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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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48 results for integrable function

New integral theorems improve density function estimations.

problem Improving density function estimations.
method Integrals based on cyclic functions and Riemann sums, Fourier integral theorem, Monte Carlo methods, variational approach, Cauchy residue theorem.
result Optimal cyclic functions minimize square integrals, improving density estimations.

Paper evaluates squared-exponential covariance function for Gaussian processes with integral observations.

problem Evaluating double line integrals of the squared exponential covariance function in Gaussian processes.
method Proposes a new approach to reduce double integrals to a single integral using the error function and efficiently computed with numerical techniques.
result Shows superior numerical robustness and accuracy compared to existing methods.

Study oscillatory integrals with degenerate singular points in multivariable phase functions.

problem Analyzing oscillatory integrals with degenerate singular points in phase functions.
method Using asymptotic expansions and results from one variable, the study examines multivariable phase functions.
result Asymptotic expansions of oscillatory integrals for multivariable phase functions with degenerate singular points.

This paper is an exposition of heuristics related to Witten's functional integral, relating it to Vassiliev invariants and to the Kontsevich integrals that can be used to produce Vassiliev invariants of knots and links.In particular, we give a simplified version of the appearance of the Kontsevich integrals in the pert…

1998-11-23abs ↗pdf ↗

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

problem Analyzing oscillatory integrals with complex phase functions.
method Using asymptotic expansions of simpler phase functions to derive results for more complex cases.
result Explicit computation of coefficients in asymptotic expansions for certain integrals.

The article constructs stochastic integration in Riemannian manifolds.

problem No specific problem stated; focuses on the construction of stochastic integration.
method Functional-analytic approach to stochastic integration in Riemannian manifolds.
result There are infinitely many stochastic integrals, and they are related by a simple formula.

Functional integrals explain quantum mechanics and field theory.

problem Explaining quantum mechanics and field theory using functional integrals.
method Describes Feynman's path integral approach to quantum mechanics and field theory.
result Equivalence of path integral formalism to classical mechanics and quantum mechanics.

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action functional whose potential term is an exponential function. This path integral …

2010-08-28abs ↗pdf ↗

Researchers calculate the Laplace transform of a geometric Brownian motion integral.

problem Calculating the Laplace transform of a specific integral functional of geometric Brownian motion.
method Analytical calculation of the Laplace transform of the cumulative distribution and probability density functions.
result The Laplace transform of the integral functional of geometric Brownian motion is derived.

Q-NETs use neural networks to estimate integrals of low-dimensional functions efficiently.

problem Estimating integrals of multidimensional functions with costly evaluations.
method Fixed neural networks (Q-NETs) that operate on proxy function parameters to calculate exact integrals over subsets of dimensions.
result Q-NETs can calculate integrals over any subset of dimensions without resampling or retraining the proxy.

The paper establishes a Poisson integral formula for bounded pluriharmonic functions on Teichmüller space.

problem Analyzing bounded pluriharmonic functions on Teichmüller space.
method Establishing a Poisson integral formula.
result A Poisson integral formula for bounded pluriharmonic functions on Teichmüller space.

This work integrates differentiation and integration in Physics-Informed Neural Networks.

problem Solving integro-differential equations and computing integral transforms.
method Augmenting Physics-Informed Neural Networks with automatic integration.
result Solving complex integral transforms and integro-differential equations.

The paper uses Fourier integral theorem for estimating multivariate distributions.

problem Estimating multivariate distributions and conditional distribution functions.
method Natural Monte Carlo and fully nonparametric estimators based on Fourier integral theorem.
result Explicit Monte Carlo estimators without estimated covariance matrix.

DGPFM uses deep Gaussian processes to map functions accurately and quantify uncertainty.

problem Learning mappings between functional spaces, especially when data are noisy, sparse, or irregularly sampled.
method Constructs a sequence of GP-based linear and nonlinear transformations directly in function space, leveraging kernel integral transforms, GP conditional means, and nonlinear activations sampled from Gaussian processes.
result Empirical results show DGPFM outperforms existing methods in predictive accuracy and uncertainty calibration.

Establishes Poisson integral formula for pluriharmonic functions on Teichmüller space.

problem Analyzing pluriharmonic functions on Teichmüller space.
method Develops the Poisson integral formula for pluriharmonic functions on Teichmüller space.
result Obtains a relationship between pluriharmonic measures and Patterson-Sullivan measures.

Study compares isoperimetric profiles on manifolds with integral Ricci curvature bounds.

problem Comparing isoperimetric profiles on manifolds with integral Ricci curvature bounds.
method Extending previous work, the study uses integral bounds on Ricci curvature to prove comparison results for isoperimetric profile functions.
result Comparison results for the Isoperimetric profile function in manifolds with integral bounds on Ricci curvature.

