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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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2525057571,009 · Jun 202019922001200920172026
48 results for level set flow

The paper studies stability and singularities of a two-convex level set flow.

problem Stability and singularities of a two-convex level set flow.
method Assumes two-convex initial hypersurface and finitely many singular times, then shows the singular set has finitely many connected components.
result Near each connected component of the singular set, the perturbed flow has the same type of singular set.

Level set flow's singularities are type I under 2-convexity, leading to specific curvature blow-up rates.

problem Understanding the nature and behavior of singularities in level set flow.
method Analytical approach using Lojasiewicz inequality and curvature blow-up rates.
result The arrival time is C2C^{2} near a critical point if and only if it satisfies a Lojasiewicz inequality.

In this note we prove that the level-set flow of the topologist's sine curve is a smooth closed curve. In previous work it was shown by the second author that under level-set flow, a locally-connected set in the plane evolves to be smooth, either as a curve or as a positive area region bounded by smooth curves. Here we…

2016-01-11abs ↗pdf ↗

Families of hypersurfaces that are level-set families of harmonic functions free of critical points are characterized by a local differential-geometric condition. Harmonic functions with a specified level-set family are constructed from geometric data. As a by-product, it is shown that the evolution of the gradient of …

2018-12-05abs ↗pdf ↗

Generic level sets in mean curvature flow are BV solutions.

problem Understanding the behavior of level sets in mean curvature flow.
method Using the framework of sets of finite perimeter and distributional solutions, the paper extends Evans and Spruck's work.
result Generic level sets are distributional solutions with optimal energy dissipation rate.

A possible evolution of a compact hypersurface in R^n by mean curvature past singularities is defined via the level set flow. In the case that the initial hypersurface has positive mean curvature, we show that the Brakke flow associated to the level set flow is actually a Brakke flow with equality. We obtain as a conse…

2006-10-06abs ↗pdf ↗

The paper extends the avoidance principle for mean curvature flows, proving new intersection dimension monotonicity results.

problem Understanding the behavior of intersections in mean curvature flows.
method Proving new intersection dimension monotonicity results for mean curvature flows, Brakke flows, and level set flows.
result The dimension of the intersection of mean curvature flows is non-increasing over time.

We showed earlier that the level set function of a monotonic advancing front is twice differentiable everywhere with bounded second derivative. We show here that the second derivative is continuous if and only if the flow has a single singular time where it becomes extinct and the singular set consists of a closed $C^1…

2016-06-16abs ↗pdf ↗

In this paper, we first discuss the regular level set of a nonsingular Smale flow (NSF) on a 3-manifold. The main result about this topic is that a 3-manifold MM admits an NSF flow which has a regular level set homeomorphic to (n+1)T2(n+1)T^{2} (nZ,n0)(n\in \mathbb{Z}, n\geq 0) if and only if M=MnS1×S2M=M'\sharp n S^{1}\times S^{2}. T…

2010-07-20abs ↗pdf ↗

The paper characterizes potential functions whose level sets are orbits in mechanical systems.

problem Characterizing smooth potential energy functions on the plane with specific level set properties.
method Analyzing inverse curvature flow and properties of level sets.
result Analytic or functions with totally path-disconnected critical sets must be radial, while every compact convex set is a critical set of a Levi potential.

We study the multi-level order-flow imbalance (MLOFI), which is a vector quantity that measures the net flow of buy and sell orders at different price levels in a limit order book (LOB). Using a recent, high-quality data set for 6 liquid stocks on Nasdaq, we fit a simple, linear relationship between MLOFI and the conte…

2019-07-14abs ↗pdf ↗

In this paper we prove that if γγ is a Jordan curve on S2\mathbb{S}^2 then there is a smooth curve shortening flow defined on (0,T)(0,T) which converges to γγ in C0\mathcal{C}^0 as t0+t\to 0^+ . Another perspective is that the level-set flow of γγ is smooth. This is a generalization of the author's previous work where t…

2016-01-21abs ↗pdf ↗

The study uses heat flow to analyze properties of Laplace eigenfunctions on manifolds and domains.

problem Analyzing mass concentration and nodal domains of Laplace eigenfunctions.
method Heat diffusion technique to study eigenfunctions and their nodal sets.
result Discovers new insights into the decay and behavior of Laplace eigenfunctions.

Unified view of monotonicity formulas for inverse mean curvature flow and pp-capacitary potentials.

problem Understanding monotonicity formulas for various geometric flows and potentials.
method Refined analysis of pp-capacitary potentials and their level sets.
result Strong convergence of pp-capacitary potentials to inverse mean curvature flow and curvature varifolds.

