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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Mar 199319922001200920182026
48 results for Weighted Laplace equations

Study finds eigenvalue patterns on rough manifolds with measurable metrics.

problem Eigenvalue patterns on rough Riemannian manifolds with measurable metrics.
method Demonstrated a Weyl law for eigenvalues of Laplacian and weighted Laplace equations.
result Eigenvalue asymptotics for weighted Laplace equations on rough Riemannian manifolds.

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold MM. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd Laplace operator depending only on a point of an ``orbit space'' of volume forms. This…

2002-05-18abs ↗pdf ↗

Bayesian neural networks approximate Gaussian, this method adapts to non-Gaussian posteriors.

problem Bayesian neural networks struggle with non-Gaussian posteriors, leading to poor performance.
method Proposes a Riemannian Laplace approximation to adapt to the shape of the true posterior.
result Consistently improves over conventional Laplace approximation across tasks.

Fundamental solutions found for p-Laplace equations in Heisenberg and Grushin spaces.

problem Finding solutions to p-Laplace equations with drift terms in specific geometric spaces.
method Analyzing fundamental solutions in the Heisenberg group and Grushin-type planes.
result Natural generalizations of Beals, Gaveau, and Greiner's solutions for the Laplace equation with drift term.

Neural Laplace models diverse DEs in the Laplace domain for better dynamics.

problem Inadequate ODEs for long-range dependencies and discontinuities.
method Unified framework in Laplace domain, using stereographic map for smoothness.
result Superior performance in diverse DEs, including complex history dependency and abrupt changes.

Study mass transport in low-diffusivity using Lagrangian coordinates.

problem Mass preserving transport of passive tracers in low-diffusivity limit.
method Lagrangian coordinates, time-averaged diffusion equation, weighted manifold structure.
result Leading order asymptotics extend to dominant nontrivial singular value in low-diffusivity limit.

Novel method learns memory kernels in Langevin equations.

problem Estimating memory kernels in Langevin equations.
method Regularized Prony method for correlation functions, followed by regression over Sobolev norm-based loss function with RKHS regularization.
result Method outperforms other regression estimators in exponentially weighted L^2 space.

Variational Laplace improves Bayesian neural network performance without sampling.

problem Improving Bayesian neural network performance and calibration.
method Develops a new variational Laplace method for BNNs, exploiting curvature of likelihood.
result Variational Laplace outperforms standard VI methods in test performance and calibration.

The Navier-Stokes equation on a Riemannian manifold is analyzed using Laplace operators.

problem Analyzing the Navier-Stokes equation on a Riemannian manifold.
method Considering Nash embedding, the note elucidates different Laplace operators and obtains a probabilistic formula.
result A probabilistic representation formula for Navier-Stokes equations on a general compact Riemannian manifold is obtained.

Study on pp-Laplace equation in convex cones, proving rigidity under specific conditions.

problem Overdetermined problem for pp-Laplace equation in convex cones.
method Established properties of capacitary potential, used PP-function, isoperimetric inequality, and Heintze-Karcher inequality.
result Rigidity result under orthogonal intersection assumption.

The Laplace equation is reinterpreted in terms of differential geometry and quantum systems.

problem The Laplace equation in Euclidean plane and its symmetries.
method Representation of Lie algebra of conformal group in terms of solutions and derivatives, using Hopf bundle and Fock space.
result Dilations and rotations are coset representatives in a homogeneous space defined by the Lie algebra of the conformal group.

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating vari…

2009-01-29abs ↗pdf ↗

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

New study proves no strictly positive solutions to a specific Laplace equation on certain manifolds.

problem Existence of strictly positive solutions to a critical Laplace equation on manifolds with nonnegative Ricci curvature.
method Analyzed a suitable function defined along the level sets of the solution.
result No strictly positive solutions exist unless the manifold is isometric to R^n and the solution is a Talenti function.

In this paper, we develop a method of solving the Poincaré-Lelong equation, mainly via the study of the large time asymptotics of a global solution to the Hodge-Laplace heat equation on (1,1)(1, 1)-forms. The method is effective in proving an optimal result when MM has nonnegative bisectional curvature. It also provides …

2011-09-28abs ↗pdf ↗

Researchers derive an explicit Laplace transform for integrated Volterra Wishart process.

problem Modeling and pricing financial instruments with complex covariance structures.
method Explicit expression for conditional Laplace transform of integrated Volterra Wishart process, linking to matrix Riccati equations.
result Derivation of Laplace transform for a special case of convolution kernel, leading to efficient pricing methods.

