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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.

168,695 papers · 148 categories

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48 results for initial value problems

Solves initial value problem for harmonic maps on specific manifolds.

problem Initial value problem for harmonic maps on cohomogeneity one manifolds.
method Setup and solve the initial value problem using equivariant harmonic maps and regular-singular systems.
result Local existence of harmonic maps in a neighborhood of singular orbits.

Solves initial boundary value problem for vacuum Einstein equations and proves geometric uniqueness.

problem Initial boundary value problem for vacuum Einstein equations.
method Formulated IBVP, solved simultaneously in local harmonic coordinates, constructed unique maximal globally hyperbolic solution.
result Vacuum spacetimes satisfying fixed initial-boundary conditions and corner conditions are geometrically unique near the initial surface.

Fenrir uses probabilistic numerics to simplify solving initial value problems.

problem Solving initial value problems in ordinary differential equations.
method Probabilistic numerics and Gauss--Markov regression.
result The method simplifies parameter estimation in ODEs, making it easier and more robust.

This article, written to appear as a chapter in "The Springer Handbook of Spacetime", is a review of the initial value problem for Einstein's gravitational field theory in general relativity. Designed to be accessible to graduate students who have taken a first course in general relativity, the article first discusses …

2013-04-07abs ↗pdf ↗

Proves spacetime positive mass theorem for spin initial data sets with arbitrary ends.

problem Proving the spacetime positive mass theorem for specific spacetime configurations.
method Solving a mixed boundary value problem for the Dirac-Witten operator with a Callias potential.
result Established spacetime positive mass theorem for asymptotically flat spin initial data sets with arbitrary ends.

Proof of local well-posedness for a specific boundary condition in general relativity.

problem Initial boundary value problem in general relativity with umbilic boundary condition.
method Wave coordinates and key observation of momentum constraint validity for umbilic boundaries.
result Local well-posedness established for the initial boundary value problem.

We study the problem of inviscid slightly compressible fluids in a bounded domain. We find a unique solution to the initial-boundary value problem and show that it is near the analogous solution for an incompressible fluid provided the initial conditions for the two problems are close. In particular, the divergence of …

2013-09-02abs ↗pdf ↗

Neural IVP solves IVPs with neural networks, overcoming scaling and conditioning issues.

problem Solving initial value PDEs with neural networks is challenging due to numerical errors and limited scalability.
method Developed an ODE-based approach to solve IVPs with neural networks, preventing ill-conditioning and scaling issues.
result Neural IVP solves challenging PDEs with neural networks efficiently and accurately.

Proves well-posedness for Einstein equations with totally geodesic timelike boundary condition.

problem Initial boundary value problem for Einstein equations with specific geometric boundary condition.
method ADM system, parallelly propagated orthonormal frame, modified evolution equations, hyperbolic systems, constraints propagation.
result First well-posedness result for Einstein equations with totally geodesic timelike boundary condition.

The paper tackles fVaR prediction methods in finance.

problem Predicting future values at risk (fVaR) in finance.
method Various methods including Nested MC-empirical quantile, percentiles from distributions, quantile regressions, and limited inner simulations.
result Improved methods for predicting fVaRs, including those that are computationally efficient.

Global implicit function theorem for Fréchet spaces, solving derivative loss problems.

problem Solving initial value problems with derivative loss in Fréchet spaces.
method Global implicit function theorems for Keller's Cc1C_c^1-mappings in Fréchet spaces, applied through submersions and transversality.
result Global existence and uniqueness of solutions to initial value problems with derivative loss.

Residual Network (ResNet) is the state-of-the-art architecture that realizes successful training of really deep neural network. It is also known that good weight initialization of neural network avoids problem of vanishing/exploding gradients. In this paper, simplified models of ResNets are analyzed. We argue that good…

2017-09-09abs ↗pdf ↗

Proves rigidity for specific initial data sets under the dominant energy condition.

problem Rigidity of initial data sets with boundary and convex polytopes.
method Solution of boundary value problems for Dirac operators and approximations by manifolds with smooth boundary.
result Proves rigidity for compact smooth spin manifolds and convex polytopes under the dominant energy condition.

We present new results concerning the solvability, of lack thereof, in the Cauchy problem for the debar operator, with initial values assigned on a weakly pseudoconvex hypersurface, and provide illustrative examples.

