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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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80161241321 · May 202619922001200920172026
48 results for locally Lipschitz coefficients

Study on the nodal set of Dirac equation solutions on manifolds.

problem Understanding the structure of nodal sets of solutions to Dirac equations.
method Proved Hausdorff dimension of nodal sets, extended to locally Lipschitz coefficients, provided stratification results.
result Stratification result for nodal sets, providing new insights even in the smooth case.

Study proves existence and uniqueness for differential equations with non-Lipschitz coefficients.

problem Existence and uniqueness for differential equations with non-Lipschitz coefficients.
method Relying on robust Itô integration, prove existence and uniqueness results.
result Existence and uniqueness for one-dimensional differential equations with non-Lipschitz coefficients.

Continuity of roots of hyperbolic polynomials with smooth coefficients.

problem Continuity of the solution map for hyperbolic polynomials.
method Proving continuity of the solution map from hyperbolic polynomials of degree d with C^d coefficients to their increasingly ordered roots.
result Continuity of the solution map for hyperbolic polynomials with C^d coefficients.

Constructs a map with prescribed local Lipschitz constants on a subset of a manifold.

problem Creating a Lipschitz map with specific local Lipschitz constants on a subset of a manifold.
method Constructs a Lipschitz map that matches a given map on a subset and has a local Lipschitz constant defined by a continuous function.
result A Lipschitz map can be constructed with a local Lipschitz constant prescribed by a continuous function.

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…

2018-10-29abs ↗pdf ↗

New estimates for nodal and singular sets of parabolic inequalities.

problem Understanding the structure of nodal and singular sets in parabolic inequalities.
method Establishing new estimates for the size and structure of nodal and singular sets using parabolic Lipschitz coefficients.
result Almost all nodal and singular sets are covered by regular parabolic Lipschitz graphs with estimates.

Extends Lipschitz functions while preserving local constants.

problem Extending Lipschitz functions on metric spaces while maintaining local constants.
method Extends Lipschitz functions on metric spaces while locally preserving the asymptotic Lipschitz constant.
result Sobolev spaces on metric measure spaces are invariant under isomorphism of mm-structures.

A new model for forward curves captures behavior through a single equation.

problem Modeling forward curves in a complex function space.
method Developed a stochastic partial differential equation with locally state-dependent coefficients.
result The model retains simplicity while capturing entire forward curve behavior.

Maximum principle proves positivity of forward rates in stochastic models.

problem Proving positivity of forward rates in stochastic models.
method Maximum principle for mild solutions to SPDEs with Lipschitz coefficients and Wiener noise.
result Sufficient conditions for positivity of forward rates in the Heath-Jarrow-Morton model.

In this note we prove that reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem") can be performed using Lipschitz continuous maps. Specifically we show that when the nonlinear analysis map α:HRmα:{\mathcal H}\rightarrow\mathbb{R}^m is injective, with (α(x))k=<x,fk>2(α(x))_k=|<x,f_k>|^2, where $…

2014-03-10abs ↗pdf ↗

The covariance of a stationary process XX is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic covariance moments, which rely on complex phases to capture non-Gaussian properties. The…

2019-11-22abs ↗pdf ↗

Improved MLMC method for barrier options with non-Lipschitz coefficients.

problem Efficiency improvement for barrier option pricing with non-Lipschitz diffusion.
method Interpolated Drift Implicit Euler MLMC method, Lamperti transformation, Brownian bridge technique.
result Improved efficiency of MLMC for barrier options with non-Lipschitz coefficients.

Solutions to a specific problem are shown to be locally Lipschitz but not differentiable.

problem Locally Lipschitz viscosity solutions to the σkσ_k-Loewner-Nirenberg problem on annuli.
method Analytical proof of regularity and non-differentiability.
result Solutions are $C^{1, rac{1}{k}}_{ m loc}$ in each of the annulus regions and have a jump in radial derivative.

New methods show robustness and accuracy can coexist.

problem Inevitability of robustness-accuracy tradeoff in deep learning.
method Prove robustness and accuracy achievable through locally Lipschitz functions; explore combining dropout with robust training methods.
result Achieving robustness and accuracy requires methods imposing local Lipschitzness and deep learning generalization techniques.

The paper calculates upper bounds on ReLU network Lipschitz constants.

problem Determining the maximum perturbation size for robustness of neural networks.
method Analyzing ReLU, affine-ReLU, and max pooling functions; combining results; tracking zero elements; using a computational approach.
result The method produces the largest known bounds on minimum adversarial perturbations for large networks.

