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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.

169,181 papers · 148 categories

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48 results for Reynolds stress

This work improves RANS predictions and quantifies uncertainties using Bayesian deep neural networks.

problem Uncertainty in data-driven turbulence models for RANS simulations.
method Invariant Bayesian deep neural network trained with Stein variational gradient descent, uncertainties propagated via Monte Carlo simulation.
result Quantitative measurement of model confidence and uncertainty quantification for flows with limited data.

Proposes a new model for RANS simulations with uncertainty.

problem Uncertainty in Reynolds-averaged Navier-Stokes simulations.
method Data-driven closure model with aleatoric uncertainty, Bayesian formulation, sparse indirect data.
result Accurate probabilistic predictions, even in regions of model error.

Study uses reinforcement learning to optimize metachronal paddling at low Reynolds number.

problem Optimizing metachronal paddling strategies for efficient swimming at low Reynolds numbers.
method Applied reinforcement learning to a swimmer model with varying paddle spacings.
result The reinforcement learning algorithm selects a back-to-front metachronal wave-like stroke as the most efficient, regardless of the number of paddles.

Generalizes differentiation under integral sign to submanifolds with corners.

problem Closing a gap in mathematical literature for evolving submanifolds with corners.
method Proves generalizations of the Reynolds Transport Theorem for submanifolds with corners.
result Provides a unified treatment of integral theorems for unbounded cases.

Convolutional networks predict turbulence from wall quantities.

problem Predicting turbulence fields from wall-shear-stress components and wall pressure.
method Two CNN models: FCN and FCN-POD, trained on DNS data.
result FCN and FCN-POD models outperform EPOD in predicting turbulence fields.

Deep learning improves accuracy of RANS simulations for airfoils.

problem Improving accuracy of Reynolds-Averaged Navier-Stokes simulations for airfoils.
method Used a modernized U-net architecture and evaluated various trained neural networks.
result Achieved a mean relative pressure and velocity error of less than 3% across various airfoil shapes.

We give a description of the boundary of a complex of free factors that is analogous to E. Klarreich's description of the boundary of a curve complex. The argument uses the geometry of folding paths developed by Bestvina and Feighn as well as structural results about very small trees developed by Coulbois, Hilion, Lust…

2012-11-15abs ↗pdf ↗

Method generates plausible financial stress scenarios using large deviations.

problem Misleading risk management by overlooking or overemphasizing implausible scenarios.
method Exploits large-deviations principle to concentrate risk factors near most likely stress configurations.
result Can generate informative stress scenarios even with limited historical data.

A neural network models pressure-Hessian from local velocity gradients in turbulent flows.

problem Modeling the pressure-Hessian from local velocity gradients in turbulent flows.
method Tensor basis neural network (TBNN) trained on DNS data.
result Neural network accurately captures key alignment statistics of the pressure-Hessian tensor.

Study classifies long-term stress using EEG and expert labeling.

problem Classifying long-term stress using EEG signals.
method Baseline EEG recordings, perceived stress scale scores, expert evaluation, frequency domain features, alpha asymmetry, t-test, support vector machine.
result Expert evaluation improves classification accuracy to 85.20%.

Machine learning predicts wind pressures around circular cylinders efficiently.

problem Predicting wind pressures around circular cylinders using traditional methods is costly and time-consuming.
method Trained GBRT models using Reynolds number, turbulence intensity, and circumferential angle as inputs.
result GBRT models accurately predict wind pressures for a wide range of Reynolds and turbulence intensities.

End-to-end transformer model improves lexical stress detection accuracy.

problem Inaccurate phoneme boundaries and limited features for stress classification.
method End-to-end sequence to sequence model using transformer trained on feature sequences and phoneme sequences with stress marks.
result End-to-end model achieves better performance and lower phoneme error rate (6.36%) compared to syllable segmentation methods.

Develops a method for reverse stress testing in multivariate scenarios.

problem Reconstructing a multivariate stress scenario from a single exogenous shock.
method Maximizing conditional density under three distributional assumptions.
result Simulated scenarios are economically coherent and reproduce risk-reward asymmetry.

A hybrid model combines diffusion and neural operator methods for stress prediction in hyperelastic materials.

problem Challenges in predicting stress fields in hyperelastic materials with complex microstructures.
method A hybrid surrogate framework combining a conditional denoising diffusion probabilistic model (cDDPM) and a modified DeepONet.
result The hybrid model consistently outperforms traditional methods by one to two orders of magnitude.

Develops a method for stress testing correlations of financial portfolios.

problem Stress testing correlations in financial asset portfolios.
method Parametric representation of correlations, Bayesian variable selection, joint distribution of stress scenarios.
result Inference of worst-case correlation scenarios using stress tests.

