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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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21426283 · Jun 202019922001200920172026
48 results for nonlinear subequations

We address the restriction problem for viscosity subsolutions of a fully nonlinear PDE on a manifold Z. The constraints on the restrictions of smooth subsolutions to a submanifold X in Z determine a restricted subequation on X. The problem is to show that general (upper semi-continuous) subsolutions restrict to satisfy…

2011-01-25abs ↗pdf ↗

We study the problem of removable singularities for degenerate elliptic equations. Let F be a fully nonlinear second-order partial differential subequation of degenerate elliptic type on a manifold X. We study the question: Which closed subsets E in X have the property that every F-subharmonic function (subsolution) on…

2013-03-02abs ↗pdf ↗

We introduce and investigate the notion of a `generalized equation' of the form f(D2u)=0f(D^2 u)=0, based on the notions of subequations and Dirichlet duality. Precisely, a subset HSym2(Rn){\mathbb H}\subset {\rm Sym}^2({\mathbb R}^n) is a generalized equation if it is an intersection ${\mathbb H} = {\mathbb E}\cap (-\widetilde{\ma…

2019-01-21abs ↗pdf ↗

Estimates for polynomial operators using determinant majorization and subharmonics.

problem Bounding solutions of polynomial operators on Euclidean domains.
method Combines Alexandrov estimate and determinant majorization, using subharmonics and semiconvex approximation.
result Includes classical Alexandrov-Bakelman-Pucci estimate for linear operators.

This article introduces the degenerate special Lagrangian equation (DSL) and develops the basic analytic tools to construct and study its solutions. The DSL governs geodesics in the space of positive graph Lagrangians in Cn.\mathbb{C}^n. Existence of geodesics in the space of positive Lagrangians is an important step in…

2015-06-26abs ↗pdf ↗

In this paper, we study the singular sets of FF-subharmonic functions u:B2(0n)Ru: B_{2}(0^{n})\rightarrow\mathbf{R}, where FF is a subequation. The singular set S(u)B2(0n)\mathcal{S}(u)\subset B_{2}(0^{n}) has a stratification $\mathcal{S}^{0}(u)\subset\mathcal{S}^{1}(u)\subset\cdots\subset\mathcal{S}^{k}(u)\subset\cdots\subset\mat…

2016-10-31abs ↗pdf ↗

We solve the nonlinear Dirichlet problem (uniquely) for functions with prescribed asymptotic singularities at a finite number of points, and with arbitrary continuous boundary data, on a domain in euclidean space. The main results apply, in particular, to subequations with a Riesz characteristic p2p \geq 2. In this cas…

2015-08-12abs ↗pdf ↗

There is an interesting potential theory associated to each degenerate elliptic, fully nonlinear equation f(D2u)=0f(D^2u) = 0. These include all the potential theories attached to calibrated geometries. This paper begins the study of tangents to the subsolutions in these theories, a topic inspired by the results of Kiselman …

2014-08-25abs ↗pdf ↗

This paper presents a simple, self-contained account of Garding's theory of hyperbolic polynomials, including a recent convexity result of Bauschke-Guler-Lewis-Sendov and an inequality of Gurvits. This account also contains new results, such as the existence of a real analytic arrangement of the eigenvalue functions. I…

2009-12-29abs ↗pdf ↗

We explain how to apply techniques from integrable systems to construct 2k2k-soliton homoclinic wave maps from the periodic Minkowski space S1×R1S^1\times R^1 to a compact Lie group, and more generally to a compact symmetric space. We give a correspondence between solutions of the -1 flow equation associated to a compact …

2003-11-06abs ↗pdf ↗

Study of weighted nonlinear flags in symplectic geometry.

problem Understanding the geometry of weighted nonlinear flags.
method Generalizing weighted nonlinear Grassmannians to Frechet manifolds and using them to describe coadjoint orbits.
result Description of coadjoint orbits of Hamiltonian diffeomorphisms using weighted isotropic nonlinear flags.

This part II of the paper is concerned with questions of existence and uniqueness of tangents in the special case of G-plurisubharmonic functions, where G is a compact subset of the Grassmannian of p-planes in Rn{\mathbb R}^n. An upper semi-continuous function u on an open set ΩΩ in Rn{\mathbb R}^n is G-plurisubharmon…

2014-08-25abs ↗pdf ↗

For a system of second order differential equations we determine a nonlinear connection that is compatible with a given generalized Lagrange metric. Using this nonlinear connection, we can find the whole family of metric nonlinear connections that can be associated with a system of SODE and a generalized Lagrange struc…

2004-12-06abs ↗pdf ↗

A nonlinear flag is a finite sequence of nested closed submanifolds. We study the geometry of Frechet manifolds of nonlinear flags, in this way generalizing the nonlinear Grassmannians. As an application we describe a class of coadjoint orbits of the group of Hamiltonian diffeomorphisms that consist of nested symplecti…

2020-02-11abs ↗pdf ↗

Proposes a new method for nonlinear Bayesian updates using ensemble kernel regression.

problem Nonlinear and non-Gaussian Bayesian updates for complex systems.
method Combines Kalman filtering for observed components and kernel density estimation for unobserved components, with subsampling and clustering.
result Reduces estimation errors in highly nonlinear scenarios compared to standard linear updates.

