Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

134268401535 · Jun 202019922001200920172026
48 results for mean value theorem

The paper generalizes a mean value theorem for solutions of the ultrahyperbolic equation.

problem Establishing a mean value property for solutions of the ultrahyperbolic equation.
method Using conformal maps of the pseudo-Euclidean space of signature 2+2, the paper extends Asgeirsson's theorem to a more general class of pairs of curves.
result The mean value property is proven for non-degenerate conjugate conics, including conjugate circles, hyperbolae, parabolae, and line-empty pairs.

We derive several mean value formulae on manifolds, generalizing the classical one for harmonic functions on Euclidean spaces as well as later results of Schoen-Yau, Michael-Simon, etc, on curved Riemannian manifolds. For the heat equation a mean value theorem with respect to `heat spheres' is proved for heat equation …

2006-08-24abs ↗pdf ↗

We give background which shows the connection between the mean value theorem and the obstacle problem, and then we prove that a set is a mean value set for an elliptic operator of the form Lu:=i(aij(x)ju(x))Lu := \partial_i (a^{ij}(x) \partial_j u(x)) if and only if it arises as the noncontact set of an obstacle problem involving the …

2019-07-29abs ↗pdf ↗

The transformation formula of the Berezin integral holds, in the non-compact case, only up to boundary integrals, which have recently been quantified by Alldridge-Hilgert-Palzer. We establish divergence theorems in semi-Riemannian supergeometry by means of the flow of vector fields and these boundary integrals, and sho…

2013-09-05abs ↗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.

The paper establishes a Poisson integral formula for bounded pluriharmonic functions on Teichmüller space.

problem Analyzing bounded pluriharmonic functions on Teichmüller space.
method Establishing a Poisson integral formula.
result A Poisson integral formula for bounded pluriharmonic functions on Teichmüller space.

Paper proves a theorem about constant mean curvature surfaces in isotropic 3-space.

problem Understanding constant mean curvature surfaces in isotropic 3-space.
method Value distribution theorem of Gaussian curvature applied to CMC surfaces.
result Implication of a Bernstein-type theorem for CMC surfaces in isotropic 3-space.

The paper proves a Harnack inequality for heat equations on Finsler metric measure manifolds.

problem Proving a Harnack inequality for positive solutions to heat equations on Finsler metric measure manifolds.
method Volume comparison theorem, weighted Poincaré inequality, local uniform Sobolev inequality, mean value inequalities.
result Derives a Harnack inequality for positive solutions to heat equations.

The paper extends a Liouville theorem to biharmonic functions on manifolds with nonnegative Ricci curvature.

problem Proving that biharmonic functions with certain growth conditions are constant or harmonic.
method Using a new local L2L^2 estimate for the Laplacian of biharmonic functions combined with a mean value inequality.
result Any biharmonic function of subquadratic growth on a manifold with nonnegative Ricci curvature must be harmonic, and any of sublinear growth must be constant.

The paper proves conditions for smooth convergence of hyperkaehler 4-manifolds with boundary.

problem Compactness of hyperkaehler 4-manifolds with boundary.
method Analyzes sequences of hyperkaehler triples under topological and curvature conditions.
result Smooth convergence of hyperkaehler triples up to diffeomorphisms if boundary restrictions converge.

We prove that every closed, smooth nn-manifold XX admits a Riemannian metric together with a smooth, transversely oriented CMC foliation if and only if its Euler characteristic is zero, where by CMC foliation we mean a codimension-one, transversely oriented foliation with leaves of constant mean curvature and where t…

2014-04-07abs ↗pdf ↗

This work, dealt with the classical mean value theorem and took advantage of it in the fractional calculus. The concept of a fractional critical point is introduced. Some sufficient conditions for the existence of a critical point is studied and an illustrative example rele- vant to the concept of the time dilation eff…

2014-12-19abs ↗pdf ↗

Two new proofs of Gromov's non-squeezing theorem using curve reparametrization and gradient bounds.

problem Gromov's non-squeezing theorem in symplectic geometry.
method Reparametrization of pseudo-holomorphic curves and application of mean value inequality or Gromov-Schwarz lemma.
result Uniform bounds on the gradient of pseudo-holomorphic curves leading to compactness of moduli space.

Study on constant mean curvature hypersurfaces in Anti-de Sitter space.

problem Characterizing and classifying hypersurfaces in Anti-de Sitter space.
method Analytic foliation and classification of hypersurfaces based on their asymptotic boundary.
result Every admissible sphere is the boundary of a unique hypersurface for any given mean curvature.

The paper explores dualities in differential equations and their applications in Riemannian geometry.

problem Developing comparison theorems for mixed type differential equations.
method Utilizing dualities in differential equations and inequalities, and applying them to Riemannian geometry.
result Proves Hessian and Laplacian comparison theorems under various curvature assumptions.

