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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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84169253337 · Jun 202019922001200920172026
48 results for calc. Var. Partial Differential Equations

Under a complete Ricci flow, we construct a coupling of two Brownian motion such that their L0\mathcal{L}_0-distance is a supermartingale. This recovers a result of Lott [J. Lott, Optimal transport and Perelman's reduced volume, Calc. Var. Partial Differential Equations 36 (2009), no. 1, 49--84.] on the monotonicity of…

2014-08-01abs ↗pdf ↗

This paper proves a conjecture about unique positive harmonic functions in a ball.

problem Proving the uniqueness of positive harmonic functions in a unit ball for specific parameters.
method Analyzing a partial differential equation to show the solution is constant.
result Guo-Wang's conjecture is proven for the specified parameters.

In this short note we establish an integral geometric inequality in a smooth metric measure space of the nonnegative Bakry-Émery Ricci curvature. This result can be regarded as a mild generalization of the almost Schur theorem due to De Lellis and Topping (Calc. Var., DOI: 10.1007/s00526-011-0413-z).

2011-05-11abs ↗pdf ↗

The paper studies area-preserving and length-preserving inverse curvature flow for planar curves with singularities.

problem Investigating the evolution of planar curves with singularities under area-preserving and length-preserving inverse curvature flow.
method Area-preserving and length-preserving inverse curvature flow for \ell-convex Legendre curves.
result The flow results in a circle for \ell-convex Legendre curves, providing geometric inequalities.

New non-quadratic Euclidean complete affine maximal type hypersurfaces found for N≥2, θ∈(0,(N-1)/N].

problem Bernstein problem for affine maximal type equation.
method Constructing explicit examples of hypersurfaces.
result Found new non-quadratic Euclidean complete affine maximal type hypersurfaces for N≥2, θ∈(0,(N-1)/N].

Nonexistence of quasi-harmonic spheres is necessary for long time existence and convergence of harmonic map heat flows. Let (N,h)(N,h) be a complete noncompact Riemannian manifolds. Assume the universal covering of (N,h)(N,h) admits a nonnegative strictly convex function with polynomial growth. Then there is no quasi-harmoni…

2010-10-12abs ↗pdf ↗

Constructs constant spacetime mean curvature surfaces for hyperboloidal initial data sets.

problem Creating a foliation of constant spacetime mean curvature surfaces for asymptotically hyperboloidal initial data sets.
method Long time limit of volume preserving spacetime mean curvature flow starting from a constant mean curvature foliation.
result Obtains a foliation of constant spacetime mean curvature surfaces as the long time limit.

Studies projective geometry and partial differential equations prolongation.

problem Understanding the prolongation of overdetermined geometric partial differential equations.
method Introduction to differential geometry and tractor calculus, study of prolongation of equations.
result Recovery of projective tractor and cotractor connections via partial differential equations prolongation.

Study shows smooth convergence of round surfaces in flat space-time models.

problem Volume preserving mean curvature flow of round surfaces in asymptotically flat spaces.
method Volume preserving mean curvature flow in asymptotically flat 3-manifolds.
result The flow converges smoothly to a stable CMC surface.

A family of interpolating graphs $\calC (S, ξ)$ of complexity ξξ is constructed for a surface SS and 2ξξ(S)-2 \leq ξ\leq ξ(S). For ξ=2,1,ξ(S)1ξ= -2, -1, ξ(S) -1 these specialise to graphs quasi-isometric to the marking graph, the pants graph and the curve graph respectively. We generalise Theorems of Brock-Farb and Behrstock-Mins…

2007-06-19abs ↗pdf ↗

The paper extends utility maximization by integrating partial information and robust VaR constraints.

problem Optimal investment under partial information and robust VaR-type constraints.
method Combines partial information and robust regulatory constraints (VaR) to solve the utility maximization problem.
result Optimal wealth is a decreasing function of state price density, and depends on the overall evolution of the estimated market price of risk.

Study on estimating sparse transition matrix of partially-observed VAR with noisy and sparse data.

problem Estimating sparse transition matrix of partially-observed VAR with noisy and sparse data.
method Yule-Walker equation, Dantzig selector, minimax lower bound.
result Near-optimality of the proposed estimator with convergence rate analysis.

Classifies scalar second-order PDEs with low-dimensional symmetry groups.

problem Classifying differential equations with specific symmetry groups.
method Algebraic technique based on covariant form for constructing equations.
result Complete classification of quasi-linear scalar second-order PDEs with free symmetry groups of dimension ≤3.

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, …

2010-05-15abs ↗pdf ↗

Clarifies when solutions to stochastic PDEs stay near given subsets.

problem Understanding the proximity of solutions to stochastic PDEs to given subsets.
method Analyzes distance between closed sets and solutions to stochastic PDEs.
result Clarifies conditions for solutions to stay near given subsets.

We describe a method to reduce partial differential equations of Monge-Ampère type in 4 variables to complex partial differential equations in 2 variables. To illustrate this method, we construct explicit holomorphic solutions of the special lagrangian equation, the real Monge-Ampère equations and the Plebanski equatio…

2011-04-03abs ↗pdf ↗

We establish a link between the study of completely integrable systems of partial differential equations and the study of generic submanifolds in C^n. Using the recent developments of Cauchy-Riemann geometry we provide the set of symmetries of such a system with a Lie group structure. Finally we determine the precise u…

2004-04-13abs ↗pdf ↗

Neural networks solve SPDEs using Wiener chaos expansion.

problem Solving stochastic partial differential equations (SPDEs) numerically.
method Using neural networks in the truncated Wiener chaos expansion.
result Approximation rates for learning SPDE solutions with noise.

VaR-CPO optimizes VaR-constrained RL problems with conservative policy updates.

problem Optimizing VaR-constrained reinforcement learning problems.
method Combines Cantelli's inequality and trust-region framework for efficient and conservative optimization.
result Achieves zero constraint violations during training in feasible environments.

Deep learning model solves high-dimensional PDEs using Actor-Critic approach.

problem Solving high-dimensional nonlinear PDEs efficiently.
method Reformulated PDE into BSDE system, inspired by Actor-Critic algorithm for deep RL.
result Improved model with fewer parameters, faster convergence, and less hyperparameter tuning.

An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature kk-symplectic formalism is used to provide the optimal control problems associated to some families of partial dif…

2012-10-25abs ↗pdf ↗

We prove that ideal sub-Riemannian manifolds (i.e., admitting no non-trivial abnormal minimizers) support interpolation inequalities for optimal transport. A key role is played by sub-Riemannian Jacobi fields and distortion coefficients, whose properties are remarkably different with respect to the Riemannian case. As …

2017-05-15abs ↗pdf ↗

In this paper we investigate the relationship between a general existence of transport maps of optimal couplings with absolutely continuous first marginal and the property of the background measure called essentially non-branching introduced by Rajala-Sturm (Calc.Var.PDE 2014). In particular, it is shown that the quali…

2017-04-18abs ↗pdf ↗

Paper finds new equations for pseudospherical surfaces with isometric immersions.

problem Identifying equations with isometric immersions for pseudospherical surfaces.
method Provided families of second order non-linear PDEs with local isometric immersions in E^3.
result Found equations with principal curvatures depending on finite-order jets of solutions.

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic partial differential equations and forward-backward stochastic differential equat…

2019-06-11abs ↗pdf ↗