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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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52104156208 · May 202619922001200920172026
48 results for infinite Laplace equation

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

Researchers derive an explicit Laplace transform for integrated Volterra Wishart process.

problem Modeling and pricing financial instruments with complex covariance structures.
method Explicit expression for conditional Laplace transform of integrated Volterra Wishart process, linking to matrix Riccati equations.
result Derivation of Laplace transform for a special case of convolution kernel, leading to efficient pricing methods.

Bayesian nonparametric models get better posterior estimates via SPDE methods.

problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.

The volumes, spectra and geodesics of a recently constructed infinite family of five-dimensional inhomogeneous Einstein metrics on the two S3S^3 bundles over S2S^2 are examined. The metrics are in general of cohomogeneity one but they contain the infinite family of homogeneous metrics Tp,1T^{p,1}. The geodesic flow is sh…

2004-07-05abs ↗pdf ↗

Study of Yang-Mills fields on 4-manifolds using modified Lévy Laplacians.

problem Connection between Yang-Mills fields and modified Lévy Laplacians on 4-manifolds.
method Analysis of modified Lévy Laplacians and their relation to Yang-Mills equations under nontrivial holonomy groups.
result Existence of a modified Lévy Laplacian related to Yang-Mills self-duality equations.

We present a new multiparameter resolvent trace expansion for elliptic operators, polyhomogeneous in both the resolvent and auxiliary variables. For elliptic operators on closed manifolds the expansion is a simple consequence of the parameter dependent pseudodifferential calculus. As an additional nontrivial toy exampl…

2013-06-04abs ↗pdf ↗

Neural Laplace models diverse DEs in the Laplace domain for better dynamics.

problem Inadequate ODEs for long-range dependencies and discontinuities.
method Unified framework in Laplace domain, using stereographic map for smoothness.
result Superior performance in diverse DEs, including complex history dependency and abrupt changes.

New mechanism for pure differential privacy on functional summaries using Laplace-like process.

problem Challenges in achieving differential privacy for complex, structured functional summaries.
method Independent Component Laplace Process (ICLP) mechanism for infinite-dimensional Hilbert space.
result Effective enhancement of utility of private summaries through oversmoothing.

The paper analyzes Laplace learning for Gaussian measure data in infinite dimensions, proving convergence.

problem Analyzing Laplace learning for infinite-dimensional Gaussian measure data.
method Minimizes Dirichlet energy on a graph constructed from the full dataset.
result Proves pointwise convergence of the graph Dirichlet energy for Gaussian measure data.

The paper extends graph-based semi-supervised learning to infinite-dimensional Wasserstein space.

problem Graph-based semi-supervised learning in high-dimensional data.
method Laplace Learning in the Wasserstein space, proving variational convergence and characterizing the Laplace-Beltrami operator.
result Consistent classification performance in high-dimensional settings.

Study on pp-Laplace equation in convex cones, proving rigidity under specific conditions.

problem Overdetermined problem for pp-Laplace equation in convex cones.
method Established properties of capacitary potential, used PP-function, isoperimetric inequality, and Heintze-Karcher inequality.
result Rigidity result under orthogonal intersection assumption.

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating vari…

2009-01-29abs ↗pdf ↗

New study proves no strictly positive solutions to a specific Laplace equation on certain manifolds.

problem Existence of strictly positive solutions to a critical Laplace equation on manifolds with nonnegative Ricci curvature.
method Analyzed a suitable function defined along the level sets of the solution.
result No strictly positive solutions exist unless the manifold is isometric to R^n and the solution is a Talenti function.

Improves Laplace approximation for Bayesian inference on Riemannian manifolds.

problem Inaccurate Gaussian approximations for complex targets and finite-data posteriors.
method Develops alternative variants of the Laplace approximation using a Riemannian metric.
result Exact approximations at the limit of infinite data, improving practical performance.

Study critical points of Laplace eigenfunctions in polygons.

problem Characterize critical points of Laplace eigenfunctions in polygonal domains.
method Analyze components of the critical set with codimension 1.
result For simply connected polygons, if a second Neumann eigenfunction has infinitely many critical points, the polygon must be a rectangle.

