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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.

168,695 papers · 148 categories

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316292123 · May 202619922001200920172026
48 results for Richards equation

Develops a new Gaussian process method for efficient Bayesian inference of plant root parameters in the Richards equation.

problem Estimating unknown parameters in nonlinear PDEs for agricultural studies.
method Gaussian process collocation with importance sampling and Bayesian optimization.
result Our method yields robust estimates with uncertainty quantification for plant root parameters.

Proposes SDE framework for uncertainty quantification in graph neural networks.

problem Lack of uncertainty quantification in graph neural networks.
method Introduces Latent Graph Neural Stochastic Differential Equations (LGNSDE) with Bayesian prior-posterior mechanism and Brownian motion.
result LGNSDEs provide theoretically sensible guarantees for uncertainty estimates and are robust to perturbations.

These are problems on Heegaard splittings, that were raised at the Workshop, listed according to their contributors: David Bachman, Mario Eudave-Munoz, John Hempel, Tao Li, Yair Minsky, Yoav Moriah and Richard Weidmann. On pages 285-298 of this monograph (arxiv:0904.0017) Hyam Rubinstein gives a personal collection of …

2009-04-01abs ↗pdf ↗

Richard Bellman's Principle of Optimality, formulated in 1957, is the heart of dynamic programming, the mathematical discipline which studies the optimal solution of multi-period decision problems. In this paper, we look at the main trading principles of Jesse Livermore, the legendary stock operator whose method was pu…

2014-07-09abs ↗pdf ↗

In connection with his interest in selfdistributive algebra, Richard Laver established two deep results with potential applications in low-dimensional topology, namely the existence of what is now known as the Laver tables and the well-foundedness of the standard ordering of positive braids. Here we present these resul…

2014-01-14abs ↗pdf ↗

This dissertation contains a comprehensive study of the topology of 2-manifolds and a complementary analysis of the work done by Edwin E. Moise, L. V. Ahlfors and Ian Richards. Our aim is to study the well known classification of surfaces. Here we present the technical tools needed for proving rigorously the classifica…

2014-07-31abs ↗pdf ↗

We show that the group of all pl-homeomorphisms of the reals having bounded slopes surjects on the group QI(R)QI({\Bbb R}) of all quasi-isometries of R{\Bbb R}. We prove that the following groups can be imbedded in QI(R)QI({\Bbb R}): The group of compactly supported pl-homeomorphisms of the reals, the Richard Thompson group…

2006-06-16abs ↗pdf ↗

We consider open, oriented 3-manifolds which are infinite connected sums of closed 3-manifolds. We introduce some topological invariants for these manifolds and obtain a classification in the case where there are only finitely many summands up to diffeomorphism. This result encompasses both the Kneser-Milnor Prime Deco…

2020-01-31abs ↗pdf ↗

In this paper we provide a detailed proof of the second variation formula, essentially due to Richard Hamilton, Tom Ilmanen and the first author, for Perelman's νν-entropy. In particular, we correct an error in the stability operator stated in Theorem 6.3 of [2]. Moreover, we obtain a necessary condition for linearly …

2010-08-04abs ↗pdf ↗

Consider the unnormalized Ricci flow (gij)t=2Rij(g_{ij})_t = -2R_{ij} for t[0,T)t\in [0,T), where T<T < \infty. Richard Hamilton showed that if the curvature operator is uniformly bounded under the flow for all times t[0,T)t\in [0,T) then the solution can be extended beyond TT. We prove that if the Ricci curvature is uniformly bounded…

2003-11-22abs ↗pdf ↗

We define systems of pre-extremals for the energy functional of regular rheonomic Lagrange manifolds and show how they induce well-defined Hamilton orthogonal nets. Such nets have applications in the modelling of e.g. wildfire spread under time- and space-dependent conditions. The time function inherited from such a Ha…

2017-08-24abs ↗pdf ↗

A mean-reverting financial instrument is optimally traded by buying it when it is sufficiently below the estimated `mean level' and selling it when it is above. In the presence of linear transaction costs, a large amount of value is paid away crossing bid-offers unless one devises a `buffer' through which the price mus…

2011-03-25abs ↗pdf ↗

Prompted by a recent experiment by Victor Haghani and Richard Dewey, this note generalises the Kelly strategy (optimal for simple investment games with log utility) to a large class of practical utility functions and including the effect of extraneous wealth. A counterintuitive result is proved : for any continuous, co…

2016-11-28abs ↗pdf ↗

This project serves to analyze the behavior of Ricci Flow in five dimensional manifolds. Ricci Flow was introduced by Richard Hamilton in 1982 and was an essential tool in proving the Geometrization and Poincare Conjectures. In general, Ricci Flow is a nonlinear PDE whose solutions are rather difficult to calculate; ho…

2017-08-02abs ↗pdf ↗

Tensor PCA problem analyzed with statistical query lower bounds.

problem Estimating the expected value of a rank-1 tensor from Gaussian samples.
method Sharp analysis of optimal sample complexity in the Statistical Query model.
result SQ algorithms with polynomial query complexity fail in the conjectured hard phase and have sub-optimal sample complexity.

The paper studies how certain currents can induce metric structures from Kähler-Ricci flows.

problem Understanding metric structures induced by currents from Kähler-Ricci flows.
method Analyzes sufficient conditions for a closed, positive (1,1)-current to induce a metric structure from Kähler-Ricci flows.
result Shows that certain currents can induce metric structures from Kähler-Ricci flows, including Alexandrov surfaces.

