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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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1122 · Mar 202619922001200920172026
24 results for double-well

We give multiplicity results for the solutions of a nonlinear elliptic equation, with an asymmetric double well potential of Van der Waals-Allen--Cahn--Hilliard type, satisfying a linear volume constraint, on a bounded Lipschitz domain $Ω\subset\mathds R^N$. The number of solutions is estimated in terms of topological …

2019-07-29abs ↗pdf ↗

Study confirms complex crypto market dynamics via non-linear potentials.

problem Linear models fail to capture complex financial market dynamics.
method Analyzed high-frequency crypto currency data to confirm non-linear drift and potential functions.
result Markets exhibit either single-well or double-well potentials, indicating varying levels of uncertainty or stress.

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we employ posterior distributions over models, thus taking into account in a princi…

2016-07-07abs ↗pdf ↗

We investigate the equation (ΔHn)γw=f(w)inHn,(-Δ_{\mathbb H^n})^γ w=f(w)\quad in \mathbb H^{n}, where (ΔHn)γ(-Δ_{\mathbb H^n})^γ corresponds to the fractional Laplacian on hyperbolic space for γ(0,1)γ\in (0,1) and ff is a smooth nonlinearity that typically comes from a double well potential. We prove the existence of heteroclinic connecti…

2012-12-31abs ↗pdf ↗

We present two graph-based algorithms for multiclass segmentation of high-dimensional data. The algorithms use a diffuse interface model based on the Ginzburg-Landau functional, related to total variation compressed sensing and image processing. A multiclass extension is introduced using the Gibbs simplex, with the fun…

2013-02-15abs ↗pdf ↗

ECD algorithm speeds up non-convex optimization, offering quantum and stochastic enhancements.

problem Non-convex optimization challenges in machine learning.
method Energy Conserving Descent (ECD) algorithm, stochastic ECD dynamics (sECD), quantum ECD Hamiltonian (qECD).
result ECD and its quantum version achieve exponential speedup over gradient descent.

Noise can stabilize systemic risk models with uncertain robustness.

problem Understanding systemic risk in financial systems with uncertain parameters.
method Analyzing a mean-field model of systemic risk with uncertain coefficients and noise.
result Noise can induce stability in systemic risk models, contrary to intuition.

kTULA improves sampling from distributions with super-linear log-gradients.

problem Sampling from distributions with super-linearly growing log-gradients in deep learning.
method kTULA: tamed Langevin dynamics algorithm with KL divergence guarantee.
result Improved KL divergence convergence rate of 2-ε\overlineε.

We study global monotone solutions of the free boundary problem that arises from minimizing the energy functional I(u)=u2+V(u)I(u) = \int |\nabla u|^2 + V(u), where V(u)V(u) is the characteristic function of the interval (1,1)(-1,1). This functional is a close relative of the scalar Ginzburg-Landau functional $J(u) = \int |\nabla u|^…

2011-10-12abs ↗pdf ↗

This work improves SGMs' convergence guarantees for semiconvex distributions with discontinuous gradients.

problem Establishing convergence guarantees for SGMs under weak regularity conditions.
method Developed non-asymptotic Wasserstein-2 convergence analysis for SGMs targeting semiconvex distributions with discontinuous gradients.
result Achieved optimal dependence of O(d)O(\sqrt{d}) on data dimension dd and convergence rate of order one.

Framework for analyzing dynamic topological changes in point clouds using persistent homology and dynamic optimal transport.

problem Analyzing transient structural reorganizations during dynamic phase transitions in time-evolutionary point clouds.
method Hierarchical dynamic evaluation framework driven by topological and hypergraph reconstruction strategy.
result Combining transport-based alignment with multi-scale entropy diagnostics for dynamic topological analysis.

New gauge fields modify Fokker-Planck dynamics without changing the stationary state.

problem Understanding and modifying nonreversible dynamics in Fokker-Planck models.
method Formulate nonreversible perturbations as gauge fields, mapping to supersymmetric Hamiltonians, and learning finite forces.
result Learned finite forces can recover the optimal Lyapunov-equation solution in nonconvex landscapes.

The paper analyzes the score field of diffusion models using Burgers dynamics.

problem Understanding the evolution of score fields in diffusion models.
method Analyzes the score field through Burgers-type evolution law for diffusion models.
result Identifies a universal \( anh\) interfacial term in the score field.

New method uses weighted SDEs to improve sampling from complex distributions.

problem Sampling from highly non-log-concave distributions.
method Introduces weighted stochastic differential equations to augment diffusion-based samplers.
result Demonstrates improved exploration of nonconvex or multimodal landscapes.

Tractable model explains market dynamics using Langevin and SUSY QM.

problem Understanding non-linear market dynamics and option pricing.
method Langevin dynamics mapped to QM, using SUSY to find solutions.
result NES model provides accurate option pricing with a single volatility parameter.