The paper extends a method for numerical conformal mappings to surfaces using Laplace-Beltrami equations.

problem Computing conformal mappings between Riemannian surfaces.
method Adapting the conjugate function method to Riemannian surfaces using hphp-adaptive finite element methods.
result Highly accurate numerical computations of conformal mappings on surfaces, including complex geometries.

This research proves that quadratic regularized optimal transport can approximate the Laplace-Beltrami operator on smooth manifolds.

problem Approximating the Laplace-Beltrami operator using optimal transport with quadratic regularization.
method Deriving first-order optimal potentials and analyzing the convergence of discrete Laplace operators.
result The discrete Laplace operators converge to the Laplace-Beltrami operator on smooth manifolds.

Study of line congruences for Appell's rank-4 hypergeometric functions.

problem Understanding line congruences for Appell's rank-4 hypergeometric functions.
method Derived original formulae for Laplace transform of rank-4 system, applied to geometry of surfaces defined by these functions.
result Natural line congruences for Laplace transforms of Appell's rank-4 functions form a W-congruence.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

We introduce and study an approximate solution of the p-Laplace equation, and a linearlization LεL_ε of a perturbed p-Laplace operator. By deriving an LεL_ε-type Bochner's formula and a Kato type inequality, we prove a Liouville type theorem for weakly p-harmonic functions with finite p-energy on a complete noncompact …

2012-11-13abs ↗pdf ↗

Graph-based framework for provably robust adversarial training.

problem Adversarial robustness of machine learning models.
method Formulates adversarial robustness as loss minimization with a Lipschitz constraint, using graph-based discretization and primal-dual algorithms.
result Establishes a connection between elliptic operators and adversarial learning, and proves fundamental lower bounds on adversarial sensitivity.

New methods for computing volumes and constructing Fano fibrations.

problem Understanding Fano fibrations and their weighted volumes.
method New methods for computing weighted volumes, including Laplace transforms and incomplete Gamma-functions. Conjectural construction of Fano fibrations.
result Conjectural construction of Fano fibrations with asymptotically conical bases from degenerating Fano fibrations.

Revisits online Laplace methods for neural networks, showing they are sound under certain conditions.

problem Online Laplace methods violate the Laplace approximation's critical assumption.
method Re-derives online Laplace methods, showing they target a variational bound on a mode-corrected variant of the Laplace evidence.
result Online Laplace and its mode-corrected counterpart share stationary points that satisfy the Laplace method's assumption.

Symmetry proven for positive solutions of a weighted p-Laplace operator inequality.

problem Proving symmetry of positive solutions to a specific type of inequality.
method Analyzing positive critical points of Caffarelli-Kohn-Nirenberg inequalities with a weighted p-Laplace operator.
result Complete classification and symmetry result for positive solutions in a range of parameters.

The paper studies graph Laplace operator behavior near isolated singularities.

problem Investigating asymptotics of graph Laplace operator near isolated singularities.
method Analyzing curvature growth and conformal modifications to understand operator behavior.
result The graph Laplace operator converges to a weighted Laplace-Beltrami operator as bandwidth decreases, or behaves like \(O(\frac{1}{\sqrt{t}})\) if curvature grows too fast.

Study critical quasilinear equations on Riemannian manifolds with curvature constraints.

problem Investigate critical quasilinear elliptic equations on Riemannian manifolds with nonnegative Ricci curvature.
method Utilize a new nonlinear Kato inequality and Cheng-Yau type gradient estimates for positive solutions.
result Classify positive solutions to the critical pp-Laplace equation and show rigidity concerning the ambient manifold.

Unified analytical tool for non-Markovian jump processes.

problem Analyzing history-dependent jump processes with non-Markovian behavior.
method Developed a standard form of master equations using Laplace-space embedding and asymptotic solution.
result Unified analytical toolset for general non-Markovian processes, leading to the GLE approximation.

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

Introduces Exponentially Weighted Signature for better path representation.

problem Uniform treatment of historical information in signatures.
method Generalizes EFM signature to bounded linear operators, enabling contextualised temporal weighting.
result EWS is the unique solution to a linear controlled differential equation and generalizes state-space models.

We investigate the problem of nodes clustering under privacy constraints when representing a dataset as a graph. Our contribution is threefold. First we formally define the concept of differential privacy for structured databases such as graphs, and give an alternative definition based on a new neighborhood notion betw…

2018-01-19abs ↗pdf ↗

Bayesian nonparametric models get better posterior estimates via SPDE methods.

problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.