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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.

169,341 papers · 148 categories

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4693139185 · Jun 202019922001200920182026
48 results for convex integrands

The paper examines smoothness and stability of convex integrands and their duals.

problem Properties of convex integrands and their duals.
method Investigation of simultaneous smoothness and stability of a CC^\infty strictly convex integrand and its dual.
result For a CC^\infty strictly convex integrand, its dual is of class CC^\infty if and only if the integrand is strictly convex.

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

problem Estimating the Morse index of anisotropic minimal surfaces.
method Local analysis of Gauss map, conformal geometric techniques applied to the Gauss map.
result Upper and lower estimates for the Morse index of anisotropic minimal surfaces.

Chiral string integrands simplify to ambitwistor string integrands in the tensionless limit.

problem Understanding the relationship between chiral and ambitwistor string integrands.
method Analyzing the tensionless limit of chiral superstring integrands.
result Chiral superstring integrands reduce to ambitwistor string integrands in the tensionless limit.

Kernel quadratures can be consistent even when the integrand is less smooth than assumed.

problem Kernel quadratures assume smoothness of integrands, but this assumption is often violated in practice.
method Derives convergence rates for kernel quadratures in misspecified settings, relating them to the lesser smoothness of the integrand.
result Kernel quadratures can be consistent even when the integrand is less smooth than assumed, providing alternatives to Monte Carlo integration.

Quantum speedup for Monte Carlo integration reduces integrand calls.

problem Reducing the number of calls to the integrand subroutine in high-dimensional Monte Carlo integration.
method Combining nested quantum amplitude estimation with pseudorandom numbers for separable integrands.
result Significant reduction in the number of integrand calls for high-dimensional integration.

Proves partial regularity and stratifies singular points for convex functionals.

problem Analyzing the regularity and structure of solutions to convex functionals.
method Develops new monotonicity formula and ε-regularity theorem; uses quantitative stratification.
result k-th strata of singular set are k-rectifiable.

Ambitwistor string matches superstring chiral integrands at zero tension.

problem Matching scattering amplitudes in superstring theory and ambitwistor string theory.
method Direct computation and reduction to ordinary moduli space.
result Chiral half integrands of superstring match those of ambitwistor string in the zero tension limit.

In anomaly-free quantum field theories the integrand in the bosonic functional integral--the exponential of the effective action after integrating out fermions--is often defined only up to a phase without an additional choice. We term this choice ``setting the quantum integrand''. In the low-energy approximation to M-t…

2004-09-14abs ↗pdf ↗

We study the pointwise supremum of convex integral functionals If,γ(ξ)=supQ(Ωf(ω,ξ(ω))Q(dω)γ(Q))\mathcal{I}_{f,γ}(ξ)= \sup_{Q} \left( \int_Ωf(ω,ξ(ω))Q(dω)-γ(Q)\right) on L(Ω,F,P)L^\infty(Ω,\mathcal{F},\mathbb{P}) where f:Ω×RRf:Ω\times\mathbb{R}\rightarrow\overline{\mathbb{R}} is a proper normal convex integrand, γγ is a proper convex function on the set of p…

2013-05-26abs ↗pdf ↗

In this paper we consider the evolution of a graph-like hypersurface by anisotropic mean curvature flow, under some restrictions on the anisotropic area integrand. We find interior estimates (in both time and space) on the gradient of such hypersurfaces, depending only on the height of the graph and the anisotropic are…

2005-10-02abs ↗pdf ↗

The goal of the present paper is to investigate the algebraic structure of global conformal invariants of submanifolds. These are defined to be conformally invariant integrals of geometric scalars of the tangent and normal bundle. A famous example of a global conformal invariant is the Willmore energy of a surface. In …

2015-01-29abs ↗pdf ↗

Michael-Simon inequality proven for anisotropic energies close to area.

problem Proving Michael-Simon inequality for anisotropic integrands close to area.
method New functional inequality for vector fields on the plane, simplifying Almgren's proof.
result Michael-Simon inequality holds for convex anisotropic integrands close to 1.

This work improves Fourier pricing for multi-asset options using RQMC with domain transformation.

problem Efficiently pricing multi-asset options in high dimensions with Fourier methods.
method Randomized quasi-Monte Carlo (RQMC) with domain transformation to handle singularities.
result RQMC with domain transformation provides accurate and scalable Fourier pricing for multi-asset options.

