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.
We show that for any smooth Hausdorff manifolds M and N, which are not necessarily second countable, paracompact or connected, any isomorphism from the algebra of smooth (real or complex) functions on N to the algebra of smooth functions on M is given by composition with a unique diffeomorphism from M to N. An analogou…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and the non-smooth part is equipped with a simple proximal mapping. We propose a pr…
We study a non-parametric multi-armed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Previous studies have focused on deriving minimax-optimal algorithms in cases where it is a priori known how smooth the payoff functions are. I…
Topologies on algebraic and equational theories are used to define germ determined, near-point determined, and point determined rings of smooth functions, without requiring them to be finitely generated. It is proved, that any commutative algebra morphism (without requiring continuity) between near-point determined rin…
The folk questions in Lorentzian Geometry, which concerns the smoothness of time functions and slicings by Cauchy hypersurfaces, are solved by giving simple proofs of: (a) any globally hyperbolic spacetime (M,g) admits a smooth time function τ whose levels are spacelike Cauchy hyperfurfaces and, thus, also a smooth…
We discuss generic smooth maps from smooth manifolds to smooth surfaces, which we call "Morse 2-functions", and homotopies between such maps. The two central issues are to keep the fibers connected, in which case the Morse 2-function is "fiber-connected", and to avoid local extrema over 1-dimensional submanifolds of th…
For a smooth function on a smooth manifold of a suitable class, the space of all connected components of preimages is the graph and called the {\it Reeb graph}. Reeb graphs are fundamental tools in the algebraic and differential topological theory of Morse functions and more general functions which are not so wild. In …
We generalize stochastic smoothing for gradient estimation of non-differentiable functions.
problem Gradient estimation for non-differentiable functions.
method Developed a general framework for relaxation and gradient estimation of non-differentiable black-box functions using stochastic smoothing with reduced assumptions.
result Empirically validated the effectiveness of variance reduction strategies for various non-differentiable tasks.
In this paper we prove that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave. The value function is smooth if admissible controls satisfy an integrability condition or if it is contin…
The minimal number of critical points is studied for smooth functions on closed manifolds.
problem Determining the minimal number of critical points for smooth functions on closed manifolds.
method Investigates cylindrical ball neighborhoods and exotic critical points, proving the conjecture for certain types of critical points.
result The minimal number of critical points is the same for smooth functions without exotic critical points on closed manifolds of dimension at least 6.
It is proved that isomorphisms between algebras of smooth functions on Hausdorff smooth manifolds are implemented by diffeomorphisms. It is not required that manifolds are second countable nor paracompact. This solves a problem stated by A. Wienstein. Some related results are discussed as well.
We study exotic smoothings of open 4-manifolds using the minimal genus function and its analog for end homology. While traditional techniques in open 4-manifold smoothing theory give no control of minimal genera, we make progress by using the adjunction inequality for Stein surfaces. Smoothings can be constructed with …
The Kazdan-Warner problem is solved for Riemann surfaces with smooth boundaries.
problem Realizing smooth functions as Gaussian and geodesic curvatures on compact Riemann surfaces.
method Existence results of Brezis-Merle type equations and uniformization theorem extension.
result Any smooth function on compact Riemann surface with smooth boundary can be realized as a Gaussian curvature function and any on the boundary as a geodesic curvature function.
We prove that every continuous function on a separable infinite-dimensional Hilbert space X can be uniformly approximated by smooth functions with no critical points. This kind of result can be regarded as a sort of very strong approximate version of the Morse-Sard theorem. Some consequences of the main theorem are as …
This note establishes smooth approximation from above for J-plurisubharmonic functions on an almost complex manifold (X,J). The following theorem is proved. Suppose X is J-pseudoconvex, i.e., X admits a smooth strictly J-plurisubharmonic exhaustion function. Let u be an (upper semi-continuous) J-plurisubharmonic functi…
We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing s…
We introduce non-smooth symplectic forms on manifolds and describe corresponding Poisson structures on the algebra of Colombeau generalized functions. This is achieved by establishing an extension of the classical map of smooth functions to Hamiltonian vector fields to the setting of non-smooth geometry. For mildly sin…