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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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316394125 · May 202619922001200920172026
48 results for massless Vlasov equation

Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.

problem Analyzing decay and non-decay rates of solutions to the massless Vlasov equation on Reissner-Nordström spacetimes.
method Quantitative analysis of geodesic flow and comparison to wave equation instability results.
result Exponential decay rates in subextremal cases and polynomial rates in extremal cases, with non-decay of transversal derivatives in extremal cases.

Proves existence and trapped surface formation for Einstein-Vlasov system without symmetry assumptions.

problem Formation of trapped surfaces in Einstein-Vlasov system without symmetry.
method Calibrated hierarchy of estimates, refined renormalization, strategic restriction of elliptic estimates, precise commutator calculus.
result First large-data, symmetry-free construction of dynamical black hole formation.

Future stability of FLRW solutions in expanding 3D space is shown for compact perturbations.

problem Future stability of expanding FLRW solutions with spatial topology R^3.
method Nonlinear stability analysis of spherically symmetric perturbations.
result Decay rates of energy momentum tensor components compared to Minkowski space.

The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.

problem Analyzing blow-ups in McKean-Vlasov equations involving hitting times.
method Connection to the supercooled Stefan problem, comparison principles, and new transform.
result Proves global solvability for McKean-Vlasov dynamics under certain conditions.

In this thesis, we consider the suitability of using the charged cold fluid model in the description of ultra-relativistic beams. The method that we have used is the following. Firstly, the necessary notions of kinetic theory and differential geometry of second order differential equations are explained. Then an averag…

2012-06-19abs ↗pdf ↗

Massless Majorana spinors cannot exist in Kerr spacetime under certain conditions.

problem Existence of massless Majorana spinors in Kerr spacetime.
method Analyzing Dirac equation and separating it into radial and angular equations; proving nonexistence under specific conditions.
result Massless Majorana spinors can only exist if angular momentum a=0a=0 and spacetime reduces to Schwarzschild spacetime.

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.

This paper extends transfer operator theory to McKean-Vlasov equations.

problem Analyzing the behavior of complex dynamical systems using transfer operators.
method Extended dynamic mode decomposition and Galerkin projection.
result Finite-dimensional approximations of transfer operators computed.

Dynamics of four-dimensional massless fields of all spins is formulated in the Siegel space of complex 4×44\times 4 symmetric matrices. It is shown that the unfolded equations of free massless fields, that have a form of multidimensional Schrodinger equations, naturally distinguish between positive- and negative-frequen…

2008-01-15abs ↗pdf ↗

Unified geometric formulation of Maxwell-Vlasov system using presymplectic and symmetry reduction.

problem Unified geometric formulation of Maxwell-Vlasov system.
method Skinner-Rusk formalism, presymplectic geometry, reduction by diffeomorphism group, affine Hamiltonian controls.
result Unified geometric structure unifying Lagrangian, Hamiltonian, gauge, reduction, and control-theoretic aspects.

Novel RKHS approach solves complex financial model equations.

problem Calibrating singular local stochastic volatility models.
method Reproducing Kernel Hilbert Space (RKHS) regularization.
result Regularized model is well-posed and replicates option prices.

Neural network factorization speeds up Vlasov equation simulations.

problem Accelerating simulations of collisionless plasma described by the Vlasov equation.
method Data-driven low-rank matrix factorization using convolutional neural networks.
result The method outperforms standard linear algebra at inference time.

We characterize stationary solutions to McKean-Vlasov equations on the circle.

problem Stationary solutions of McKean-Vlasov equations on the circle.
method Exact equivalence to an infinite-dimensional quadratic system of equations over Fourier coefficients, leading to explicit characterization of stationary states.
result Analytic expressions for the emergence, form, and shape of bifurcations involving multiple Fourier modes, and connections with discontinuous phase transitions.

Researchers resolve string theory ambiguities and define a new metric for massless spectrum.

problem Ambiguities in string theory regarding spin connection and Hodge decomposition.
method Constructing a vector bundle Q and operators D and D† to define a metric and gauge fixing.
result Massless spectrum are harmonic representatives of the operator D, resolving previous complications.

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to be chosen in the weak formulation of the kinetic model. This involves t…

2016-04-28abs ↗pdf ↗

Massless scalar and vector fields are coupled to Lyra geometry by means of Duffin-Kemmer-Petiau (DKP) theory. Using Schwinger Variational Principle, equations of motion, conservation laws and gauge symmetry are implemented. We find that the scalar field couples to the anholonomic part of the torsion tensor, and the gau…

2005-09-28abs ↗pdf ↗

New model explains market dynamics with phase transitions and non-linear interactions.

problem Understanding complex multi-asset market dynamics with phase transitions.
method Developed a Multi-Asset Non-Equilibrium Skew (MANES) model based on Langevin dynamics and McKean-Vlasov equation.
result The model accurately predicts market returns and phase transitions in both benign and distressed markets.

New method improves Euler approximation for local stochastic volatility models.

problem Well-posedness of Euler approximation for local stochastic volatility models.
method Start with a well-defined Euler approximation to the formal McKean-Vlasov equation, followed by a half-step scheme.
result Showed weak order one for the Euler discretization, plus error terms.

