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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.

168,695 papers · 148 categories

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48 results for PDE theory

We consider the problem of computing the integrable sub-distributions of the non-integrable Vessiot distribution of multi-dimensional second order partial differential equations (PDEs). We use Vessiot theory and solvable structures to find the largest integrable distributions contained in the Vessiot distribution assoc…

2014-01-02abs ↗pdf ↗

Using the theory of the symmetry group for PDEs [15, 17], we derive the symmetry group G associated to surfaces PDE. Several group invariant solutions of the surfaces PDE are given by solving a reduced system of partial differential equations.

2010-07-07abs ↗pdf ↗

Unified geometric perspectives on PDEs, torsion invariants, and moduli theory.

problem Index theory and analytic torsion of nonlinear PDEs.
method Microlocal sheaf theory, factorization algebras, Spencer hypercohomology.
result Unified geometric perspectives on PDEs, torsion invariants, and moduli theory.

Develops a new approach to describe gauge theories with background fields using presymplectic structures.

problem Describing gauge theories with background fields using presymplectic structures.
method Extension of the presymplectic BV-AKSZ approach to include background fields.
result Gauge theories with background fields correspond to presymplectic gauge PDEs over gauge PDEs describing background fields.

Using the symmetry group theory of second order PDEs, one finds the symmetry group associated to Tzitzeica surfaces partial differential equation. One studies the inverse problem and one shows that the Tzitzeica surfaces PDE is an Euler-Lagrange equation. One determines the variational symmetry group of the associated …

1999-10-26abs ↗pdf ↗

The paper proved that every C2C^2-solution of a given first order PDEs system, regarded on the jet fibre bundle of order one J1(T,M)J^1(T,M), may be viewed as a "generalized harmonic map", via the least squares variational method. Our ideas are structured in the following way: 1) we find a suitable geometrical structure on …

2001-01-25abs ↗pdf ↗

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 supports recovery of PDEs from noisy data using a specific regularization method.

problem Support recovery of PDEs from a single noisy trajectory.
method Applying ℓ1-regularized Pseudo-Least Squares model to a given data set.
result Support of ℓ1-c coefficients asymptotically converges to the true signed-support of the PDE.

Proposes ENOs for learning PDE solutions that conserve energy.

problem Learning dynamics that obey physical laws, especially in super-resolution settings.
method Energy-consistent Neural Operators (ENOs) with a novel penalty function inspired by energy-based theory.
result ENOs outperform existing DNN models in predicting solutions from data, especially in super-resolution settings.

New theory proves representability of PDE solutions without complex machinery.

problem Proving representability of PDE solutions using traditional methods is difficult.
method Developed a new model of derived differential geometry using CC^\infty-bornological rings.
result Representability of derived moduli stacks of PDE solutions naturally follows from an Artin-Lurie style theorem.

The paper develops a theory for one-step Wasserstein-guided models for PDE-induced measures.

problem Theoretical understanding of generative models' accuracy in scientific computing.
method Regularity theory for optimal transport between doubling measures, excess-risk bounds.
result One-step Wasserstein-guided generative models can approximate PDE-induced measures with Hölder continuity.

Survey on recent developments in isometric immersions using PDE techniques.

problem Analyzing isometric immersions with low Sobolev regularity.
method Compensated compactness and Coulomb-Uhlenbeck gauges.
result Weak continuity and stability of Gauss-Codazzi-Ricci equations.

We use Vessiot theory and exterior calculus to solve partial differential equations(PDEs) of the type uyy = F(x, y,u,ux,uy,uxx,uxy) and associated evolution equations. These equations are represented by the Vessiot distribution of vector fields. We develop and apply an algorithm to find the largest integrable sub-distr…

2013-02-22abs ↗pdf ↗

Study shows how market firm capitalization models converge to stochastic PDE solutions.

problem Understanding convergence of rank-based models with common noise to stochastic PDE solutions.
method Analysis of mean field limit, martingale problem, and pathwise entropy solutions.
result Empirical cumulative distribution function converges to solution of a stochastic PDE under certain conditions.

Paper analyzes DRM for solving high-dimensional elliptic PDEs with generalization bounds.

problem Analyzing generalization error of neural network methods for high-dimensional PDEs.
method Developed a new solution theory for spectral Barron space and derived generalization error bounds.
result Generalization error bounds are independent of dimension and solutions lie in spectral Barron space.

