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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% · May 199319922001200920182026
48 results for Wentzell eigenvalue

Paper finds bounds for Steklov eigenvalues on manifolds.

problem Eigenvalue bounds for Steklov eigenvalues on manifolds.
method Eigenvalue comparison theorems and bounds for the first non-zero eigenvalue of the Wentzell eigenvalue problem.
result Established bounds for Steklov eigenvalues and Wentzell eigenvalues.

Paper derives a Reilly type integral formula and applies it to inequalities and eigenvalue problems.

problem Developing a new integral formula and its applications in geometric inequalities and eigenvalue problems.
method Derives a Reilly type integral formula associated with the φφ-Laplacian and applies it to inequalities and eigenvalue problems.
result Obtains Heintze-Karcher and Minkowski type inequalities, and eigenvalue relationships.

The paper establishes sharp geometric inequalities for hypersurfaces in warped product manifolds.

problem Geometric inequalities involving three distinct quantities in warped product manifolds.
method Two families of inequalities comparing three geometric quantities in space forms or warped product manifolds.
result Generalizes and extends previous results on Weinstock-type inequalities and Steklov/Wentzell eigenvalues.

Paper finds lower bounds for eigenvalues of Bi-drifted Laplacian on smooth metric measure spaces.

problem Eigenvalue problems for Bi-drifted Laplacian on compact manifolds with boundary conditions.
method Obtained lower bounds using specific curvature conditions.
result Lower bounds for the first eigenvalue of Bi-drifted Laplacian.

Study bounds for Brownian motion on manifolds with sticky boundary conditions.

problem Proving geometric bounds for Brownian motion on manifolds with sticky boundary conditions.
method Interpolation involving energy interactions between boundary and interior of the manifold.
result Explicit geometric bounds on Steklov eigenvalues, boundary trace operators, and boundary trace logarithmic Sobolev constants.

This study simplifies rough Heston model's conditional density equation.

problem Analyzing rough volatility in financial models.
method Pathwise transformation and Fokker-Planck formulation of conditional density equation.
result Transformed equation yields deterministic PDE with path-dependent coefficients.

Study large deviations for hypoelliptic diffusion on sub-Riemannian manifolds.

problem Large deviations for hypoelliptic diffusion measures on sub-Riemannian manifolds.
method Rough path theory and manifold-valued Malliavin calculus.
result Proved a large deviation principle for pinned hypoelliptic diffusion measures.

We generalize classical large deviations theorems to the setting of complete Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a general approach using visocity solutions for Hamilton-Jacobi equations. As a corollary, we also obtain the analogue of Cramér's theorem. The ap…

2018-02-21abs ↗pdf ↗

Deep reinforcement learning method finds rare events in complex systems.

problem Computing transition pathways in high-dimensional systems.
method Formulated as a cost minimization problem, solved using DDPG with physical properties.
result Efficiently samples and computes globally optimal transition pathways.

The one-dimensional SDE with non Lipschitz diffusion coefficient dXt=b(Xt)dt+σXtγdBt, X0=x, γ<1dX_{t} = b(X_{t})dt + σX_{t}^γ dB_{t}, \ X_{0}=x, \ γ<1 is widely studied in mathematical finance. Several works have proposed asymptotic analysis of densities and implied volatilities in models involving instances of this equation, based on a careful i…

2014-04-17abs ↗pdf ↗

New framework embeds generalization in learning dynamics using large deviation theory.

problem Improving generalization and robustness in learning problems.
method Gradient methods from continuous-time perspective with Freidlin-Wentzell theory of large deviations.
result Asymptotic probability estimate for rare events in learning dynamics.

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 ↗

The paper develops a method for stochastic differential equations on manifolds using Schwartz morphisms and diffusion generators.

problem Representing stochastic differential equations on smooth manifolds.
method Using Schwartz morphisms and diffusion generators to construct SDEs on manifolds.
result An extended Ito formula for SDEs on manifolds.

The paper explores inequalities between eigenvalues on Riemannian manifolds.

problem Investigating relationships between eigenvalues on Riemannian manifolds.
method Constructing gradient estimates for a first eigenfunction to derive inequalities.
result Obtained some relationships between weighted pp-Laplacian first eigenvalues.

Study compares eigenvalues on spherically symmetric manifolds to Euclidean balls.

problem Comparing eigenvalues on spherically symmetric manifolds to Euclidean balls.
method Examines Dirichlet Laplace eigenvalues on balls of spherically symmetric manifolds and Euclidean space.
result Eigenvalues on spherically symmetric manifolds are smaller for small radii, but larger for hyperbolic spaces.

