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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.

168,657 papers · 148 categories

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115229344458 · Jun 202019922001200920172026
48 results for local minimization

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 ↗

We study the pricing and hedging of derivatives in incomplete financial markets by considering the local risk-minimization method in the context of the benchmark approach, which will be called benchmarked local risk-minimization. We show that the proposed benchmarked local risk-minimization allows to handle under extre…

2012-10-08abs ↗pdf ↗

Local minimizers are convex and close to Wulff shapes.

problem Finding local minimizers in anisotropic isoperimetric problems.
method Showed local minimizers are geodesically convex and small smooth perturbations of tangent Wulff shapes.
result Local minimizers are quantitatively close to Wulff shapes.

In relativity, the energy of a moving particle depends on the observer, and the rest mass is the minimal energy seen among all observers. The Wang-Yau quasi-local mass for a surface in spacetime introduced in [7] and [8] is defined by minimizing quasi-local energy associated with admissible isometric embeddings of the …

2013-02-21abs ↗pdf ↗

The paper finds local minimizers for obstacle avoidance on curved spaces.

problem Finding optimal paths on curved spaces avoiding obstacles.
method Minimizing an action functional with bi-Jacobi fields and biconjugate points.
result Local minimizers are classified into two categories with local uniqueness results.

We obtain explicit representations of locally risk-minimizing strategies of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein--Uhlenbeck-type stochastic volatility models. Using Malliavin calculus for Levy processes, Arai and Suzuki (2015) obtained a formula for locally risk-minimiz…

2015-03-30abs ↗pdf ↗

Minimal energy local systems on curves are compact components of character varieties.

problem Characterizing local systems on surfaces with minimal energy.
method Study of minimal energy local systems on surfaces of genus g with d punctures.
result Minimal energy local systems form compact components of real relative character varieties.

Local minimality proven for stable free-boundary minimal hypersurfaces.

problem Proving local minimality for stable free-boundary minimal hypersurfaces.
method Using relative current setting and strict stability, proving local minimality among relative cycles.
result Local minimality of stable free-boundary minimal hypersurfaces in a small tubular neighborhood.

New parametrizations for minimal timelike surfaces discovered.

problem Finding parametrizations for minimal timelike surfaces in specific spaces.
method Derived representation formulas for null curves leading to parametrizations of minimal timelike surfaces.
result Examples of minimal timelike surfaces constructed.

The study proves local rigidity of minimal 2-spheres in electrovacuum spacetimes.

problem Proving local rigidity of minimal 2-spheres in electrovacuum spacetimes under certain conditions.
method Analyzing electrovacuum spacetimes and using constraints on charged Hawking mass and area minimization.
result Local rigidity of minimal 2-spheres in electrovacuum spacetimes, with isometric neighborhoods to specific spacetimes.

Curvature estimate for stable free boundary minimal hypersurfaces in wedge-shaped manifolds.

problem Estimating curvature of stable free boundary minimal hypersurfaces in wedge-shaped manifolds.
method Compactness theorem and Schoen-Simon-Yau estimates.
result Curvature estimate for free boundary minimal hypersurfaces in wedge-shaped manifolds.

The study bounds Hausdorff measure of flat singular points in area-minimizing currents.

problem Bounding Hausdorff measure of flat singular points in area-minimizing currents.
method Proving locally finite (m2)(m-2)-dimensional Hausdorff measure and Minkowski content bounds.
result The set of flat singular points has locally finite (m2)(m-2)-dimensional Hausdorff measure.

The study finds minimal hypersurfaces in wedge-shaped manifolds with boundary.

problem Finding minimal hypersurfaces in wedge-shaped manifolds with boundary.
method Developed a min-max theory for locally wedge-shaped manifolds with boundary.
result Proved existence of smooth free boundary minimal hypersurfaces in wedge-shaped manifolds.

Proves a function's locally least gradient property if its level sets are minimal laminations.

problem Understanding the relationship between 1-harmonic functions and minimal laminations.
method Analyzes minimal laminations and their convergence properties, then applies to 1-harmonic functions.
result Proves a function is 1-harmonic if its level sets are minimal laminations.