Efficient local Lipschitz bounds improve neural network robustness.

problem Certifying robustness of neural networks is challenging and often leads to over-regularization.
method Proposes an efficient trainable local Lipschitz upper bound by considering activation functions and weight matrices.
result Consistently outperforms state-of-the-art methods in clean and certified accuracy on various datasets.

The Abstract Boundary singularity theorem was first proven by Ashley and Scott. It links the existence of incomplete causal geodesics in strongly causal, maximally extended spacetimes to the existence of Abstract Boundary essential singularities, i.e., non-removable singular boundary points. We give two generalizations…

2015-08-19abs ↗pdf ↗

We prove strong existence and uniqueness, and Hölder regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an approximation of the process by a sequence of semimartingales with regularised ke…

2019-12-12abs ↗pdf ↗

SX-GeoTree improves spatially coherent explanations in geospatial regression trees.

problem Capturing spatial dependence and producing robust explanations in tabular prediction models.
method Integrates three objectives: impurity reduction, spatial residual control, and explanation robustness via modularity maximization on a consensus similarity network.
result Improves residual spatial evenness and doubles attribution consensus (modularity: Fujian 0.19 vs 0.09; Seattle 0.10 vs 0.05).

The paper calculates bounds on the local Lipschitz constants of neural network layers.

problem Understanding the Lipschitz constants of neural network layers for robustness analysis.
method Analytical approach to determine upper bounds on local Lipschitz constants of affine-ReLU functions.
result The method produces tighter bounds than the standard conservative bound, especially for small perturbations.

New methods solve MI problems with locally Lipschitz operators, improving solution efficiency.

problem Solving monotone inclusions with locally Lipschitz continuous operators.
method Primal-dual extrapolation methods using backtracking line search.
result Improved operation complexity for solving MI problems.

HALO uses local Lipschitz constants to optimize functions efficiently.

problem Efficiently solving global optimization problems with complex objective functions.
method Hybrid Adaptive Lipschizian Optimization (HALO) algorithm that estimates local Lipschitz constants and balances global and local information.
result HALO outperforms other global optimization algorithms on numerous test functions.

We focus our attention on the notion of intrinsic Lipschitz graphs, inside a special class of metric spaces i.e. the Carnot groups. More precisely, we provide a characterization of locally intrinsic Lipschitz functions in Carnot groups of step 2 in terms of their intrinsic distributional gradients.

2019-03-06abs ↗pdf ↗

This paper bounds the Lipschitz constants of neural networks and their gradients.

problem Estimating the Lipschitz constant of complex models like neural networks.
method Local upper and lower bounds on Lipschitz constants computed with respect to network parameters.
result It is impossible to derive global upper bounds for the Lipschitz constants of neural networks.

A generalization of the Flow-box Theorem is given. The assumption of continuous differentiability of the vector field is relaxed to a local Lipschitz condition. The theorem holds in any Banach space.

2003-05-14abs ↗pdf ↗

Uniform Lipschitz continuity of isoperimetric profiles in evolving surfaces.

problem Uniform Lipschitz continuity of isoperimetric profiles in evolving surfaces.
method Normalized Ricci flow on compact surfaces.
result Uniform Lipschitz continuity of isoperimetric profiles under normalized Ricci flow.

We introduce the notion of good coverings of metric spaces, and prove that if a metric space admits a good covering, then it has the same locally Lipschitz homotopy type as the nerve complex of the covering. As an application, we obtain a Lipschitz homotopy stability result for a moduli space of compact Alexandrov spac…

2017-04-28abs ↗pdf ↗

We characterize locally Lipschitz mappings and existence of Lipschitz extensions through a first order nonlinear system of PDEs. We extend this study to graded group-valued Lipschitz mappings defined on compact Riemannian manifolds. Through a simple application, we emphasize the connection between these PDEs and the Ru…

2007-11-30abs ↗pdf ↗

Local Lipschitz continuity of sub-elliptic harmonic maps into CAT(0) spaces proved.

problem Proving Lipschitz continuity of sub-elliptic harmonic maps between singular spaces.
method Analyzing sub-elliptic harmonic maps from the Heisenberg group into CAT(0) spaces.
result Local Lipschitz continuity established for sub-elliptic harmonic maps.

The paper studies nodal sets of solutions to parabolic equations, proving finiteness and monotonicity properties.

problem Analyzing nodal sets of solutions to parabolic equations with general coefficients.
method Generalized methods to handle time-dependent and Lipschitz continuous coefficients.
result Finiteness and monotonicity properties of the (n1)(n-1)-dimensional Hausdorff measure of nodal sets.