The paper sets lower bounds for Laplacian eigenvalues and clamped plate problem eigenvalues.

problem Eigenvalues of the Laplace operator and clamped plate problem.
method Sharp lower bounds for Laplacian eigenvalues and clamped plate problem eigenvalues.
result Sharp lower bounds for Laplacian eigenvalues and clamped plate problem eigenvalues.

In this paper we study eigenvalues of the closed eigenvalue problem of the Witten-Laplacian on an nn-dimensional compact Riemannian manifold. Estimates for eigenvalues are given. As applications, we give a sharp upper bound for the kthk^{\text{th}} eigenvalue and for isoparametric minimal hypersurfaces in the unit sphe…

2013-04-11abs ↗pdf ↗

For a bounded domain ΩΩ with a piecewise smooth boundary in an nn-dimensional Euclidean space Rn\mathbf{R}^{n}, we study eigenvalues of the Dirichlet eigenvalue problem of the Laplacian. First we give a general inequality for eigenvalues of the Laplacian. As an application, we study lower order eigenvalues of the Lap…

2011-04-28abs ↗pdf ↗

The paper provides estimates for eigenvalues of elliptic differential problems.

problem Computing eigenvalue estimates for elliptic differential problems.
method Analytical computation of eigenvalues for specific types of elliptic differential equations.
result Universal estimates of eigenvalues and gaps between consecutive eigenvalues are derived.

Sharp bounds derived for the first two Steklov eigenvalues of exterior domains.

problem Finding bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.
method Sharp lower and upper bounds derived using the support function and distance function to the origin of the boundary.
result Sharp bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.

Improved lower bounds for poly-Laplacian eigenvalues in arbitrary dimensions.

problem Lower bounds for higher eigenvalues of the poly-Laplacian operator.
method Sharp inequalities and eigenvalue bounds in low and arbitrary dimensions.
result Improved lower bounds for eigenvalues of the poly-Laplacian in arbitrary dimensions.

The paper studies eigenvalues of Xin-Laplacian on Riemannian manifolds.

problem Eigenvalue problems related to Xin-Laplacian on Riemannian manifolds.
method Establishing general formulas and applying Chen-Cheng type results.
result Sharp estimates for the upper bound of the second nonzero eigenvalue of the Laplace-Beltrami operator.

We study the eigenvalue problem for the Riemannian Pucci operator on geodesic balls. We establish upper and lower bounds for the principal Pucci eigenvalues depending on the curvature, extending Cheng's eigenvalue comparison theorem for the Laplace-Beltrami operator. For manifolds with bounded sectional curvature, we p…

2016-02-01abs ↗pdf ↗

Study eigenvalues of p-Laplacian on quaternionic Kähler manifolds.

problem Finding lower bounds for eigenvalues of p-Laplacian on quaternionic Kähler manifolds.
method Analytical proofs for both Neumann and Dirichlet boundary conditions.
result Established lower bounds for eigenvalues on compact quaternionic Kähler manifolds.

Optimal bounds for Laplacian eigenvalues on weighted graphs.

problem Finding lower bounds for Laplacian eigenvalues in weighted graphs.
method Formulating bounds in terms of graph geometry, specifically inradius of subsets.
result Optimal lower bounds for the first non-zero eigenvalue in finite volume and Dirichlet Laplacian on subsets with geometric conditions.

Study eigenvalue variation in (p,q)(p,q)-Laplacian on Ricci-harmonic flow.

problem Eigenvalue variation of (p,q)(p,q)-Laplacian on evolving manifolds.
method First variation formula for (p,q)(p,q)-Laplacian eigenvalue on Ricci-harmonic flow.
result Construct various monotonic quantities for (p,q)(p,q)-Laplacian eigenvalue.

Study on eigenvalues of complex Hessian operator on pseudoconvex manifolds.

problem Eigenvalue problem for complex Hessian operator on pseudoconvex manifolds.
method Established C1,1C^{1,1}-regularity and uniqueness of the first eigenfunction, derived variational formula for the first eigenvalue.
result Derivation of a bifurcation-type theorem and geometric bounds for the eigenvalue.

Estimates for eigenvalues on Riemannian manifolds using classical inequalities.

problem Estimating eigenvalues of the Dirichlet Laplacian on Riemannian manifolds.
method Building on Li-Yau's and Yang's inequalities, deriving upper and lower bounds.
result Explicit estimates on lower bounds for eigenvalues of the Dirichlet Laplacian on projective spaces and their minimal submanifolds.