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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.

168,657 papers · 148 categories

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215429644858 · Jun 202019922001200920172026
48 results for locally constant function

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.

Classifies Kähler metrics with constant holomorphic curvature.

problem Classifying Kähler metrics with constant holomorphic sectional curvature.
method Exploiting the geometry of the bundle of 1-jets of holomorphic functions.
result Local classification of Kähler metrics with constant holomorphic sectional curvature.

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.

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.

The local Lipschitz constant of a neural network is a useful metric with applications in robustness, generalization, and fairness evaluation. We provide novel analytic results relating the local Lipschitz constant of nonsmooth vector-valued functions to a maximization over the norm of the generalized Jacobian. We prese…

2020-03-02abs ↗pdf ↗

Explores local structure of morphisms and formal submanifolds in formal manifolds theory.

problem Understanding the local structure of morphisms and formal submanifolds in formal manifolds.
method Study of formal manifolds, including local structure of constant rank morphisms and formal submanifolds.
result Developed the local structure of constant rank morphisms and formal submanifolds.

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.

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.

Study rigidifies geometry of electrostatic systems with specific tensor properties.

problem Investigating rigidity in electrostatic systems with specific tensor properties.
method Analyzing static Einstein--Maxwell spacetimes with harmonic (anti-)self-dual Weyl tensor.
result Gradient of lapse function is an eigenvector of Ricci tensor and manifold is locally conformally flat.

We introduce a structural approach to study Lagrangian submanifolds of the complex hyperquadric in arbitrary dimension by using its family of non-integrable almost product structures. In particular, we define local angle functions encoding the geometry of the Lagrangian submanifold at hand. We prove that these function…

2018-12-19abs ↗pdf ↗

We show how neural models can be used to realize piece-wise constant functions such as decision trees. The proposed architecture, which we call locally constant networks, builds on ReLU networks that are piece-wise linear and hence their associated gradients with respect to the inputs are locally constant. We formally …

2019-09-30abs ↗pdf ↗

Electrostatic systems with specific tensors are locally conformally flat.

problem Understanding the geometry of electrostatic systems with special tensors.
method Proving local conformal flatness for electrostatic manifolds with divergence-free Bach tensor.
result Three-dimensional electrostatic manifolds with divergence-free Bach tensor are locally conformally flat.

The Kaehler manifolds of quasi-constant holomorphic sectional curvatures are introduced as Kaehler manifolds with complex distribution of codimension two, whose holomorphic sectional curvature only depends on the corresponding point and the geometric angle, associated with the section. A curvature identity characterizi…

2005-05-31abs ↗pdf ↗

The paper proves inequalities under Bakry-Émery-Ricci curvature bounds.

problem Proving functional inequalities under lower Bakry-Émery-Ricci curvature bounds.
method Lower mm-Bakry-Émery-Ricci curvature bounds with ε\varepsilon-range.
result Proves Cheng type inequality and local Sobolev inequality.

The paper explores de Rham theory for singular spaces and stacks.

problem Identifying de Rham theory for singular differentiable spaces.
method Identifying two potential answers and studying them, including the exterior algebra of the cotangent complex and de Rham stacks.
result There exists a version of the de Rham theorem for singular differentiable spaces with almost no restrictions.

It is well known that in models with time-homogeneous local volatility functions and constant interest and dividend rates, the European Put prices are transformed into European Call prices by the simultaneous exchanges of the interest and dividend rates and of the strike and spot price of the underlying. This paper inv…

2006-12-21abs ↗pdf ↗

We study a functional on the boundary of a compact Riemannian 3-manifold of nonnegative scalar curvature. The functional arises as the second variation of the Wang-Yau quasi-local energy in general relativity. We prove that the functional is positive definite on large coordinate spheres, and more general on nearly roun…

2013-01-20abs ↗pdf ↗

We prove that any strongly regular Weingarten surface in Euclidean space carries locally geometric principal parameters. The basic theorem states that any strongly regular Weingarten surface is determined up to a motion by its structural functions and the normal curvature function satisfying a geometric differential eq…

2008-02-15abs ↗pdf ↗

The Newman-Penrose-Perjes formalism is applied to Sasakian 3-manifolds and the local form of the metric and contact structure is presented. The local moduli space can be parameterised by a single function of two variables and it is shown that, given any smooth function of two variables, there exists locally a Sasakian …

2001-02-02abs ↗pdf ↗

The study examines hypersurfaces close to constant mean curvature and their proximity to spheres.

problem Understanding hypersurfaces close to constant mean curvature and their proximity to spheres.
method Quantitative stability results for hypersurfaces with mean curvature close to a constant.
result Hypersurfaces close to constant mean curvature are closely related to spheres, with quantitative descriptions of proximity.

