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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.

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48 results for Picard iterations

Study generalizes Picard iteration for nonlinear PDEs, deriving bounds on error.

problem Generalize Picard iteration for nonlinear parabolic PDEs.
method Formulate Picard iteration as abstract state-transition model, derive generalization error bounds.
result Picard depth reduction reduces Picard truncation error without increasing estimation error.

Paper quantifies neural operators' efficiency for solving nonlinear parabolic PDEs.

problem Quantifying the efficiency of neural operators for solving nonlinear parabolic PDEs.
method Deriving approximation rates by transferring PDEs to integral equations and leveraging Picard's iteration.
result Neural operators can efficiently approximate solution operators of nonlinear PDEs without exponential complexity growth.

Paper proposes a new method to solve Schrödinger Bridge Problem using kernel regression.

problem Schrödinger Bridge Problem in the context of entropic optimal transport.
method Forward-reverse iterative Monte Carlo procedure using kernel regression.
result Developed a provably convergent algorithm for approximating Schrödinger potentials.

Develops a numerical scheme for solving path-dependent FBSDEs and PDEs.

problem Solving path-dependent FBSDEs and PDEs numerically.
method Picard iteration method for FBSDEs, concentration inequality for estimator, supervised learning with neural networks for PDEs.
result Proves convergence and rate of convergence for the Picard iteration method.

DreamPropeller accelerates text-to-3D generation by 4.7x with minimal loss in quality.

problem Long generation times in text-to-3D generation algorithms degrade user experience.
method DreamPropeller uses Picard iterations generalized for non-ODE paths to accelerate parallel sampling.
result Empirically achieves up to 4.7x speedup with negligible quality loss.

Researchers find the optimal exercise time for American options using a specific type of diffusion process.

problem Finding the optimal time to exercise American options with a time-dependent Ornstein-Uhlenbeck process.
method Optimal stopping problem, probabilistic arguments, non-linear Volterra-type integral equation, Picard iteration algorithm.
result They derive a non-linear Volterra-type integral equation and prove the exercise boundary's Lipschitz continuity and differentiability almost everywhere.

New learning scheme solves high-dimensional semi-linear PDEs using sparse grids and Picard approximations.

problem Solving high-dimensional semi-linear parabolic PDEs.
method Probabilistic learning scheme based on Picard iteration with SGD, employing sparse grid approximation.
result Convergence proof and polynomial complexity in ε1ε^{-1} for high-dimensional PDEs.

New method speeds up diffusion models inference to sub-linear time.

problem Efficient inference of diffusion models for high-dimensional data.
method Parallel sampling with Picard iterations within blocks.
result Achieves sub-linear time complexity of O~(polylogd)\widetilde{\mathcal{O}}(\mathrm{poly} \log d).

Researchers found the global topology of the Eisenstein-Picard modular surface.

problem Understanding the global topology of the Eisenstein-Picard modular surface.
method Quotient space of the complex hyperbolic plane by the modular group.
result Determined the global topology of the Eisenstein-Picard modular surface as a 4-orbifold.

We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the other to gradient matching. All methods have greater accuracy than previously sugge…

2014-08-17abs ↗pdf ↗

New algorithms compute Volterra signature efficiently for time series analysis.

problem Efficient computation of Volterra signature with matrix-valued kernels.
method Decomposed Chen-type convolution relation, introduced FFT-based and exact recursion algorithms.
result Efficient algorithms for Volterra signature computation with various complexities.

A quaternionic version of Picard's theorem limits how many values a slice regular function can avoid.

problem How many values can a non-constant slice regular function of a quaternionic variable avoid?
method Investigates slice regular functions of quaternionic variables, extending the classical Picard theorem.
result A non-constant slice regular function of a quaternionic variable can avoid at most one value, similar to the classical Picard theorem.

Picard modular groups are shown to be generated by complex reflections.

problem Understanding the structure of Picard modular groups using reflections.
method Using presentations from previous works to show generation by reflections.
result Picard modular groups mPU(2,1,Od){ m PU}(2,1,\mathcal{O}_d) are generated by complex reflections.

We determine the number of cusps of minimal Picard modular surfaces. The proof also counts cusps of other Picard modular surfaces of arithmetic interest. Consequently, for each N > 0 there are finitely many commensurability classes of nonuniform arithmetic lattices in SU(2, 1) that contain an N-cusped surface. We also …

2010-05-12abs ↗pdf ↗

We study the Picard groups of moduli spaces of smooth complex projective curves that have a group of automorphisms with a prescribed topological action. One of our main tools is the theory of symmetric mapping class groups. In the first part of the paper, we show that, under mild restrictions, the moduli spaces of smoo…

2016-11-22abs ↗pdf ↗

We study deformation of spherical CRCR circle bundles over Riemann surfaces of genus > 1. There is a one to one correspondence between such deformation space and the so-called universal Picard variety. Our differential-geometric proof of the structure and dimension of the unramified universal Picard variety has its own…

1998-07-08abs ↗pdf ↗

Study shows no hyperkähler fourfolds in specified conditions.

problem Identifying hyperkähler fourfolds in specific geometric settings.
method Classification and computation of Hodge numbers for fourfolds over rational homogeneous varieties.
result No hyperkähler fourfolds found in the specified conditions.

