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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.

168,695 papers · 148 categories

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132264396528 · Jun 202019922001200920172026
48 results for convex case

Solves equality case in isoperimetric inequality for non-convex domains.

problem Equality case in relative isoperimetric inequality outside convex sets.
method Analyzes non-convex domains to settle the equality case.
result Solves the equality case for relative isoperimetric inequality outside arbitrary convex sets.

Optimizes bond portfolios to avoid worst-case losses.

problem Finding the worst-case value of a bond portfolio over a range of yield curves and spreads.
method Solves a convex-concave saddle point optimization problem to find the worst-case value and construct a robust portfolio.
result Constructs a bond portfolio that includes the worst-case value, ensuring robustness against market uncertainties.

Estimates for special Lagrangian curvature equations in critical and convex cases.

problem Interior estimates for special Lagrangian curvature equations.
method Establishes a priori interior curvature and gradient estimates.
result Proves interior curvature and gradient estimates for special Lagrangian curvature equations.

Proves flows of two-convex Lagrangians are regular, global, and converge.

problem Proves regularity, global existence, and convergence of Lagrangian mean curvature flows in the two-convex case.
method Uses a newly discovered monotone quantity to control two-convexity.
result Proves results for the mean curvature flow of area-decreasing Lagrangian submanifolds.

Optimal risk sharing without convex preferences using aggregate convexity.

problem Risk sharing among non-convex preferences.
method Aggregate convexity principles and Lyapunov convexity, combined with approximation arguments for law invariant risk measures.
result Derivation of a computationally tractable formula for the conjugate of the value function.

The paper refines and generalizes worst-case law invariant convex risk measures.

problem Developing robust convex risk measures under uncertainty sets.
method Generalizing closed forms for worst-case law invariant convex risk measures with uncertainty sets based on norms and moment constraints.
result Explicit closed forms for convex risk measures are developed and assessed through numerical simulations.

In this paper, we show that any convex affine domain with a nonempty limit sets on the boundary under the action of the identity component of the automorphism group cannot cover a compact affine manifold with a parallel volume, which is a positive answer to the Markus conjecture for convex case. Consequently, we show t…

2018-09-21abs ↗pdf ↗

New algorithms for differentially private optimization in convex and non-convex settings with near-optimal rates.

problem Differentially private optimization in convex and non-convex settings.
method Developed algorithms for convex and non-convex settings with near-optimal excess population risk.
result Achieved near-optimal rates in near-linear time for convex settings and nearly dimension independent rates for non-convex settings.

Paper investigates curvature problems and existence of solutions.

problem Existence of admissible solutions to curvature problems.
method Investigates curvature problems with prescribed LpL_p quotient type, proving existence under specific conditions.
result Proves existence of admissible solutions without additional conditions.

We introduce a particular class of unbounded closed convex sets of Rd+1\R^{d+1}, called F-convex sets (F stands for future). To define them, we use the Minkowski bilinear form of signature (+,...,+,)(+,...,+,-) instead of the usual scalar product, and we ask the Gauss map to be a surjection onto the hyperbolic space $\H^d$. Impo…

2013-02-25abs ↗pdf ↗

Let CC be a compact convex subset of Rn\mathbb{R}^n, f:CRf:C\to\mathbb{R} be a convex function, and m{1,2,...,}m\in\{1, 2, ..., \infty\}. Assume that, along with ff, we are given a family of polynomials satisfying Whitney's extension condition for CmC^m, and thus that there exists FCm(Rn)F\in C^{m}(\mathbb{R}^n) such that F=fF=f on $…

2015-01-21abs ↗pdf ↗

The family of admissible positions in a transaction costs model is a random closed set, which is convex in case of proportional transaction costs. However, the convexity fails, e.g. in case of fixed transaction costs or when only a finite number of transfers are possible. The paper presents an approach to measure risks…

2019-02-02abs ↗pdf ↗

The paper proves inequalities for hypersurfaces in a unit ball with specific boundary conditions.

problem Proving inequalities for hypersurfaces in a unit ball with capillary boundary conditions.
method Developed a curvature flow for θθ-capillary hypersurfaces and used it to prove quermassintegral inequalities.
result Proved full set of quermassintegral inequalities for θθ-horocap-convex hypersurfaces.

The article extends previous work on contracting convex hypersurfaces by nonhomogeneous curvature functions.

problem Contraction of convex hypersurfaces by nonhomogeneous functions of curvature.
method Extending previous results to various cases, showing convergence to asymptotically round points under pinching conditions.
result Convergence to asymptotically round points under suitable rescaling and pinching conditions.

