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.
This paper shows that the time t map of the averaged Euler equations, with Dirichlet, Neumann, and mixed boundary conditions is canonical relative to a Lie-Poisson bracket constructed via a non-smooth reduction for the corresponding diffeomorphism groups. It is also shown that the geodesic spray for Neumann and mixed…
The paper develops bounds and regularity for minimal boundaries in non-smooth spaces with Ricci curvature.
problem Minimal boundaries in non-smooth spaces with Ricci curvature.
method Intrinsic theory of Laplacian bounds, PDE principle, sharp Laplacian bounds on distance function, regularity theory for perimeter-minimizing boundaries.
result Sharp Laplacian bounds and regularity results for perimeter-minimizing boundaries.
The notion of topological degree is studied for mappings from the boundary of a relatively compact strictly pseudo-convex domain in a Stein manifold into a manifold in terms of index theory of Toeplitz operators on the Hardy space. The index formalism of non-commutative geometry is used to derive analytic integral form…
We study decreasing rearrangements of functions defined on (possibly non-smooth) metric measure spaces with Ricci curvature bounded below by K>0 and dimension bounded above by N∈(1,∞) in a synthetic sense, the so called CD(K,N) spaces. We first establish a Polya-Szego type inequality stating that the $W^{…
The paper analyzes Variable Annuities with surrender charges, providing a pricing formula and optimal exercise boundary.
problem Analyzing Variable Annuities with surrender charges and early termination rights.
method Formulated as an optimal stopping problem with a discontinuous payoff, non-monotonic optimal stopping boundaries are proven continuous and regular.
result A rigorous pricing formula and optimal exercise boundary for surrender options are derived.
We discuss the radiation problem of total reflection for a time-harmonic generalized Maxwell system in a non-smooth exterior domain with non-smooth inhomogeneous, anisotropic coefficients converging near infinity with a certain rate towards the identity. By means of the limiting absorption principle, a Fredholm alterna…
We consider a global, nonlinear version of the Whitney extension problem for manifold-valued smooth functions on closed domains C, with non-smooth boundary, in possibly non-compact manifolds. Assuming C is a submanifold with corners, or is compact and locally convex with rough boundary, we prove that the restrictio…
We introduce non-smooth symplectic forms on manifolds and describe corresponding Poisson structures on the algebra of Colombeau generalized functions. This is achieved by establishing an extension of the classical map of smooth functions to Hamiltonian vector fields to the setting of non-smooth geometry. For mildly sin…
We consider the problem of finding local minimizers in non-convex and non-smooth optimization. Under the assumption of strict saddle points, positive results have been derived for first-order methods. We present the first known results for the non-smooth case, which requires different analysis and a different algorithm…
In the framework of Lorentzian warped products, we study the Friedmann-Robertson-Walker cosmological model to investigate non-smooth curvatures associated with multiple discontinuities involved in the evolution of the universe. In particular we analyze non-smooth features of the spatially flat Friedmann-Robertson-Walke…
The question whether a Riemannian manifold is geodesically connected can be studied from geometrical as well as variational methods, and accurate results can be obtained by using the associated distance and related properties of the positive-definiteness. It is natural to state this problem in manifolds with (possibly …
In this paper, we develop a novel {\bf ho}moto{\bf p}y {\bf s}moothing (HOPS) algorithm for solving a family of non-smooth problems that is composed of a non-smooth term with an explicit max-structure and a smooth term or a simple non-smooth term whose proximal mapping is easy to compute. The best known iteration compl…
We investigate a generalization of the so-called metric splitting of globally hyperbolic space-times to non-smooth Lorentzian manifolds and show the existence of this metric splitting for a class of wave-type space-times. Our approach is based on smooth approximations of non-smooth space-times by families (or sequences…
Algebras of generalized functions offer possibilities beyond the purely distributional approach in modelling singular quantities in non-smooth differential geometry. This article presents an introductory survey of recent developments in this field and highlights some applications in mathematical physics.
We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of ℓ∞ regression, we achieves an O(ε−4/5) iteration complexity, breaking the O(ε−1) barrier so far present for previous methods. We arrive at a similar rate fo…
We deliver examples of non-Gromov hyperbolic tube domains with convex bases (equipped with the Kobayashi distance). This is shown by providing a criterion on non-Gromov hyperbolicity of (non-smooth) domains.The results show the similarity of geometry of the bases of non-Gromov hyperbolic tube domains with the geometry …
In high dimensional sparse regression, pivotal estimators are estimators for which the optimal regularization parameter is independent of the noise level. The canonical pivotal estimator is the square-root Lasso, formulated along with its derivatives as a "non-smooth + non-smooth" optimization problem. Modern technique…