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.
Paper solves convertible bond valuation using finite elements with penalty method.
problem Valuation of convertible bonds under penalty TF model.
method Solves TF system of equations using P1 and P2 finite elements with penalty method.
result Numerical solutions compare favorably with finite difference method.
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 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.
A recent paper of Arnold, Falk, and Winther [Bull AMS, 47 (2010)] showed that a large class of mixed finite element methods can be formulated naturally on Hilbert complexes, where using a Galerkin-like approach, one solves a variational problem on a finite-dimensional subcomplex. In a seemingly unrelated research direc…
The paper approximates Einstein tensor using finite elements.
problem Approximating Einstein tensor for piecewise polynomial metrics.
method Finite element method applied to Riemannian metrics.
result Convergence rate of O(hr+1) in H−2(Ω)-norm. 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) in H−2(Ω) norm. New method approximates anisotropic curve shortening flow.
problem Approximating anisotropic curve shortening flow.
method Weak formulation and finite element approximation.
result Optimal H1-error bound for approximation. Variational approximations for curve flows on Riemannian manifolds.
problem Approximating solutions to curvature and elastic flow problems on Riemannian manifolds.
method Variational formulations, finite element approximations, piecewise linear elements, stability analysis.
result Derived schemes can compute rotationally symmetric self-shrinkers and geodesics.
Model quantifies uncertainty's impact on European option prices.
problem Uncertainty in market volatility risk affects option pricing.
method Hamilton-Jacobi-Bellman framework and finite element method.
result Dependence of Delta on uncertainty is nonlinear and varied.
Finite element method for SABR model pricing under various interest rates.
problem Pricing vanilla and barrier options under the SABR stochastic volatility model.
method Finite element discretization of non-symmetric Dirichlet forms for degenerate parabolic equations.
result Well-posedness of the variational formulation and error analysis for finite element discretization.
This article reports on the confluence of two streams of research, one emanating from the fields of numerical analysis and scientific computation, the other from topology and geometry. In it we consider the numerical discretization of partial differential equations that are related to differential complexes so that de …
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.
New high-order scheme for option pricing in stochastic volatility jump models.
problem Option pricing in stochastic volatility jump models.
method High-order compact finite difference scheme.
result The new scheme outperforms standard methods in efficiency and accuracy.
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.
New finite element method for complex forms in any dimension.
problem Discretization of complex forms in arbitrary dimensions.
method Finite element discretization of ℓ-form-valued k-forms on triangulations. result Generalizes existing finite element methods for various tensor fields.
Given for instance a finite volume negatively curved Riemannian manifold M, we give a precise relation between the logarithmic growth rates of the excursions into cusps neighborhoods of the strong unstable leaves of negatively recurrent unit vectors of M and their linear divergence rates under the geodesic flow. As…
StatFEM uses low-rank approximations to scale Bayesian statFEM for high-dimensional problems.
problem Model misspecification and scalability in high-dimensional physical systems.
method Low-rank approximation of covariance matrix, Bayesian filtering, sparse data reconstruction.
result Reconstructs sparsely observed data-generating processes with minimal loss of information.
Study limits of adjoint orbits for Lie groups, describing nilpotent orbits.
problem Understanding limits of adjoint orbits for Lie groups.
method Systematic and topological study of limits of continuous families of adjoint orbits for non-compact simple Lie groups.
result Explicit description of nilpotent orbits in terms of Richardson orbits for hyperbolic semisimple elements.
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.
New method uses random features and Tikhonov regularization for operator learning from noisy data.
problem Accurate approximation of mappings between infinite-dimensional function spaces with reduced training time.
method Regularized random Fourier features (RRFF) coupled with finite element reconstruction (RRFF-FEM).
result The method achieves improved performance with reduced training time and noise robustness.
Approximating Gaussian Whittle-Matern Fields over Well-Centered Triangulations of Riemannian Manifolds
problem Convergent approximation of Gaussian Whittle-Matern fields on Riemannian manifolds
method Finite Element approximation of SPDEs
result Universal approximation of precision and covariance matrices
New LSTM scheme incorporates prior knowledge and measurement uncertainties.
problem Overfitting and insufficient data for accurate time-dependent solutions.
method Sparse Bayesian training algorithm for automatic connection determination.
result Less prone to overfitting, smaller data set required for satisfying accuracy.
Constructs finite element spaces for (p,q)-forms, excluding one subspace.
problem Constructing finite element spaces for (p,q)-forms. method Piecewise polynomial finite element spaces for all natural subspaces of (p,q)-forms, excluding one subspace. result Recovers known finite element spaces and introduces new ones.
