New formulations for Ricci flows without smoothness.
arXiv research
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New approach finds solutions to games with unbounded controls.
We propose a weak formulation for the binormal curvature flow of curves in This formulation is sufficiently broad to consider integral currents as initial data, and sufficiently strong for the weak-strong uniqueness property to hold, as long as self-intersections do not occur. We also prove a global existence t…
Regression problems assume every instance is annotated (labeled) with a real value, a form of annotation we call \emph{strong guidance}. In order for these annotations to be accurate, they must be the result of a precise experiment or measurement. However, in some cases additional \emph{weak guidance} might be given by…
Paper studies central bank's strategy to control systemic risk in interbank system.
This paper studies the Glosten Milgrom model whose risky asset value admits an arbitrary discrete distribution. Contrast to existing results on insider's models, the insider's optimal strategy in this model, if exists, is not of feedback type. Therefore a weak formulation of equilibrium is proposed. In this weak formul…
Proves inextendibility of weak null singularities from curvature blow-up.
We present a compensated compactness theorem in Banach spaces established recently, whose formulation is originally motivated by the weak rigidity problem for isometric immersions of manifolds with lower regularity. As a corollary, a geometrically intrinsic div-curl lemma for tensor fields on Riemannian manifolds is ob…
Develops weak formulation for spacelike flows in pseudo-Euclidean space.
We study weak geodesics in the space of potentials for the deformed Hermitian-Yang-Mills equation. The geodesic equation can be formulated as a degenerate elliptic equation, allowing us to employ nonlinear Dirichlet duality theory, as developed by Harvey-Lawson. By exploiting the convexity of the level sets of the Lagr…
We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a measurable selection but still implies the Hamilton-Jacobi-Bellman equation in the …
Minimal existence time for Willmore flow established for smooth and weak Lipschitz initial data.
ROCK method generalizes MOCK for learning dynamical systems efficiently.
WSINDy for PDEs robustly identifies models from noisy data.
NOT learns optimal transport plans, kernel costs improve performance.
We are concerned with the global weak continuity of the Cartan structural system -- or equivalently, the Gauss--Codazzi--Ricci system -- on semi-Riemannian manifolds with lower regularity. For this purpose, we first formulate and prove a geometric compensated compactness theorem on vector bundles over semi-Riemannian m…
Unified approach for learning with weak labels across various tasks.
We study the minimization problem for the Yang-Mills energy under fixed boundary connection in supercritical dimension . We define the natural function space A_{G} in which to formulate this problem in analogy to the space of integral currents used for the classical Plateau problem. The space A_{G} can be also…
We study a geometric flow where the motion of a set is driven by the mean curvature of its boundary and the normal derivative of its capacity potential. We establish local well-posedness and propose two possible weak formulations that exist after singularities.
We show that the Hawking--Penrose singularity theorem, and the generalisation of this theorem due to Galloway and Senovilla, continue to hold for Lorentzian metrics that are of -regularity. We formulate appropriate weak versions of the strong energy condition and genericity condition for -metrics, an…
New conic quadratic formulations improve outlier detection in regression models.
Study on test risk dynamics in learning theory with stochastic gradient flow.
Paper develops equivariant basic cohomology for Lie groupoids.
The paper studies surfaces in a bounded domain with orthogonal boundaries and proves curvature estimates.
We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end, we formulate the task at hand as the minimization of MSE subject to binary constr…
A geometric interpretation is given for certain elliptic-hyperbolic systems in the plane. Among several examples, one which reduces in the elliptic region to the equations for harmonic 1-forms on the projective disc is studied in detail. A boundary-value problem for this example is formulated and is shown to possess we…
WNVI solves inverse problems without forward models using neural networks.
New varifold solutions for mean curvature flow converge and are unique.
Paper integrates real data into probabilistic models using Fourier transform.
PLRM synthesizes labels from mismatched sources for better training sets.
The paper establishes general results in Lorentzian optimal transport theory.
The paper predicts survival functions using random survival trees and concordance maximization.
Paper tackles offline RL with weak assumptions on both function classes and data coverage.
We found a new formulation to the Euler-Lagrange equation of the Willmore functional for immersed surfaces in . This new formulation of Willmore equation appears to be of divergence form, moreover, the non-linearities are made of jacobians. Additionally to that, if $\bH$ denotes the mean curvature vector of the…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer programming (MIP) technology. Yet, existing approaches from the literatur…
These notes discuss several topics in neoclassical economics and alternatives, with an aim of reviewing fundamental issues in modeling economic markets. I start with a brief, non-rigorous summary of the basic Arrow-Debreu model of general equilibrium, as well as its extensions to include time and contingency. I then ar…
Study shows continuous evolution of curves in Fréchet distance.
Logitboost is an influential boosting algorithm for classification. In this paper, we develop robust logitboost to provide an explicit formulation of tree-split criterion for building weak learners (regression trees) for logitboost. This formulation leads to a numerically stable implementation of logitboost. We then pr…
The study proves a theorem on Riemannian manifolds for wedge products of weakly convergent differential forms.
We study learning latent models with multi-instance weak supervision.
We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together with optimal control theory to derive novel adaptive hyper-parameter adjustment po…
A financial market is called "diverse" if no single stock is ever allowed to dominate the entire market in terms of relative capitalization. In the context of the standard Ito-process model initiated by Samuelson (1965) we formulate this property (and the allied, successively weaker notions of "weak diversity" and "asy…
Develops weak PINNs for efficient manifold solutions of hyperbolic equations.
Establishes equivalence between models of derived stacks.
Study on self-similar sets on Riemannian manifolds with new separation conditions.
The Willmore flow is well known problem from the differential geometry. It minimizes the Willmore functional defined as integral of the mean-curvature square over given manifold. For the graph formulation, we derive modification of the Willmore flow with anisotropic mean curvature. We define the weak solution and we pr…
In \cite{CHMY04}, we studied -mean curvature and the associated -minimal surfaces in the Heisenberg group from the viewpoint of PDE and differential geometry. In this paper, we look into the problem through the variational formulation. We study a generalized -area and associated (-) minimizers in general di…
Evolving smooth, compact hypersurfaces in R^{n+1} with normal speed equal to a positive power k of the mean curvature improves a certain 'isoperimetric difference' for k >= n-1. As singularities may develop before the volume goes to zero, we develop a weak level-set formulation for such flows and show that the above mo…