Study minimizes CR surfaces in Heisenberg group with rotational symmetry.

problem Minimizing CR surfaces with vanishing CR invariant energy E1E_1 in Heisenberg group.
method Proved local uniqueness, classified global surfaces with rotational symmetry, computed second variation.
result Clifford torus is not a local minimizer of E1E_1.

In this paper we prove a local removable singularity theorem for certain minimal laminations with isolated singularities in a Riemannian three-manifold. This removable singularity theorem is the key result used in our proof that a complete, embedded minimal surface in R3\mathbb{R}^3 with quadratic decay of curvature ha…

2013-08-29abs ↗pdf ↗

The paper explores risk-minimization for exponential additive models, providing mathematical expressions and numerical examples.

problem Risk-minimization in incomplete markets for exponential additive models.
method Derive explicit mathematical expressions for local risk-minimization strategies in exponential additive models.
result Provide necessary conditions for deriving expressions and confirm integrability conditions for specific models.

The paper studies deformations of singular minimal hypersurfaces in dimensions 7 and above.

problem The behavior of singular minimal hypersurfaces in dimensions 7 and above.
method Analyzes the local behavior of minimal hypersurfaces under perturbations and convergence of families of hypersurfaces.
result Existence and smoothness of nearby minimal hypersurfaces under perturbations, uniqueness of homological minimization, and existence of Jacobi fields.

Study shows TAP free energy minimization provides better posterior inference in high-dimensional linear models.

problem Deviation from true posterior mean and underestimation of posterior uncertainty in variational inference.
method Minimization of TAP free energy in a high-dimensional asymptotic framework, showing geometric and statistical properties.
result Local minimizer of TAP free energy provides consistent estimate of posterior marginals and correctly calibrated posterior inference.

Construct locally minimizing (1,2)(1,2)-clusters with prescribed asymptotic geometry.

problem Minimizing clusters with prescribed asymptotic geometry.
method Develop a refined construction using the Hardt-Simon foliation.
result Produce a countably infinite family of distinct locally minimizing clusters asymptotic to a singular area-minimizing hypercone.

Unified federated learning via GTV minimization.

problem Training local models for decentralized datasets with network structure.
method Formulated federated learning as GTV minimization, developed a decentralized algorithm.
result Upper bound on local model parameters deviation, revealing conditions for pooling homogeneous datasets.

We prove a structural theorem that provides a precise local picture of how a sequence of closed embedded minimal hypersurfaces with uniformly bounded index (and volume if the ambient dimension is greater than three) in a Riemannian manifold of dimension at most seven, can degenerate. Loosely speaking, our results show …

2015-09-22abs ↗pdf ↗

We deal with the minimal Lagrangian surfaces of the Einstein-Kähler surface S2×S2S^2 \times S^2, studying local geometric properties and showing that they can be locally described as Gauss maps of minimal surfaces in S3R4S^3 \subset R^4. We also discuss the second variation of the area and characterize the most relevant exa…

2006-01-26abs ↗pdf ↗

We prove that any limit-interface corresponding to a locally uniformly bounded, locally energy-bounded sequence of stable critical points of the van der Waals--Cahn--Hilliard energy functionals with perturbation parameter tending to 0 is supported by an embedded smooth stable minimal hypersurface in low dimensions and …

2010-07-13abs ↗pdf ↗

We apply the local removable singularity theorem for minimal laminations and the local picture theorem on the scale of topology to obtain two descriptive results for certain possibly singular minimal laminations of R3\mathbb{R}^3. These two global structure theorems will be applied in forthcoming papers to obtain bound…

2016-02-09abs ↗pdf ↗

It is well-known that normal extremals in sub-Riemannian geometry are curves which locally minimize the energy functional. Most proofs of this fact do not make, however, an explicit use of relations between local optimality and the geometry of the problem. In this paper, we provide a new proof of that classical result,…

2016-10-31abs ↗pdf ↗

Study confirms boundedness of certain singularities in log Fano geometry.

problem Boundedness of log Fano cone singularities and minimal log discrepancies.
method Analyzing local volumes and minimal log discrepancies of Kollár components.
result Boundedness of K-semistable log Fano cone singularities confirmed in dimension three.