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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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145289434578 · Jun 202019922001200920172026
48 results for local linear boundary

Classifies local boundary conditions for Dirac-type operators on manifolds.

problem Determining all local smooth boundary conditions for Dirac-type operators.
method Combining general theory of boundary value problems for Dirac operators and pointwise considerations.
result Classification of local self-adjoint regular boundary conditions for Dirac spinors in dimensions 3 and 4.

Proposes a boundary detection method inspired by LLE for high-dimensional data.

problem Identifying boundary points from data on an embedded manifold.
method Inspired by locally linear embedding, uses nearest neighbor search schemes and spectral properties of local covariance matrix.
result Enhanced boundary detection in noisy data.

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

Localized deformation of scalar curvature and mean curvature on manifolds.

problem Deforming scalar curvature and mean curvature on compact manifolds with boundary.
method Proving localized surjection of scalar curvature and mean curvature map, handling non-variational linearized problem.
result Localized deformations of scalar curvature and mean curvature on compact manifolds are possible.

We show that every coarse moduli space, parametrizing complex special linear rank two local systems with fixed boundary traces on a surface with nonempty boundary, is log Calabi-Yau in that it has a normal projective compactification with trivial log canonical divisor. We connect this to a novel symmetry of generating …

2016-12-08abs ↗pdf ↗

New boundary condition for Black-Scholes equations in strict local martingale models.

problem Computing prices of European options with underlying asset as a strict local martingale.
method Numerical procedure using finite difference methods with a new boundary condition at infinity.
result The minimal solution, satisfying a discrete maximum principle, is the correct derivative price.

Study on well-posedness of vacuum Einstein equations with specific boundary conditions.

problem Well-posedness of the initial boundary value problem for vacuum Einstein equations with geometric boundary conditions.
method Analysis of conformal-mean curvature boundary data, proving dense solution space and Holmgren-type uniqueness theorem.
result Linearized problem has a solution space with dense range in CC^{\infty}, valid for general smooth linearized solutions.

The classical knot groups are the fundamental groups of the complements of smooth or piecewise-linear (PL) locally-flat knots. For PL knots that are not locally-flat, there is a pair of interesting groups to study: the fundamental group of the knot complement and that of the complement of the ``boundary knot'' that occ…

2004-04-06abs ↗pdf ↗

Deep neural networks are vulnerable to adversarial attacks and hard to interpret because of their black-box nature. The recently proposed invertible network is able to accurately reconstruct the inputs to a layer from its outputs, thus has the potential to unravel the black-box model. An invertible network classifier c…

2019-09-30abs ↗pdf ↗

We consider a global, nonlinear version of the Whitney extension problem for manifold-valued smooth functions on closed domains CC, with non-smooth boundary, in possibly non-compact manifolds. Assuming CC is a submanifold with corners, or is compact and locally convex with rough boundary, we prove that the restrictio…

2018-01-12abs ↗pdf ↗

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the classical Stefan-problem in one space dimension, where the paths of the moving in…

2016-01-15abs ↗pdf ↗

Harmonic functions u:RnRmu:{\mathbb R}^n \to {\mathbb R}^m are equivalent to integral manifolds of an exterior differential system with independence condition (M,I,ω)(M,{\mathcal I},ω). To this system one associates the space of conservation laws C{\mathcal C}. They provide necessary conditions for g:Sn1Mg:{\mathbb S}^{n-1} \to M

2009-03-05abs ↗pdf ↗

Local decision boundary approximation improves model explanations for complex models.

problem Challenges in explaining complex, opaque machine learning models.
method Train a variational autoencoder to learn a latent space and map it to meaningful attributes. Use these attributes to approximate the local decision boundary and explain model predictions.
result Can recover latent attributes that determine class decisions in a new benchmark data set.

We investigate the arithmetic of algebraic curves on coarse moduli spaces for special linear rank two local systems on surfaces with fixed boundary traces. We prove a structure theorem for morphisms from the affine line into the moduli space. We show that the set of integral points on any nondegenerate algebraic curve …

2018-03-13abs ↗pdf ↗

Derives operational-time variance kernel for reaction boundaries in financial markets.

problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.

Piecewise linear activations create many spurious local minima in neural networks.

problem Understanding the loss surface of neural networks with piecewise linear activations.
method Proved the existence of infinite spurious local minima and partitioned the loss surface into smooth cells.
result Piecewise linear activations create many spurious local minima that are invariant under a continuous path.