2008-09-09abs ↗pdf ↗

A classical problem in general relativity is the Cauchy problem for the linearised Einstein equation (the initial value problem for gravitational waves) on a globally hyperbolic vacuum spacetime. A well-known result is that it is uniquely solvable up to gauge solutions, given initial data on a spacelike Cauchy hypersur…

2018-02-16abs ↗pdf ↗

Phase retrieval refers to the problem of recovering real- or complex-valued vectors from magnitude measurements. The best-known algorithms for this problem are iterative in nature and rely on so-called spectral initializers that provide accurate initialization vectors. We propose a novel class of estimators suitable fo…

2018-06-09abs ↗pdf ↗

GD with large init shows incremental learning in matrix factorization.

problem Understanding GD's behavior with large initial values in matrix factorization.
method Signal-to-noise ratio concepts and inductive arguments.
result Uncovering an incremental learning phenomenon in GD with large initialization.

The paper examines the neural tangent kernel for PINNs solving general PDEs and finds convergence conditions.

problem Analyzing the convergence of neural tangent kernel for PINNs solving general PDEs.
method Analysis of NTK initialization and convergence during training for general PDEs using PINNs.
result Homogeneity of differential operators is crucial for NTK convergence.

A fundamental problem in differential geometry is to characterize intrinsic metrics on a two-dimensional Riemannian manifold M2{\mathcal M}^2 which can be realized as isometric immersions into R3\R^3. This problem can be formulated as initial and/or boundary value problems for a system of nonlinear partial differential…

2008-05-16abs ↗pdf ↗

Establishes existence of maximal globally hyperbolic development for Einstein equations.

problem Initial value problem for generalised Einstein equations.
method Generalised Lorentz gauge, adapted from Ringström's approach.
result Existence and geometric uniqueness of maximal globally hyperbolic development.

We solve Bartnik's stationary extension problem near Schwarzschild spheres.

problem Existence and uniqueness of asymptotically flat stationary vacuum spacetimes.
method Developed a double geodesic gauge, reducing equations to elliptic and transport-type problems.
result Local well-posedness for Bartnik stationary metric extension problem near Schwarzschild spheres.

We find necessary and sufficient conditions ensuring that the vacuum development of an initial data set of the Einstein's field equations admits a conformal Killing vector. We refer to these conditions as conformal Killing initial data (CKID) and they extend the well-known Killing initial data (KID) that have been know…

2019-05-03abs ↗pdf ↗

Consider a smooth manifold MM. Let GG be a compact Lie group which acts on MM with cohomogeneity one. Let QQ be a singular orbit for this action. We study the gradient Ricci soliton equation $\Hess(u)+\Ric(g)+\fracε{2}g=0$ around QQ. We show that there always exists a solution on a tubular neighbourhood of QQ for…

2011-01-02abs ↗pdf ↗

New sample complexity bounds for linear predictors and neural networks, focusing on initialization.

problem Understanding sample complexity for vector-valued linear predictors and neural networks, especially under initialization-dependent conditions.
method Size-independent bounds on Frobenius norm distance from a fixed reference matrix, applying to vector-valued predictors and neural networks.
result Established new sample complexity bounds for feed-forward neural networks, resolving open questions and introducing a new learnable problem.

In this paper, we consider the tensor completion problem representing the solution in the tensor train (TT) format. It is assumed that tensor is high-dimensional, and tensor values are generated by an unknown smooth function. The assumption allows us to develop an efficient initialization scheme based on Gaussian Proce…

2019-12-11abs ↗pdf ↗

The paper studies geometric flows of spacelike curves in Lorentz-Minkowski plane and proves their long-term behavior.

problem Investigating geometric flows of spacelike curves in Lorentz-Minkowski plane.
method Examining the evolution of spacelike curves along prescribed geometric flows, including curve shortening and mean curvature flows.
result The geometric flows of spacelike curves in Lorentz-Minkowski plane exist for all time and converge to specific curves as time tends to infinity.

We study the global theory of linear wave equations for sections of vector bundles over globally hyperbolic Lorentz manifolds. We introduce spaces of finite energy sections and show well-posedness of the Cauchy problem in those spaces. These spaces depend in general on the choice of a time function but it turns out tha…

2014-08-21abs ↗pdf ↗

A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value above a specified level. Such problems can be addressed using perturbation analys…

2018-04-03abs ↗pdf ↗

In this paper, we study the torsion flow which is served as the CR analogue of the Ricci flow in a closed pseudohermitian manifold. We show that there exists a unique smooth solution to the CR torsion flow in a small time interval with the CR pluriharmonic function as an initial data. In spirit, it is the CR analogue o…

2018-04-18abs ↗pdf ↗