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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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89177266354 · Jun 202019922001200920172026
48 results for matrix differential calculus

In this paper we construct the Differential calculus on the Hopf Group Coalgebra introduced by Turaev [10]. We proved that the concepts introduced by S.L.Woronowicz in constructing Differential calculus on Hopf Compact Matrix Pseudogroups (Quantum Groups)[7] can be adapted to serve again in our construction.

2005-07-25abs ↗pdf ↗

The differential calculus on the quantum supergroup GLq(11)_q(1| 1) was introduced by Schmidke {\it et al}. (1990 {\it Z. Phys. C} {\bf 48} 249). We construct a differential calculus on the quantum supergroup GLq(11)_q(1| 1) in a different way and we obtain its quantum superalgebra. The main structures are derived without an…

2001-12-12abs ↗pdf ↗

We provide a proof of backpropagation algorithm in matrix notation.

problem The lack of a full induction proof of backpropagation algorithm in matrix notation.
method We provide a full induction proof of the BP algorithm in matrix notation, situating it in the framework of matrix differential calculus.
result We prove the validity of the backpropagation algorithm in inductive form.

A non-commutative differential calculus on the hh-superplane is presented via a contraction of the qq-superplane. An R-matrix which satisfies both ungraded and graded Yang-Baxter equations is obtained and a new deformation of the (1+1)(1+1) dimensional classical phase space (the super-Heisenberg algebra) is introduced.

2001-12-12abs ↗pdf ↗

The Goeritz matrix of a link is obtained from the Jacobian matrix of a modified Dehn presentation associated to a diagram using Fox's free differential calculus. When the diagram is special the Seifert matrix can also be determined from the presentation.

2018-08-30abs ↗pdf ↗

We introduce a construction of the differential calculus on the quantum supergroup GLp,q(11)_{p,q}(1| 1). We obtain two differential calculi, respectively, associated with the left and right Cartan-Maurer one-forms. We also obtain the quantum superalgebra of GLp,q(11)_{p,q}(1| 1). Although all of the structures we obtain are der…

2001-12-06abs ↗pdf ↗

The paper proposes a gradient-based method for multi-penalty Ridge regression.

problem Optimizing multiple regularization hyperparameters for linear regression.
method Gradient-based optimization through matrix differential calculus.
result The method outperforms traditional regularization techniques like LASSO and Ridge.

This work further develops the properties of fractional differential forms. In particular, finite dimensional subspaces of fractional form spaces are considered. An inner product, Hodge dual, and covariant derivative are defined. Coordinate transformation rules for integral order forms are also computed. Matrix order f…

2003-01-13abs ↗pdf ↗

This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus. Then we point out the link between error propagation and the concept of second ord…

2007-05-03abs ↗pdf ↗

New algebraic formalism for differential calculus in Diolic algebras.

problem Studying differential calculus in vector bundles.
method Introducing functors of differential calculus over arbitrary graded commutative algebras (DCGCA) and applying this to Diolic algebras.
result Recovery of well-known objects and notions from ordinary differential, symplectic, and Poisson geometry, with unique aspects.

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output…

2015-09-11abs ↗pdf ↗

We explain that general differential calculus and Lie theory have a common foundation: Lie Calculus is differential calculus, seen from the point of view of Lie theory, by making use of the groupoid concept as link between them. Higher order theory naturally involves higher algebra (n-fold groupoids).(conceptual, topol…

2017-02-27abs ↗pdf ↗

Extends pseudo-differential operators theory to compact Lie groups.

problem Global pseudo-differential operators on compact Lie groups.
method Develops a subelliptic pseudo-differential calculus for compact Lie groups.
result Establishes subelliptic versions of Fefferman and Calderón-Vaillancourt theorems.

Simplified calculus for manifold operators, proving index theorems.

problem Developing calculus for manifold operators and proving index theorems.
method Introducing a simplified pseudo-differential calculus for zero-order operators on manifolds with a tangent Lie structure.
result Proving index theorems for `h-elliptic' operators on manifolds with a tangent Lie structure.

Differential calculus on metric spaces is contained in the algebraic study of normed groupoids with δδ-structures. Algebraic study of normed groups endowed with dilatation structures is contained in the differential calculus on metric spaces. Thus all algebraic properties of the small world of normed groups with dilat…

2009-11-06abs ↗pdf ↗

Secondary Calculus formalizes PDEs using cohomology, simplifying their study.

problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.