The paper studies efficient simulation methods for financial firm values under fast mean-reverting volatility.

problem Estimating the probability of firm default under fast mean-reverting stochastic volatility models.
method Approximations using ergodic averages and central limit theorem corrections for efficient simulation.
result Accuracy of approximations assessed through numerical simulation and payoff function estimation.

The paper establishes inequalities and gradient estimates for harmonic functions on Finsler measure spaces.

problem Functional and geometric inequalities on Finsler measure spaces.
method Local uniform Poincaré and Sobolev inequalities, mean value inequality, Harnack inequalities, and gradient estimates.
result Global gradient estimates for positive harmonic functions on Finsler measure spaces.

Proves the Hodge conjecture for complex projective manifolds.

problem Proving the Hodge conjecture for complex projective manifolds.
method Utilizing the Dirac-Dolbeault operator and Nash-Moser generalized inverse function theorem.
result Existence of complex submanifolds whose fundamental classes span rational Hodge classes.

We refine Osserman's argument on the exceptional values of the Gauss map of algebraic minimal surfaces. This gives an effective estimate for the number of exceptional values and the totally ramified value number for a wider class of complete minimal surfaces that includes algebraic minimal surfaces. It also provides a …

2005-11-22abs ↗pdf ↗

Paper proves inequality for capillary hypersurfaces with new proof.

problem Proving a Heintze-Karcher type inequality for hypersurfaces with capillary boundary.
method Using a mixed boundary value problem in Reilly type formula to establish the inequality.
result New proof of Alexandrov type theorem for capillary hypersurfaces.

Study on well-posedness of vacuum Einstein equations with specific boundary conditions.

problem Well-posedness of the initial boundary value problem for vacuum Einstein equations with geometric boundary conditions.
method Analysis of conformal-mean curvature boundary data, proving dense solution space and Holmgren-type uniqueness theorem.
result Linearized problem has a solution space with dense range in CC^{\infty}, valid for general smooth linearized solutions.

We prove a quantitative version of Obata's Theorem involving the shape of functions with null mean value when compared with the cosine of distance functions from single points. The deficit between the diameters of the manifold and of the corresponding sphere is bounded likewise. These results are obtained in the genera…

2019-10-15abs ↗pdf ↗

In this paper we establish the basic tools to develop the "Calculus" associated with group-valued continuously Pansu differentiable mappings. We develop the technical machinery on which all of our results rely. In particular, the linearization of addends appearing in the Baker-Campbell-Hausdorff formula is one of the m…

2007-01-11abs ↗pdf ↗

Paper doubles Hessian estimates for special Lagrangian equation with constraints.

problem Estimating Hessian for special Lagrangian equation under general phase constraints.
method Doubling argument, Alexandrov-type theorems.
result Established Hessian estimates for special Lagrangian equation.

The skew mean curvature flow(SMCF), which origins from the study of fluid dynamics, describes the evolution of a codimension two submanifold along its binormal direction. We study the basic properties of the SMCF and prove the existence of a short-time solution to the initial value problem of the SMCF of compact surfac…

2015-02-16abs ↗pdf ↗

The study describes the structure of surfaces with constant mean curvature in 3-manifolds.

problem Understanding the geometry of surfaces with constant mean curvature in 3-manifolds.
method Proves a structure theorem describing the local geometry around points of maximum second fundamental form norm.
result Describes how ambient geometry is organized around points of maximum second fundamental form norm.

New method optimizes portfolio weights as functions, outperforming traditional approaches.

problem Optimizing portfolio weights in mean-variance models.
method Functional optimization approach, treating weights as functions of past values.
result Gradient-ascent algorithms can solve functional optimization problems for mean-variance portfolio management.

In this paper we prove a universal inequality describing the asymptotic behavior of support points for planar continuous curves. As corollaries we get an analogous result for tangent points of differentiable planar curves and some (partially known) assertions on the asymptotic of the mean value points for various class…

2010-07-01abs ↗pdf ↗

The study proves a rigidity theorem for compact manifolds with boundary.

problem Rigidity of compact manifolds with boundary in low dimensions.
method Dimension reduction argument for mean curvature, extending Schoen-Yau's for scalar curvature.
result Sharp spherical radius rigidity and best NNSC fill-in in terms of mean curvature.

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased downwards --- and when gathering more complicated data --- running hypothesis tests on c…

2018-06-06abs ↗pdf ↗

The intention of this article is to give a flavour of some global problems in General Relativity. We cover a variety of topics, some of them related to the fundamental concept of 'Cauchy hypersurfaces': (1) structure of globally hyperbolic spacetimes, (2) the relativistic initial value problem, (3) constant mean curvat…

2006-04-12abs ↗pdf ↗

Study improves LL^{\infty} estimates and extreme value behavior in stochastic differential games.

problem Analyzing the mean-field limit of diffusive games through master equation.
method Using the Master Equation to approximate state processes and establishing LL^{\infty} estimates for the total error.
result Established NoN o \infty asymptotic behavior of upper order statistics of Nash states, initiating Extreme Value Theory for stochastic differential games.