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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.

168,657 papers · 148 categories

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4794140187 · May 202619922001200920172026
48 results for coupled equations

We provide a moment map interpretation for the coupled Kähler-Einstein equations introduced by Hultgren and Witt Nyström, and in the process introduce a more general system of equations, which we call coupled cscK equations. A differentio-geometric formulation of the corresponding Futaki invariant is obtained and a not…

2019-01-29abs ↗pdf ↗

Introduces new equations linking Kähler-Einstein and Hermitian-Yang-Mills theories.

problem Existence of solutions to coupled Kähler-Einstein and Hermitian-Yang-Mills equations.
method Moment map interpretation, Futaki invariant, Matsushima-Lichnerowicz theorem, deformation results.
result Nontrivial solutions produced under certain conditions.

Paper solves vortex equations on complex surfaces, linking to Higgs bundle stability.

problem Existence of solutions to doubly-coupled vortex equations on Riemann surfaces.
method Introduced doubly-coupled vortex equations and used Higgs bundle theory.
result Existence of solutions to vortex equations is equivalent to Higgs bundle stability.

BGG-equations are geometric overdetermined systems of PDEs on parabolic geometries. Normal solutions of BGG-equations are particularly interesting and we give a simple formula for the necessary and sufficient additional integrability conditions on a solution. We then discuss a procedure for coupling known solutions of …

2010-09-08abs ↗pdf ↗

In a previous paper on coupled gravitational and electromagnetic perturbations of Reissner-Nordström spacetime in a polarized setting, we derived a system of wave equations for two independent quantities, one related to the Weyl curvature and one related to the Ricci curvature of the perturbed spacetime. We analyze her…

2018-04-16abs ↗pdf ↗

Unified analytic account of correlation emergence and Epps effect in coupled limit order books

problem Correlation emergence and Epps effect in coupled limit order books
method Discrete random-walk description of order flow with creation, cancellation, and diffusion, coupled reaction-diffusion equations with moving reaction boundary
result Realized correlations as a function of aggregation time

Study Kähler metrics with constant scalar curvature using coupled equations.

problem Finding Kähler metrics with constant scalar curvature.
method Solving a system of elliptic equations for a Kähler metric and a closed (1,1)-form, proving higher order estimates and smooth convergence.
result Smooth convergence to a cscK metric coupled to a harmonic (1,1)-form under uniform estimates.

In this paper we show how a natural coupling of the Dirac equation with the generalized Jang equation, leads to a proof of the rigidity statement in the positive mass theorem with charge, without the maximal slicing condition, provided a solution to the coupled system exists.

2013-07-21abs ↗pdf ↗

We study equations on a principal bundle over a compact complex manifold coupling a connection on the bundle with a Kahler structure on the base. These equations generalize the conditions of constant scalar curvature for a Kahler metric and Hermite-Yang-Mills for a connection. We provide a moment map interpretation of …

2011-02-04abs ↗pdf ↗

We give necessary and sufficient conditions for existence of solutions to a general system of complex Monge-Ampère equations on Fano horosymmetric manifolds. In particular, we get necessary and sufficient conditions for existence of coupled Kähler-Ricci solitons, Mabuchi metrics and twisted Kähler-Einstein metrics in t…

2018-12-18abs ↗pdf ↗

Paper proposes a weak approximation of reflection coupling for non-convex optimization.

problem Non-convex optimization problems with different drift terms.
method Proposes an approximate reflection coupling (ARC) for stochastic differential equations (SDEs).
result ARC converges weakly to the reflection coupling and can be applied to non-convex optimization.

MUSIC learns coupled systems with sparse data and incomplete physics.

problem Learning coupled systems with incomplete physical constraints and missing data.
method Sparsity induced multitask neural network framework integrating partial physical constraints with data-driven learning.
result MUSIC accurately learns solutions to complex coupled systems under data-scarce and noisy conditions.

Study of dHYM connections on ruled surfaces with variable background metrics.

problem Finding new dHYM connections on ruled surfaces with variable metrics.
method Using momentum construction and moment map partial differential equations, coupled to scalar curvature of the background.
result Provide many new examples of dHYM connections coupled to a variable background Kähler metric.

Let (M,g,φ)(M,g,φ) be a solution to the Ricci flow coupled with the heat equation for a scalar field φφ. We show that a complete, κκ-noncollapsed solution (M,g,φ)(M,g,φ) to this coupled Ricci flow with a Type I singularity at time T<T<\infty will converge to a non-trivial Ricci soliton after parabolic rescaling, if the base po…

2015-10-14abs ↗pdf ↗

Coupled nonlinear integrable systems are generated from usual zero curvature equation. The relevant Maurer-Cartan forms are constructed by combining suitably chosen matrices (nilpotent, Hadamard, idempotent and k-idempotent) and Lie algebraic elements via Kronecker product. In each case a closure type property among th…

2017-09-22abs ↗pdf ↗

Massless scalar and vector fields are coupled to Lyra geometry by means of Duffin-Kemmer-Petiau (DKP) theory. Using Schwinger Variational Principle, equations of motion, conservation laws and gauge symmetry are implemented. We find that the scalar field couples to the anholonomic part of the torsion tensor, and the gau…

2005-09-28abs ↗pdf ↗

Paper proves convergence of Markovian iteration for FBSDEs with fully coupled drift and Z process.

problem Proving convergence of Markovian iteration for FBSDEs with fully coupled drift and Z process.
method Differentiation-based approach to handle Z process, uniformly controlling Lipschitz continuity of decoupling fields.
result Proves convergence of Markovian iteration method for FBSDEs with fully coupled drift and Z process.

PINNs struggle with increasingly complex ODEs, especially when parameters control their complexity.

problem Evaluating physics-informed neural networks on complex coupled ODEs.
method Tuned benchmarks of partial differential equations and harmonic oscillators; varying network architecture and training method.
result PINNs fail to solve complex ODEs, revealing issues like insufficient capacity, poor conditioning, and high local curvature.

We introduce a notion of Gieseker stability for a filtered holomorphic vector bundle FF over a projective manifold. We relate it to an analytic condition in terms of hermitian metrics on FF coming from a construction of the Geometric Invariant Theory (G.I.T). These metrics are balanced in the sense of S.K. Donaldson.…

2006-01-19abs ↗pdf ↗

Algorithm solves American options with regime-switching using multigrid and compact finite difference.

problem Pricing American put options with regime-switching.
method Multigrid iterative algorithm based on compact finite difference schemes and Hermite interpolation.
result The algorithm provides a fast and efficient tool for pricing American put options with regime-switching.

Study on synchronization in financial markets with time delays.

problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise senses of convergence and links with the long time behaviour of the systems to be con…

2010-09-20abs ↗pdf ↗

Developed LQ MFG theory with common noise, proving existence and uniqueness.

problem Linear-quadratic mean field games with common noise.
method Coupled forward-backward stochastic evolution equations (FBSEEs) in Hilbert spaces.
result Existence and uniqueness of solutions for small and arbitrary finite time horizons.

We study a new set of coupled field equations motivated by the non-linear supersymmetric sigma model of quantum field theory. These equations couple a map into a Riemannian manifold controlled by a harmonic map like action with a spinor field along that map. We study the solutions which we call Dirac-harmonic maps from…

2004-11-15abs ↗pdf ↗