We introduce a noncommutative differential calculus on the two-parameter hh-superplane via a contraction of the (p,q)-superplane. We manifestly show that the differential calculus is covariant under GLh1,h2(11)GL_{h_1,h_2}(1| 1) transformations. We also give a two-parameter deformation of the (1+1)-dimensional phase space alge…

2001-12-13abs ↗pdf ↗

The paper explores deep learning through algebra and geometry, highlighting geometric structures and differential processes.

problem Understanding the geometric and algebraic foundations of deep learning.
method Investigates neural networks from perceptron to transformer, emphasizing geometric structures and differential processes.
result A coordinate-free formulation of backpropagation equations using canonical scalar products on matrix spaces.

A new algorithm solves high-dimensional nonlinear BSDEs efficiently.

problem Solving high-dimensional nonlinear backward stochastic differential equations (BSDEs).
method Transformed BSDE into a differential deep learning problem using Malliavin calculus. Discretized integrals using Euler-Maruyama method. Approximated solution with three deep neural networks. Optimized parameters using a differential learning loss function.
result Our algorithm is more accurate and faster than other methods.

New calculus framework for vector bundles with metrics.

problem Developing calculus for vector bundles with fiber metrics.
method Adapting differential calculus to graded commutative algebras and focusing on diole and triole algebras.
result Triole algebra provides a suitable environment for vector bundle calculus with fiber metrics.

A gauged bi-differential calculus over an associative (and not necessarily commutative) algebra A is an N-graded left A-module with two covariant derivatives acting on it which, as a consequence of certain (e.g., nonlinear differential) equations, are flat and anticommute. As a consequence, there is an iterative constr…

1999-08-17abs ↗pdf ↗

Following the programme set out in Part I of this work, we develop a conceptual higher order differential calculus. The '' local linear algebra '' defined in Part I is generalized by '' higher order local linear algebra ''. The underlying combinatorial object of such higher algebra is the natural n-dimensional hyper-cu…

2015-10-12abs ↗pdf ↗

Basic elements of integral calculus over algebras of iterated differential forms, are presented. In particular, defining complexes for modules of integral forms are described and the corresponding berezinians and complexes of integral forms are computed. Various applications and the integral calculus over the algebra $…

2006-10-30abs ↗pdf ↗

Differential Calculus is a staple of the college mathematics major's diet. Eventually one becomes tired of the same routine, and wishes for a more diverse meal. The college math major may seek to generalize applications of the derivative that involve functions of more than one variable, and thus enjoy a course on Multi…

2009-09-30abs ↗pdf ↗

Any discrete differential manifold MM (finite set endowed with an algebraic differential calculus) can be represented by appropriate polyhedron P(M){\cal P}(M). This representation demonstrates the adequacy of the calculus of discrete differential manifolds and links this approach with that based on finitary substitutes…

1996-02-27abs ↗pdf ↗

We consider differential operators between sections of arbitrary powers of the determinant line bundle over a contact manifold. We extend the standard notions of the Heisenberg calculus: noncommutative symbolic calculus, the principal symbol, and the contact order to such differential operators. Our first main result i…

2012-05-30abs ↗pdf ↗

Extends exterior diff. sys. to Lie algebroids with examples.

problem Invariant inverse problem of the calculus of variations
method Extends exterior differential systems to Lie algebroids, defines integral manifolds.
result Defines integral manifolds for exterior diff. systems on Lie algebroids.

Study Brownian motion on Grassmann manifold using matrix stochastic calculus.

problem Understanding Brownian motion on non-compact Grassmann manifold.
method Realize Brownian motion as matrix diffusion process, use matrix stochastic calculus, and hyperbolic Stiefel fibration.
result Connection to generalized Maass Laplacian of complex hyperbolic space.

Develops global pseudo-differential calculus on homogeneous vector bundles.

problem Global theory of subelliptic pseudo-differential operators on homogeneous vector bundles.
method Global symbolic calculus, complex functional calculus, Hörmander system of vector-fields.
result Global pseudo-differential calculus on homogeneous vector bundles.

A new discrete calculus for bundle-valued forms is proposed and validated.

problem Discretization of exterior calculus for bundle-valued forms.
method Discretization of Cartan's exterior calculus for differential forms with values in vector bundles.
result The proposed discrete operator mimics the continuous exterior covariant derivative and ensures numerical convergence.

We examine the N-Koszul calculus for the N-symmetric algebras. The case N=2 corresponds to the Elie Cartan calculus. We conjecture that, as in the case N=2, the N-Cartan calculus extends to manifolds when N>2, which would provide a new type of noncommutative differential geometry.

2017-08-21abs ↗pdf ↗

Survey revisits vector calculus results using exterior derivative and provides a new formulation of Stokes' theorem.

problem Classical results in vector calculus and analysis.
method Generalised perspective on the exterior derivative and a higher-dimensional Mean Value Theorem.
result Provides a natural formulation of Stokes' theorem and a practical algorithm for exterior differentiation.