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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.

168,657 papers · 148 categories

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3206409591,279 · Jun 202019922001200920172026
48 results for heat potential method

Article provides Bernstein gradient estimates for heat equations with potential terms.

problem Gradient estimates for heat equations with potential terms on weighted Riemannian manifolds.
method Derived Bernstein type gradient estimates for two systems of heat equations with linear, exponential, and combined potentials.
result Resolves part of the problem raised by Bhattacharyya et al. in \cite{SB-1}.

Study on heat flow across two half-lines with special boundary conditions.

problem Low energy mode of heat flow transmission across a Grushin-type cylinder.
method Analysis of heat equation with inverse-square potential and bridging boundary conditions.
result First insight into qualitative features of the heat flow solution at later times.

We study harmonic maps from surfaces coupled to a scalar and a two-form potential, which arise as critical points of the action of the full bosonic string. We investigate several analytic and geometric properties of these maps and prove an existence result by the heat flow method.

2015-10-29abs ↗pdf ↗

A new method uses heat diffusion to efficiently solve combinatorial optimization problems.

problem Challenges in combinatorial optimization due to discrete nature and limited search scope.
method Transforming the target function through heat diffusion to enable information flow and more efficient navigation.
result Superior performance across various combinatorial optimization problems.

Efficient hybrid method for pricing barrier options with stochastic volatility.

problem Valuation of barrier options on assets with stochastic volatility.
method Combining Monte Carlo simulation and semi-analytical heat potential method.
result Our method provides better accuracy and is orders of magnitude faster than existing methods.

The goal of this article is twofold: in a first part, we prove Gaussian estimates for the heat kernel of Schr{ö}dinger operators delta + V whose potential V is "small at infinity" in an integral sense. In a second part, we prove sharp boundedness result for the associated Riesz transform with potential d(delta+V) --1/2…

2015-03-02abs ↗pdf ↗

We prove the existence of a unique global weak solution to the full bosonic string heat flow from closed Riemannian surfaces to an arbitrary target under smallness conditions on the two-form and the scalar potential. The solution is smooth with the exception of finitely many singular points. Finally, we discuss the con…

2017-10-25abs ↗pdf ↗

Magnetic geodesics describe the trajectory of a particle in a Riemannian manifold under the influence of an external magnetic field. In this article, we use the heat flow method to derive existence results for such curves. We first establish subconvergence of this flow to a magnetic geodesic under certain boundedness a…

2014-11-25abs ↗pdf ↗

Improved graph-based connectivity estimation using heat modelling.

problem Lack of explicit model-based, dynamic, multivariate, and directed connectivity estimation methods.
method Noise-driven heat modelling on graphs with relaxed assumptions and regularisation.
result Demonstrated ability to capture meaningful spatial structure across real-world datasets.

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

problem Pricing and calibration of double barrier options with time-dependent parameters.
method Two approaches: General Integral transform method and Heat Potential method.
result Semi-analytic techniques are more efficient for pricing double barrier options than traditional numerical methods.

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 ↗

Researchers derived heat kernel expansions for non-compact spaces using Witten deformation.

problem Heat kernel expansions on non-compact spaces, especially for Witten Laplacians.
method Introduced parabolic distance and used it to derive asymptotic expansions.
result Derived an asymptotic expansion of trace of heat kernel for small-time tt.

The study bounds heat kernel for manifolds with specific curvature conditions.

problem Estimating heat kernel for manifolds with Bakry-Émery Ricci curvature.
method Gaussian upper bound for heat kernel, proving L^1-Liouville property, deriving eigenvalue bounds.
result Established Gaussian upper bound for heat kernel, derived eigenvalue bounds.

Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.

problem Analyticity of solutions to heat equation under specific curvature conditions.
method Analyzes analyticity in time for smooth solutions on Riemannian manifolds with Bakry-Émery Ricci curvature.
result Analyticity extended to all gradient Ricci solitons and certain LpL^p spaces.

Derives semi-closed form prices for barrier options in the Hull-White model.

problem Calculating prices of barrier options in the Hull-White model with time-dependent parameters.
method Applies generalized integral transform and heat potentials to solve linear Volterra equations of the first kind.
result The method provides more efficient and accurate solutions compared to finite difference methods.