Improved latent dynamics identification framework reduces training time and improves accuracy.

problem Accurate numerical solutions of partial differential equations require computationally expensive solvers.
method Sequential decoder training (mLaSDI) to correct residual errors from previous stages.
result mLaSDI consistently outperforms standard LaSDI, achieving lower prediction errors and reduced training time.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

Researchers study spectral asymmetry using pseudodifferential projections on the massless Dirac operator.

problem Understanding spectral asymmetry for the massless Dirac operator.
method Constructing a negative order pseudodifferential asymmetry operator from spectral projections.
result Computed the principal symbol of the asymmetry operator, accounting for gauge invariance.

We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution equation. Moreover, we show that in a wide range of cases the evolution of the cum…

2010-08-26abs ↗pdf ↗

Deser and Nepomechie established a relationship between masslessness and rigid conformal invariance by coupling to a background metric and demanding local Weyl invariance, a method which applies neither to massive theories nor theories which rely upon gauge invariances for masslessness. We extend this method to describ…

2008-10-16abs ↗pdf ↗

The Teukolsky equations are currently the leading approach for analysing stability of linear massless fields propagating in rotating black holes. It has recently been shown that the geometry of these equations can be understood in terms of a connection constructed from the conformal and complex structure of Petrov type…

2019-07-04abs ↗pdf ↗

New method solves supercooled Stefan problem, proving minimal solutions are physical.

problem Evolution of solid-liquid boundary in substances below freezing point.
method Construct solutions through McKean-Vlasov equation, proving tightness and propagation of chaos.
result Minimal solutions of McKean-Vlasov equation are physical under integrable initial conditions.

We suggest an alternative mathematical model for the massless neutrino. Consider an elastic continuum in 3-dimensional Euclidean space and assume that points of this continuum can experience no displacements, only rotations. This framework is a special case of the so-called Cosserat theory of elasticity. Rotations of p…

2009-02-07abs ↗pdf ↗

Proves local existence and extension principle for Einstein Yang--Mills system with spherical symmetry.

problem Local existence and stability of the spherically symmetric Einstein Yang--Mills system.
method Employed an L2L^2-based method to prove local existence and establish an extension principle.
result Established local existence and extension principle for the SSEYM with H1H^1 data.

Paper studies particle method for LSV model calibration, proving convergence and error bounds.

problem Calibration of local-stochastic volatility models with open well-posedness question.
method Regularized Euler--Maruyama scheme for particle approximation of McKean--Vlasov dynamics.
result Strong convergence of the Euler--Maruyama scheme with rate 1/2 in step-size.

This work deals with the conformal transformations in six-dimensional spinorial formalism. Several conformally invariant equations are obtained and their geometrical interpretation are worked out. Finally, the integrability conditions for some of these equations are established. Moreover, in the course of the article, …

2015-06-04abs ↗pdf ↗

The global symmetry algebras of partially-massless (PM) higher-spin (HS) fields in (A)dSd+1_{d+1} are studied. The algebras involving PM generators up to depth 2(1)2\,(\ell-1) are defined as the maximal symmetries of free conformal scalar field with 22\,\ell order wave equation in dd dimensions. We review the constructi…

2015-08-28abs ↗pdf ↗

Unified framework for implicit generative models with theoretical guarantees.

problem Learning implicit generative models with theoretical guarantees.
method Integrating optimal transport, numerical ODE, density-ratio estimation, and deep neural networks.
result Unified framework with theoretical guarantees for implicit generative learning.

Proposes methods to include distributional information in MV-SDEs for better modeling of interacting particle systems.

problem Modeling the behavior of an infinite number of interacting particles with distributional information.
method Semi-parametric methods and estimators for MV-SDEs.
result Explicitly including distributional dependence improves performance in modeling temporal data with interaction.

Study proves stability of big bang singularity in complex system.

problem Stability of Kasner solutions in Einstein-Maxwell-scalar field-Vlasov system.
method Detailed mathematical structures and new delicate arguments.
result Nonlinear stability with Kasner exponents in full strong sub-critical regime.

The paper studies stochastic optimization on matrices and its limits as dimensions grow.

problem Optimizing functions on large symmetric matrices using stochastic gradient descent.
method Deterministic limits of random curves on matrices, using graphons and stochastic differential equations.
result The limit is a gradient flow on graphons, extending classical McKean-Vlasov limits.

Study of Bondi-Sachs formalism for massless scalar field with zero cosmological constant.

problem Analyzing the Bondi-Sachs formalism for Einstein's massless scalar field equations.
method Asymptotic expansions and peeling property for Bondi-Sachs metrics and scalar fields.
result Positivity of Bondi energy-momentum under specific conditions.

Study phase transitions in noisy transformer dynamics on spheres.

problem Understanding phase transitions in noisy transformer dynamics on spheres.
method Sharp Beckner--Onofri/logarithmic HLS inequality, Funk--Hecke/Bessel coefficients, degree-two quartic obstruction.
result Sharp global-minimizer dichotomy and phase transitions in noisy transformer dynamics in arbitrary dimension.

Minkowski space is a physically important space-time for which the finding an adequate holographic description is an urgent problem. In this paper we develop further the proposal made in hep-th/0303006 for the description as a duality between Minkowski space-time and a Conformal Field Theory defined on the boundary of …

2004-05-27abs ↗pdf ↗

Letter analyzes training dynamics of a nonlinear contrastive learning model in high dimensions.

problem Understanding training dynamics of nonlinear contrastive learning models in high-dimensional settings.
method High-dimensional analysis using McKean-Vlasov PDEs and low-dimensional ODEs.
result The model's performance evolves according to specific ODEs, revealing features like feature learnability and noise effects.