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.

168,695 papers · 148 categories

Trend · papers per month

6481,2961,9442,592 · Jun 202019922001200920172026
48 results for multiplicity of solutions

Study finds multiple solutions for Gross-Pitaevskii equations on curved spaces.

problem Finding multiple solutions for Gross-Pitaevskii equations on Riemannian manifolds.
method Critical point theory and Γ-convergence for Ginzburg-Landau functionals, plus new isoperimetric results.
result Lower bounds on the multiplicity of solutions in terms of the topology of the velocity set.

We show that strictly stable components of Allen-Cahn minimal hypersurfaces always occur with multiplicity one. We also establish the uniqueness of solutions converging to nondegenerate hypersurfaces with multiplicity one. Our results work in all dimensions and without variational assumptions on the Allen-Cahn solution…

2019-12-19abs ↗pdf ↗

This paper solves the multiple reference model problem in RLHF with exact solutions and sample complexity guarantees.

problem Limitations of single reference models in aligning LLMs with human feedback.
method Integrates multiple reference models into RLHF frameworks, addressing theoretical challenges with exact solutions and sample complexity guarantees.
result First exact solution to the multiple reference model problem in reverse KL-regularized RLHF.

Solutions to a quadratic matrix equation are linked to strongly regular graphs and multiplicative characters.

problem Solving a specific quadratic matrix equation in Riemannian geometry.
method Constructing nonzero solutions using group rings and multiplicative characters of finite fields.
result Solutions relate to strongly regular graphs and multiplicative characters of finite fields.

GEMSS discovers multiple sparse solutions in high-dimensional data.

problem Identifying multiple sparse feature combinations in high-dimensional, underdetermined systems.
method GEMSS (Gaussian Ensemble for Multiple Sparse Solutions) uses a structured spike-and-slab prior, mixture of Gaussians, and Jaccard-based penalty to optimize a single objective function via stochastic gradient descent.
result GEMSS consistently outperforms five feature selection methods on 128 experiments and real-world datasets.

Multi-view clustering aims at integrating complementary information from multiple heterogeneous views to improve clustering results. Existing multi-view clustering solutions can only output a single clustering of the data. Due to their multiplicity, multi-view data, can have different groupings that are reasonable and …

2019-11-26abs ↗pdf ↗

Neural framework learns one solution from multiple for combinatorial problems.

problem Finding any one of many possible solutions for combinatorial problems.
method Adapts existing prediction networks to handle solution multiplicity using a selection module trained via RL.
result Framework significantly improves accuracy in solving combinatorial problems.

The Allen-Cahn system on manifolds yields multiple phase distributions.

problem Finding the number of solutions to the Allen-Cahn system on manifolds.
method Volume-fixing variations approach to classify isoperimetric clusters.
result The number of solutions is bounded by topological invariants for parallelizable manifolds.

Naz and Chaudhry [3] established multiple closed-form solutions for the basic Lucas-Uzawa model. According to Boucekkine and Ruiz-Tamarit [1] and Chilarescu [2] unique closed-form solutions exist for the basic Lucas-Uzawa model. We equate expressions for variables h(t) and u(t). We provide here condition for the unique…

2017-12-06abs ↗pdf ↗

Regression problems that have closed-form solutions are well understood and can be easily implemented when the dataset is small enough to be all loaded into the RAM. Challenges arise when data is too big to be stored in RAM to compute the closed form solutions. Many techniques were proposed to overcome or alleviate the…

2019-03-03abs ↗pdf ↗

Study on solutions of Yamabe-type equations on projective spaces.

problem Existence and multiplicity of solutions of Yamabe-type equations on projective spaces.
method Investigation of solutions invariant under cohomogeneity one actions of U(n) and Sp(n).
result Existence of degenerate solutions on projective spaces.

Proves existence of multiple solutions to a multiphasic equation on manifolds.

problem Existence of multiple solutions to a multiphasic equation with a small volume constraint.
method Lusternik-Schnirelmann and infinite-dimensional Morse theories, combined with isoperimetric theory and transversality theorem.
result Lower bound for the number of solutions depending on topological invariants.

Study hexagonal network evolution under curvature flow.

problem Understanding hexagonal network evolution under curvature flow.
method Proved local existence of classical solutions and classified homothetically shrinking solutions.
result Provided an example of network shrinking to a segment with multiplicity two.

The paper proves solutions for Yamabe equations on manifolds with boundary.

problem Existence and multiplicity of positive solutions for Yamabe equations.
method Use of isoparametric functions to prove existence and multiplicity results.
result Existence and multiplicity results for positive solutions of Yamabe equations.