Let MM be a closed Riemannian manifold with a family of Riemannian metrics gij(t)g_{ij}(t) evolving by geometric flow tgij=2Sij\partial_{t}g_{ij} = -2{S}_{ij}, where Sij(t)S_{ij}(t) is a family of smooth symmetric two-tensors on MM. In this paper we derive differential Harnack estimates for positive solutions to the nonlinear heat …

2014-02-18abs ↗pdf ↗

This paper extends barrier option pricing to CIR and CEV models using semi-closed form solutions.

problem Pricing barrier options in time-dependent CEV and CIR models.
method Developed two new methods: Bessel potentials and generalized integral transform, both applied to Bessel processes.
result The methods provide more accurate and stable pricing compared to finite difference methods, especially for small and large maturities.

The paper extends Weyl formulae for Schrödinger operators with singular potentials.

problem Analyzing the spectral behavior of Schrödinger operators with critically singular potentials.
method Generalizations of classical Weyl formulae, extending results by Avakumović, Levitan, and Hörmander.
result Obtained O(λn1)O(λ^{n-1}) bounds for the error term in the Weyl formula under minimal assumptions.

By introducing the concept of \emph{Kato control pairs} for a given Riemannian minimal heat kernel, we prove that on every Riemannian manifold (M,g)(M,g) the Kato class K(M,g)\mathcal{K}(M,g) has a subspace of the form Lq(M,dϱ)\mathsf{L}^q(M,d\varrho), where ϱ\varrho has a continuous density with respect to the volume measure $μ_g…

2015-11-05abs ↗pdf ↗

In this paper a new method for heat load prediction in district energy systems is proposed. The method uses a nominal model for the prediction of the outdoor temperature dependent space heating load, and a data driven latent variable model to predict the time dependent residual heat load. The residual heat load arises …

2020-02-13abs ↗pdf ↗

We develop a new method for the calculation of the heat trace asymptotics of the Laplacian on symmetric spaces that is based on a representation of the heat semigroup in form of an average over the Lie group of isometries and obtain a generating function for the whole sequence of all heat invariants.

2006-05-30abs ↗pdf ↗

Study decision boundaries using heat diffusion and probabilistic techniques.

problem Understanding the geometry of decision boundaries in machine learning.
method Using Brownian motion and probabilistic techniques to analyze decision boundaries.
result Decision boundaries exhibit persistent 'wiggly and fuzzy' regions, even under adversarial attacks.

From the uniformization theorem, we know that every Riemann surface has a simply-connected covering space. Moreover, there are only three simply-connected Riemann surfaces: the sphere, the Euclidean plane, and the hyperbolic plane. In this paper, we collect the known heat kernels, or Green's functions, for these three …

2010-07-30abs ↗pdf ↗

This paper proposes an unsupervised learning method to solve heat equations on chips.

problem Critical need for solving heat transfer equations on chips for 5G and AI.
method Hybrid framework of Auto Encoder and Image Gradient for unsupervised learning.
result Framework can solve heat transfer problems with a single training process and predict unseen cases.

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…

2009-11-10abs ↗pdf ↗

LGAC enhances heat transfer in turbulent boundary layers using slot jets.

problem Enhancing convective heat transfer in turbulent boundary layers.
method Artificial intelligence-based linear genetic algorithms control (LGAC) with slot jets.
result LGAC optimizes heat transfer and flow asymmetry in turbulent boundary layers.

This monograph develops the theory of covariant Schrödinger semigroups acting on sections of vector bundles over noncompact Riemannian manifolds from scratch. Contents: I. Sobolev spaces on vector bundles II. Smooth heat kernels on vector bundles III. Basis differential operators in Riemannian manifolds IV. Some specif…

2018-01-04abs ↗pdf ↗

We calculate heat invariants of arbitrary Riemannian manifolds without boundary. Every heat invariant is expressed in terms of powers of the Laplacian and the distance function. Our approach is based on a multi-dimensional generalization of the Agmon-Kannai method. An application to computation of the Korteweg-de Vries…

1999-05-12abs ↗pdf ↗