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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

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9192837 · May 202619922001200920172026
48 results for multipole expansion

A multi-scale model predicts atomic-scale properties using both local and long-range information.

problem Inability of machine-learning schemes to capture long-range physical effects.
method Combines local and non-local information in a multipole expansion framework.
result Demonstrates the ability to model electrostatics, polarization, and dispersion.

A new EnKF method for elliptic PDEs reduces dimensionality for accurate state estimation.

problem Elliptic PDEs in fluid flows make traditional EnKF regularization ineffective.
method Low-rank factorization of the Kalman gain based on the Jacobian spectrum.
result Inference can be performed in a low-dimensional subspace of the state space.

We have obtained Finslerian Ressiner-Nordstrom solution where it is asymptotic to a Finsler spacetime with constant flag curvature while rr\rightarrow\infty. The covariant derivative of modified Einstein tensor in Finslerian gravitational field equation for this solution is conserved. The symmetry of the special Finsl…

2018-05-08abs ↗pdf ↗

Classification of toric self-dual Einstein gravitational instantons with negative cosmological constant

problem Classification of toric self-dual Einstein gravitational instantons
method Proving that if the conformal Kähler structure associated to one of the torus Killing fields is global and extends to an ALE manifold with no additional fixed points, then the corresponding self-dual Einstein instanton is precisely given by the infinite class of multipole solutions
result The classification of toric self-dual Einstein gravitational instantons is precisely given by the infinite class of multipole solutions

A new graph neural network framework captures long-range interactions efficiently.

problem Efficiently modeling long-range interactions in graph neural networks for PDEs.
method Proposes a multi-level graph neural network framework using multipole methods.
result Captures interaction at all ranges with only linear complexity, learning discretization-invariant solution operators.

The paper explores efficient graph algorithms on geometric graphs and their computational limits.

problem Efficiently solving spectral graph theory problems on geometric graphs.
method Investigates algorithms and hardness results for multiplying vectors, finding spectral sparsifiers, and solving Laplacian systems on K\mathsf{K}-graphs.
result Formal limitations on subquadratic time algorithms for spectral graph theory problems on geometric graphs, including the Gaussian kernel and Neural tangent kernels.

It is well known that any 4-dimensional hyperkahler metric with two commuting Killing fields may be obtained explicitly, via the Gibbons-Hawking Ansatz, from a harmonic function invariant under a Killing field on R^3. In this paper, we find all selfdual Einstein metrics of nonzero scalar curvature with two commuting Ki…

2001-05-31abs ↗pdf ↗

The paper derives expansions for Green's operators and resolvents using Hadamard methods.

problem Analyzing normally hyperbolic operators and their Green's functions.
method Hadamard expansions for powers of Green's operators and resolvents.
result Derives expansions involving Hadamard coefficients for advanced/retarded Green's operators.

Analytic torsion expansions for symmetric and complex homogeneous spaces.

problem Calculating the full asymptotic expansion of analytic torsion for various spaces.
method Explicit calculation and comparison with existing results.
result Explicit full asymptotic expansions for symmetric and complex homogeneous spaces.

A new hypergraph expansion method treats vertices and hyperedges equally, improving node classification.

problem Information loss in hypergraph expansions on either vertex or hyperedge level.
method Proposes a new hypergraph formulation named line expansion (LE) that treats vertices and hyperedges symmetrically.
result The proposed line expansion method outperforms state-of-the-art baselines on five hypergraph datasets.

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

problem Analyzing oscillatory integrals with complex phase functions.
method Using asymptotic expansions of simpler phase functions to derive results for more complex cases.
result Explicit computation of coefficients in asymptotic expansions for certain integrals.

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.

In the planar limit of the 't Hooft expansion, the Wilson-loop average in 3d Chern-Simons theory (i.e. the HOMFLY polynomial) depends in a very simple way on representation (the Young diagram), so that the (knot-dependent) Ooguri-Vafa partition function becomes a trivial KP tau-function. We study higher genus correctio…

2013-03-05abs ↗pdf ↗

Paper calculates third coefficient in Kaehler-Einstein metric expansion.

problem Understanding Kaehler-Einstein metrics and their epsilon functions.
method Computes the third coefficient in the TYCZ-expansion of the epsilon function.
result Discovers the vanishing of the third coefficient's significance.

Study on heat trace expansion for thermoelastic Dirichlet-to-Neumann map.

problem Asymptotic expansion of heat trace for thermoelastic Dirichlet-to-Neumann map.
method Provided a method to obtain all coefficients of the asymptotic expansion.
result Explicitly gave the first two coefficients involving volume and total mean curvature of the boundary.

