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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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107215322429 · Jun 202019922001200920172026
48 results for coupled fixed points

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

Paper generalizes Hardy-Rogers maps for market equilibrium analysis in duopoly markets.

problem Existence and uniqueness of market equilibrium in duopoly markets with non-differentiable, nonlinear response functions.
method Coupled fixed points approach for generalized Hardy-Rogers maps.
result Enriched understanding of market equilibrium in duopoly markets with non-differentiable response functions.

The standard P. A. Smith theory of p-group actions on spheres, disks, and euclidean spaces is extended to the case of p-group actions on tori (i.e., products of circles) and coupled with topological surgery theory to give a complete topological classification, valid in all dimensions, of the locally linear, orientation…

2007-10-13abs ↗pdf ↗

Gradient descent forces neural network eigenvalues to a specific threshold.

problem Understanding why gradient descent drives eigenvalues to a specific threshold.
method Introduced edge coupling, a functional on consecutive iterate pairs, to explain the trajectory towards the eigenvalue threshold.
result Gradient descent forces the Hessian eigenvalue to the threshold 2/η2/η from arbitrary initialization.

We characterize the price of an Asian option, a financial contract, as a fixed-point of a non-linear operator. In recent years, there has been interest in incorporating changes of regime into the parameters describing the evolution of the underlying asset price, namely the interest rate and the volatility, to model sud…

2015-10-28abs ↗pdf ↗

New method finds open subsets with trivial holonomy for certain geometries.

problem Finding open subsets with trivial holonomy for Cartan geometries.
method Analyzing the behavior of isotropies in model geometries to generalize properties of isolated higher-order fixed points.
result Existence of open subsets with trivial holonomy for Cartan geometries with certain isotropies.

Let PP be a principal U(1)-bundle over a closed manifold MM. On PP, one can define a modified version of the Ricci flow called the Ricci Yang-Mills flow, due to these equations being a coupling of Ricci flow and the Yang-Mills heat flow. We use maximal regularity theory and ideas of Simonett concerning the asymptoti…

2008-12-10abs ↗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.

We construct master spaces for oriented torsion free sheaves coupled with morphisms into a fixed reference sheaf. These spaces are projective varieties endowed with a natural $\C^*$-action. The fixed point set of this action contains the moduli space of semistable oriented torsion free sheaves and the quot scheme assoc…

1996-07-17abs ↗pdf ↗

We consider instanton solutions of Euclidean Horava-Lifshitz gravity in four dimensions satisfying the detailed balance condition. They are described by geometric flows in three dimensions driven by certain combinations of the Cotton and Ricci tensors as well as the cosmological-constant term. The deformation curvature…

2010-01-30abs ↗pdf ↗

Unified framework for Brownian motion distances on specific geometric manifolds.

problem Understanding Brownian motion distances on radially isoparametric manifolds.
method Developed a geometric framework and derived drift-window inequalities.
result Unified framework for coadapted Brownian couplings on RIM.

Single-timescale analysis improves convergence in multi-sequence stochastic approximation.

problem Finite-time convergence of nonlinear stochastic approximation with multiple coupled sequences.
method Smoothness property of fixed points and analysis of fine-grained single-timescale SA.
result Improved iteration complexity for achieving ε-accuracy in multi-sequence single-timescale SA.

New model approximates sparse mean-CVaR portfolio optimization efficiently.

problem NP-hard 0\ell_0-constrained mean-CVaR optimization.
method Proximal alternating linearized minimization algorithm with nested fixed-point proximity.
result The model offers a guaranteed approximation of the 0\ell_0-constrained mean-CVaR model.

The strong unique continuation property for Einstein metrics can be concluded from the well-known fact that Einstein metrics are analytic in geodesic normal coordinates. Here we give a proof of the same result that given two Einstein metrics with the same Ricci curvature on a fixed manifold, if they agree to infinite o…

2009-04-02abs ↗pdf ↗

We study SU(2)SU(2) calorons, also known as periodic instantons, and consider invariance under isometries of S1×R3S^1\times\mathbb{R}^3 coupled with a non-spatial isometry called the rotation map. In particular, we investigate the fixed points under various cyclic symmetry groups. Our approach utilises a construction akin to…

2017-11-13abs ↗pdf ↗

Maximizes capacity of extensions with fixed boundary data.

problem Maximizing the capacity of extensions with nonnegative scalar curvature.
method Using the method of Lagrange multipliers on the constraint space of scalar-flat extensions.
result Derives variational condition for maximal capacity extensions and proves they have constant scalar curvature.

New method achieves optimal sample complexity without warm-start in bilevel optimization.

problem Optimizing smooth objective functions with fixed point constraints in meta-learning and equilibrium models.
method Fixed point iterations at lower-level and projected inexact gradient descent at upper-level.
result Achieves near optimal sample complexity O(ε2)O(ε^{-2}) and ildeO(ε1) ilde{O}(ε^{-1}) samples.

The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This research report provides a mathematical and computational details associated to the mathematical programming based approaches proposed…

2014-01-14abs ↗pdf ↗

Study of correlated Wigner matrices with BBP transitions.

problem Understanding spectral transitions in correlated Wigner matrices.
method Analyzes a Wigner-type matrix with row/column correlations, decomposes into bulk and outliers, and uses integral operators to model transitions.
result Correlated Wigner matrices exhibit multiple BBP transitions at critical points.