In this paper, we develop a method of solving the Poincaré-Lelong equation, mainly via the study of the large time asymptotics of a global solution to the Hodge-Laplace heat equation on (1,1)(1, 1)-forms. The method is effective in proving an optimal result when MM has nonnegative bisectional curvature. It also provides …

2011-09-28abs ↗pdf ↗

The paper extends a method for numerical conformal mappings to surfaces using Laplace-Beltrami equations.

problem Computing conformal mappings between Riemannian surfaces.
method Adapting the conjugate function method to Riemannian surfaces using hphp-adaptive finite element methods.
result Highly accurate numerical computations of conformal mappings on surfaces, including complex geometries.

The paper bounds eigenvalues of hyperbolic manifolds with infinite volume.

problem Bounding eigenvalues of geometrically finite hyperbolic manifolds of infinite volume.
method Provided a lower bound on the kth eigenvalue of the Laplace-Beltrami operator by the kth eigenvalue of a neighborhood of the thick part of the convex core.
result Recovered a theorem bounding the bottom eigenvalue from below by a specific formula involving the volume of the 1-neighborhood of the convex core.

This research proves that quadratic regularized optimal transport can approximate the Laplace-Beltrami operator on smooth manifolds.

problem Approximating the Laplace-Beltrami operator using optimal transport with quadratic regularization.
method Deriving first-order optimal potentials and analyzing the convergence of discrete Laplace operators.
result The discrete Laplace operators converge to the Laplace-Beltrami operator on smooth manifolds.

Study of line congruences for Appell's rank-4 hypergeometric functions.

problem Understanding line congruences for Appell's rank-4 hypergeometric functions.
method Derived original formulae for Laplace transform of rank-4 system, applied to geometry of surfaces defined by these functions.
result Natural line congruences for Laplace transforms of Appell's rank-4 functions form a W-congruence.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

The Laplace equation in the two-dimensional Euclidean plane is considered in the context of the inverse stereographic projection. The Lie algebra of the conformal group as the symmetry group of the Laplace equation can be represented solely in terms of the solutions and derivatives of the solutions of the Laplace equat…

2018-09-30abs ↗pdf ↗

Infinite volume requires no atoms at the bottom of the spectrum for certain groups.

problem Determining conditions for infinite volume in certain algebraic groups.
method Analyzing the spectral properties of Laplace operators on symmetric spaces.
result The bottom of the L2L^2-spectrum being an atom is necessary and sufficient for finite volume.

Study critical quasilinear equations on Riemannian manifolds with curvature constraints.

problem Investigate critical quasilinear elliptic equations on Riemannian manifolds with nonnegative Ricci curvature.
method Utilize a new nonlinear Kato inequality and Cheng-Yau type gradient estimates for positive solutions.
result Classify positive solutions to the critical pp-Laplace equation and show rigidity concerning the ambient manifold.

Unified analytical tool for non-Markovian jump processes.

problem Analyzing history-dependent jump processes with non-Markovian behavior.
method Developed a standard form of master equations using Laplace-space embedding and asymptotic solution.
result Unified analytical toolset for general non-Markovian processes, leading to the GLE approximation.

New approach to quantify posterior concentration rates using Wasserstein dynamics.

problem Quantifying the speed of posterior distribution concentration in Bayesian statistics.
method Combining local Lipschitz-continuity with dynamic formulation of Wasserstein distance.
result Optimal posterior contraction rates in finite and infinite-dimensional models.

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

Study proves existence, uniqueness, and stability for specific stochastic Volterra equations.

problem Analyzing existence, uniqueness, and stability of affine stochastic Volterra equations with L1L^1-kernels.
method Approximations with L2L^2-kernels, stability result, duality argument, deterministic Riccati--Volterra integral equation.
result Established weak uniqueness for the equations using Fourier--Laplace transform and a deterministic Riccati--Volterra integral equation.

Characterizes harmonic morphisms preserving minimal submanifolds and finds novel area-minimising hypercones.

problem Understanding harmonic morphisms and their relationship to minimal submanifolds.
method Characterization of harmonic morphisms as weakly horizontally conformal maps preserving minimal submanifold equations, derivation of reduction properties for other co-dimensions, application to find novel area-minimising hypercones.
result Novel family of degree 4 area-minimising hypercones in R^m, m≥32.

The article characterizes a hemisphere using a Laplace operator and a differential equation.

problem Characterizing a hemisphere in a Riemannian manifold with boundary.
method Using the de-Rham Laplace operator and a nontrivial solution of the Fischer-Marsden equation.
result Proves the cosmic no-hair conjecture under a given integral condition.