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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.

169,051 papers · 148 categories

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3671107142 · May 202619922001200920182026
48 results for flow conservation

New neural network enforces mass conservation for better ice flow predictions.

problem Reliably project future sea level rise by improving ice sheet model inputs.
method Proposes divergence-free neural networks (dfNNs) enforcing local mass conservation.
result dfNNs yield more reliable ice flux estimates compared to other models.

This paper analyzes the probability flow in the stock market using the Black-Scholes model.

problem The non-conservation of probability in the stock market.
method Expressed the Black-Scholes equation in Hamiltonian form and analyzed the flow of probability.
result Conditions under which probability might be conserved in the market, challenging the non-Hermitian nature of the Black-Scholes Hamiltonian.

Minimal existence time for Willmore flow established for smooth and weak Lipschitz initial data.

problem Existence time of the Willmore flow for various initial conditions.
method Established minimal existence time for Willmore flow using geometric data and conservation laws.
result Minimal existence time is a function of geometric data for general weak Lipschitz initial data.

Following an approach of the second author for conformally invariant variational problems in two dimensions, we show in four dimensions the existence of a conservation law for fourth order systems, which includes both intrinsic and extrinsic biharmonic maps. With the help of this conservation law we prove the continuit…

2006-07-20abs ↗pdf ↗

LFlows model fluid densities and velocities using invertible maps that satisfy the continuity equation.

problem Modeling fluid densities and velocities continuously in space and time.
method LFlows are based on invertible maps that satisfy the continuity equation, derived from classical theory of Lagrangian flows for smooth vector fields.
result LFlows show higher predictive accuracy in density modeling tasks compared to competing models in 2D and 3D.

We give the following results for Pinkall's central affine curve flow on the plane: (i) a systematic and simple way to construct the known higher commuting curve flows, conservation laws, and a bi-Hamiltonian structure, (ii) Baecklund transformations and a permutability formula, (iii) infinitely many families of explic…

2014-05-16abs ↗pdf ↗

Study Godbillon-Vey invariants in non-Lorentzian spacetimes and fluid dynamics.

problem Characterizing and measuring the local spin of spatial leaves in non-Lorentzian spacetimes.
method Relating intrinsic torsion to Godbillon-Vey class, using geometric structures to model fluid dynamics.
result Godbillon-Vey class represents an obstruction to steady flow of fluid and new conservation laws.

We characterize the conjugate linearized Ricci flow and the associated backward heat kernel on closed three--manifolds of bounded geometry. We discuss their properties, and introduce the notion of Ricci flow conjugated constraint sets which characterizes a way of Ricci flow averaging metric dependent geometrical data. …

2007-10-17abs ↗pdf ↗

Hyperbolic conservation laws posed on manifolds arise in many applications to geophysical flows and general relativity. Recent work by the author and his collaborators attempts to set the foundations for a study of weak solutions defined on Riemannian or Lorentzian manifolds and includes an investigation of the existen…

2007-11-02abs ↗pdf ↗

Estimates network structure from node potentials and edge flows under Gaussian injection statistics.

problem Estimating network structure from node potentials and edge flows under Gaussian injection statistics.
method Proposes an 1\ell_{1}-regularized maximum likelihood estimator for high-dimensional network structure estimation.
result Establishes sufficient conditions for exact sparsity recovery of network structure with high probability.

It has been shown that for each Killing-Yano (KY)-form accepted by an nn-dimensional (pseudo)Riemannian manifold of arbitrary signature, two basic gravitational currents can be defined. Conservation of the currents are explicitly proved by showing co-exactness of the one and co-closedness of the other. Some general ge…

2008-11-11abs ↗pdf ↗

Analyzes symmetries in neural networks to predict learning dynamics.

problem Understanding the dynamics of neural network parameters during training.
method Unified theoretical framework based on symmetries and conservation laws.
result Symmetries impose geometric constraints on gradients and Hessians, leading to conservation laws.

Mathematical model describes how red blood cells return to equilibrium.

problem How red blood cells regain equilibrium after deformation.
method Gradient flow of the Canham-Helfrich functional, proving global existence and convergence for spheres and axisymmetric tori.
result Global existence and convergence of smooth solutions for spheres and axisymmetric tori under specific energy conditions.