Relatively extremal knots are the relative minima of the ropelength functional in C^1 topology. On the set curves of fixed length, they are the relative maxima of thickness (normal injectivity radius) functional, including the ideal knots. We prove that a C^{1,1} relatively extremal knot in R^n has thickness equal to h…

2002-04-04abs ↗pdf ↗

Study local foliations of surfaces with constant mean curvature and constant expansion in space-time.

problem Characterize surfaces with constant mean curvature and constant expansion in space-time.
method Use Lyapunov Schmidt reduction in an n+1 dimensional manifold to construct and prove the uniqueness of foliations.
result Construct and prove the uniqueness of local foliations of surfaces with constant mean curvature and constant expansion.

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

Local search algorithms applied to optimization problems often suffer from getting trapped in a local optimum. The common solution for this deficiency is to restart the algorithm when no progress is observed. Alternatively, one can start multiple instances of a local search algorithm, and allocate computational resourc…

2014-01-16abs ↗pdf ↗

The paper classifies and constructs rotational surfaces with constant astigmatism in space forms.

problem Classifying surfaces with constant astigmatism in space forms.
method Classification and construction of surfaces using variational problems and binormal evolution.
result Locally constructed all rotational surfaces of constant astigmatism.

Let AA be a finite-dimensional local commutative algebra over RR, dimRA=n\dim_RA=n. In this work we consider compact manifolds over AA, and prove that the real part of an AA-differentiable function is constant. Also we find estimates for the dimensions of some spaces of 1-form.

2004-02-14abs ↗pdf ↗

Local constancy of index for certain gradient mappings proved.

problem Proving the local constancy of the index for specific gradient mappings.
method Using a more general theorem for quasiregular gradient mappings, deducing the result from the Hessian's properties.
result The index is locally constant for C1,1C^{1,1} functions with uniformly positive determinant Hessian almost everywhere.

Flow deforms locally convex curves to curves of constant k-order width.

problem Evolve locally convex curves to curves of constant k-order width.
method Introduced a nonlocal curvature flow to evolve locally convex curves in the plane.
result The flow converges to a smooth, locally convex curve of constant k-order width as time goes to infinity.

We show the existence of a local foliation of a three dimensional Riemannian manifold by critical points of the Willmore functional subject to a small area constraint around non-degenerate critical points of the scalar curvature. This adapts a method developed by Rugang Ye to construct foliations by surfaces of constan…

2018-06-01abs ↗pdf ↗

Efficiently learns Single-Index Models with constant factor approximation.

problem Learning Single-Index Models under L22L_2^2 loss with unknown link functions.
method An efficient algorithm using alignment sharpness for optimization.
result Achieves constant factor approximation to optimal loss for various distributions and link functions.

Simplified Obata-Vétois argument for Einstein manifolds with nonnegative scalar curvature.

problem Identifying conditions for closed conformally Einstein manifolds to be Einstein.
method Simplified Obata-Vétois argument, identifying a closed interval containing zero.
result Closed conformally Einstein manifolds with nonnegative scalar curvature are Einstein if they satisfy certain conditions.

On a closed connected oriented manifold MM we study the space M(M)\mathcal{M}_\|(M) of all Riemannian metrics which admit a non-zero parallel spinor on the universal covering. Such metrics are Ricci-flat, and all known Ricci-flat metrics are of this form. We show the following: The space M(M)\mathcal{M}_\|(M) is a smooth …

2015-12-23abs ↗pdf ↗

We show that local deformations, near closed subsets, of solutions to open partial differential relations can be extended to global deformations, provided all but the highest derivatives stay constant along the subset. The applicability of this general result is illustrated by a number of examples, dealing with convex …

2018-09-15abs ↗pdf ↗

Study proves properties of constant mean curvature hypersurfaces in high-dimensional spaces.

problem Properties of constant mean curvature hypersurfaces in high-dimensional spaces.
method Proves properties of constant mean curvature hypersurfaces using min-max procedure and surgery.
result Every tangent cone at each isolated singularity is area-minimising.

Local rigidity proved for convex hypersurfaces in spaces of constant curvature.

problem Proving rigidity of convex hypersurfaces in spaces of constant curvature.
method Analyzing isometric convex hypersurfaces in spaces of constant curvature of dimension n4n\ge4.
result Two convex isometric hypersurfaces are congruent locally around their corresponding under strict convexity isometries.

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 paper proposes an expanded version of the Local Variance Gamma model of Carr and Nadtochiy by adding drift to the governing underlying process. Still in this new model it is possible to derive an ordinary differential equation for the option price which plays a role of Dupire's equation for the standard local volat…

2018-02-26abs ↗pdf ↗