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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.

168,982 papers · 148 categories

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48 results for finite element techniques

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.

Solves numerical computation of Killing and conformal Killing vector fields on compact Riemannian manifolds.

problem Overdetermined systems of PDE make numerical computation difficult.
method Reduces to symmetric eigenvalue problem solved by finite element techniques.
result Valid in any dimension and for arbitrary compact Riemannian manifolds.

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.

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.

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.

Erdős introduced the noncommuting graph, in order to study the number of commuting elements in a finite group. Despite the use of combinatorial ideas, his methods involved several techniques of classical analysis. The interest for this graph is becoming relevant in the last years for various reasons. Here we deal with …

2015-02-04abs ↗pdf ↗

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.

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 ↗

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.

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 .

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.

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.

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.

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.

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.

Extends Nielsen realization to infinite-type surfaces, classifying torsion elements and topological groups.

problem Realizing finite subgroups of mapping class groups on infinite-type surfaces.
method Extending Kerckhoff's result to infinite-type surfaces, using hyperbolic metrics and topological group properties.
result Compact subgroups of mapping class groups are finite, and locally compact subgroups are discrete.

In this paper we study the metric geometry of the space ΣΣ of positive invertible elements of a von Neumann algebra A{\mathcal A} with a finite, normal and faithful tracial state ττ. The trace induces an incomplete Riemannian metric <x,y>a=τ(ya1xa1)<x,y>_a=τ(ya^{-1}xa^{-1}), and though the techniques involved are quite different,…

2008-08-13abs ↗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.

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.

ANNs solve financial option valuation problems without numerical methods.

problem Valuation of European and American financial options.
method Unsupervised learning with artificial neural networks (ANNs) for solving PDEs.
result ANNs accurately compute option values for various stock scenarios.

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 ↗