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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.

168,695 papers · 148 categories

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53106158211 · Jun 202019922001200920172026
48 results for discrete version

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on previous work on time-dependent discrete mechanics, our approach is based on a d…

2002-09-24abs ↗pdf ↗

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.

Algorithm tackles adaptive discretization in adversarial Lipschitz bandits for dynamic pricing and auctions.

problem Adaptive discretization in adversarial Lipschitz bandits.
method Adversarial Zooming algorithm for adaptive discretization.
result First algorithm for adversarial Lipschitz bandits with instance-dependent regret bounds.

simpcomp is an extension to GAP, the well known system for computational discrete algebra. It allows the user to work with simplicial complexes. In the latest version, support for simplicial blowups and discrete normal surfaces was added, both features unique to simpcomp. Furthermore, new functions for constructing cer…

2011-05-26abs ↗pdf ↗

This work is thought as an operative guide to discrete exterior calculus (DEC), but at the same time with a rigorous exposition. We present a version of (DEC) on cubic cell, defining it for discrete manifolds. An example of how it works, it is done on the discrete torus, where usual Gauss and Stokes theorems are recove…

2019-06-17abs ↗pdf ↗

We present a definition of discrete channel surfaces in Lie sphere geometry, which reflects several properties for smooth channel surfaces. Various sets of data, defined at vertices, on edges or on faces, are associated with a discrete channel surface that may be used to reconstruct the underlying particular discrete L…

2018-09-05abs ↗pdf ↗

Following the work of Cano and Diaz, we consider a continuous analog of lattice path enumeration. This allows us to define a continuous version of any discrete object that counts certain types of lattice paths. We define continuous versions of binomials and multinomials, and describe some identities and partial differe…

2017-07-06abs ↗pdf ↗

We propose a discrete surface theory in R3\mathbb R^3 that unites the most prevalent versions of discrete special parametrizations. This theory encapsulates a large class of discrete surfaces given by a Lax representation and, in particular, the one-parameter associated families of constant curvature surfaces. The theo…

2014-12-23abs ↗pdf ↗

Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper we explore a number of extensions to the common theory, and present some applic…

2012-07-11abs ↗pdf ↗

On the basis of loop group decompositions (Birkhoff decompositions), we give a discrete version of the nonlinear d'Alembert formula, a method of separation of variables of difference equations, for discrete constant negative Gauss curvature (pseudospherical) surfaces in Euclidean three space. We also compute two exampl…

2015-05-27abs ↗pdf ↗

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also provide a transition between the discrete and the continuous problems and propos…

2017-08-14abs ↗pdf ↗

The study explores discrete versions of Riemannian geometry structures on manifolds.

problem Understanding the relationship between discrete structures and continuous Riemannian geometry.
method Surveying and analyzing discrete counterparts of Riemannian geometry concepts on graphs and simplicial complexes.
result Recent developments include Cheeger type inequalities for higher-dimensional simplicial complexes and Floer type constructions.

In this short note, we prove that the space of all admissible piecewise linear metrics parameterized by length square on a triangulated manifolds is a convex cone. We further study Regge's Einstein-Hilbert action and give a much more reasonable definition of discrete Einstein metric than our former version in \cite{G}.…

2015-08-25abs ↗pdf ↗

Soft Actor-Critic is a state-of-the-art reinforcement learning algorithm for continuous action settings that is not applicable to discrete action settings. Many important settings involve discrete actions, however, and so here we derive an alternative version of the Soft Actor-Critic algorithm that is applicable to dis…

2019-10-16abs ↗pdf ↗

A formula connects discrete harmonic surfaces to holomorphic functions.

problem Creating smooth discrete harmonic surfaces from holomorphic data.
method Weierstrass representation formula for discrete harmonic surfaces.
result Smooth converging sequence of discrete harmonic surfaces converges to a minimal surface.

We study Christoffel and Darboux transforms of discrete isothermic nets in 4-dimensional Euclidean space: definitions and basic properties are derived. Analogies with the smooth case are discussed and a definition for discrete Ribaucour congruences is given. Surfaces of constant mean curvature are special among all iso…

1996-11-25abs ↗pdf ↗

The paper studies singularities in discrete indefinite affine minimal surfaces.

problem Characterizing singularities in discrete indefinite affine minimal surfaces.
method Discretizing smooth curves and applying discrete Lelieuvre's formulas to study the resulting surfaces.
result The definition of singular edges and vertices in discrete asymptotic nets mirrors properties of smooth surfaces.

