Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

145290434579 · Jun 202019922001200920172026
48 results for Third order convergence

TOLD++ improves convergence of diffusion models by critically damping the forward transition matrix.

problem Improving the convergence of Denoising Diffusion Probabilistic Models.
method Critically damping the Third-Order Langevin Dynamics (TOLD) forward transition matrix using eigen-analysis.
result TOLD++ converges faster than TOLD, verified on toy and real datasets.

We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…

2011-04-05abs ↗pdf ↗

This paper is devoted to a third order study of the end-point map in sub-Riemannian geometry. We first prove third order open mapping results for maps from a Banach space into a finite dimensional manifold. In a second step, we compute the third order term in the Taylor expansion of the end-point map and we specialize …

2019-07-25abs ↗pdf ↗

Third-order symmetric Lorentzian manifolds, i.e. Lorentzian manifold with zero third derivative of the curvature tensor, are classified. These manifolds are exhausted by a special type of pp-waves, they generalize Cahen-Wallach spaces and second-order symmetric Lorentzian spaces.

2014-07-14abs ↗pdf ↗

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

NR retraction approximates geodesics on submanifolds efficiently.

problem Efficiently approximating geodesics on submanifolds for practical algorithms.
method Introducing Newton retraction (NR) as a class of retractions on submanifolds induced by a foliation of the ambient manifold.
result NR is more stable and computationally cheaper than oblique projection, with superlinear convergence regions.

New variational principles found for conformal geodesics.

problem Challenges in Lagrangian formulation for conformal geodesics.
method Enlarging the class of variations leads to a variational formulation with a third-order conformally invariant Lagrangian.
result Some integral curves of the fourth-order ODE system are spirals.

FedAc accelerates Federated Averaging for distributed optimization.

problem Efficiently optimizing distributed machine learning models.
method Federated Accelerated Stochastic Gradient Descent (FedAc) using a potential-based perturbed iterate analysis.
result FedAc achieves faster convergence and lower communication costs than previous methods.

We study the Proximal Langevin Algorithm (PLA) for sampling from a probability distribution ν=efν= e^{-f} on Rn\mathbb{R}^n under isoperimetry. We prove a convergence guarantee for PLA in Kullback-Leibler (KL) divergence when νν satisfies log-Sobolev inequality (LSI) and ff has bounded second and third derivatives. Thi…

2019-11-04abs ↗pdf ↗

The thesis clarifies when local updates outperform centralized methods in heterogeneous data environments.

problem Understanding when local updates are more effective than centralized or mini-batch methods in distributed optimization.
method Fine-grained consensus-error-based analysis framework, focusing on bounded second-order heterogeneity and third-order smoothness.
result Local updates outperform centralized or mini-batch methods under realistic models of data heterogeneity.

Paper proves Simon's third gap conjecture for minimal surfaces in spheres.

problem Investigating the third gap problem in Simon's conjecture for minimal surfaces in unit spheres.
method Developed refined third-order Simons-type integral identities and established new lower bounds for curvature terms.
result Obtained positive gap results for the squared norm of the second fundamental form throughout the interval \(\left[\frac{5}{3},\frac{9}{5} ight]\).

Study third order Einstein deformations for Kähler-Einstein metrics on compact manifolds.

problem Existence of non-trivial Einstein deformations of Kähler metrics.
method Explicitly determined the obstruction to third order Einstein deformation and formulated it in terms of polynomial identities.
result Third order integrability for the Einstein equation is equivalent to Maurer-Cartan type equations and polynomial identities.

In this paper we define nnth order Hessian structures on manifolds and study them. In particular, when n=3n = 3, we make a detailed study and establish a one-to-one correspondence between {\it third-order Hessian structures} and a {\it certain class of connections} on the second-order tangent bundle of a manifold. Furt…

2005-08-25abs ↗pdf ↗

For CR structures in dimension three, the CR pluriharmonic functions are characterized by the vanishing of a third order operator. This third order operator, after composition with the divergence operator, gives the fourth order analogue of the Paneitz operator. In this short note, we give criteria under which the kern…

2015-02-06abs ↗pdf ↗

Improved fourth-order compact scheme for option valuation with Robin boundary condition.

problem Lower convergence rates in numerical methods for American options.
method High-order compact scheme, Robin boundary condition, coupled nonlinear PDEs.
result Fourth-order convergence rate achieved without mesh refinement.