Study shows stress affects emotion recognition models, improving generalizability.

problem Stress affects emotion recognition models, reducing their generalizability.
method Used adversarial networks to control for stress effects on emotion recognition.
result Emotion recognition models that control for stress during training have better generalizability.

Credit risk stress tests can misrepresent default probabilities due to inconsistent parameterization.

problem Misleading default probability projections in credit risk stress tests.
method Analysis of credit risk stress testing models and their parameterization.
result Current portfolios tend to align with through-the-cycle portfolios, leading to spurious default rate projections.

Machine learning improves financial stress testing in Indian markets.

problem Conventional stress testing limitations in Indian financial markets.
method Dimensionality reduction, latent factor modeling, Variational Autoencoders, Monte Carlo simulation.
result Improved flexibility, robustness, and realism in financial stress testing.

Paper proposes MAST to identify stress conditions in forecasting models.

problem Improving reliability and transparency of univariate forecasting models under stress.
method Meta-learning and data augmentation approach to predict stress conditions.
result MAST identifies conditions leading to large errors in forecasting models.

Study identifies mental stress in firefighters using heart rate variability data.

problem Unsupervised identification of mental stress in firefighters from heart rate variability data.
method Exploration and comparison of three unsupervised methods: K-Means, convolutional autoencoders, and LSTM autoencoders.
result Convolutional and LSTM autoencoders successfully stratify stressed versus normal samples using HRV markers.

Paper defines p-biharmonic submanifolds and stress tensors in space forms.

problem Characterizing p-biharmonic submanifolds in space forms.
method Provided necessary and sufficient conditions for p-biharmonic submanifolds and properties of stress p-bienergy tensors.
result New properties of stress p-bienergy tensors for p-biharmonic submanifolds.

Using Hilbert's criterion, we consider the stress-energy tensor associated to the bienergy functional. We show that it derives from a variational problem on metrics and exhibit the peculiarity of dimension four. First, we use this tensor to construct new examples of biharmonic maps, then classify maps with vanishing or…

2006-02-01abs ↗pdf ↗

This paper uses multivariate probability models to assess financial system risks.

problem Assessing systemic risk in financial systems.
method Computes multivariate conditional probability distributions for elliptical distributions, focusing on Student-t and Normal models.
result Proposes measures of stress impact and systemic risk.

Research shows ESG signals lower exposure to market fragility during stress periods.

problem Market fragility often occurs together, and ESG is associated with reduced exposure.
method Monthly data on S&P 500 constituents from 2014 to 2025, analyzing downside returns, volatility, illiquidity, and cofragility states.
result A one-standard-deviation increase in ESG lowers the probability of severe cofragility by 0.92 percentage points during stress periods.

Bayesian Monte-Carlo method assesses uncertainty in shear stress entropy models.

problem Uncertainty in evaluating shear stress entropy models remains an open question.
method Bayesian Monte-Carlo (BMC) uncertainty method to evaluate four entropy models.
result FOCB statistic index determines certainty of entropy models in shear stress estimation.

Study predicts shear stress in compound channels using data mining and machine learning.

problem Predicting shear stress distribution in symmetric compound channels.
method Conducted experiments to measure shear stress. Used data mining and machine learning models (RF, M5P, RC, KStar, AR) to predict.
result Random Forest (RF) model showed highest accuracy with R2=0.9.

Develops a robust hedging valuation adjustment measure for dynamic hedging under liquidity-demand stress.

problem Dynamic hedging under liquidity-demand stress
method Define robust HVA as the worst-case expected loss over a relative-entropy neighborhood of the loss distribution generated by simulated rebalancing and maturity-unwind trades.
result Distinguishes fixed-radius convention from fixed benchmark-stress convention and shows wider no-trade bands lower rebalancing costs but raise hedge-error risk.

Neural networks predict flow and elastic stresses in viscoelastic turbulence.

problem Predicting flow and elastic stresses in viscoelastic turbulent flows using limited experimental data.
method Convolutional neural networks trained on wall-normal velocity and pressure data.
result Neural networks accurately predict flow and elastic stresses, especially during low-drag events.

Paper develops a robust HVA measure for dynamic hedging under liquidity stress.

problem Valuation of dynamic hedging under liquidity stress.
method Defines robust HVA as worst-case expected loss over a relative-entropy neighborhood of loss distributions for no-trade bands.
result Wider no-trade bands lower rebalancing costs but increase hedge-error risk.

This work extends elasticity theory to curved spaces, solving stress potentials.

problem Addressing elasticity in curved spaces with boundary.
method Using double forms and bilaplacian operator regularity, solving biharmonic equations.
result Stress potentials can be used in non-Euclidean geometries.