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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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48 results for differential equations theory

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.

New variational principle found for non-variational differential equations.

problem Non-variational differential equations without variational multipliers.
method Connecting functional forms with antiexact differential forms to identify obstructions.
result Formulation of variational problem for non-variational equations.

Three types of equations of mathematical physics, namely, the equations, which describe any physical processes, the equations of mechanics and physics of continuous media, and field-theory equations are studied in this paper. In the first and second case the investigation is reduced to the analysis of the nonidentical …

2007-02-06abs ↗pdf ↗

These lecture notes are a systematic and self-contained exposition of the cohomological theories naturally related to partial differential equations: the Vinogradov C-spectral sequence and the C-cohomology, including the formulation in terms of the horizontal (characteristic) cohomology. Applications to computing invar…

1998-08-31abs ↗pdf ↗

The theory of Lie remarkable equations, i.e. differential equations characterized by their Lie point symmetries, is reviewed and applied to ordinary differential equations. In particular, we consider some relevant Lie algebras of vector fields on Rk\mathbb{R}^k and characterize Lie remarkable equations admitted by the …

2014-09-02abs ↗pdf ↗

The theory of quasi-Lie systems, i.e. systems of first order ordinary differential equations which can be related via a generalised flow to Lie systems, is extended to systems of partial differential equations and its applications to obtaining tt-dependent superposition rules and integrability conditions are analysed.…

2017-12-05abs ↗pdf ↗

New method solves differential equations on manifolds, with applications in physics.

problem Solving differential equations on Riemannian manifolds.
method Developed linear homotopy theory for codifferential operator, leading to a direct sum decomposition of differential forms.
result Shows a new way to solve exterior differential systems, applicable to fundamental physics equations.

Introduces internal Lagrangians for differential equations and connects them to presymplectic structures.

problem Understanding the geometry of differential equations and their solutions.
method Develops a spectral sequence related to internal Lagrangians and investigates connections to presymplectic structures.
result Interprets a term in Vinogradov's spectral sequence for gauge theories.

Logic approach finds real singularities in differential equations.

problem Finding geometric singularities of implicit ODEs over the reals.
method Vessiot theory, parametric Gaussian elimination, heuristic simplification, real quantifier elimination.
result Effective computation of geometric singularities using logic methods.

A method to derive Lagrangians from field equations in metric-affine theories of gravity.

problem Deriving Lagrangians from field equations in metric-affine theories of gravity.
method Variational completion method to transform field equations into Euler-Lagrange equations and find a Lagrangian.
result Starting from metric equations, full metric equations and Lagrangian can be derived up to metric-independent terms.

Solutions to a differential equation link to contact structures.

problem Linking solutions of a specific differential equation to contact structures.
method Established a correspondence between solutions of Noth's equation and diffeomorphisms of contact structures.
result Established a correspondence between solutions of Noth's equation and diffeomorphisms of contact structures of type G2G_2.

Generalized differential geometry uses infinitesimals to solve singularities in differential equations.

problem Understanding differential equations with singularities and nonlinearities.
method Introducing infinitesimals and infinities to handle singularities and nonlinearities rigorously.
result A Riemannian manifold can be embedded into a generalized manifold where singularities vanish and products of nonlinearities make sense.

Traditional models of macroeconomic dynamics are fundamentally incorrect. The reason lies in a misunderstanding of peculiarities of the analysis of infinitesimal quantities. However, even those types of solutions that are envisaged by the above-mentioned models are nonrepresentative in the sense of the reflection of re…

2008-04-23abs ↗pdf ↗

We apply Gauge Theory of Arbitrage (GTA) {hep-th/9710148} to derivative pricing. We show how the standard results of Black-Scholes analysis appear from GTA and derive correction to the Black-Scholes equation due to a virtual arbitrage and speculators reaction on it. The model accounts for both violation of the no-arbit…

1997-12-03abs ↗pdf ↗

The classical Galois theory deals with certain finite algebraic extensions and establishes a bijective order reversing correspondence between the intermediate fields and the subgroups of a group of permutations called the Galois group of the extension. It has been the dream of many mathematicians at the end of the nine…

2017-10-23abs ↗pdf ↗

Characterizes algebraic integrability and minimality of Lie equations for non-commutative pseudogroups.

problem Understanding algebraic integrability and minimality of Lie equations for non-commutative pseudogroups.
method Algebraic characterization and differential Galois theory of rational connections.
result Equivalence of algebraic integrability to the triviality of the differential Galois group and demonstration of minimality under certain conditions.

Systems of partial differential equations lie at the heart of physics. Despite this, the general theory of these systems has remained rather obscure in comparison to numerical approaches such as finite element models and various other discretisation schemes. There are, however, several theoretical approaches to systems…

2001-06-12abs ↗pdf ↗

Survey explores cohomology's roles in applied math and sciences.

problem Understanding cohomology's role in solving differential equations.
method Examining differential complexes and structure-preserving discretizations.
result Various fundamental concepts in mechanics are formulated using differential complexes.

The quantum differential equations can be regarded as examples of equations with certain universal properties which are of wider interest beyond quantum cohomology itself. We present this point of view as part of a framework which accommodates the KdV equation and other well known integrable systems. In the case of qua…

2009-06-03abs ↗pdf ↗

Neural differential equations combine deep learning and differential equations for modeling complex systems.

problem Modeling complex systems with high capacity and efficiency.
method Combining neural networks and differential equations, focusing on neural ordinary, controlled, and stochastic differential equations.
result NDEs offer high-capacity function approximation, strong priors, and handle irregular data efficiently.

Solves inverse problem for Maxwell equations using vector fields.

problem Inverse problem for Maxwell equations in vacuum.
method Abstract theory of implicit differential equations over pre-symplectic manifolds.
result Provides solution for Maxwell equations using vector fields.

The article provides a modest survey of the absolute theory of general systems of (partial) differential equations. The equations are relieved of all additional structures and subject to quite arbitrary change of the variables. An abstract mathematical theory in the Bourbaki sense with its own concepts and technical to…

2015-04-01abs ↗pdf ↗

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 ↗

Conservation laws, heirarchies, scattering theory and Bäcklund transformations are known to be the building blocks of integrable partial differential equations. We identify these as facets of a theory of Poisson group actions, and apply the theory to the ZS-AKNS nxn heirarchy (which includes the non-linear Schrödinger …

1997-07-07abs ↗pdf ↗

This is an elementary and self--contained review of twistor theory as a geometric tool for solving non-linear differential equations. Solutions to soliton equations like KdV, Tzitzeica, integrable chiral model, BPS monopole or Sine-Gordon arise from holomorphic vector bundles over $T\CP^1$. A different framework is pro…

2009-02-02abs ↗pdf ↗

The paper discusses how to improve machine learning models using partial differential equations.

problem Improving the performance and generalization of machine learning models.
method The paper reframes implicit regularization techniques in deep learning as explicit gradient regularization using partial differential equations.
result Explicit regularization using PDEs can lead to better model performance and generalization.

Survey uses Milnor fibrations to classify first integrals of differential systems.

problem Classifying first integrals of differential systems using geometric-topological methods.
method Utilizing Milnor fibrations and connections with harmonic morphisms to provide topological and geometric descriptions.
result Geometric-topological classifications of first integrals for both isolated and non-isolated singularities.

This paper extends transfer operator theory to McKean-Vlasov equations.

problem Analyzing the behavior of complex dynamical systems using transfer operators.
method Extended dynamic mode decomposition and Galerkin projection.
result Finite-dimensional approximations of transfer operators computed.