Researchers characterize a specific type of projective variety based on its tangents.

problem Characterizing smooth projective horospherical varieties of Picard number one.
method Using methods of W-normal complete step prolongations and Lie algebra cohomology.
result A uniruled projective manifold of Picard number one is biholomorphic to the variety if its tangents match.

Classifies Real primary Hopf surfaces and their associated groups.

problem Classifying Real primary Hopf surfaces and their associated groups.
method Complete classification up to Real biholomorphisms and equivariant diffeomorphisms.
result Detailed description of groups associated with Real primary Hopf surfaces.

The paper classifies diffeomorphism classes of Calabi-Yau threefolds constructed by gluing methods.

problem Classifying diffeomorphism classes of Calabi-Yau threefolds constructed by gluing methods.
method Using differential-geometric gluing method and classifications of simply-connected 6-manifolds.
result Any two doubling Calabi-Yau threefolds with Picard number two are not diffeomorphic to each other when the underlying Fano threefolds are distinct families.

Kähler-Einstein metrics found on special types of symmetric varieties.

problem Finding Kähler-Einstein metrics on smooth Fano symmetric varieties with specific properties.
method Used a combinatorial criterion for K-stability of Fano spherical varieties and computed algebraic moment polytopes and barycenters.
result Proved all smooth Fano symmetric varieties with Picard number one admit Kähler-Einstein metrics.

New K3 surfaces with two involutions and low Picard number constructed.

problem Finding K3 surfaces with specific properties and low Picard numbers.
method Construction of K3 surfaces over the rational numbers with low Picard numbers and two involutions.
result Explicit examples of K3 surfaces over the rational numbers with minimum Picard number 2 for various degrees.

For a Poisson manifold MM we develop systematic methods to compute its Picard group Pic(M)Pic(M), i.e., its group of self Morita equivalences. We establish a precise relationship between Pic(M)Pic(M) and the group of gauge transformations up to Poisson diffeomorphisms showing, in particular, that their connected components of…

2015-09-12abs ↗pdf ↗

Mark and Paupert devised a general method for obtaining presentations for arithmetic non-cocompact lattices, ΓΓ, in isometry groups of negatively curved symmetric spaces. The method involves a classical theorem of Macbeath applied to a ΓΓ-invariant covering by horoballs of the negatively curved symmetric space upon w…

2019-08-31abs ↗pdf ↗

The loop space of the Riemann sphere consisting of all CkC^k or Sobolev Wk,pW^{k,p} maps from the circle S1S^1 to the sphere is an infinite dimensional complex manifold. We compute the Picard group of holomorphic line bundles on this loop space as an infinite dimensional complex Lie group with Lie algebra the first Dolbe…

2006-02-28abs ↗pdf ↗

We investigate a method of construction of Calabi--Yau manifolds, that is, by smoothing normal crossing varieties. We develop some theories for calculating the Picard groups of the Calabi--Yau manifolds obtained in this method. Some applications are included, such as construction of new examples of Calabi--Yau 3-folds …

2006-04-27abs ↗pdf ↗

In this paper we investigate codimension one Fano distributions on Fano manifolds with Picard number one. We classify Fano distributions of maximal index on complete intersections in weighted projective spaces, Fano contact manifolds, Grassmannians of lines and their linear sections, and describe their moduli spaces. A…

2017-02-15abs ↗pdf ↗

The goal of this article is to show that five explicitly given transformations, a rotation, two screw Heisenberg rotations, a vertical translation and an involution generate the Euclidean Picard modular groups with coefficient in the Euclidean ring of integers of a quadratic imaginary number field. We also obtain the r…

2010-06-16abs ↗pdf ↗

The aim of this work is to provide fast and accurate approximation schemes for the Monte-Carlo pricing of derivatives in the Lévy LIBOR model of Eberlein and Özkan (2005). Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates but the methods are generally slow. We …

2010-06-16abs ↗pdf ↗

New examples show deletion type admissible pairs can be rigid under rational saturation.

problem Rigidity of admissible pairs of rational homogeneous spaces of Picard number one.
method Application of Mok's general criterion for non-subdiagram type admissible pairs.
result Examples of deletion type admissible pairs are rigid under rational saturation.