Study of Dirichlet minimizers on manifolds with boundary and their asymptotic behavior.

problem Understanding the behavior of solutions to the Allen-Cahn equation on manifolds with boundary.
method Analyzing the asymptotic behavior of Dirichlet minimizers, relating Neumann data to boundary geometry, and using invertibility of the linearized Allen-Cahn operator.
result Computed expansions of the solution to high order and established a projection theorem about Allen-Cahn solutions near minimal surfaces.

We study American swaptions in the linear-rational (LR) term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable. It reduces to a free-boundary problem that we tackle by the local time-space calculus of [7]. We characterize th…

2016-07-07abs ↗pdf ↗

The study explores convex unions and completions in simplicial pseudomanifolds, revealing unexpected behavior.

problem Understanding the behavior of convex unions in simplicial pseudomanifolds.
method Generalization to simplicial pseudomanifolds, considering PL homeomorphisms and edge subdivisions.
result Unexpected behavior in convex unions and completions, including empty contraction spaces and large/small contraction spaces.

Efficiently checks local robustness in neural networks using geometric projections.

problem Ensuring robustness of neural networks against adversarial inputs.
method Systematic search for decision boundaries in convex polyhedral regions using geometric projections.
result Shows geometric projections can efficiently check robustness in neural networks.

Study local structure of Einstein metrics with boundary conditions.

problem Understanding the local structure of Einstein metrics with boundary constraints.
method Analysis of moduli space of compact Einstein metrics, focusing on boundary conformal metric and mean curvature.
result For three dimensions, the map from Einstein metrics to boundary data is generically a local diffeomorphism.

Study non-linear Dirichlet-to-Neumann map for Poincaré-Einstein fillings.

problem Non-linear Dirichlet-to-Neumann map for Poincaré-Einstein fillings.
method Description of range in terms of Dirichlet-to-Neumann tensor, construction of hypersurface invariants.
result Unique conformally invariant Dirichlet-to-Neumann hypersurface invariants for Poincaré-Einstein fillings.

Study on magnetic field and potential systems to prove rigidity results.

problem Proving rigidity for magnetic field and potential systems.
method Explicit relation between ray transform and magnetic one, applying results from [DPSU07].
result Existence of a generic set of simple MP-systems with the same boundary action function must be k-gauge equivalent.

For a compact Riemannian manifold with boundary, endowed with a magnetic potential αα, we consider the problem of restoring the metric gg and the magnetic potential αα from the values of the Mañé action potential between boundary points and the associated linearized problem. We study simple magnetic systems. In this…

2006-11-25abs ↗pdf ↗

The paper characterizes boundaries in Turaev-Viro TQFTs and Dijkgraaf-Witten theories.

problem Characterizing boundaries in Turaev-Viro TQFTs and Dijkgraaf-Witten theories.
method Identifying explicit boundary locality conditions and proving consistency with state sum models.
result Turaev-Viro and Dijkgraaf-Witten theories with boundary defects admit a state sum description.

We study the robustness of classifiers to various kinds of random noise models. In particular, we consider noise drawn uniformly from the _p\ell\_p ball for p[1,]p \in [1, \infty] and Gaussian noise with an arbitrary covariance matrix. We characterize this robustness to random noise in terms of the distance to the decisio…

2018-02-22abs ↗pdf ↗

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

Local X-ray transform works well near boundaries in hyperbolic spaces.

problem Injectivity of X-ray transform near boundaries for hyperbolic metrics.
method Local injectivity proof for geodesic X-ray transform on asymptotically hyperbolic manifolds.
result Local injectivity near a boundary point for X-ray transform in dimensions 3 and higher, up to O(ρ5)O(ρ^5).

Paper solves local well-posedness for Schrödinger flow into sphere with natural boundary conditions.

problem Local well-posedness of Schrödinger flow into S2\mathbb{S}^2 with natural boundary conditions.
method Developed a new approximation scheme to solve the problem.
result Solved the local well-posedness problem for the Schrödinger flow into S2\mathbb{S}^2 with natural boundary conditions.

Croke and Kleiner constructed two homeomorphic locally CAT(0) complexes whose universal covers have visual boundaries that are not homeomorphic. We construct two homeomorphic locally CAT(0) complexes so that the visual boundary of one universal cover contains a nonplanar graph, while the visual boundary of the other do…

2018-07-06abs ↗pdf ↗

We introduce a notion of non-local almost minimal boundaries similar to that introduced by Almgren in geometric measure theory. Extending methods developed recently for non-local minimal surfaces we prove that flat non-local almost minimal boundaries are smooth. This can be viewed as a non-local version of the Almgren-…

2010-03-12abs ↗pdf ↗

Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets

problem Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets
method Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets
result Prove area-charge inequalities for free boundary MOTS in initial data sets for the Einstein-Maxwell equations with vanishing magnetic fields