We show that the twisted Kähler-Ricci flow on a complex manifold X converges to a flow of moving free boundaries, in a certain scaling limit. This leads to a new phenomenon of singularity formation and topology change which can be seen as a complex generalization of the extensively studied formation of shocks in Hamilt…

2016-04-12abs ↗pdf ↗

New surfaces with special geodesic and horocycle behaviors discovered.

problem Understanding geodesic and horocycle dynamics on hyperbolic surfaces.
method Constructing geometrically infinite hyperbolic surfaces with tailored recurrence properties.
result First examples of non-trivial minimal horocyclic orbit closures and infinite locally-finite conservative horocyclic invariant measures.

A novel spatio-temporal graph neural network with a learnable Tweedie head improves vessel traffic flow prediction in sparse maritime data.

problem Accurate vessel traffic flow prediction in sparse maritime data.
method A model-agnostic learnable Tweedie head attached to ST-GNN backbones.
result The proposed head consistently improves RMSE across multiple ST-GNN backbones, especially on non-zero events.

In this paper we introduce a new geometric flow --- the hyperbolic gradient flow for graphs in the (n+1)(n+1)-dimensional Euclidean space Rn+1\mathbb{R}^{n+1}. This kind of flow is new and very natural to understand the geometry of manifolds. We particularly investigate the global existence of the evolution of convex hypers…

2010-09-21abs ↗pdf ↗

We propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds derived from the extended musculo-skeletal configuration manifold. The …

2009-07-07abs ↗pdf ↗

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 studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.

problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.

Develops a new framework to understand MCMC dynamics as flows on Wasserstein space.

problem Lack of understanding general MCMC dynamics in terms of flows on Wasserstein space.
method Introduces novel concepts to recognize MCMC dynamics as fiber-gradient Hamiltonian flows on Wasserstein space.
result Enables ParVI simulation of MCMC dynamics, enriching ParVI family with more efficient dynamics.

Consider a Riemannian metric on two-torus. We prove that the question of existence of polynomial first integrals leads naturally to a remarkable system of quasi-linear equations which turns out to be a Rich system of conservation laws. This reduces the question of integrability to the question of existence of smooth (q…

2009-07-29abs ↗pdf ↗

The paper connects geodesic flows and limit sets on visibility manifolds.

problem Understanding dynamics and ergodic properties on non-compact visibility manifolds.
method Analyzing geodesic flows and Patterson-Sullivan measures on visibility manifolds without conjugate points.
result The positivity of the Patterson-Sullivan measure of the Myrberg limit set is equivalent to the conservativity of the geodesic flow.

Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.

problem Analyzing decay and non-decay rates of solutions to the massless Vlasov equation on Reissner-Nordström spacetimes.
method Quantitative analysis of geodesic flow and comparison to wave equation instability results.
result Exponential decay rates in subextremal cases and polynomial rates in extremal cases, with non-decay of transversal derivatives in extremal cases.

Generalizes Hasimoto transformation to arbitrary flows on space curves.

problem Modeling and analyzing wave motions on space curves.
method Develops a mapping between curve evolution and scalar equations, transforming general vector fields in the Frenet frame.
result Binormal flows are generally length preserving but bending energy is fragile.

Method learns Dirichlet-to-Neumann maps on graphs using Gaussian processes.

problem Coupling multiphysics simulations on graphs with conservation constraints.
method Gaussian processes combined with discrete exterior calculus and maximum likelihood estimation.
result Data-driven predictions with uncertainty quantification on entire graph.

Self-test loss functions improve data-driven modeling of weak-form operators and gradient flows.

problem Challenges in selecting test functions for data-driven modeling involving weak-form operators and gradient flows.
method Introducing self-test loss functions that depend on unknown parameters and are quadratic.
result Self-test loss functions conserve energy for gradient flows and coincide with log-likelihood ratios for stochastic differential equations.

Theoretical analysis confirms non-conservative algorithms can converge to optimal policies.

problem Theoretical guarantees for non-conservative reinforcement learning algorithms.
method Theoretical analysis of Peng's Q(λλ) algorithm.
result Peng's Q(λλ) converges to an optimal policy under certain conditions.

Study finds conservation laws for a specific class of parabolic equations.

problem Existence and structure of conservation laws for evolutionary scalar second-order differential equations.
method Calculation of linearized characteristic cohomology to find conservation laws, showing dependence on second derivatives.
result Only Monge-Ampère type equations have non-trivial conservation laws.

Study finds conserved quantities for two types of curves on conformal sphere.

problem Identifying conserved quantities for specific types of curves on a conformal sphere.
method Used parallel tractor and Lagrangian formalism to compute conserved quantities.
result Found relation between conserved quantities of two curve types.