This paper uses the technology of weighted and regular triangulations to study discrete versions of the Laplacian on piecewise Euclidean manifolds. Regular triangulations are studied in some detail, including flip algorithms. The Laplacian is then studied as an operator on functions of the vertices as a generalized wei…

2005-08-10abs ↗pdf ↗

We investigate the relationship between a discrete version of thickness and its smooth counterpart. These discrete energies are defined on equilateral polygons with nn vertices. It will turn out that the smooth ropelength, which is the scale invariant quotient of length divided by thickness, is the ΓΓ-limit of the di…

2014-01-22abs ↗pdf ↗

Liouville's theorem says that in dimension greater than two, all conformal maps are Möbius transformations. We prove an analogous statement about simplicial complexes, where two simplicial complexes are considered discretely conformally equivalent if they are combinatorially equivalent and the lengths of corresponding …

2019-11-03abs ↗pdf ↗

Universal inequalities for Laplacian eigenvalues on discrete groups.

problem Proving inequalities for Laplacian eigenvalues on discrete groups.
method Analyzing Laplacian eigenvalues with Dirichlet boundary conditions on subsets of discrete groups.
result Yang-type universal inequalities for Cayley graphs of amenable groups and the d-regular tree.

We formulate a probabilistic Markov property in discrete time under a dynamic risk framework with minimal assumptions. This is useful for recursive solutions to risk-sensitive versions of dynamic optimisation problems such as optimal prediction, where at each stage the recursion depends on the whole future. The propert…

2020-01-19abs ↗pdf ↗

Bäcklund transformations for smooth and ``space discrete'' Hashimoto surfaces are discussed and a geometric interpretation is given. It is shown that the complex curvature of a discrete space curve evolves with the discrete nonlinear Schrödinger equation (NLSE) of Ablowitz and Ladik, when the curve evolves with the Has…

2000-07-25abs ↗pdf ↗

We investigate a discrete version of the Möbius energy, that is of geometric interest in its own right and is defined on equilateral polygons with nn segments. We show that the ΓΓ-limit regarding LqL^{q} or W1,qW^{1,q} convergence, q[1,]q\in [1,\infty] of these energies as nn\to\infty is the smooth Möbius energy. This re…

2013-11-13abs ↗pdf ↗

A (complete) matching of the cells of a triangulated manifold can be thought as a combinatorial or discrete version of a nonsingular vector field. We give several methods for constructing such matchings.

2018-08-28abs ↗pdf ↗

Continuous time framework for discrete data denoising models.

problem Efficient training and sampling for discrete data denoising models.
method Formulated as Continuous Time Markov Chains (CTMCs), efficient training using continuous time ELBO, high-dimensional CTMC simulation, novel theoretical error bound.
result Continuous time treatment enables novel theoretical error bound between generated and true data distributions.

In this paper, we introduce local expressions for discrete Mechanics. To apply our results simultaneously to several interesting cases, we derive these local expressions in the framework of Lie groupoids, following the program proposed by Alan Weinstein in [19]. To do this, we will need some results on the geometry of …

2013-03-17abs ↗pdf ↗

In this paper we consider planar polygons with parallel opposite sides. This type of polygons can be regarded as discretizations of closed convex planar curves by taking tangent lines at samples with pairwise parallel tangents. For this class of polygons, we define discrete versions of the area evolute, central symmetr…

2012-10-08abs ↗pdf ↗

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

We establish a connection between two previously unrelated topics: a particular discrete version of conformal geometry for triangulated surfaces, and the geometry of ideal polyhedra in hyperbolic three-space. Two triangulated surfaces are considered discretely conformally equivalent if the edge lengths are related by s…

2010-05-15abs ↗pdf ↗

Considering Wirtinger's inequality for piece-wise equipartite functions we find a discrete version of this classical inequality. The main tool we use is the theorem of classification of isometries. Our approach provides a new elementary proof of Wirtinger's inequality that also allows to study the case of equality. Mor…

2019-05-14abs ↗pdf ↗

Data discretization is an important step in the process of machine learning, since it is easier for classifiers to deal with discrete attributes rather than continuous attributes. Over the years, several methods of performing discretization such as Boolean Reasoning, Equal Frequency Binning, Entropy have been proposed,…

2017-10-13abs ↗pdf ↗

In this paper we relate the study of actions of discrete groups over connected manifolds to that of their orbit spaces seen as differentiable stacks. We show that the orbit stack of a discrete dynamical system on a simply connected manifold encodes the dynamics up to conjugation and inversion. We also prove a generaliz…

2018-03-31abs ↗pdf ↗

The study proves analogues of the discrete isoperimetric inequality in hyperbolic geometry.

problem Finding the minimum perimeter for polygons with a fixed area in hyperbolic geometry.
method Proving analogues of the discrete isoperimetric inequality for cyclic and tangential polygons in hyperbolic geometry, considering both single and multiple polygons.
result Established two versions of the isoperimetric inequality for multiple polygons in hyperbolic geometry with certain area or perimeter restrictions.

The paper proves a discrete positive mass theorem for graphs.

problem Formulating and proving a discrete positive mass theorem for graphs.
method Introducing asymptotically flat graphs, defining ADM mass, and using discrete harmonic functions.
result An asymptotically flat graph with non-negative Ricci curvature is isomorphic to the standard grid graph.