New method solves high-dimensional PDEs fast using physics-informed neural networks.

problem High computational cost in solving high-dimensional PDEs.
method Stochastic Dimension Gradient Descent (SDGD) for physics-informed neural networks (PINNs).
result Solves many high-dimensional PDEs including HJB and Schrödinger equations in 100,000 dimensions in 12 hours.

In the first part of the paper we discuss the current status of the application of the gluing methodology to doubling and desingularization constructions for minimal surfaces in Riemannian three-manifolds. In particular a doubling construction for equatorial spheres in S3(1)S^3(1) is announced. Aspects of the current unde…

2010-12-28abs ↗pdf ↗

We give first examples of finitely generated groups having an intermediate, with values in (0,1), Hilbert space compression (which is a numerical parameter measuring the distortion required to embed a metric space into Hilbert space). These groups include certain diagram groups. In particular, we show that the Hilbert …

2004-11-26abs ↗pdf ↗

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-33 tensor TT of the form T=τv03+AT = τ\cdot v_0^{\otimes 3} + A, where τ0τ\geq 0 is a signal-to-noise ratio, v0v_0 is a unit vector, and AA is a random noise tensor, the goal is to recover th…

2015-07-12abs ↗pdf ↗

The existence of Kähler-Einstein metrics on a compact Kähler manifold has been the subject of intensive study over the last few decades, following Yau's solution to Calabi's conjecture. The Ricci flow, introduced by Richard Hamilton has become one of the most powerful tools in geometric analysis. We study the Kähler-Ri…

2006-02-08abs ↗pdf ↗

We present a monotonic expression for the Ricci flow, valid in all dimensions and without curvature assumptions. It is interpreted as an entropy for a certain canonical ensemble. Several geometric applications are given. In particular, (1) Ricci flow, considered on the space of riemannian metrics modulo diffeomorphism …

2002-11-11abs ↗pdf ↗

2-spheres in 4-manifolds have complete concordance obstructions if they have immersed dual spheres.

problem Determining concordance of 2-spheres in 4-manifolds.
method Adapting Stong's methods to 4-manifolds, using self-intersection sets and concordance obstructions.
result Complete concordance obstructions for 2-spheres with immersed dual spheres in 4-manifolds.

In this paper we generalize some results of Richard Palais to the case of Lie supergroups and Lie superalgebras. More precisely, let GG be a Lie supergroup, g\mathfrak g its Lie superalgebra and let ρρ be an infinitesimal action (a representation) of g\mathfrak g on a supermanifold MM. We will show that there alwa…

2013-02-12abs ↗pdf ↗

Study of discrete period matrices on embedded graphs, relating to Riemann surfaces.

problem Understanding discrete conformal structures on surfaces via period matrices.
method Combinatorial interpretation of period matrices, using homological quasi-trees and Laplacian determinants.
result Derived a combinatorial analogue of the Weil-Petersson potential and related it to homological quasi-trees.

We extend average edge order results to normal 3-pseudomanifolds.

problem Determining the average edge order of normal 3-pseudomanifolds.
method Extending previous results on 3-manifolds to 3-pseudomanifolds with singularities.
result For a normal 3-pseudomanifold KK, μ0(K)307μ_0(K) \geq \frac{30}{7}, with equality if and only if KK is a specific triangulation of RP2\mathbb{RP}^2.

Sharp analysis of power iteration for tensor PCA, improving convergence and stopping criteria.

problem Analyzing the power iteration algorithm for tensor PCA to improve convergence and stopping criteria.
method Sharp bounds on the number of iterations, revealing a smaller algorithmic threshold, proposing a stopping criterion.
result Sharp bounds on the number of iterations required for power method to converge, revealing a smaller algorithmic threshold than previously conjectured.

Notions of Darwinian selection have been implicit in economic theory for at least sixty years. Richard Nelson and Sidney Winter have argued that while evolutionary thinking was prevalent in prewar economics, the postwar Neoclassical school became almost entirely preoccupied with equilibrium conditions and their mathema…

2007-07-05abs ↗pdf ↗

No 5D aspherical manifolds can have uniformly positive scalar curvature.

problem Proving the non-existence of metrics with positive scalar curvature on certain 5D manifolds.
method Uniform acyclicity and toric symmetrization of stable μ-bubbles.
result Compact aspherical 5-manifolds cannot have metrics with uniformly positive scalar curvature.

Paper studies statistical-computational trade-offs in tensor PCA and related problems.

problem Statistical-computational gap in tensor PCA estimation.
method Derives computational lower bounds using communication complexity.
result Lower bounds specify trade-off among passes, sample size, and memory.

Study uses LSTM models to detect Wyckoff patterns in currency trading.

problem Understanding market dynamics and identifying trading opportunities.
method Dissecting Wyckoff Phases, using CNNs for spatial data and LSTM for temporal data.
result Deep learning models enhance pattern recognition in financial markets.

Proves solvability of general inverse σ_k equations with constant coefficients.

problem Solvability of general inverse σ_k equations with constant coefficients.
method Proves existence of unique solution if a C-subsolution exists.
result Confirms analytical conjecture for deformed Hermitian--Yang--Mills equation.

We present an unsupervised approach for discovering semantic representations of mathematical equations. Equations are challenging to analyze because each is unique, or nearly unique. Our method, which we call equation embeddings, finds good representations of equations by using the representations of their surrounding …

2018-03-24abs ↗pdf ↗

Paper establishes estimates for nonlinear equations on compact manifolds.

problem Estimating solutions to fully nonlinear equations with gradient terms on compact almost Hermitian manifolds.
method Establishes second order estimates and proves existence of solutions for specific equations.
result Proves existence of solutions for various equations, including Monge-Ampère and Hessian equations.