Estimates Riemannian simplex coordinates and metric differences.
problem Comparing Riemannian metric to Euclidean on simplices.
method Barycentric coordinates on Riemannian manifolds, Karcher's center of mass.
result Error in metric difference shrinks quadratically with edge length.
We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements from a given system of elements. There is an increasing interest in building such …
The study optimizes Gaussian process approximations for finite-rank models.
problem Posterior behavior of finite-rank approximations differs from parent GP priors.
method Locally supported basis expansions with dependent Gaussian coefficients.
result Finite-rank expansions inherit the same posterior contraction rate as parent GP priors.
New duality relationships between finite element spaces on spheres derived from Hodge theory.
problem Developing finite element methods for differential forms on spheres.
method Showed that the duality relationships between finite element spaces are Hodge duality on the sphere, providing explicit correspondences.
result Explicit correspondences between finite element spaces and differential forms on the sphere, including new pointwise duality isomorphisms.
Characterizes periodic elements in Artin-Tits groups via stability conditions.
problem Understanding periodic elements in Artin-Tits groups.
method Dynamical characterization via 2-Calabi-Yau category and stability conditions.
result An element is periodic if and only if it has a fixed point in the stability manifold.
Finite area surfaces have cyclic hyperbolic Veech groups.
problem Understanding Veech groups of flat surfaces with finite area.
method Analyzing specific flat surfaces to find cyclic hyperbolic Veech groups.
result Finite area surfaces can have Veech groups that are infinite cyclic and hyperbolic.
Two elements generate extended mapping class groups of certain surfaces.
problem Generating extended mapping class groups with specific elements.
method Analyzing finite order elements and isotopy classes of homeomorphisms.
result Extended mapping class groups of certain surfaces are generated by two elements of finite order.
A positive integer m will be called a {\it finitistic order} for an element γ of a group Γ if there exist a finite group G and a homomorphism h:Γ→G such that h(γ) has order m in G. It is shown that up to conjugacy, all but finitely many elements of a given finitely generated, torsion-free Kleinian gr…
Detect changes in noisy dynamical systems using empirical approximations and finite-sample bounds.
problem Change detection in noisy dynamical systems
method Partition-based empirical approximations and finite-state stationary distribution stability
result Finite-sample bound for empirical stationary density
New proof of duality in finite element exterior calculus.
problem Proving duality relationship between finite element spaces.
method Alternate construction of finite element spaces and new basis-free proof using modified Hodge star operator.
result A new, basis-free proof of the duality relationship.
Generates mapping class groups with specific order elements.
problem Generating mapping class groups with elements of fixed finite order.
method Proves generation of specific order elements in mapping class groups and related groups.
result Can generate mapping class groups with 3 elements of order k and 4 elements of order 5 for sufficiently large genus. A method for pricing two-asset options using a finite element approach for Levy processes.
problem Pricing two-asset options with Levy process under exponential model.
method Finite element method (FEM) for a partial integro-differential equation (PIDE).
result Good performance of the proposed method for pricing two-asset options.
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.
Let G be a finitely generated group with a given word metric. The asymptotic density of elements in G that have a particular property P is defined to be the limit, as r goes to infinity, of the proportion of elements in the ball of radius r which have the property P. We obtain a formula to compute the asymptotic densit…
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.
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 .
Extends gradient-based optimization to spline functions.
problem Limitations of standard differentiable programming methods.
method Derives Jacobian of spline functions and uses it in predictive models.
result Improved performance in various applications.
Extended mapping class groups can be generated by two elements for low genus cases.
problem Generating finite order elements to represent extended mapping class groups.
method Proving finite order generating sets for specific genus cases.
result Extended mapping class groups can be generated by two elements for genus 3 and 4, but not for genus 1.
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…
Given a finite set of r points in a closed surface of genus g, 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) for some integer k.
Generalizes neural networks for infinite-dimensional mappings, including PDE solutions.
problem Learning mappings between infinite-dimensional spaces and finite-dimensional approximations.
method Graph kernel network architecture with message passing for kernel integration.
result Competitive performance compared to state-of-the-art solvers for PDEs.
The paper examines how kernel approximations affect Gaussian process regression in large data applications.
problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.
Trains neural networks to efficiently solve Navier-Stokes equations across parameter space.
problem Efficiently solving Navier-Stokes equations in parameter space.
method Physics-informed neural networks, active learning algorithm.
result Neural networks can accurately interpolate and aggregate solutions to physical problems.
The paper analyzes how Gaussian kernel parameters affect posterior covariance in Gaussian processes.
problem Understanding the influence of Gaussian kernel parameters on posterior covariance in Gaussian processes.
method Geometric analysis and a posteriori error estimation techniques from adaptive finite element methods.
result The bandwidth parameter and spatial distribution of observations significantly influence posterior covariance and its matrix.