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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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3673109145 · May 202619922001200920172026
48 results for flow loops

The gradient flow of the Yang-Mills action acts pointwise on closed loops of gauge fields. We construct a topologically nontrivial loop of SU(2) gauge fields on S4 that is locally stable under the flow. The stable loop is written explicitly as a path between two gauge fields equivalent under a topologically nontrivial …

2010-08-06abs ↗pdf ↗

We study the L2L^2 gradient flow of the Yang--Mills functional on the space of connection 1-forms on a principal GG-bundle over the sphere S2S^2 from the perspective of Morse theory. The resulting Morse homology is compared to the heat flow homology of the space ΩGΩG of based loops in the compact Lie group GG. An iso…

2011-04-28abs ↗pdf ↗

We study the evolution of a metric of a two dimensional black hole under the second loop renormalization group fow, the RG-2 fow. Since the black hole metric is noncompact (we consider it asymptotically flat) we adapt some proofs for the compact case to the asymptotically flat case. We found that the appearance of hori…

2019-04-30abs ↗pdf ↗

We study the heat flow in the loop space of a closed Riemannian manifold MM as an adiabatic limit of the Floer equations in the cotangent bundle. Our main application is a proof that the Floer homology of the cotangent bundle, for the Hamiltonian function kinetic plus potential energy, is naturally isomorphic to the h…

2003-04-24abs ↗pdf ↗

Zamolodchikov's c-theorem type argument (and also string theory effective action constructions) imply that the RG flow in 2d sigma model should be gradient one to all loop orders. However, the monotonicity of the flow of the target-space metric is not obvious since the metric on the space of metric-dilaton couplings is…

2006-12-29abs ↗pdf ↗

We find generators for the full rational loop group of GL(n,C) as well as for the subgroup consisting of loops that satisfy the reality condition with respect to the noncompact real form GL(n,R). We calculate the dressing action of some of those generators on the positive loop group, and apply this to the ZS-AKNS flows…

2009-10-09abs ↗pdf ↗

Researchers study injectivity of magnetic and thermostatic nonabelian ray transforms on compact surfaces.

problem Injectivity of magnetic and thermostatic nonabelian ray transforms on compact surfaces.
method Loop group factorization method for nontrapping λλ-geodesic flows and the general linear group of invertible complex matrices.
result General injectivity question of the nonabelian ray transform for simple magnetic flows is settled.

In case of the heat flow on the free loop space of a closed Riemannian manifold non-triviality of Morse homology for semi-flows is established by constructing a natural isomorphism to singular homology of the loop space. The construction is also new in finite dimensions. The main idea is to build a Morse filtration usi…

2014-08-17abs ↗pdf ↗

We prove an inequality between the LL^{\infty}-norm of the contact Hamiltonian of a positive loop of contactomorphims and the minimal Reeb period. This implies that there are no small positive loops on hypertight or Liouville fillable contact manifolds. Non-existence of small positive loops for overtwisted 3-manifolds…

2016-02-03abs ↗pdf ↗

It is known that there is a bijection between the perturbed closed geodesics, below a given energy level, on the moduli space of flat connections M and families of perturbed Yang-Mills connections depending on a small parameter. In this paper we study the heat flow on the loop space on M and the Yang-Mills L^2-flows fo…

2010-08-02abs ↗pdf ↗

The RG-2 flow is the two-loop approximation for the world-sheet non-linear sigma model renormalization group flow. The first truncation of the flow is the well known Ricci flow, at two loops higher order curvature terms appear, changing almost completely the behaviour of the evolution equation. In this article we study…

2018-06-26abs ↗pdf ↗

We introduce a new integrable system hierarchy which is a restriction of the AKNS nxn hierarchy coming from an unusual splitting of the loop algebra. This splitting comes from an automorphism of the loop algebra instead of an automorphism of SL(n,C). It is known that the 2x2 KdV is the standard KdV hierarchy.

2006-11-03abs ↗pdf ↗

We use the heat flow on the loop space of a closed Riemannian manifold to construct an algebraic chain complex. The chain groups are generated by perturbed closed geodesics. The boundary operator is defined in the spirit of Floer theory by counting, modulo time shift, heat flow trajectories that converge asymptotically…

2010-03-23abs ↗pdf ↗

This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system's dynamics. A control strategy is t…

2016-04-11abs ↗pdf ↗

We discuss certain recent mathematical advances, mainly due to Perelman, in the theory of Ricci flows and their relevance for renormalization group (RG) flows. We consider nonlinear sigma models with closed target manifolds supporting a Riemannian metric, dilaton, and 2-form B-field. By generalizing recent mathematical…

2005-10-27abs ↗pdf ↗

We propose a novel spectral convolutional neural network (CNN) model on graph structured data, namely Distributed Feedback-Looped Networks (DFNets). This model is incorporated with a robust class of spectral graph filters, called feedback-looped filters, to provide better localization on vertices, while still attaining…