Study proves uniform regularity for surface energies, critical and subcritical.

problem Establishing regularity for surface energies in critical and subcritical cases.
method Uniform ε-regularity estimates for intrinsic elliptic Lagrangians.
result Critical points of surface energies are uniformly regular for a wide class of Lagrangians.

In this paper we study asymptotically hyperbolic manifolds given as graphs of asymptotically constant functions over hyperbolic space $\bH^n$. The graphs are considered as subsets of $\bH^{n+1}$ and carry the induced metric. For such manifolds the scalar curvature appears in the divergence of a 1-form involving the int…

2012-01-16abs ↗pdf ↗

Smooths basket option pricing for faster computation.

problem Efficiently pricing basket options with non-smooth integrands.
method Mollify the payoff function using exact conditional expectation with smooth integrand.
result High-order method performs significantly faster than Monte Carlo or Quasi Monte Carlo.

This is the fifth in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed a…

2009-12-18abs ↗pdf ↗

The study proves that certain minimal surfaces are flat under specific conditions.

problem Characterizing minimal surfaces in anisotropic spaces.
method Proving a Bernstein theorem for ΦΦ-anisotropic minimal hypersurfaces.
result The only entire smooth solutions to the ΦΦ-anisotropic minimal hypersurfaces equation are linear functions.

Proves energy expression on Poincaré-Einstein spaces.

problem Computing renormalized Yang-Mills energy on Poincaré-Einstein manifolds.
method Generalizes Chang-Qing-Yang method for renormalized volumes and uses scattering theory for Schrödinger operators.
result Agrees with anomaly boundary integrand in seven dimensions.

Constructs polyhedral chains with prescribed tangent plane distributions.

problem Constructing polyhedral chains with specific tangent plane distributions.
method Explicit construction of polyhedral chains that approximate prescribed measures on Grassmannian.
result Polyconvexity is equivalent to quasiconvexity of associated Q-integrands under certain conditions.

In 1963, K.P.Grotemeyer proved an interesting variant of the Gauss-Bonnet Theorem. Let M be an oriented closed surface in the Euclidean space R^3 with Euler characteristic χ(M), Gauss curvature G and unit normal vector field n. Grotemeyer's identity replaces the Gauss-Bonnet integrand G by the normal moment <a,n>^2G, w…

2007-07-12abs ↗pdf ↗

The Gauss-Bonnet curvature of order 2k2k is a generalization to higher dimensions of the Gauss-Bonnet integrand in dimension 2k2k, as the usual scalar curvature generalizes the two dimensional Gauss-Bonnet integrand. In this paper, we evaluate the first variation of the integrals of these curvatures seen as functionals…

2004-06-27abs ↗pdf ↗

NCV uses neural networks to improve Monte Carlo integration.

problem Improving variance reduction in parametric Monte Carlo integration.
method NCV combines a normalizing flow and a neural network to approximate the integrand and solve the integral equation, with a neural importance sampler to estimate the difference.
result NCV achieves state-of-the-art performance in light transport simulation with reduced noise and negligible bias.

Study on error rates for approximating rough volatility models.

problem Simulation of rough volatility models with fractional Brownian motion.
method Analysis of weak error rates for numerical schemes, focusing on fBm and cubic test functions.
result Convergence rates for approximations are (3H+12)1(3H+ \frac{1}{2}) \wedge 1 for exact left-point discretization and H+12H+\frac{1}{2} for hybrid schemes.

The paper analyzes kernel-based quadrature in misspecified settings, providing convergence rates and robustness conditions.

problem Analyzing kernel-based quadrature in settings where the test integrand is less smooth than the RKHS.
method Convergence analysis based on two assumptions: constant weights or minimum distance between design points.
result Derives convergence rates and conditions for robustness in Bayesian quadrature under misspecification.

Bayesian Quadrature speeds up integration by selecting batches of points instead of single points.

problem Efficiently parallelizing Bayesian Quadrature for integration over non-negative integrands.
method Developed methods to select batches of points at each step, based on recent batch Bayesian Optimization.
result Significantly reduces computation time, especially for expensive integrands.

Extends stability approach to BSDEs with jumps, providing criteria for existence and uniqueness.

problem Existence and uniqueness of solutions to BSDEs with jumps.
method Monotone stability approach, non-convex generator, non-global Lipschitz conditions.
result Concrete criteria for existence and uniqueness of solutions, comparison, and bounds.