Derives integral formula for ReLU networks with limited weights.

problem Finding optimal neural network weights with limited L1L_1-norm.
method Derives integral representation formula for shallow ReLU networks under L1L_1-norm constraint.
result Explicitly solves the least L1L_1-norm neural network representation for a given function.

Geodesically equivalent Finsler metrics share invariant volume forms and first integrals.

problem Understanding shared properties of geodesically equivalent Finsler metrics.
method Computing first integrals as coefficients of a characteristic polynomial.
result Geodesically invariant functions are first integrals of geodesically equivalent Finsler metrics.

The paper introduces new estimators for multivariate functions using Fourier methods.

problem Estimating multivariate functions like densities and regression functions.
method Monte Carlo estimators based on the Fourier integral theorem.
result Established rates of convergence for new estimators, often superior to existing methods.

Paper converts quantiles to cumulative distribution functions to simplify risk measures.

problem Technical assumptions in risk measure calculations.
method Invention of converting integrated quantiles to integrated cumulative distribution functions.
result Avoids the need for probability density function existence.

Researchers developed a rigorous mathematical formulation of functional integration for fields on paracompact manifolds.

problem Overcoming the problematic aspect of measures in the space of fields.
method Using Schwartz-Sobolev spaces, open coverings with subordinate partition-of-unity test functions, and convolution operations.
result Validated the basic assumption of differential geometry that fields live on differentiable manifolds.

Constructs integrable systems for Lie-Poisson structures at nilpotent elements.

problem Integrability of transverse Lie-Poisson structures at nilpotent elements.
method Using the argument shift method to construct families of functions in involution.
result Provides a uniform construction of completely integrable systems for an infinite family of nilpotent elements.

A novel method for efficiently integrating spatiotemporal point processes.

problem Challenges in integrating spatiotemporal neural point processes, especially for flexible intensity functions.
method AutoSTPP (Automatic Integration for Spatiotemporal Neural Point Processes) extends a dual network approach to 3D STPP using ProdNet for decomposable parametrization of the integral network.
result AutoSTPP effectively sidesteps computational complexities and shows significant advantage in recovering complex intensity functions.

Study critical metrics on manifolds with boundary using integral and boundary estimates.

problem Investigate geometry of critical metrics on compact manifolds with boundary.
method Use generalized Reilly's formula to derive integral and boundary estimates.
result Establish new boundary estimates for critical metrics of the volume functional.

We investigate the properties of a modulus of a foliation on a Riemannian manifold. We give necessary and sufficient conditions for the existence of an extremal function and state some of its properties. We obtain the integral formula which, in a sense, combines the integral over the manifold with integral over the lea…

2012-05-07abs ↗pdf ↗

Study variational problems for integral invariants of maps between pseudo-Riemannian manifolds.

problem Understanding variational properties of integral invariants defined from the second fundamental form.
method Derive first variational formulae for integral invariants of degree two, show Euler-Lagrange equation for Chern-Federer energy, and provide examples of submanifolds.
result The Euler-Lagrange equation of the Chern-Federer energy functional reduces to a second order PDE.

fiBAG integrates multiplatform genomic data to identify disease markers.

problem Understanding complex mechanisms underlying human diseases from multiplatform genomic data.
method fiBAG uses Gaussian process models and Bayes factors to identify functional evidence and guide variable selection.
result fiBAG improves detection of disease-related markers compared to non-integrative methods.

We use neural networks as control variates with geometric integration techniques.

problem Analytic integration of neural network approximations for variance reduction.
method Integration domain subdivision using computational geometry for MLPs with continuous piecewise linear activation functions.
result Neural networks can be used as control variates with geometric integration methods.

The paper defines and analyzes set-valued stochastic integrals for Lévy processes.

problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.

Geometric integrals of Hölder continuous functions are defined over a 2D domain.

problem Defining integrals for Hölder continuous functions over a 2D domain.
method Summing discrete Stratonovich or Itô type terms over refining partitions.
result Two-dimensional extension of Young integral that coincides with recent integral.

Let (M,ω)(M,ω) be a Kahler manifold. An integrable function on M is called ωqω^q-plurisubharmonic if it is subharmonic on all q-dimensional complex subvarieties. We prove that a smooth ωqω^q-plurisubharmonic function is q-convex. A continuous ωqω^q-plurisubharmonic function admits a local approximation by smooth, ωqω^q-pl…

2007-12-24abs ↗pdf ↗