A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.
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.
Trend · papers per month
Existence of balanced embedding proved for complex manifold into infinite-dimensional space.
State space models (SSMs) are a flexible approach to modeling complex time series. However, inference in SSMs is often computationally prohibitive for long time series. Stochastic gradient MCMC (SGMCMC) is a popular method for scalable Bayesian inference for large independent data. Unfortunately when applied to depende…
We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size-dependent effects, and predicts exponential distribution of income between individuals. We also present new approach to…
Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when …
We show some results for the curvature flow linked by the theme of addressing collapsing phenomena. First we show long time existence and convergence of the flow for -invariant initial data on , as well as a long time existence and convergence statement for three-manifolds with initial norm of c…
This is the first of a series of papers on the long-time behavior of 3 dimensional Ricci flows with surgery. In this paper we first fix a notion of Ricci flows with surgery, which will be used in this and the following three papers. Then we review Perelman's long-time estimates and generalize them to the case in which …
Study hot spots on warped product manifolds and infinite cones.
This paper proves long-time accuracy of ensemble Kalman filters for chaotic and machine-learned systems.
We propose an artificial market model based on deterministic agents. The agents modify their ask/bid price depending on past price changes. The temporal development of market price fluctuations is calculated numerically. A probability density function of market price changes has power law tails. Autocorrelation coeffic…
Prove long-time existence of pluriclosed flow on certain fibrations
New criteria for long-time existence of parabolic flow from 11D supergravity.
The study provides a criterion for diffeomorphism via long-time Ricci flow.
Study of twisted Calabi flow connecting J-flow and Calabi flow on Kähler manifolds.
The anomaly flow on a complex 3-fold is studied with integral Shi-type estimates and long-time existence conditions.
Develops a new parabolic equation for surfaces, proving long-time existence and convergence.
A recent strategy to circumvent the exploding and vanishing gradient problem in RNNs, and to allow the stable propagation of signals over long time scales, is to constrain recurrent connectivity matrices to be orthogonal or unitary. This ensures eigenvalues with unit norm and thus stable dynamics and training. However …
Proves long-time Ricci flow existence and topological rigidity for pinched integral curvature manifolds.
Researchers prove long-time existence for two landmark Brownian motion.
Flow preserves volume on flat torus, converging to stable set.
Efficiently predicts long-time dynamics of quantum spin models using MLP regression.
Study long-term asset liquidation behavior with external flows.
Introduces generalized Yamabe flows with long-time existence and convergence results.
New theorem shows curvature concentration depends linearly on volume ratio.
Solves long-time solutions for a specific equation on hyperkähler manifolds.
We show that three-dimensional homogeneous Ricci flow solutions that admit finite-volume quotients have long-time limits given by expanding solitons. We show that the same is true for a large class of four-dimensional homogeneous solutions. We give an extension of Hamilton's compactness theorem that does not assume a l…
Study shows uniform bounds on torsion and curvature for Chern-Ricci flow solutions.
In this paper we study Inverse Mean Curvature Flow (IMCF) on manifolds that are conformal to a warped product manifold. To this end, we show how the gradient conformal vector field in warped product manifolds is related to the conformal vector field on the conformal metric and use this to gain control of the flow in or…
Framework for systemic risk modeling using jointly exchangeable arrays.
Study models Ricci flow on complex surfaces, showing mixed behavior.
Study shows long-term flow on special manifolds with positive Yamabe constant.
This work extends the variance reduction method for the pricing of possibly path-dependent derivatives, which was developed in (Genin and Tankov, 2016) for exponential Lévy models, to affine stochastic volatility models (Keller-Ressel, 2011). We begin by proving a pathwise large deviations principle for affine stochast…
We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these solutions, and that sufficiently regular minimizing movements are smooth soluti…
Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.
Study the long-time behavior of Hermitian-Yang-Mills flow on non-Kähler manifolds.
Paper proves curvature estimates for a specific flow on Kähler manifolds.
The Hull-Strominger system for supersymmetric vacua of the heterotic string allows general unitary Hermitian connections with torsion and not just the Chern unitary connection. Solutions on unimodular Lie groups exploiting this flexibility were found by T. Fei and S.T. Yau. The Anomaly flow is a flow whose stationary p…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent parameters. To model…
Kahler-Ricci flow long-time behavior and initial data
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes, by construction, are designed to deal with cases where: (1) all we observe are …
We prove long-time existence and convergence results for spacelike solutions to mean curvature flow in the pseudo-Euclidean space , which are entire or defined on bounded domains and satisfying Neumann or Dirichlet boundary conditions. As an application, we prove long-time existence and convergence of…
Study shows Ricci flow's convergence and harmonic map heat flow's long-time existence.
We prove that at a finite singular time for the Harmonic Ricci Flow on a surface of positive genus both the energy density of the map component and the curvature of the domain manifold have to blow up simultaneously. As an immediate consequence, we obtain smooth long-time existence for the Harmonic Ricci Flow with larg…
We study the long time behaviour of Ricci flow with bubbling-off on a possibly noncompact -manifold of finite volume whose universal cover has bounded geometry. As an application, we give a Ricci flow proof of Thurston's hyperbolisation theorem for -manifolds with toral boundary that generalizes Perelman's proof …
One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and the dynamically orthogonal (DO) and bi-orthogonal (BO) methods for representing …
In this paper we study the long time existence of the Ricci-harmonic flow in terms of scalar curvature and Weyl tensor which extends Cao's result \cite{Cao2011} in the Ricci flow. In dimension four, we also study the integral bound of the "Riemann curvature" for the Ricci-harmonic flow generalizing a recently result of…
Proves long-term smoothness of curved surfaces evolving under specific curvature rules.
We describe some relations between the long-time asymptotic behavior of the vacuum Einstein evolution equations and the geometrization of 3-manifolds. These relations are expressed in terms of evolution of CMC hypersurfaces in the vacuum space-time.Some results are also obtained on the singularity avoidance of CMC foli…