real-time.

The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this process with killing, called the elliptic Heston operator, is a second-order, degenerat…

2012-06-05abs ↗pdf ↗

Optimal controls for conformal Laplacian obstacle problems on spheres and manifolds.

problem Optimal control of conformal metrics with constant scalar curvature.
method Analysis of optimal control problem on Riemannian manifolds with positive Yamabe invariant.
result Existence of smooth optimal controls inducing metrics with constant scalar curvature.

Study minimizers in large volume isoperimetric problems with a new flatness criterion.

problem Minimizers in isoperimetric problems with a compact obstacle.
method Study Plateau-type problem with free boundary, develop mesoscale flatness criterion.
result Identify isoperimetric residue in energy expansion for large volume.

A framework for navigating environments with spatially correlated obstacles and uncertain blockage status.

problem Navigation in environments with spatially correlated obstacles of uncertain blockage status.
method Modeling spatial correlation with Gaussian Random Field, developing Bayesian belief updates, proposing a two-stage learning framework with offline and online phases.
result Consistent performance gains over baselines in environments with adversarial interruptions or clustered natural hazards.

The paper studies the properties of maps with free boundaries, focusing on the obstacle case.

problem Properties of the projected image and its regularity in maps with free boundaries.
method Dividing the map into distance and projected image parts; applying classical obstacle problem methods and proving higher regularity for the projected image.
result The projected image is at most of class C2,1C^{2,1} and globally of class W3,BMOW^{3,BMO}, locally of C2,1C^{2,1} around the regular part of the free boundary.

The paper proves formulas for solving certain types of stochastic problems.

problem Solving boundary value and obstacle problems for degenerate elliptic and parabolic equations.
method Uses Feynman-Kac formulas for a general Markov diffusion process with degenerate elliptic generator.
result Provides unique solutions for smooth and non-smooth cases under Dirichlet boundary conditions.

Study finds a limiting distribution for free path lengths on flat surfaces with circular obstacles.

problem Understanding free path lengths on flat surfaces with circular obstacles.
method Proved the existence of a limiting distribution using radius of obstacles as a parameter.
result Relates the limiting distribution to heights of zippered rectangle decompositions.

New approach for obstacle avoidance in robotics using learned representations.

problem Challenges in sensor-based motion planning for new and dynamic environments.
method Proposes a new obstacle representation using PointNet architecture trained jointly with policies for obstacle avoidance.
result Significant improvements in accuracy and efficiency compared to state of the art.

Proves two non-trapping obstacles coincide if scattering rays have similar travelling times or scattering length spectra.

problem Identifying non-trapping obstacles based on scattering properties.
method Proves two obstacles coincide if their scattering rays have similar travelling times or scattering length spectra under weak non-degeneracy conditions.
result Two non-trapping obstacles coincide if their scattering rays have similar travelling times or scattering length spectra.

New boundary condition for weak inverse mean curvature flow in bounded domains.

problem Addressing the well-posedness of inverse mean curvature flow in bounded domains with an outer obstacle.
method Developed a new boundary condition, combined techniques including elliptic regularization, blow-up analysis, and parabolic estimates.
result Existence and uniqueness theorem for weak solutions in smooth bounded domains, with C1,αC^{1,α} regularity of level sets up to the obstacle.

We consider the broken ray transform on Riemann surfaces in the presence of an obstacle, following earlier work of Mukhometov. If the surface has nonpositive curvature and the obstacle is strictly convex, we show that a function is determined by its integrals over broken geodesic rays that reflect on the boundary of th…

2014-03-20abs ↗pdf ↗

Study of RBSDEs with non-right-continuous obstacles and their optimal stopping applications.

problem Existence and uniqueness of solutions to RBSDEs with non-right-continuous obstacles.
method General theory of processes, optimal stopping theory, Itô's formula generalization.
result Existence and characterization of optimal stopping times for certain financial positions.

We prove existence, regularity and a Feynman-Kač representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the American Asian option with arithmetic average.

2009-10-22abs ↗pdf ↗

Training neural networks involves solving large-scale non-convex optimization problems. This task has long been believed to be extremely difficult, with fear of local minima and other obstacles motivating a variety of schemes to improve optimization, such as unsupervised pretraining. However, modern neural networks are…

2014-12-19abs ↗pdf ↗

GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.

problem Avoiding obstacles in trajectory planning for real-world systems.
method GP-ND models negative data pairs using Gaussian distributions and maximizes their KL divergence from the GP to avoid them.
result GP-ND outperforms traditional GP learning in obstacle-aware trajectory planning.