The paper proposes and proves asymptotic expansions for quantum invariants.

problem Quantum invariants and their expansions under varying metrics.
method Asymptotic expansion conjectures for relative Reshetikhin-Turaev, Turaev-Viro invariants and quantum 6j-symbols.
result Proved asymptotic expansions for special cases, showing geometric dependence on metrics.

New method models portfolios with leptokurtic risk factors using Gram-Charlier expansions.

problem Modeling portfolios with excess kurtosis.
method GC-like expansions of the hyperbolic-secant law to account for leptokurtosis.
result Portfolio distribution with risk factors modeled as GC-like expansions of the HS law.

Develops AMITE for analyzing neural network nonlinearities.

problem Addressing difficulties in verification, explainability, and security in neural network analysis.
method Analytically modified integral transform expansion (AMITE) for neural network nonlinearities.
result First to provide six mutually exclusive desired expansion properties.

The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff func- tions. The result provides a validat…

2010-04-13abs ↗pdf ↗

The paper uses polyhedral expansions to capture the shape of compact metric spaces.

problem Capturing the shape of compact metric spaces using finite approximations.
method Inverse sequences of polyhedra based on finite approximations of a compact metric space.
result Proves the General Principle and computes inverse persistent homology groups.

We quantify predictive uncertainty using the posterior predictive variance.

problem Quantifying uncertainty in predictive models.
method Using the law of total variance, we generate expansions for the posterior predictive variance.
result Identify the main contributors to prediction intervals and quantify term-wise uncertainty.

For any strictly positive martingale S=exp(X)S = \exp(X) for which XX has a characteristic function, we provide an expansion for the implied volatility. This expansion is explicit in the sense that it involves no integrals, but only polynomials in the log strike. We illustrate the versatility of our expansion by computing t…

2012-07-01abs ↗pdf ↗

Researchers calculate the second coefficient in the expansion of a Toeplitz operator.

problem Analyzing the second coefficient in the semi-classical expansion of Toeplitz operators.
method Functional calculus of Toeplitz operators with Reeb vector fields and asymptotic analysis.
result The second coefficient of the expansion is calculated.

Density expansions for hypoelliptic diffusions (X1,...,Xd)(X^1,...,X^d) are revisited. In particular, we are interested in density expansions of the projection (XT1,...,XTl)(X_T^1,...,X_T^l), at time T>0T>0, with ldl \leq d. Global conditions are found which replace the well-known "not-in-cutlocus" condition known from heat-kernel asymptot…

2011-11-10abs ↗pdf ↗

We introduce an asymptotic small noise expansion, a so called vol-of-vol expansion, for potentially infinite dimensional and rough stochastic volatility models. Thereby we extend the scope of existing results for finite dimensional models and validate claims for infinite dimensional models. Furthermore we provide new, …

2019-10-08abs ↗pdf ↗

For an orientable surface SS of finite topological type with genus g3g \geq 3, we construct a finite set of curves whose union of iterated rigid expansions is the curve graph of SS. The set constructed, and the method of rigid expansion, are closely related to Aramayona and Leiniger's finite rigid set, and in fact a …

2016-11-23abs ↗pdf ↗

An overview of the perturbative expansion of the Chern--Simons path integral is given. The main goal is to describe how trivalent graphs appear: as they already occur in the perturbative expansion of an analogous finite-dimensional integral, we discuss this case in detail.

2005-04-24abs ↗pdf ↗

We investigate the analogy between the large N expansion in normal matrix models and the asymptotic expansion of the determinant of the Hilb map, appearing in the study of critical metrics on complex manifolds via projective embeddings. This analogy helps to understand the geometric meaning of the expansion of matrix m…

2013-09-27abs ↗pdf ↗

Using sequence to sequence algorithms for query expansion has not been explored yet in Information Retrieval literature nor in Question-Answering's. We tried to fill this gap in the literature with a custom Query Expansion engine trained and tested on open datasets. Starting from open datasets, we built a Query Expansi…

2018-12-25abs ↗pdf ↗

Study local expansions of continuous-time processes using Ito signature properties.

problem Analyzing local expansions of continuous-time processes and their moments.
method Using the Ito signature, a basis of iterated integrals, to conduct expansions of the process' characteristic function.
result Explicit coefficients and stochastic representations for asymptotics as time shrinks or diverges.