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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.

169,181 papers · 148 categories

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143286428571 · Jun 202019922001200920182026
48 results for local strong solutions

Study on interest rate model with jumps, proving strong convergence in simulations.

problem Analytical solutions for complex interest rate models with jumps are difficult.
method Employed truncated Euler-Maruyama techniques to prove strong convergence.
result Justified strong convergence for Monte Carlo calibration and valuation.

Study bounds derivatives of solutions to a specific equation on domains.

problem Bounding second derivatives of solutions to the σkσ_k-Yamabe equation.
method Proves local pointwise second derivative estimates for positive W2,pW^{2,p} solutions.
result Establishes bounds for derivatives of solutions to the σkσ_k-Yamabe equation.

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…

2012-10-22abs ↗pdf ↗

Study examines Wang-Yau quasi-local energy in strong fields near apparent horizons.

problem Examining the behavior of Wang-Yau quasi-local energy near apparent horizons in strong fields.
method Analyzing the limit of the Wang-Yau quasi-local energy as a spacelike surface approaches an apparent horizon, considering bounded coordinate functions and spacelike mean curvature.
result The limit of the Wang-Yau quasi-local energy falls into two cases: it blows up or remains finite, depending on whether the horizon can be isometrically embedded into R3R^3.

In this paper, we derive some local a priori estimates for Ricci flow. This gives rise to some strong uniqueness theorems. As a corollary, let g(t)g(t) be a smooth complete solution to the Ricci flow on R3\mathbb{R}^{3}, with the canonical Euclidean metric EE as initial data, then g(t)g(t) is trivial, i.e. g(t)Eg(t)\equiv E.

2007-06-21abs ↗pdf ↗

Local Bayesian optimization shows strong performance and converges well, contrary to folklore.

problem Understanding the behavior and convergence of local Bayesian optimization methods.
method Studied the behavior of local optimization strategies and rigorously analyzed a specific algorithm.
result Local Bayesian optimization algorithms converge well and perform strongly, contrary to the folklore.

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.

LES optimizes designs by sampling descent sequences, achieving strong sample efficiency.

problem Optimizing large, complex design spaces is infeasible and unnecessary.
method LES uses Bayesian optimization to target solutions reachable by iterative optimizers.
result LES achieves strong sample efficiency compared to existing methods.

Fractional porous media equations yield q-Gaussian solutions for stock price returns.

problem Modeling stock price returns using fractional porous media equations.
method Analyzed three types of fractional extensions of the porous media equation.
result Local and non-local fractional extensions fit S&P 500 data better than classical models.

The paper introduces a method for fitting complex models using simulation and optimization.

problem Fitting models with intractable likelihood or moments.
method Sequential sampling and local smoothing, combining global and local search phases.
result The proposed method outperforms alternative approaches in fitting complex models.

New findings on black hole instability, proving local energy blow-up for rough initial data.

problem Strength of blue-shift instability on cosmological black holes with Λ>0Λ>0.
method Analyzing wave equation on black hole spacetimes with Λ>0Λ>0.
result Generic, admissible initial data leads to local energy blow-up at the Cauchy horizon.

We identify higher-charge configurations that satisfy Euler-Lagrange equations for the (strong coupling limit of) Faddeev-Hopf model, by means of adequate changes of the domain metric and a reduction technique based on αα-Hopf construction. In the last case it is proved that the solutions are local minima for the redu…

2008-12-24abs ↗pdf ↗

Consider a nontrivial solution to a semilinear elliptic system of first order with smooth coefficients defined over an nn-dimensional manifold. Assume the operator has the strong unique continuation property. We show that the zero set of the solution is contained in a countable union of smooth (n2)(n-2)-dimensional subm…

1998-05-13abs ↗pdf ↗

Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that th…

2012-11-20abs ↗pdf ↗

This work shows that a simple local search can recover true principal components in non-negative rank-1 RPCA.

problem Recovering true principal components in non-negative rank-1 robust principal component analysis with noisy measurements.
method Using the Burer-Monteiro approach to cast RPCA as a non-convex and non-smooth 1\ell_1 optimization problem.
result The low-dimensional formulation of symmetric and asymmetric positive rank-1 RPCA has a unique global solution and no spurious local solutions.