We introduce an alternative approach to the third order helicity of a volume preserving vector field BB, which leads us to a lower bound for the L2L^2-energy of BB. The proposed approach exploits correspondence between the Milnor μˉ123\barμ_{123}-invariant for 3-component links and the homotopy invariants of maps to con…

2008-08-11abs ↗pdf ↗

We discuss contact invariant structures on the space of solutions of a third-order ordinary differential equation. Associated to any third-order differential equation modulo contact transformations, Chern introduced a degenerate conformal Lorentzian metric on the space of 2-jets of functions of one variable. When the W…

2010-01-01abs ↗pdf ↗

Study shows the second fundamental form of pseudospherical surfaces is universal and not dependent on specific solutions.

problem Dependence of the second fundamental form in local isometric immersions of pseudospherical surfaces.
method Analysis of third order differential equations and jets of finite order.
result The second fundamental form of pseudospherical surfaces is universal and not dependent on the specific solution.

Based on the theory of Poisson vertex algebras we calculate skew-symmetry conditions and Jacobi identities for a class of third-order nonlocal operators of differential-geometric type. Hamiltonian operators within this class are defined by a Monge metric and a skew-symmetric two-form satisfying a number of differential…

2018-05-02abs ↗pdf ↗

This article is dedicated to solve the equivalence problem for two third order differential operators on the line under general fiber--preserving transformation using the Cartan method of equivalence. We will do three versions of the equivalence problems: first via the direct equivalence problem, second equivalence pro…

2011-01-17abs ↗pdf ↗

Develops high-order approximations for financial models, proving convergence and regularity.

problem Challenges in approximating and regularizing the Heston model due to its square root diffusion term.
method Random grid technique, Cox-Ingersoll-Ross (CIR) process, log-Heston process, PDE analysis.
result Achieves weak approximations of any order for smooth test functions in the Heston model, extending to log-Heston process.

We address the problem of local geometry of third order ODEs modulo contact, point and fibre-preserving transformations of variables. Several new and already known geometries are described in a uniform manner by the Cartan method of equivalence. This includes conformal, Weyl and metric geometries in three and six dimen…

2009-02-24abs ↗pdf ↗

This dissertation advances the theoretical foundation of local optimization methods in Federated Learning.

problem Theoretical understanding of local optimization methods in Federated Learning is lacking.
method The dissertation proposes and analyzes new methods to improve convergence rates and communication efficiency in Federated Learning.
result Sharp bounds and convergence rates for FedAvg are established, and new methods like FedAc and Federated Dual Averaging are proposed.

Study non-standard bi-orders on punctured torus bundles, matching standard ones in key subgroups.

problem Investigate non-standard bi-orders on punctured torus bundles.
method Analyze various bi-orderings and compare them to standard ones formed by the lower central series.
result For every bi-ordering, the largest and second largest proper convex subgroups match those of a standard bi-ordering. Third largest subgroup matches if it exists.

Let VV be a vector space of dimension n+1n+1. We demonstrate that nn-component third-order Hamiltonian operators of differential-geometric type are parametrised by the algebraic variety of elements of rank nn in S2(Λ2V)S^2(Λ^2V) that lie in the kernel of the natural map S2(Λ2V)Λ4VS^2(Λ^2V)\to Λ^4V. Non-equivalent operators corres…

2015-08-11abs ↗pdf ↗

The paper bounds eigenvalues of specific operators on certain manifolds.

problem Bounding eigenvalues of Paneitz and third-order boundary operators on locally conformally flat manifolds.
method Proof based on conformal equivalence to canonical models, showing injectivity of developing maps, and explicit computations on canonical models.
result Eigenvalue bounds for the Paneitz operator and its associated third-order boundary operator on locally conformally flat manifolds.

Proposes efficient sampling methods for solving linear inverse problems.

problem Solving linear inverse problems with computational efficiency and accuracy.
method Higher-order Langevin diffusion with pre-conditioning and annealing.
result Provable sampling from posterior distributions with accelerated convergence.