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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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199398597796 · Jun 202019922001200920182026
48 results for infinite-time bubbling set

Study on Yang-Mills heat flow on R4\mathbb{R}^4 bundles, showing infinite time bubbling.

problem Understanding the long-time behavior of Yang-Mills heat flow on R4\mathbb{R}^4 bundles.
method Construction of initial data and globally defined solutions, proof of existence of bubble-tower solutions.
result Demonstrates infinite time bubbling for Yang-Mills heat flow on R4\mathbb{R}^4 bundles.

The paper studies Yang-Mills flow on special holonomy manifolds and proves curvature bounds.

problem Analyzing finite-time singularities in Yang-Mills flow on special holonomy manifolds.
method Developed Yang-Mills flow and found curvature bounds sufficient to rule out finite-time singularities.
result Proved infinite-time bubbling set calibrated by (n4)(n-4)-form.

Several results on existence and convergence of the Yang-Mills flow in dimension four are given. We show that a singularity modeled on an instanton cannot form within finite time. Given low initial self-dual energy, we then study convergence of the flow at infinite time. If an Uhlenbeck limit is anti-self-dual and has …

2014-02-13abs ↗pdf ↗

The paper constructs solutions with infinite-time singularities in Lagrangian mean curvature flow.

problem Infinite-time singularities in Lagrangian mean curvature flow.
method Constructing solutions by gluing special Lagrangian 'Lawlor necks' and analyzing dynamics of neck size.
result The flow decomposes initial data into a union of special Lagrangians intersecting at one point.

Global existence and smoothing effects for reaction-diffusion equations with blowup in infinite time.

problem Analyzing reaction-diffusion equations with power-type nonlinearity and slow diffusion.
method Functional analytic methods based on Sobolev and Poincaré inequalities.
result Solutions corresponding to large initial data blow up everywhere in infinite time on Cartan-Hadamard manifolds.

We construct a partial order relation which acts on the set of 3-cliques of a maximal planar graph G and defines a unique hierarchy. We demonstrate that G is the union of a set of special subgraphs, named `bubbles', that are themselves maximal planar graphs. The graph G is retrieved by connecting these bubbles in a tre…

2009-06-26abs ↗pdf ↗

Study on asset price dynamics in OLG economies with and without a bubbly asset.

problem Analyzing asset price dynamics and optimality in OLG economies with an asset that yields dividends.
method Deriving conditions for three scenarios of equilibrium existence, providing a complete characterization of the equilibrium set, and investigating the relationship between asset price behaviors and optimality.
result A bubbly equilibrium exists if and only if the interest rate is lower than the population growth rate and the sum of per capita dividends is finite.

The Yamabe flow can blow up in infinite time with small perturbations.

problem Understanding the behavior of the Yamabe flow under small perturbations.
method Constructive proof using solutions of the Yamabe problem on the unit sphere as blow-up profiles.
result The Yamabe flow can blow up at multiple points on a Riemannian manifold in infinite time with small perturbations.

For the Kähler-Ricci flow on a compact Kähler manifold with semi-ample canonical line bundle, we prove the singularity type at infinity does not depend on the choice of the initial metric. We also provide new simple proofs for some existing classification results on infinite-time singularity type of the Kähler-Ricci fl…

2017-06-23abs ↗pdf ↗

We study the concept of financial bubble in a market model endowed with a set of probability measures, typically mutually singular to each other. In this setting we introduce the notions of robust bubble and robust fundamental value in a consistent way with the existing literature in the case a unique prior exists. The…

2016-02-17abs ↗pdf ↗

This paper develops a dynamic equilibrium model where agents exhibit a strong form of belief heterogeneity: they disagree about zero probability events. It is shown that, somewhat surprisingly, equilibrium exists in this setting, and that the disagreement about nullsets naturally leads to equilibrium asset pricing bubb…

2013-06-21abs ↗pdf ↗

It is shown that mm disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with minimum Gaussian surface area must be (m1)(m-1)-dimensional. This follows from a second variation argument using infinitesimal translations. The special case m=3m=3 proves the Double Bubble problem for the Gaussian measure,…

2018-05-25abs ↗pdf ↗

Study asset price bubbles in markets with short sales prohibitions and model uncertainty.

problem Investigating asset price bubbles in markets with short sales prohibitions and model uncertainty.
method Introducing a novel definition of the fundamental price and analyzing the types and characterization of bubbles using a new fundamental theorem of asset pricing and superhedging duality.
result Two distinct types of bubbles arise depending on the maturity structure of the asset, and conditions for their existence are provided.

Deep neural nets approximate random dynamical system trajectories uniformly in time.

problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.