2019-10-24abs ↗pdf ↗

The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…

2006-11-03abs ↗pdf ↗

We review the evidence that the erratic dynamics of markets is to a large extent of endogenous origin, i.e. determined by the trading activity itself and not due to the rational processing of exogenous news. In order to understand why and how prices move, the joint fluctuations of order flow and liquidity - and the way…

2010-09-15abs ↗pdf ↗

Each loop ψψ in the group Ham(M)\text{Ham}(M) of Hamiltonian diffeomorphisms of a symplectic manifold MM determines a fibration EE on S2S^2, whose coupling class \cite{G-L-S} is denoted by cc. If VTEVTE is the vertical tangent bundle of EE, we relate the characteristic number Ec1(VTE)cn\int_E c_1(VTE)c^n with the Maslov index …

2005-06-09abs ↗pdf ↗

DQN outperforms static policies in a dynamic fee environment for automated market makers.

problem How automated market makers (AMMs) perform under dynamic fees is unknown.
method Constructed a closed-loop simulator with dynamic fees, noise flow, and arbitrage.
result A small DQN policy outperforms static policies in a dynamic fee environment.

Analyzes how learning algorithms affect and are affected by data manipulation.

problem Characterizing the closed-loop behavior of learning algorithms in the presence of decision-dependent data.
method Analyzes repeated risk minimization as perturbed gradient flows of performative risk minimization, considering multiple local minimizers.
result Characterizes the region of attraction for various equilibria and introduces performative alignment.

We find obstructions to the existence of Einstein metrics of non-negative sectional curvature on a smooth closed simply connected manifold of any dimension. The results are achieved by combining the classical Morse theory of the loop space with a new upper bound for the topological entropy of the geodesic flow in terms…

2000-02-22abs ↗pdf ↗

Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.

problem Time-inconsistent stochastic control problems with mean and higher-order moments.
method Developed closed-loop and open-loop Nash equilibrium controls using PDEs and maximum principles.
result Identical closed-loop and open-loop Nash equilibria controls, independent of state value and random path.

Constructing translating solitons from Lagrangian Grim Reapers.

problem Creating Lagrangian translating solitons from intersections of Grim Reapers.
method Desingularizing intersections with special Lagrangian Lawlor necks.
result Constructing Lagrangian translating solitons with multiple ends and loops.

We verify here some variants of topological and dynamical flavor of the injectivity radius conjecture in Hofer geometry, Lalonde-Savelyev \cite{citeLalondeSavelyevOntheinjectivityradiusinHofergeometry} in the case of Ham(S2)Ham (S^2) and Ham(Σ,ω)Ham(Σ, ω), for ΣΣ a closed positive genus surface. In particular we show that any lo…

2015-01-12abs ↗pdf ↗

Investigates time-inconsistent portfolio selection under MMV preferences.

problem Time-inconsistent optimal strategies for MMV preferences.
method Nash equilibrium controls for MMV and MV preferences, solving FBSDE and HJB equations.
result MMV optimal strategies lead to higher investment amounts than MV strategies, narrowing over time.

We propose a method for learning cyclic causal models from a combination of observational and interventional equilibrium data. Novel aspects of the proposed method are its ability to work with continuous data (without assuming linearity) and to deal with feedback loops. Within the context of biochemical reactions, we a…

2013-09-26abs ↗pdf ↗

We study Hamiltonian dynamics of gradient Kaehler-Ricci solitons that arise as limits of dilations of singularities of the Ricci flow on compact Kaehler manifolds. Our main result is that the underlying spaces of such gradient solitons must be Stein manifolds. Moreover, on all most all energy surfaces of the potential …

1998-07-02abs ↗pdf ↗

We study the harmonic map equations for maps of a Riemann surface into a Riemannian symmetric space of compact type from the point of view of soliton theory. There is a well-known dressing action of a loop group on the space of harmonic maps and we discuss the orbits of this action through particularly simple harmonic …

1994-10-04abs ↗pdf ↗

FalconBC improves patient-specific cardiovascular modeling by estimating boundary conditions efficiently.

problem Efficiently estimating boundary conditions in patient-specific cardiovascular models, especially in open-loop models and anatomies with lesions.
method A general amortized inference framework based on probabilistic flow that treats clinical targets and anatomies as conditioning variables.
result Demonstrated on two patient-specific models, FalconBC improves efficiency and accuracy in estimating boundary conditions.

The Ricci flow has been of fundamental importance in mathematics, most famously though its use as a tool for proving the Poincaré Conjecture and Thurston's Geometrization Conjecture. It has a parallel life in physics, arising as the first order approximation of the Renormalization Group flow for the nonlinear sigma mod…

2013-12-20abs ↗pdf ↗

The paper constructs Darboux transforms for a specific hierarchy and its related flows.

problem Constructing and analyzing Darboux transforms for the B^n(1)\hat B_n^{(1)}-hierarchy.
method Using loop group factorization, the authors construct Darboux transforms and provide Permutability and scaling formulas.
result Explicit soliton solutions are constructed and provided for specific flows.