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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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0111 · Jun 201719922001200920172026
11 results for mollification

Smooth curves from polygonal chains with vertex preservation and explicit curvature control.

problem Preserving vertices while smoothing polygonal chains to CC^{\infty} curves.
method Directional mollification operator for polygonal chains.
result Smooth curves that intersect original vertices and maintain explicit curvature bounds.

Proves spacetime positive mass theorem with corners.

problem Proving a positive mass theorem for spacetime with corners.
method Deformation theorem with corner conditions, asymptotically flat initial data.
result Exterior end satisfies EPE \ge |P| in every dimension n3n \ge 3.

We investigate regularization of riemannian metrics by mollification. Assuming both-sided bounds on the Ricci tensor and a lower injectivity radius bound we obtain a uniform estimate on the change of the sectional curvature. Actually, our result holds for any metric with a uniform bound on the W2,pW^{2,p}-harmonic radius…

2020-01-14abs ↗pdf ↗

In this paper, we construct local and global solutions to the Kähler-Ricci flow from a non-collapsed Kähler manifold with curvature bounded from below. Combines with the mollification technique of McLeod-Simon-Topping, we show that the Gromov-Hausdorff limit of sequence of complete noncompact non-collapsed Kähler manif…

2019-10-06abs ↗pdf ↗

Local smoothing of metrics with small curvature, removing Ricci curvature condition.

problem Establishing local smoothing of metrics with curvature concentration.
method Local mollification, removing Ricci curvature condition, Sobolev constants and volume growth.
result Compactness of manifolds with small curvature concentration under Ahlfors regularity and Sobolev constant.

New algorithms minimize noisy, irregular functions without gradients.

problem Minimizing noisy, irregular, and algebraically intractable functions.
method Generalized gradient descent recursion with smooth approximations.
result Convergence results under weak assumptions on function regularity.

New method smooths integrands for efficient option pricing.

problem Improving numerical performance of option pricing methods.
method Combining hierarchical adaptive sparse grids, quasi-Monte Carlo, and numerical smoothing.
result Improved efficiency of ASGQ and QMC methods for high-dimensional problems.