Develops non-Markovian couplings for sub-Riemannian Brownian motions.

problem Constructing couplings for sub-Riemannian Brownian motions starting from points on the same vertical fiber.
method Uses global isometries to construct maximal couplings, satisfying a reflection principle.
result Estimates coupling time and applies to inequalities for the heat semigroup.

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

problem Fixed horizon linear quadratic covariance steering in continuous time with a specific terminal cost.
method Formulates necessary conditions as a coupled matrix ODE two-point boundary value problem, designs a matricial recursive algorithm, and proves convergence.
result Proposes and proves the convergence of a matricial recursive algorithm for solving the steering problem.

We introduce the coupled Ricci-Calabi functional and the coupled H-functional which measure how far from a coupled Kähler-Einstein metric in the sense of Hultgren-Witt Nyström. We first give corresponding moment weight type inequalities which estimate each functional in terms of algebraic invariants. Secondly, we give …

2019-05-14abs ↗pdf ↗

We discuss certain recent mathematical advances, mainly due to Perelman, in the theory of Ricci flows and their relevance for renormalization group (RG) flows. We consider nonlinear sigma models with closed target manifolds supporting a Riemannian metric, dilaton, and 2-form B-field. By generalizing recent mathematical…

2005-10-27abs ↗pdf ↗

Zamolodchikov's c-theorem type argument (and also string theory effective action constructions) imply that the RG flow in 2d sigma model should be gradient one to all loop orders. However, the monotonicity of the flow of the target-space metric is not obvious since the metric on the space of metric-dilaton couplings is…

2006-12-29abs ↗pdf ↗

Abstract framework for two meromorphic forms on punctured surfaces.

problem Developing a framework for two meromorphic forms on punctured Riemann surfaces.
method Abstract framework with Teichmüller regularity, degeneration detection, and pushability.
result Existence of a surface carrying two meromorphic differentials realizing any prescribed restricted pair.

In our previous paper (arXiv:1306.5449) we have given a sufficient and necessary condition when the coupling between Lie algebra bundle (LAB) and the tangent bundle exists in the sense of Mackenzie (\cite{Mck-2005}, Definition 7.2.2) for the theory of transitive Lie algebroids. Namely we have defined a new topology on …

2013-10-22abs ↗pdf ↗

New framework explains normalizing flows' power and limitations.

problem Understanding the expressive power and limitations of normalizing flows.
method Theoretical framework for well-conditioned coupling-based normalizing flows and volume-preserving flows.
result RealNVP is distributionally universal, but volume-preserving flows are not.

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 ↗

A new method solves American put options with high accuracy and speed.

problem Solving American put options with high accuracy and speed.
method Adaptive fourth-order Runge-Kutta-Fehlberg method coupled with a fourth-order compact scheme.
result The method provides a more accurate solution and better performance in terms of computational speed.

We study a functional, whose critical points couple Dirac-harmonic maps from surfaces with a two form. The critical points can be interpreted as coupling the prescribed mean curvature equation to spinor fields. On the other hand, this functional also arises as part of the supersymmetric sigma model in theoretical physi…

2013-07-11abs ↗pdf ↗

The paper classifies circle actions on 6D manifolds with isolated fixed points.

problem Classifying circle actions on 6D manifolds with isolated fixed points.
method Performing equivariant connected sums at fixed points with specific manifolds.
result A sequence of operations can reduce the fixed point data to the empty collection.

New bounds show linear predictors rarely overfit with certain optimization methods.

problem Bounding test error for linear predictors with stochastic optimization methods.
method Coupling argument for fixed point methods like stochastic and batch mirror descent.
result Locally-adapted rates that depend on predictor properties, not global problem structure.

B List has recently studied a geometric flow whose fixed points correspond to static Ricci flat spacetimes. It is now known that this flow is in fact Ricci flow modulo pullback by a certain diffeomorphism. We use this observation to associate to each static Ricci flat spacetime a local Ricci soliton in one higher dimen…

2008-08-22abs ↗pdf ↗

Quantized neural networks can represent all fixed-point functions under certain conditions.

problem Expressive power of quantized neural networks under fixed-point arithmetic.
method Analyzing necessary and sufficient conditions for quantized networks to represent all fixed-point functions.
result Various popular activation functions satisfy the sufficient condition for representing all fixed-point functions.

Study circle actions on unitary manifolds with discrete fixed points.

problem Understanding circle actions on compact unitary manifolds with discrete fixed points.
method Prove relationships between weights at fixed points and derive results regarding the first equivariant Chern class and Hirzebruch χyχ_y-genus.
result Derive a multigraph encoding fixed point data, leading to new insights into unitary S1S^1-manifolds.

New method designs joint initial noises for diffusion models to improve diversity and alignment.

problem Independent initial noises limit diversity in generated images.
method Coupling of initial noises, maintaining Gaussian distribution while allowing dependence.
result Repulsive Gaussian coupling improves diversity without increasing sampling cost.

Research shows quadratic growth in derivative maxima for certain interval diffeos with parabolic fixed points.

problem Analyzing the growth of derivative maxima for C2C^2 interval diffeomorphisms with parabolic fixed points.
method Examining C2C^2 diffeomorphisms with only parabolic fixed points, focusing on tangency and repelling behavior.
result Maximal growth of derivative maxima is exactly quadratic for diffeomorphisms with a non-quadratic tangency to identity at a repelling fixed point.

New proof for 6D symplectic manifold with 4 fixed points.

problem Classifying the integral cohomology ring and total Chern class for 6D symplectic manifolds with 4 fixed points.
method New different argument using moment map values and weights of fixed points.
result Determined the sets of weights and global invariants for the manifold.