Research
On-device research index

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

Trend · papers per month

3196389561,275 · Jun 202019922001200920172026
48 results for discrete element method

We present a local formulation for 2D Discrete Exterior Calculus (DEC) similar to that of the Finite Element Method (FEM), which allows a natural treatment of material heterogeneity (element by element). It also allows us to deduce, in a robust manner, anisotropic fluxes and the DEC discretization of the pullback of 1-…

2018-12-28abs ↗pdf ↗

Study shows how numerical discretization affects reconstructions and parameter distributions in nano metrology.

problem Impact of numerical discretization on parameter reconstructions and model parameter distributions.
method Bayesian target vector optimization, finite element model, Gaussian process, stochastic machine learning surrogate models, Markov chain Monte Carlo sampler.
result Numerical discretization parameters impact the accuracy and distribution of reconstructed model parameters.

Mixed finite element methods solve a PDE using two or more variables. The theory of Discrete Exterior Calculus explains why the degrees of freedom associated to the different variables should be stored on both primal and dual domain meshes with a discrete Hodge star used to transfer information between the meshes. We s…

2010-12-17abs ↗pdf ↗

A new method splits surface flow discretizations into streamfunctions and harmonic fields.

problem Discretizing incompressible flows on surfaces with pressure and saddle-point structure.
method Discrete Helmholtz-Hodge decomposition for BDM elements on surfaces.
result Eliminates pressure and saddle-point structure, ensuring exact tangentiality and divergence-freeness.

The paper constructs discrete Hessian and divdiv complexes on triangulations and proves their cohomology isomorphic to continuous versions.

problem Discrete construction of Hessian and divdiv complexes on triangulations.
method Construction of discrete Hessian and divdiv complexes using finite elements and Dirac measures on triangulations.
result The cohomology of the constructed complexes is isomorphic to the continuous de Rham cohomology.

Generalized meshes for non-regular geometries, including fractures.

problem Discretization of partial differential equations in non-regular geometries.
method Introduces generalized meshes with overlapping elements and flexible adjacency relations.
result Discrete differential forms on virtually inflated meshes characterize the trace space of forms in surrounding volumes.

We provide an action for gauge theories discretized on simplicial meshes, inspired by finite element methods. The action is discretely gauge invariant and we give a proof of consistency. A discrete Noether's theorem that can be applied to our setting, is also proved.

2010-06-10abs ↗pdf ↗

We consider nn-dimensional discrete motions such that any two neighbouring positions correspond in a pure rotation ("rotating motions"). In the Study quadric model of Euclidean displacements these motions correspond to quadrilateral nets with edges contained in the Study quadric ("rotation nets"). The main focus of ou…

2010-04-08abs ↗pdf ↗

We propose a deterministic numerical method for pricing vanilla options under the SABR stochastic volatility model, based on a finite element discretization of the Kolmogorov pricing equations via non-symmetric Dirichlet forms. Our pricing method is valid under mild assumptions on parameter configurations of the proces…

2018-01-08abs ↗pdf ↗

Paper proposes a method to speed up discrete diffusion models by distilling many steps into few.

problem Challenges in capturing dependencies between elements in discrete diffusion models.
method Proposes 'mixture' models and loss functions to distill many sampling steps into few.
result Effective in distilling pretrained discrete diffusion models across image and language domains.

A novel method optimizes variable-stiffness structures for better strength and weight.

problem Optimizing variable-stiffness structures for higher strength and lighter weight.
method A novel multi-stage concurrent topology optimization scheme combining DMO, S-BPTO, and CFAO.
result The method ensures better fibre angle convergence and stable optimization.

We consider the group of smooth diffeomorphisms of the circle. We show that any recurrent ff (in the sense that {fn}nZ\{f^n\}_{n \in Z} is not discrete) is in fact a distortion element (in the sense that its iterates can be written as short compositions involving finitely many smooth diffeomorphisms). Thus rotations are d…

2008-08-18abs ↗pdf ↗

A new discrete calculus for bundle-valued forms is proposed and validated.

problem Discretization of exterior calculus for bundle-valued forms.
method Discretization of Cartan's exterior calculus for differential forms with values in vector bundles.
result The proposed discrete operator mimics the continuous exterior covariant derivative and ensures numerical convergence.

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient methods are needed. We propose a new method that is based on a decomposition of the…

2016-10-02abs ↗pdf ↗

This note will prove a discreteness criterion for groups of orientation-preserving isometries of the hyperbolic space which contain a parabolic element. It can be viewed as a generalization of the well-known results of Shimizu-Leutbecher and Jorgensen in dimensions 2 and 3, and is closely related to Waterman's inequali…

2013-04-08abs ↗pdf ↗

We investigate geometric aspects of the the Bäcklund transform of principal contact element nets. A Bäcklund transform exists if and only if it the principal contact element net is of constant negative Gaussian curvature (a pseudosphere). We describe an elementary construction of the Bäcklund transform and prove its co…

2010-10-16abs ↗pdf ↗

A new field of discrete differential geometry is presently emerging on the border between differential and discrete geometry. Whereas classical differential geometry investigates smooth geometric shapes (such as surfaces), and discrete geometry studies geometric shapes with finite number of elements (such as polyhedra)…

2005-04-18abs ↗pdf ↗

In this paper we introduce a discrete integrable system generalizing the discrete (real) cross-ratio system in S4S^4 to complex values of a generalized cross-ratio by considering S4S^4 as a real section of the complex Plücker quadric, realized as the space of two-spheres in S4.S^4. We develop the geometry of the Plücker…

2011-03-29abs ↗pdf ↗

Abstract result on correlations of pairs in exponentially growing discrete subsets.

problem Pair correlations in exponentially growing discrete subsets with weight functions.
method Proved abstract result on correlations of pairs of elements in an exponentially growing discrete subset with a weight function.
result Distribution function of unscaled differences is tδ2ett\mapsto\fracδ2\,e^{-|t|}, and pair correlation exhibits Poissonian behavior under certain conditions.