Paper establishes tight lower bounds for minimizing certain smooth and convex functions.

problem Minimizing high-order Hölder smooth and uniformly convex functions.
method Analyzes two asymmetric cases of q>p+νq > p + ν and q<p+νq < p + ν using worst-case oracle complexities.
result Establishes worst-case oracle complexities for reaching an ε-approximate solution.

Developed a theory of local convexity for second order differential equations on Lie algebroids.

problem Analyzing convexity in differential equations on Lie algebroids.
method Theory development for local convexity of SODEs on Lie algebroids.
result Extensive discussion of homogeneous quadratic SODEs on Lie algebroids.

In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous Doob decomposition onto the case of supermartingales relative to a convex set of e…

2016-01-14abs ↗pdf ↗

A (positive) locally convex curve in the 2-sphere is a curve with positive geodesic curvature (i.e., which always turns left). In the 3-sphere, it is a curve with positive torsion. In this work we discussed the topology of spaces of such curves with prescribed initial and final jets. The case of the 2-sphere is underst…

2016-08-16abs ↗pdf ↗

State-of-the-art methods in convex and non-convex optimization employ higher-order derivative information, either implicitly or explicitly. We explore the limitations of higher-order optimization and prove that even for convex optimization, a polynomial dependence on the approximation guarantee and higher-order smoothn…

2017-10-27abs ↗pdf ↗

Riemannian algorithms converge at Euclidean rates for geodesically convex-concave problems.

problem Min-max optimization on Riemannian manifolds.
method RCEG method and RGDA for geodesically strongly-convex-concave problems.
result RCEG achieves linear convergence rate in geodesically strongly-convex-concave cases.

This note contains some observations on abelian convexity theorems. Convexity along an orbit is established in a very general setting using Kempf-Ness functions. This is applied to give short proofs of the Atiyah-Guillemin-Sternberg theorem and of abelian convexity for the gradient map in the case of a real analytic su…

2018-01-05abs ↗pdf ↗

We consider a compact, star-shaped, mean convex hypersurface Σ2R3Σ^2\subset \mathbb{R}^3. We prove that in some cases the flow exists until it shrinks to a point in a spherical manner, which is very typical for convex surfaces as well (see \cite{An1}). We also prove that in the case we have a surface of revolution which …

2008-06-10abs ↗pdf ↗

The main motivation here is a question: whether any polyhedron which can be subdivided into convex pieces without adding a vertex, and which has the same vertices as a convex polyhedron, is infinitesimally rigid. We prove that it is indeed the case for two classes of polyhedra: those obtained from a convex polyhedron b…

2006-06-27abs ↗pdf ↗

A cumbersome hypothesis for Viro patchworking of real algebraic curves is the convexity of the given subdivision. It is an open question in general to know whether the convexity is necessary. In the case of trigonal curves we interpret Viro method in terms of dessins d'enfants. Gluing the dessins d'enfants in a coheren…

2006-02-09abs ↗pdf ↗

A new convenient method of describing flat convex compact sets is proposed. It generalizes classical trigonometric functions sin\sin and cos\cos. Apparently, this method may be very useful for explicit description of solutions of optimal control problems with two-dimensional control. Using this method a series of sub-Fin…

2018-07-21abs ↗pdf ↗

In [GMPS] we proved that the moment map image of a bb-symplectic toric manifold is a convex bb-polytope. In this paper we obtain convexity results for the more general case of non-toric hamiltonian torus actions on bb-symplectic manifolds. The modular weights of the action on the connected components of the exceptio…

2014-12-08abs ↗pdf ↗

Researchers prove zero solutions for certain p-Laplacian equations in convex cones.

problem Proving zero solutions for anisotropic Finsler p-Laplacian equations in convex cones.
method Doubling argument, blowing-up method, Liouville theorems.
result All nonnegative solutions must be zero without boundedness assumption.

In this paper we extend the results of Kirwan et alii on convexity properties of the moment map for Hamiltonian group actions, and on the connectedness of the fibers of the moment map, to the case of non-compact orbifolds. Our motivation is twofold. First, the category of orbifolds is important in symplectic geometry b…

1996-03-26abs ↗pdf ↗

The classical Pfaff-Darboux theorem, which provides local 'normal forms' for 11-forms on manifolds, has applications in the theory of certain economic models [Chiappori P.-A., Ekeland I., Found. Trends Microecon. 5 (2009), 1-151]. However, the normal forms needed in these models often come with an additional requireme…

2015-12-22abs ↗pdf ↗