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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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223446669892 · Jun 202019922001200920172026
48 results for Stefan problem

New method solves supercooled Stefan problem, proving minimal solutions are physical.

problem Evolution of solid-liquid boundary in substances below freezing point.
method Construct solutions through McKean-Vlasov equation, proving tightness and propagation of chaos.
result Minimal solutions of McKean-Vlasov equation are physical under integrable initial conditions.

Anisotropic obstacle problems and Stefan problem studied with evolving surfaces.

problem Anisotropic parabolic obstacle problems and Stefan problem.
method Cahn-Hoffman transform and anisotropic mean curvature flow.
result Optimal regularity of the solution and C1,αC^{1,α}-regularity of the evolving free boundary.

Central bank optimizes bailout cash injection to limit defaults.

problem Optimizing cash injection to limit defaults in a system of mutual obligations.
method Proved convergence and solved a drift controlled Stefan problem using mean field control and policy gradient methods.
result Optimal strategies involve subsidizing banks with equity values in a time-dependent region.

Proves a theorem for normal distributions on manifolds with boundary.

problem Normal distributions on manifolds with boundary require a new approach to integration.
method Introduces neat integral manifolds with boundary and conditions for integrability.
result Conditions for integrability expressed in terms of adapted collars and integrability on interior and boundary.

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the classical Stefan-problem in one space dimension, where the paths of the moving in…

2016-01-15abs ↗pdf ↗

Probabilistic proof of smooth boundaries in optimal stopping problems.

problem Continuous differentiability of time-dependent optimal boundaries in optimal stopping problems.
method Local probabilistic arguments for a wider range of conditions.
result First probabilistic proof of continuous differentiability under general conditions.

The generalization of Frobenius' theorem to foliations with singularities is usually attributed to Stefan and Sussmann, for their simultaneous discovery around 1973. However, their result is often referred to without caring much on the precise statement, as some sort of magic spell. This may be explained by the fact th…

2017-10-04abs ↗pdf ↗

We give a solution of Plateau's problem for singular curves possibly having self-intersections. The proof is based on the solution of Plateau's problem for Jordan curves in very general metric spaces by Alexander Lytchak and Stefan Wenger and hence works also in a quite general setting. However the main result of this …

2019-04-29abs ↗pdf ↗

The paper characterizes stochastic incompleteness in Riemannian manifolds.

problem Stochastic incompleteness of Riemannian manifolds and its characterization.
method Characterization through solutions to nonlinear parabolic equations.
result Stochastic incompleteness is equivalent to the nonuniqueness of bounded solutions to certain nonlinear parabolic equations.

The paper establishes a correspondence between normal distributions and neat foliations on manifolds with boundary.

problem Understanding normal distributions on manifolds with boundary.
method Develops a theory analogous to Stefan and Sussmann's for integrable distributions, focusing on neat foliations.
result A one-to-one correspondence between neatly integrable normal distributions and neat foliations by manifolds with boundary.

This is a survey concerning the relationship between Lie Groupoids (and their morphisms) and singular foliations in the sense of Sussmann-Stefan (considered from a purely geometrical point of view). We focus on the interaction between the algebraic and differentiable structures underlying Lie groupoids, and between gro…

2007-11-15abs ↗pdf ↗

The paper is an informal report on joint work with Stefan Haller on Dynamics in relation with Topology and Spectral Geometry. By dynamics one means a smooth vector field on a closed smooth manifold; the elements of dynamics of concern are the rest points, instantons and closed trajectories. One discusses their counting…

2010-12-28abs ↗pdf ↗

Let XX be a Banach space or more generally a complete metric space admitting a conical geodesic bicombing. We prove that every closed LL-Lipschitz curve γ:S1Xγ:S^1\rightarrow X may be extended to an LL-Lipschitz map defined on the hemisphere f:H2Xf:H^2\rightarrow X. This implies that XX satisfies a quadratic isoperimetri…

2018-10-02abs ↗pdf ↗

This note contains two remarks about the application of the d-invariant in Heegaard Floer homology and Donaldson's diagonalization theorem to knot theory. The first is the equivalence of two obstructions they give to a 2-bridge knot being smoothly slice. The second carries out a suggestion by Stefan Friedl to replace t…

2015-12-27abs ↗pdf ↗

Let (Xm+1,g)(X^{m+1}, g) be an (m+1)(m+1)-dimensional globally hyperbolic spacetime with Cauchy surface MmM^m, and let M~m\widetilde M^m be the universal cover of the Cauchy surface. Let NX\mathcal N_{X} be the contact manifold of all future directed unparameterized light rays in XX that we identify with the spherical cotangent…

2018-03-13abs ↗pdf ↗

Solves Plateau-Douglas problem for singular configurations in general metric spaces.

problem Existence of minimal surfaces for singular configurations.
method Generalized approach via minimal sequences in metric spaces.
result Existence of minimal surfaces for singular configurations in general metric spaces.

Survey and extend work on singular foliations in diffeology.

problem Understanding singular foliations and their properties in diffeological settings.
method Survey Stefan and Sussmann's work, introduce transverse equivalence, and define basic cohomology.
result Transverse equivalence of singular foliations preserves leaf spaces diffeologically but not conversely.

The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.

problem Analyzing blow-ups in McKean-Vlasov equations involving hitting times.
method Connection to the supercooled Stefan problem, comparison principles, and new transform.
result Proves global solvability for McKean-Vlasov dynamics under certain conditions.

Introduces Carrollian Lie algebroids to handle singular Carrollian geometries.

problem Handling singular Carrollian geometries within standard Carrollian geometry.
method Introduces Carrollian Lie algebroids to study singular Carrollian geometries.
result Established the existence of compatible connections on Carrollian Lie algebroids.

This work is a short, self-contained introduction to subriemannian geometry with special emphasis on Chow's Theorem. As an application, a regularity result for the Poincaré Lemma is presented. At the beginning, the definitions of a subriemannian geometry, horizontal vector fields and horizontal curves are given. Then t…

2012-11-15abs ↗pdf ↗

We survey the status of some decision problems for 3-manifolds and their fundamental groups. This includes the classical decision problems for finitely presented groups (Word Problem, Conjugacy Problem, Isomorphism Problem), and also the Homeomorphism Problem for 3-manifolds and the Membership Problem for 3-manifold gr…

2014-05-24abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

This paper solves the Christoffel problem in hyperbolic space and its equivalent on spheres.

problem Prescribing curvatures for convex hypersurfaces in hyperbolic space.
method Proving a full rank theorem to establish the existence of solutions.
result Existence of solutions to the Christoffel problem and its equivalent Nirenberg-Kazdan-Warner problem on spheres.

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we anal…

2016-09-18abs ↗pdf ↗

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.

problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.

The paper solves a generalized Christoffel-Minkowski problem using a curvature flow.

problem Solving the (p,q)-Christoffel-Minkowski problem.
method Investigating the problem via an expanding curvature flow.
result Existence and uniqueness of smooth solutions to the (p,q)-Christoffel-Minkowski problem.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

This is a survey of some problems in geometric group theory which I find interesting. The problems are from different areas of group theory. Each section is devoted to problems in one area. It contains an introduction where I give some necessary definitions and motivations, problems and some discussions of them. For ea…

2007-04-22abs ↗pdf ↗

We present updates to the problems on Hirzebruch's 1954 problem list focussing on open problems, and on those where substantial progress has been made in recent years. We discuss some purely topological problems, as well as geometric problems about (almost) complex structures, both algebraic and non-algebraic, about co…

2013-05-20abs ↗pdf ↗