Develops numerical methods for PDEs on hypergraphs and networks.

problem Solving PDEs on complex geometric structures like hypergraphs and networks.
method Hybrid finite element methods, focusing on hybrid discontinuous Galerkin methods.
result Derives numerical approximations for PDEs on hypergraphs and networks.

We describe algorithms for finding harmonic cochains, an essential ingredient for solving elliptic partial differential equations in exterior calculus. Harmonic cochains are also useful in computational topology and computer graphics. We focus on finding harmonic cochains cohomologous to a given cocycle. Amongst other …

2010-12-13abs ↗pdf ↗

In this paper, we generalize our results in \cite{GX3} to triangulated surfaces in hyperbolic background geometry, which means that all triangles can be embedded in the standard hyperbolic space. We introduce a new discrete Gaussian curvature by dividing the classical discrete Gauss curvature by an area element, which …

2015-05-19abs ↗pdf ↗

In this paper, we establish that, for statistically convex-cocompact actions, contracting elements are exponentially generic in counting measure. Among others, the following exponential genericity results are obtained as corollaries for the set of hyperbolic elements in relatively hyperbolic groups, the set of rank-1 e…

2017-07-19abs ↗pdf ↗

Let HHn{{\bf H}_{\mathbb H}}^n denote the nn-dimensional quaternionic hyperbolic space. The linear group Sp(n,1){\rm{Sp}}(n,1) acts by the isometries of HHn{{\bf H}_{\mathbb H}}^n. A subgroup GG of Sp(n,1){\rm {Sp}}(n,1) is called \emph{Zariski dense} if it does not fix a point on ${{\bf H}_{\mathbb H}}^n \cup \partial {{\bf H}_…

2018-10-01abs ↗pdf ↗

The heat coefficients related to the Laplace-Beltrami operator defined on the hyperbolic compact manifold $H^3/\Ga$ are evaluated in the case in which the discrete group $\Ga$ contains elliptic and hyperbolic elements. It is shown that while hyperbolic elements give only exponentially vanishing corrections to the trace…

1993-03-04abs ↗pdf ↗

Let GG be a semisimple Lie group with discrete series. We use maps K0(CrG)CK_0(C^*_rG)\to \mathbb{C} defined by orbital integrals to recover group theoretic information about GG, including information contained in KK-theory classes not associated to the discrete series. An important tool is a fixed point formula for equiv…

2018-03-20abs ↗pdf ↗

Branching Flows generates sequences of varying lengths using binary trees.

problem Generating sequences of unknown lengths or fixed elements.
method A generative modeling framework that evolves states over binary trees, controlling sequence length.
result Branching Flows can generate sequences of varying lengths and mix different types of state spaces.

Principal binets generalize curvature line surfaces to square lattices and are a discrete integrable system.

problem Discretizing curvature line surfaces on square lattices.
method Showed principal binets as a multi-dimensional consistent system.
result Principal binets generalize to higher-dimensional square lattices and are integrable.

We consider non-elementary representations of two generator free groups in PSL(2,C)PSL(2,\mathbb{C}), not necessarily discrete or free, G=<A,B>G = < A, B >. A word in AA and BB, W(A,B)W(A,B), is a palindrome if it reads the same forwards and backwards. A word in a free group is {\sl primitive} if it is part of a minimal generating …

2008-08-26abs ↗pdf ↗

We strengthen the results of \cite{A1}, consequently, we improve the claims of \cite{A2} obtaining the best possible results. Namely, we prove that if a subgroup ΓΓ of Diff+(I)\mathrm{Diff}_{+}(I) contains a free semigroup on two generators then ΓΓ is not C0C_0-discrete. Using this, we extend the Hölder's Theorem in $\math…

2015-03-12abs ↗pdf ↗

Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS). In this paper we show that price surfaces that occur in option pricing can be easily described by NURBS surfaces. For a class of stochast…

2019-10-01abs ↗pdf ↗

Finite element method approximates scalar curvature in arbitrary dimensions.

problem Approximating scalar curvature using finite elements in arbitrary dimensions.
method Piecewise polynomial interpolants of a smooth Riemannian metric on a triangulated polyhedral domain.
result Finite element interpolants converge to scalar curvature with rate O(hr+1)O(h^{r+1}) in H2(Ω)H^{-2}(Ω) norm.

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs of regression coefficients, cyclic shifts, and even group elements from a unified…

2019-11-04abs ↗pdf ↗

The paper approximates Levi-Civita connection and curvature on 2D manifolds using finite elements.

problem Approximating Levi-Civita connection and curvature on 2D manifolds with finite elements.
method Using Regge finite elements, piecewise polynomial symmetric (0,2)-tensor fields, and distributional sense for non-regular tensors.
result Distributional quantities converge to their smooth counterparts under refinement of triangulation.