This work includes a number of novel contributions for the multiple-source adaptation problem. We present new normalized solutions with strong theoretical guarantees for the cross-entropy loss and other similar losses. We also provide new guarantees that hold in the case where the conditional probabilities for the sour…

2018-05-20abs ↗pdf ↗

On a Riemannian compact manifold, we give existence and multiplicity results for solutions of elliptic PDE by introducing isometry invariances. When the groups we used have finite orbits, we get multiplicity results for equations with the classical critical Sobolev exponent, for instance the Yamabe equation. When there…

2008-04-07abs ↗pdf ↗

We consider the problem of optimal consumption of multiple goods in incomplete semimartingale markets. We formulate the dual problem and identify conditions that allow for existence and uniqueness of the solution and give a characterization of the optimal consumption strategy in terms of the dual optimizer. We illustra…

2017-05-05abs ↗pdf ↗

Paper proposes S-BOMM for optimization with multiple models, focusing on consistency.

problem Optimization challenges with multiple models of varying fidelity and accuracy.
method Set-Based Optimization with Multiple Models (S-BOMM) focusing on model consistency.
result Empirical results show S-BOMM's effectiveness in identifying good solutions across multiple models.

The existence of Dirichlet minimizing multiple-valued functions for given boundary data has been known since pioneering work of F. Almgren. Here we prove a multiple-valued analogue of the classical Plateau problem of the existence of area-minimizing mappings of the disk. Specifically, we find, for KN,K \in \mathbb N, $k…

2015-07-07abs ↗pdf ↗

We analyze an N+1N+1-player game and the corresponding mean field game with state space {0,1}\{0,1\}. The transition rate of jj-th player is the sum of his control αjα^j plus a minimum jumping rate ηη. Instead of working under monotonicity conditions, here we consider an anti-monotone running cost. We show that the mean …

2019-08-16abs ↗pdf ↗

Neural networks solve SPDEs using Wiener chaos expansion.

problem Solving stochastic partial differential equations (SPDEs) numerically.
method Using neural networks in the truncated Wiener chaos expansion.
result Approximation rates for learning SPDE solutions with noise.

A new method improves recommendation accuracy by learning from multiple networks and time-dependent user preferences.

problem Incomplete user profiles and dynamic user preferences degrade recommender quality.
method A cross-network time-aware recommender that learns from multiple source networks and develops current user models.
result The proposed solution achieves superior performance in accuracy, novelty, and diversity.

Study learning from multiple thinkers providing step-by-step solutions to problems.

problem Learning from multiple, possibly different, thinkers providing step-by-step solutions to problems.
method Active learning algorithm that uses CoT data from multiple thinkers and end-result data.
result Learning can be hard from CoT supervision provided by two or a few different thinkers, but a generic algorithm can learn efficiently.

Deep learning approximates SPDE solutions from noise trajectories.

problem Approximating solutions to stochastic partial differential equations (SPDEs).
method Uses neural networks to approximate SPDE solutions based on noise realizations.
result Accurately estimates SPDE solutions and functionals like mean and variance.

We consider a closed Riemannian manifold (Mn,g)(M^n ,g) of dimension n3n\geq 3 and study positive solutions of the equation Δgu+λu=λuq-Δ_g u + λu = λu^q, with λ>0λ>0, q>1q>1. If MM supports a proper isoparametric function with focal varieties M1M_1, M2M_2 of dimension d1d2d_1 \geq d_2 we show that for any $q<\frac{ n-d_2+2 }{n - d_2…

2019-05-22abs ↗pdf ↗

Study optimal partition problem for Q-curvature equations on Einstein manifolds.

problem Optimal partition problem for prescribed Q-curvature equation.
method Cohomogeneity one actions, higher order conformal operators, weakly coupled elliptic systems.
result Existence and multiplicity of least energy symmetric and sign-changing solutions.

Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices using the floating point Intel Pentium SIMD (Single Instruction Multiple Data) a…

2019-11-18abs ↗pdf ↗

Study optimal reinsurance pricing under model uncertainty for multiple insurers.

problem Optimal reinsurance pricing in the presence of multiple sources of model uncertainty.
method Solves a continuous-time Stackelberg game for general reinsurance contracts, considering entropy penalties and ambiguity in insurers' models.
result Reinsurer prices under a distortion of the barycentre of insurers' models, maximizing expected wealth with an entropy penalty.