New varifold solutions for mean curvature flow converge and are unique.

problem Mean curvature flow and Allen-Cahn equation convergence and uniqueness.
method Evolving varifolds coupled to phase volumes, weak-strong uniqueness principle.
result Limits of Allen-Cahn solutions are varifold solutions, and classical flows are unique.

We calculate in the strong coupling and large N limit the energy emitted by an accelerated external charge in N=4{\cal N}=4 SU(N) Yang-Mills theory, using the AdS/CFT correspondence. We find that the energy is a local functional of the trajectory of the charge. It coincides up to an overall factor with the Lienard formu…

2003-05-22abs ↗pdf ↗

The paper studies curves in Riemannian manifolds using total variation flow.

problem Analyzing the evolution of curves in Riemannian manifolds using total variation.
method Defining and proving the existence of strong solutions to the flow equations, showing variational equality, and proving convergence.
result Strong solutions converge to a constant map in finite time for non-positive sectional curvature.

Paper addresses linear regression with partially mismatched data using local search with theoretical guarantees.

problem Linear regression with partially mismatched data.
method Optimization formulation and greedy local search algorithm with theoretical guarantees.
result Local search algorithm converges to nearly-optimal solution at a linear rate under certain conditions.

Existence of strong randomized equilibria in mean-field games with common noise.

problem Existence of strong solutions in mean-field games of optimal stopping.
method Connection with Bank-El Karoui's representation problem and continuity assumptions.
result Existence of strong randomized mean-field equilibrium under certain conditions.

Study on blow-up behavior of sign-changing solutions for Yamabe equation.

problem Blow-up behavior of sign-changing solutions for Yamabe equation.
method Construction of a smooth metric on space forms to prove blow-up at lowest energy level.
result Blow-up occurs at the lowest energy level for sign-changing solutions in dimensions 11 to 24.

PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.

problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.

Study on solutions to complex equations, proving strong comparison and Liouville theorems.

problem Analyzing continuous viscosity solutions to fully nonlinear elliptic equations.
method Proving strong comparison principle and Hopf Lemma for (non-uniformly) elliptic equations.
result Liouville theorem for entire solutions, showing they are either constants or standard bubbles.

Novel weak solutions for volume-preserving mean curvature flow established.

problem Existence and uniqueness of solutions to volume-preserving mean curvature flow.
method Introducing varifold solutions coupled with phase volumes and new calibrations.
result Uniqueness of classical solutions among varifold solutions.

GLSKF improves tensor completion by capturing both global and local variations.

problem Tensor completion with missing entries, especially in data with spatial or temporal side information.
method Integrates smoothness-constrained low-rank factorization with a locally correlated residual process.
result GLSKF achieves superior performance and scalability on real-world datasets.

Strong geodesic convex function and strong monotone vector field of order mm on Riemannian manifolds have been established. A characterization of strong geodesic convex function of order mm for the continuously differentiable functions has been discussed. The relation between the solution of a new variational inequal…

2017-05-29abs ↗pdf ↗

Analyzed Guyon's volatility model for existence and uniqueness.

problem Existence and uniqueness of a strong solution for Guyon's volatility model.
method Proved existence and uniqueness of a strong solution, characterised boundary behavior, derived asymptotic option prices, and small-time estimates.
result Existence and uniqueness of a strong solution for Guyon's volatility model.

Study introduces indecomposability for varifolds, leading to geometric consequences.

problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.

Communication remains the most significant bottleneck in the performance of distributed optimization algorithms for large-scale machine learning. In this paper, we propose a communication-efficient framework, CoCoA, that uses local computation in a primal-dual setting to dramatically reduce the amount of necessary comm…

2014-09-04abs ↗pdf ↗

Proves strong solutions for graphical Brakke flows with L2L^2 normal velocity.

problem Proving strong solutions for graphical Brakke flows with specific velocity conditions.
method Combining L2L^2 normal velocity with parabolic regularity theory.
result Graphical Brakke flows with forcing term in Lp,qL^{p,q} and C0,αC^{0,α} are strong and classical solutions.

Optimizes decisions without knowing the true distribution using historical data.

problem Optimizing decisions without knowing the true distribution.
method Combines sampling and bisection search algorithms to solve an optimization problem.
result Proves sufficient conditions for local out-of-sample optimality.