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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.

168,742 papers · 148 categories

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68136204272 · Jun 202019922001200920172026
48 results for Strict minimization

Proves strict inequality for minimizers of Willmore energy under isoperimetric constraints.

problem Minimizing the Willmore energy under isoperimetric constraints.
method Connected sum approach, building on previous work by Keller-Mondino-Rivière.
result Existence of minimizers for the isoperimetric constrained Willmore problem in every genus.

There are two parts of this paper. First, we discovered an explicit formula for the complex Hessian of the weighted log-Bergman kernel on a parallelogram domain, and utilised this formula to give a new proof about the strict convexity of the Mabuchi functional along a smooth geodesic. Second, when a C^{1,1}-geodesic co…

2017-11-27abs ↗pdf ↗

Local minimality proven for stable free-boundary minimal hypersurfaces.

problem Proving local minimality for stable free-boundary minimal hypersurfaces.
method Using relative current setting and strict stability, proving local minimality among relative cycles.
result Local minimality of stable free-boundary minimal hypersurfaces in a small tubular neighborhood.

As we have proved in [L], the geodesic flows associated with the flat metrics on T^2 minimize the polynomial entropy. In this paper, we show that, among the geodesic flows that are Bott integrable and dynamically coherent, the geodesic flows associated to flat metrics are local strict minima for the polynomial entropy.…

2012-07-20abs ↗pdf ↗

This paper is a continuation of our paper about boundary rigidity and filling minimality of metrics close to flat ones. We show that compact regions close to a hyperbolic one are boundary distance rigid and strict minimal fillings. We also provide a more invariant view on the approach used in the above mentioned paper.

2010-11-06abs ↗pdf ↗

New boundary condition for Black-Scholes equations in strict local martingale models.

problem Computing prices of European options with underlying asset as a strict local martingale.
method Numerical procedure using finite difference methods with a new boundary condition at infinity.
result The minimal solution, satisfying a discrete maximum principle, is the correct derivative price.

Let (X,L) be a polarized projective complex manifold. We show, by a simple toric one-dimensional example, that Mabuchi's K-energy functional on the geodesically complete space of bounded positive (1,1)-forms in the first Chern class of L, endowed with the Mabuchi metric, is not strictly convex modulo automorphisms. How…

2017-10-25abs ↗pdf ↗

New method proves rigidity of minimal hypersurfaces in curved 4-manifolds.

problem Proving rigidity of minimal hypersurfaces in curved 4-manifolds.
method Combining nonnegative 2-intermediate Ricci curvature and strict positivity of scalar curvature, extending Chodosh-Li-Stryker method.
result Rigidity of two-sided free boundary stable minimal hypersurfaces in 4-manifolds with bounded geometry and weakly convex boundary.

Paper shows regions close to negatively curved metrics are minimal fillings and rigid.

problem Boundary rigidity and minimality of metrics near negatively curved ones.
method Generalizes previous work on filling volume minimality and boundary rigidity for almost hyperbolic metrics.
result Regions with metrics close to a negatively curved symmetric metric are strict minimal fillings and boundary rigid.

Improved Frank-Wolfe algorithm for polytopes converges linearly with dimension dependence on optimal face.

problem Efficiently solving convex minimization problems over polytopes with linear rate.
method Revisiting Frank-Wolfe algorithm with strict complementarity assumption and away-steps.
result Linear convergence rate independent of polytope dimension for optimal face.

New tensor recovery method improves efficiency under strict complementarity.

problem Efficiently recovering low-rank tensors using tensor nuclear norm.
method Developed strict complementarity condition for tensor nuclear norm ball and applied to gradient methods.
result Standard gradient methods achieve linear convergence and nearly linear runtime under strict complementarity.

Paper aims to minimize ruin probability in insurance companies using Sparre Andersen model.

problem Minimizing ruin probability in insurance companies with Sparre Andersen surplus process.
method Markovization of the surplus process, investigation of value function's regularity, dynamic programming principle, and comparison of viscosity solutions.
result The value function is the unique constrained viscosity solution to the Hamilton-Jacobi-Bellman equation.

New findings on stable minimal hypersurfaces in curved 4-manifolds.

problem Nonexistence of complete stable minimal hypersurfaces in positively curved 4-manifolds.
method Combination of non-negative sectional curvature and strict positivity of scalar curvature.
result Rigidity of complete stable minimal hypersurfaces in 4-manifolds with positive curvature.

