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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.

168,657 papers · 148 categories

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76152228304 · May 202619922001200920172026
48 results for finite element

The paper solves a complex option pricing model using finite elements.

problem Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model with transaction costs.
method Spatial finite element models based on P1 and/or P2 elements, combined with a Crank-Nicolson-type temporal scheme.
result Results compare favorably with finite difference methods in the literature.

Finite element method applied to Leland's model for option pricing with transaction costs.

problem Option pricing with transaction costs using Leland's model.
method Spatial finite element models based on P1 and/or P2 elements combined with a Crank-Nicolson-type temporal scheme.
result Results compare favorably with finite difference methods in the literature.

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.

The paper improves convergence rates of curvature approximations using Regge elements.

problem Improving convergence rates of curvature approximations using Regge elements.
method Investigates the interplay between polynomial degree of curvature lifting and metric tensor degree in Regge finite element space.
result Higher convergence rates are achieved by reducing the polynomial degree of curvature lifting and using linear Regge elements.

Constructs finite element spaces for (p,q)(p,q)-forms, excluding one subspace.

problem Constructing finite element spaces for (p,q)(p,q)-forms.
method Piecewise polynomial finite element spaces for all natural subspaces of (p,q)(p,q)-forms, excluding one subspace.
result Recovers known finite element spaces and introduces new ones.

A positive integer mm will be called a {\it finitistic order} for an element γγ of a group ΓΓ if there exist a finite group GG and a homomorphism h:ΓGh:Γ\to G such that h(γ)h(γ) has order mm in GG. It is shown that up to conjugacy, all but finitely many elements of a given finitely generated, torsion-free Kleinian gr…

2011-04-03abs ↗pdf ↗

Rust library solves complex equations on abstract simplicial complexes.

problem Solving partial differential equations on abstract simplicial complexes.
method Finite Element Exterior Calculus, intrinsic Riemannian metric, first-order Whitney basis functions.
result Verification through convergence studies on elliptic Hodge-Laplace eigenvalue and source problems.

Statistical finite elements use Langevin dynamics to efficiently handle uncertainty quantification.

problem Uncertainty quantification in finite element models with observed data.
method Langevin dynamics, unadjusted Langevin algorithm (ULA), for sampling posterior distributions.
result ULA provides a scalable and efficient method for characterizing the posterior distribution of statFEM models.

If F is a surface with boundary, then a finitely generated subgroup without peripheral elements of G = π_1(F) can be separated from finitely many other elements of G by a finite index subgroup of G corresponding to a finite cover F' with the same number of boundary components as F .

2012-04-20abs ↗pdf ↗

The paper analyzes finite element methods on manifolds with approximate metrics.

problem Analyzing finite element methods on manifolds with approximate metrics.
method Intrinsic finite element exterior calculus applied to manifolds with Regge metrics.
result Analysis and implementation of a method for computing an approximate Levi-Civita connection form.

Finite quandles with n elements can be represented as n-by-n matrices. We show how to use these matrices to distinguish all isomorphism classes of finite quandles for a given cardinality n, as well as how to compute the automorphism group of each finite quandle. As an application, we classify finite quandles with up to…

2004-12-20abs ↗pdf ↗

Given a finite set of rr points in a closed surface of genus gg, we consider the torsion elements in the mapping class group of the surface leaving the finite set invariant. We show that the torsion elements generate the mapping class group if and only if (g,r)(2,5k+4)(g, r) \neq (2, 5k+4) for some integer kk.

2000-04-08abs ↗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.

We enhance the biquandle counting invariant using elements of truncated biquandle-labeled Polyak algebras. These finite type enhancements reduce to the finite type enhancements defined by Goussarov, Polyak and Viro for the trivial biquandle of one element and determine (but are not determined by) the biquandle counting…

2015-06-02abs ↗pdf ↗

EPGP surrogate outperforms finite elements in solving wave equations.

problem Benchmarking Gaussian Process surrogates vs. finite elements for wave equation solutions.
method EPGP uses penalized least squares and exponential-polynomial bases; CN-FEM employs Crank--Nicolson time stepping.
result EPGP achieves lower error than CN-FEM under matched degrees-of-freedom.

Develops unisolvent weights for Nédélec second family finite elements in 2D.

problem Finding efficient degrees of freedom for Nédélec second family finite elements.
method Uses techniques of homological algebra to obtain degrees of freedom for differential forms.
result Provides a family of unisolvent and minimal physical degrees of freedom for Nédélec second family finite elements.

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.

Study on curvature in finitely generated groups, showing positive curvature in specific cases.

problem Understanding curvature in finitely generated groups.
method Analyzing dead-end elements and related elements to find curvature, studying effect of radius.
result Examples of positive curvature for arbitrary radius in lamplighter and Houghton's group.

Study on mapping class groups of infinite type surfaces.

problem Property PextnaiveP_{ ext{naive}} for mapping class groups of infinite type surfaces.
method Analyzes the existence of elements gg and hih_i satisfying specific group properties.
result Establishes the existence of gg for any finite collection of non-trivial elements hih_i.

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.

We classify the groups quasi-isometric to a group generated by finite-order elements within the class of one-ended hyperbolic groups which are not Fuchsian and whose JSJ decomposition over two-ended subgroups does not contain rigid vertex groups. To do this, we characterize which JSJ trees of a group in this class admi…

2017-10-16abs ↗pdf ↗

Finite order elements with infinite centralizers in 3-manifold groups imply specific structure.

problem Understanding centralizers of torsion elements in 3-manifold groups.
method Analyzing PD3PD_3-complexes and applying the Projective Plane Theorem.
result 3-manifolds with specific properties (e.g., RP2imesS1RP^2 imes S^1) arise from certain centralizer conditions.

A nontrivial element in a group is a generalized torsion element if some nonempty finite product of its conjugates is the identity. We prove that any generalized torsion element in a free product of torsion-free groups is conjugate to a generalized torsion element in some factor group. This implies that the fundamental…

2018-11-19abs ↗pdf ↗

In order to generalize finite element methods to differential forms, Arnold, Falk, and Winther constructed two families of spaces of polynomial differential forms on a simplex TT, the PrΛk(T)\mathcal P_rΛ^k(T) spaces and the PrΛk(T)\mathcal P_r^-Λ^k(T) spaces, where kk is the degree of the form and rr is the degree of its coe…

2018-06-30abs ↗pdf ↗

A new method uses SPDEs to efficiently model random fields on complex domains.

problem Efficient representation of random fields on complex domains for engineering and machine learning.
method Uses SPDEs to develop a scalable framework for statFEM and GP regression.
result Can model anisotropic, non-stationary random fields with arbitrary smoothness.

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 ↗

We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…

2011-12-12abs ↗pdf ↗

Wajnryb proved that the mapping class group of an orientable surface is generated by two elements. We prove that one of these generators can be taken as a Dehn twist. We also prove that the extended mapping class group is generated by two elements, again one of which is a Dehn twist. Another result we prove is that the…

2003-09-18abs ↗pdf ↗