For Hamiltonian flows we establish the existence of periodic orbits on a sequence of level sets approaching a Bott-nondegenerate symplectic extremum of the Hamiltonian. As a consequence, we show that a charge on a compact manifold with a nondegenerate (i.e. symplectic) magnetic field has periodic orbits on a sequence o…

2000-11-01abs ↗pdf ↗

In this paper we study the generalized mean curvature flow of sets in the sub-Riemannian geometry of Carnot groups. We extend to our context the level sets method and the weak (viscosity) solutions introduced in the Euclidean setting by Evans-Spruck and Chen-Giga-Goto. We establish two special cases of the comparison p…

2008-08-26abs ↗pdf ↗

Hamiltonian dynamical systems tend to have infinitely many periodic orbits. For example, for a broad class of symplectic manifolds almost all levels of a proper smooth Hamiltonian carry periodic orbits. The Hamiltonian Seifert conjecture is the existence problem for regular compact energy levels without periodic orbits…

2000-04-04abs ↗pdf ↗

Study of intersections in Hamiltonian orbits on cotangent bundles.

problem Understanding intersections of projected Hamiltonian orbits in cotangent bundles.
method Generic submersive level set analysis, multi-jet transversality theorem.
result Projected Hamiltonian orbits have discrete intersections, which can be perturbed away under certain conditions.

In this paper, we study the motion of level sets by general curvature. The difficulty of this setting is that a general curvature function is only well defined in an admissible cone. In order to extend the existence of a weak solution of a general curvature flow to outside the cone we introduce a new approximation func…

2016-02-05abs ↗pdf ↗

The paper constructs hypersurfaces translating under powers of Gauss curvature.

problem Existence of hypersurfaces translating under powers of Gauss curvature.
method Constructs complete convex hypersurfaces in R^(n+1) translating under flow by powers of Gauss curvature.
result Existence of translators whose level set converges to various shapes like sphere, simplex, and hypercube.

In this paper, we prove an extended version of the Minkowski Inequality, holding for any smooth bounded set ΩRnΩ\subset \mathbb R^n, n3n\geq 3. Our proof relies on the discovery of effective monotonicity formulas holding along the level set flow of the pp-capacitary potentials associated with ΩΩ, for every pp suffici…

2019-06-02abs ↗pdf ↗

Let ARdA \subset \mathbb{R}^d, d2d\ge 2, be a compact convex set and let μ=ϱ0dxμ= \varrho_0 dx be a probability measure on AA equivalent to the restriction of Lebesgue measure. Let ν=ϱ1dxν= \varrho_1 dx be a probability measure on Br:={x ⁣:xr}B_r := \{x\colon |x| \le r\} equivalent to the restriction of Lebesgue measure. We prove that t…

2008-03-10abs ↗pdf ↗

Study shows integrating OFI from multiple levels improves price impact explanation but not forecasting.

problem Explaining and forecasting price movements in equity markets using OFI.
method Systematic approach to combine OFIs from multiple levels into an integrated variable, testing multi-asset models with and without cross-impact terms.
result Lagged cross-asset OFIs improve future return forecasting but not contemporaneous price impact.

In this paper, we prove short time existence and uniqueness of smooth evolution by mean curvature in Rn+1\mathbb{R}^{n+1} starting from any nn-dimensional (ε,R)(\varepsilon,R)-Reifenberg flat set with ε\varepsilon sufficiently small. More precisely, we show that the level set flow in such a situation is non-fattening and …

2014-12-15abs ↗pdf ↗

We prove that for the mean curvature flow of two-convex hypersurfaces the intrinsic diameter stays uniformly controlled as one approaches the first singular time. We also derive sharp Ln1L^{n-1}-estimates for the regularity scale of the level set flow with two-convex initial data. Our proof relies on a detailed analysis…

2017-10-27abs ↗pdf ↗

We introduce a new geometric evolution equation for hypersurfaces in asymptotically flat spacetime initial data sets, that unites the theory of marginally outer trapped surfaces (MOTS) with the study of inverse mean curvature flow in asymptotically flat Riemannian manifolds. A theory of weak solutions is developed usin…

2012-11-22abs ↗pdf ↗

Simple connection between Harnack inequalities and concavity of arrival time functions.

problem Proving differential Harnack inequalities for various flows.
method Directly proving concavity properties of time-of-arrival functions for a class of flows using a concavity maximum principle.
result Short proof of Hamilton's and Andrews' differential Harnack inequalities.

A smooth counterexample to the Hamiltonian Seifert conjecture for six-dimensional symplectic manifolds is found. In particular, we construct a smooth proper function on the symplectic 2n-dimensional vector space, 2n > 4, such that one of its non-singular level sets carries no periodic orbits of the Hamiltonian flow. Th…

1997-03-09abs ↗pdf ↗

Study resolves flow through cylindrical singularities, proving nonfattening.

problem Analyzing free boundary flow through cylindrical singularities.
method Foundational results for free boundary Brakke flows and classification of ancient flows.
result Proves all cylindrical singularities have a mean-convex neighborhood, leading to well-posed flow.

The paper proves a geometric capacitary inequality for sub-static manifolds with harmonic potentials.

problem Proving a geometric capacitary inequality for sub-static manifolds with harmonic potentials.
method Introducing a one-parameter family of functions that are monotone along the level-set flow of the potential, up to the optimal threshold.
result Proves a geometric capacitary inequality where the capacity of the horizon plays the same role as the ADM mass in the celebrated Riemannian Penrose Inequality.