Enumerates knots up to five crossings and describes moves between them.

problem Counting and classifying knots up to a specific number of crossings.
method Generated tables of minimal diagrams and derived moves between knots.
result Conjecture about a lower bound for the triple-crossing number based on Alexander polynomial.

It is shown that there are infinitely many compact orientable smooth 4-manifolds which do not admit Einstein metrics, but nevertheless satisfy the strict Hitchin-Thorpe inequality 2 chi > 3 |tau|. The examples in question arise as non-minimal complex algebraic surfaces of general type, and the method of proof stems fro…

1995-11-27abs ↗pdf ↗

New insights into Bartnik mass from improvability of dominant energy scalar.

problem Characterizing Bartnik mass minimizing initial data sets.
method Introducing improvability concept, proving non-improvability consequences, and analyzing pp-wave counterexamples.
result Bartnik mass minimizing initial data sets are characterized, advancing conjectures.

We investigate special lcs and twisted Hamiltonian torus actions on strict lcs manifolds and characterize them geometrically in terms of the minimal presentation. We prove a convexity theorem for the corresponding twisted moment map, establishing thus an analog of the symplectic convexity theorem of Atiyah and Guillemi…

2018-05-01abs ↗pdf ↗

New proof shows how to identify DAGs with weakly increasing errors.

problem Identifying the true DAG in models with weakly increasing error variances.
method Minimum-trace DAG method and hill climbing algorithm with R2R neighborhood.
result Hill climbing algorithm without strict local optima under weakly increasing error variances.

Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.

problem Analyzing the convergence of gradient descent-ascent in non-convex, non-concave games with a finite timescale separation.
method Investigates the role of a finite timescale separation parameter τ on gradient descent-ascent in two-player zero-sum games, providing convergence rates and non-convergence results.
result Gradient descent-ascent converges to strict local minmax equilibria for a finite timescale separation parameter τ*.

We derive integral tests for the existence and absence of arbitrage in a financial market with one risky asset which is either modeled as stochastic exponential of an Ito process or a positive diffusion with Markov switching. In particular, we derive conditions for the existence of the minimal martingale measure. We al…

2018-09-25abs ↗pdf ↗

In this paper we investigate the strict convexity and the differentiability properties of the stable norm, which corresponds to the homogenized surface tension for a periodic perimeter homogenization problem (in a regular and uniformly elliptic case). We prove that it is always differentiable in totally irrational dire…

2012-05-07abs ↗pdf ↗

Strong geodesic convex function and strong monotone vector field of order mm on Riemannian manifolds have been established. A characterization of strong geodesic convex function of order mm for the continuously differentiable functions has been discussed. The relation between the solution of a new variational inequal…

2017-05-29abs ↗pdf ↗

We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are not equivalent to one another. Several old and new strict local martingales are i…

2007-11-07abs ↗pdf ↗

We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at the candidate minimizer returned by SGD is close to the minimal value of the ob…

2018-10-22abs ↗pdf ↗

We describe and partially solve a natural Yamabe-type problem on smooth metric measure spaces which interpolates between the Yamabe problem and the problem of finding minimizers for Perelman's νν-entropy. This problem reduces in all dimensions on Euclidean space to the characterization of the minimizers of the family …

2013-06-18abs ↗pdf ↗

Study complex hyperbolic lattices and their relation to strict hyperbolization.

problem Understanding the relationship between complex hyperbolic lattices and strict hyperbolization.
method Analyzing the fundamental groups of complex hyperbolic manifolds and spaces arising from strict hyperbolization.
result Uniform lattices in PU(n,1) cannot be fundamental groups of Charney-Davis strict hyperbolizations when n ≥ 2.

Study calculates eigenvalues and eigenfunctions for spherical triangles and finds fundamental gap behavior.

problem Understanding eigenvalues and gaps in spherical triangles.
method Explicit computation of Dirichlet eigenvalues and eigenfunctions for spherical lunes and triangles.
result Fundamental gap of spherical triangles increases as the angle of the lune decreases.

Study compares nodal sets of solutions to the Allen-Cahn equation.

problem Comparing nodal sets of solutions to the Allen-Cahn equation with conical asymptotics.
method Maximum principle for linearized operator on unbounded domains.
result Positive phase uniquely determines the solution and enforces global ordering.