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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.

168,742 papers · 148 categories

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83167250333 · May 202619922001200920172026
48 results for localization equations

Developed a theory of local convexity for second order differential equations on Lie algebroids.

problem Analyzing convexity in differential equations on Lie algebroids.
method Theory development for local convexity of SODEs on Lie algebroids.
result Extensive discussion of homogeneous quadratic SODEs on Lie algebroids.

We reduce the question of local nonsolvability of the Darboux equation, and hence of the isometric embedding problem for surfaces, to the local nonsolvability of a simple linear equation whose type is explicitly determined by the Gaussian curvature.

2010-03-11abs ↗pdf ↗

In this paper we study the gradient estimate for positive solutions of Schrodinger equations on locally finite graph. Then we derive Harnack's inequality for positive solutions of the Schrodinger equations. We also set up some results about Green functions of the Laplacian equation on locally finite graph. Interesting …

2013-10-31abs ↗pdf ↗

Estimates Kähler metrics with noncollapsing volume under complex Monge-Ampère constraints.

problem Volume noncollapsing for Kähler metrics induced by complex Monge-Ampère equations.
method Proves local volume noncollapsing estimate with Ricci curvature lower bound.
result Establishes diameter and gradient estimates for Kähler metrics.

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.

Established concavity principle for curved spaces.

problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.

The Bass model is calibrated to vanilla options using a fixed-point equation.

problem Calibration of the Bass local volatility model to vanilla options.
method Solving a fixed-point equation to achieve calibration.
result Existence and uniqueness of the solution to the fixed-point equation, and linear convergence of the fixed-point iteration scheme.

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.

We present a method to derive local estimates for some classes of fully nonlinear elliptic equations. The advantage of our method is that we derive Hessian estimates directly from C0C^0 estimates. Also, the method is flexible and can be applied to a large class of equations.

2005-10-29abs ↗pdf ↗

Study local perturbations of vector bundles with polynomial curvature solutions.

problem Existence and stability of solutions to geometric PDEs under deformations.
method Geometric invariant theory, moment map framework, polystability conditions.
result Existence and uniqueness of solutions under local polystability conditions.

We exhibit large classes of local actions for the vacuum Einstein equations. In presence of fermions, or more generally of matter which couple to the connection, these actions lead to inequivalent equations revealing an arbitrary number of parameters. Even in the pure gravitational sector, any corresponding quantum the…

2009-07-17abs ↗pdf ↗

In this paper, we introduce local expressions for discrete Mechanics. To apply our results simultaneously to several interesting cases, we derive these local expressions in the framework of Lie groupoids, following the program proposed by Alan Weinstein in [19]. To do this, we will need some results on the geometry of …

2013-03-17abs ↗pdf ↗

In this paper, we consider three typical problems on a locally finite connected graph. The first one is to study the Bochner formula for the Laplacian operator on a locally finite connected graph. We use the Bochner formula to derive the Bernstein type estimate of the heat equation. The second is to derive the Reilly t…

2013-04-01abs ↗pdf ↗

Existence of calibrated local stochastic volatility models proven for non-regular coefficients.

problem Existence of calibrated local stochastic volatility models in finance.
method Investigation of McKean--Vlasov equations with minimal continuity assumptions on coefficients, providing existence and propagation of chaos results.
result Existence of calibrated local stochastic volatility models for appropriate stochastic volatility parameters.

Due to Janet-Cartan's theorem, any analytic Riemannian manifolds can be locally isometrically embedded into a sufficiently high dimensional Euclidean space. However, for an individual Riemannian manifold (M,g), it is in general hard to determine the least dimensional Euclidean space into which (M,g) can be locally isom…

2017-08-29abs ↗pdf ↗

Proves existence and uniqueness of solutions for a nonlinear equation on Hilbert manifold.

problem Proving existence and uniqueness of solutions for a nonlinear equation on Hilbert manifold.
method Analyzes the equation on Hilbert manifold, proving existence and uniqueness of solutions.
result Demonstrates that solutions are in the Hilbert manifold and are gradient flows.

Study homogenizes equations on parallelizable manifolds using tensor localization and periodicity.

problem Homogenizing oscillating linear elliptic equations on parallelizable manifolds.
method Two-scale convergence through localization and periodicity induced by geometry.
result Explicit cell formulae for the homogenization limit and a theory of two-scale convergence of tensors.

Localized Kasner-like singularities constructed in spacetime.

problem Constructing localized singular solutions to Einstein vacuum equations.
method First order symmetric hyperbolic formulation, adapted orthonormal frame.
result Localized Kasner-like singularities with refined uniqueness and general asymptotic data.

We study the Einstein-Dirac equation as well as the weak Killing equation on Riemannian spin manifolds with codimension one foliation. We prove that, for any manifold MnM^n admitting real Killing spinors (resp. parallel spinors), there exist warped product metrics ηˉ\barη on Mn×RM^n \times {\mathbb R} such that $(M^n \ti…

2002-09-25abs ↗pdf ↗

The local induction equation, or the binormal flow on space curves is a well-known model of deformation of space curves as it describes the dynamics of vortex filaments, and the complex curvature is governed by the nonlinear Schrödinger equation. In this paper, we present its discrete analogue, namely, a model of defor…

2017-08-05abs ↗pdf ↗

Article provides Bernstein gradient estimates for heat equations with potential terms.

problem Gradient estimates for heat equations with potential terms on weighted Riemannian manifolds.
method Derived Bernstein type gradient estimates for two systems of heat equations with linear, exponential, and combined potentials.
result Resolves part of the problem raised by Bhattacharyya et al. in \cite{SB-1}.