Survey of geometric flows from unified string theories.

problem None explicitly stated, but related to understanding geometric flows in string theories.
method Survey of geometric flows in various geometries (complex, almost-complex, symplectic) motivated by string theories.
result Intermediate flows between Ricci and Kähler-Ricci flows, often coupled to additional fields.

The paper solves PDEs from matrices with orthogonal columns, linking them to Hessian metrics and symmetric spaces.

problem Solving third order PDEs for strictly convex smooth functions.
method Geometric methods using Hessian metrics and symmetric spaces.
result Explicit solutions and a family of non-generic solutions with applications in Poisson geometry and Kahler structures.

Partial differential equations (PDEs) are indispensable for modeling many physical phenomena and also commonly used for solving image processing tasks. In the latter area, PDE-based approaches interpret image data as discretizations of multivariate functions and the output of image processing algorithms as solutions to…

2018-04-12abs ↗pdf ↗

Extends scaling maps theory to manifolds with boundary.

problem Quantitative study of Carnot-Carathéodory balls on manifolds with boundary.
method Introduction of scaling maps adapted to Carnot-Carathéodory balls and Hörmander vector fields on manifolds with boundary.
result First paper in a series studying maximally subelliptic boundary value problems.

New method uses neural networks to solve complex PDEs from optimal control theory.

problem Solving high-dimensional Hamilton-Jacobi-Bellman PDEs.
method Iterative diffusion optimization techniques, focusing on path measures and divergences.
result Favourable properties of log-variance divergence for Monte Carlo estimators.

In this paper we investigate overdetermined systems of scalar PDEs on the plane with one common characteristic, whose general solution depends on 1 function of 1 variable. We describe linearization of such systems and their integration via Laplace transformation, relating this to Lie's integration theorem and formal th…

2011-08-30abs ↗pdf ↗

In this paper, we present an initial attempt to learn evolution PDEs from data. Inspired by the latest development of neural network designs in deep learning, we propose a new feed-forward deep network, called PDE-Net, to fulfill two objectives at the same time: to accurately predict dynamics of complex systems and to …

2017-10-26abs ↗pdf ↗

This thesis is divided into two parts. In the first part we study completely integrable systems, and their underlying structures, in detail. We study their deformation theory and the different equivalence relations surrounding it. We motivate the definition of weak equivalence (found in the literature) by studying diff…

2017-12-03abs ↗pdf ↗

Sharp LL^\infty estimates proved for complex Monge-Ampère equations.

problem Proving sharp LL^\infty estimates for complex Monge-Ampère equations.
method PDE proof covering fixed and degenerating background metrics, extends to general fully non-linear equations.
result Sharp LL^\infty estimates proved for complex Monge-Ampère equations.

The aim of this paper is two-fold. First, a survey of the theory of Kronecker webs and their relations with bihamiltonian structures and PDEs is presented. Second, a partial solution to the problem of bisymplectic realization of a bihamiltonian structure is given. Both the goals are achieved by means of the notion of a…

2017-05-09abs ↗pdf ↗

FM4PDE learns PDE solutions from sparse data.

problem Reconstructing PDE solutions from limited observations.
method Flow-matching generative framework that learns PDE coefficients and solutions.
result Error guarantees for guided procedures, including deterministic and stochastic samplers.

These are lecture notes for the mini-course \textit{PDE and hypersurfaces with prescribed mean curvature} held in Federal University of São Carlos at the Workshop on Submanifold Theory and Geometric Analysis, August 05 -- 09, 2019. The aim of these notes is to introduce to the geometers useful tools from the \textit{Th…

2019-11-28abs ↗pdf ↗

Constructs a moduli space for PDEs, linking stability to geometric metrics.

problem Moduli space construction for involutive ideal sheaves from PDEs.
method Introduces D\mathcal{D}-Hilbert and D\mathcal{D}-Quot functors, defines Spencer stability.
result Spencer poly-stability of PDE ideal implies Hermitian-Yang-Mills metric existence.

In this article we present new results for the pricing of arithmetic Asian options within a Black-Scholes context. To derive these results we make extensive use of the local scale invariance that exists in the theory of contingent claim pricing. This allows us to derive, in a natural way, a simple PDE for the price of …

2000-06-08abs ↗pdf ↗

The theory of quasi-Lie systems, i.e. systems of first order ordinary differential equations which can be related via a generalised flow to Lie systems, is extended to systems of partial differential equations and its applications to obtaining tt-dependent superposition rules and integrability conditions are analysed.…

2017-12-05abs ↗pdf ↗