Paper proves Łojasiewicz inequalities near simple bubble trees on surfaces.

problem Proving Łojasiewicz inequalities for critical points on surfaces.
method Deriving sufficient conditions for Łojasiewicz inequalities near almost-critical points in a Hilbert space.
result Sequences of almost critical points satisfy Łojasiewicz inequalities as they approach the first non-trivial bubble tree.

Episodes of market crashes have fascinated economists for centuries. Although many academics, practitioners and policy makers have studied questions related to collapsing asset price bubbles, there is little consensus yet about their causes and effects. This review and essay evaluates some of the hypotheses offered to …

2008-12-12abs ↗pdf ↗

Study asset price bubbles using random matching and stochastic factors.

problem Understanding and modeling asset price bubbles through investor contagion.
method Developed a stochastic model of liquidity-based asset price bubbles using random matching mechanism.
result Derived conditions for arbitrage-free financial market models.

We address the double bubble problem for the anisotropic Grushin perimeter PαP_α, α0α\geq 0, and the Lebesgue measure in R2\mathbb R^2, in the case of two equal volumes. We assume that the contact interface between the bubbles lays on either the vertical or the horizontal axis. Since no regularity theory is available i…

2017-12-31abs ↗pdf ↗

The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. If the on-going development of a bubble is suspected, asset prices can be fit numerically to the LPPL law. The best solutions can then indicate whether a bubble is in progress and, if so, the bubble critical time (i.e., when the bub…

2010-03-15abs ↗pdf ↗

Confirms isoperimetric conjectures on R^n and S^n for q ≤ min(5, n+1).

problem Minimizing total perimeter among bubbles enclosing prescribed volume.
method Tandem consideration of R^n and S^n, Möbius geometry, conformal Killing fields.
result Spherical interfaces and connected cells in minimizers, resolving Heppes conjecture.

Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.

problem Bubbling configurations in Yang-Mills fields on four-manifolds.
method Derived Pohozaev type compatibility between weak limit connection and bubbles, involving Weyl tensor.
result Obstructions to certain bubbling configurations on CP2.

We establish the Gaussian Multi-Bubble Conjecture: the least Gaussian-weighted perimeter way to decompose Rn\mathbb{R}^n into qq cells of prescribed (positive) Gaussian measure when 2qn+12 \leq q \leq n+1, is to use a "simplicial cluster", obtained from the Voronoi cells of qq equidistant points. Moreover, we prove that…

2018-05-28abs ↗pdf ↗

Improved algorithm for optimal stopping problems reduces runtime.

problem Optimal stopping problems with infinite time horizon and random discounting.
method Flexible forward improvement iteration with a variable look-ahead distance.
result The new algorithm converges and can significantly reduce runtime.

Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

problem Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
method Perturbations of geodesic standard double bubbles centered at critical points of the ambient scalar curvature and aligned along eigen-vectors of the ambient Ricci tensor, with general multiplicity results via Lusternik-Schnirelman theory.
result Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

Paper proves new inequalities for Einstein-Maxwell data sets.

problem Establishing area-charge inequalities for Einstein-Maxwell initial data sets.
method Applying Gromov's μ-bubble technique in a new geometric context.
result Novel rigidity theorems for noncompact Einstein-Maxwell data sets.

The paper constructs singularities for Lagrangian flow in Gibbons-Hawking spaces with vanishing mean curvature.

problem Infinite-time singularities with vanishing mean curvature for Lagrangian mean curvature flow in Gibbons-Hawking spaces.
method One-parameter family of barrier curves and detailed asymptotic analysis.
result The mean curvature converges uniformly to zero, but the second fundamental form becomes unbounded.

New dataset and models detect cryptocurrency bubbles using social media data.

problem Detecting anomalous market behavior in cryptocoins and meme stocks.
method Developed a novel multi-span identification task and sequence-to-sequence hyperbolic models.
result Models effectively detect cryptocoins and meme stocks bubbles in zero-shot settings.

Defines speculative bubbles in discrete-time models based on discounted stock price losing mass.

problem Characterizing speculative bubbles in discrete-time models.
method Introduces a new definition based on discounted stock price behavior and provides probabilistic characterizations.
result Speculative bubbles in discrete time are linked to solutions of a linear Volterra integral equation.

Project infinite time series graphs to finite marginal models using number theory.

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

Model optimal liquidation in asset bubbles with varying entry times.

problem Optimal liquidation in asset bubbles with variable entry times and exogenous crashes.
method Mean field game (MFG) with varying entry times and progressive enlargement of filtrations.
result Existence of MFG equilibria and decomposition of equilibrium strategies.