Study solves inverse problems for equations with fractional nonlinearities.

problem Solving inverse problems for semilinear elliptic equations with fractional power nonlinearities.
method Higher order linearization method adapted for fractional order.
result Results of previous studies remain valid for general power nonlinearities.

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.

The paper introduces a fast algorithm for learning and forecasting nonlinear dynamics from noisy time series data.

problem Challenges in capturing nonlinear dynamics from noisy time series data.
method A projected nonlinear state-space model with kernel functions applied to projected lines.
result The model effectively learns and forecasts complex nonlinear dynamics with computational efficiency.

AdaKoop efficiently models nonlinear dynamics from nonstationary data streams.

problem Capturing nonlinear dynamics in nonstationary data streams with computational efficiency.
method Koopman operator theory and probabilistic framework for streaming data.
result AdaKoop outperforms state-of-the-art methods in real-time forecasting accuracy and efficiency.

JULIA combines multi-linear and nonlinear models for tensor completion.

problem Complex patterns in real-world tensors require a unified model.
method JULIA unifies multi-linear and nonlinear models with flexible component assignment and efficient alternating optimization.
result JULIA outperforms existing methods in large-scale tensor completion.

Bayesian filtering approach identifies nonlinear restoring forces in dynamic systems.

problem Identification of nonlinear dynamic systems in engineering.
method Modeling the nonlinear restoring force as a Gaussian process, converting it to a state-space model, and inferring internal states and the nonlinear restoring force through filtering and smoothing.
result The approach effectively identifies nonlinear restoring forces in both simulated and experimental datasets.

Unified analysis for nonlinear parametric models in Bayesian optimization.

problem Limited theoretical guarantees for nonlinear parametric models in Bayesian optimization.
method Kernel-based framework for analyzing regularized nonlinear parametric models trained on adaptively collected data.
result Unified convergence guarantees for nonlinear acquisition and surrogate models.

The paper develops adaptive deep learning methods for nonlinear time series models.

problem Estimating mean functions of non-stationary and nonlinear time series models.
method Develops non-penalized and sparse-penalized DNN estimators for general non-stationary time series, derives minimax lower bounds, and shows the sparse-penalized DNN estimator is adaptive and optimal.
result Sparse-penalized DNN estimator achieves minimax optimal rates for many nonlinear AR models.

This paper tackles efficient optimization for nonlinear embeddings in similarity learning.

problem Learning similarity with nonlinear embeddings is challenging due to the large number of pairs.
method Detailed derivations and efficient optimization methods for nonlinear embeddings are developed.
result Efficient optimization methods for nonlinear embeddings are shown to be highly effective.

The development of algorithms for unsupervised pattern recognition by nonlinear clustering is a notable problem in data science. Markov clustering (MCL) is a renowned algorithm that simulates stochastic flows on a network of sample similarities to detect the structural organization of clusters in the data, but it has n…

2019-12-27abs ↗pdf ↗

Constructs differential characters on nonlinear Graßmannians.

problem No specific problem stated; focuses on mathematical construction.
method Using a nonlinear version of the tautological bundle, a transgression map is constructed from MM to nonlinear Graßmannians of submanifolds of fixed type.
result Obtains prequantum circle bundles and central Lie group extensions.

Stock networks, constructed from stock price time series, are a well-established tool for the characterization of complex behavior in stock markets. Following Mantegna's seminal paper, the linear Pearson's correlation coefficient between pairs of stocks has been the usual way to determine network edges. Recently, possi…

2018-04-26abs ↗pdf ↗

The paper introduces a framework to assess nonlinear causality in financial markets.

problem Identifying and quantifying co-dependence between financial instruments.
method Transfer entropy and convergent cross-mapping methods to assess linear and nonlinear causality.
result Stock indices exhibit significant nonlinear causality, and correlation underestimates causality.

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

Non-Markovian point process shows power-law scaling, similar to nonlinear Markovian process.

problem Understanding the scaling behavior of non-Markovian point processes.
method Analyzed a confined fractional Brownian motion-driven point process and compared it to a nonlinear Markovian process.
result A nonlinear Markovian process can reproduce the power-law scaling behavior of a non-Markovian point process.

Paper accelerates nonlinear mapping in online systems with lower time complexity.

problem Speeding up nonlinear mapping in online systems.
method Integrates an acceleration module into Dendrite Net (DD) to reduce time complexity.
result DD with AC has lower time complexity while maintaining nonlinear mapping and system identification properties.

New framework IIA identifies innovations in general nonlinear vector autoregressive processes.

problem Limited generality of NVAR models due to additive innovation assumption.
method Independent Innovation Analysis (IIA) framework, assuming mutual independence and modulation by an auxiliary variable.
result Guarantees identifiability of innovations with arbitrary nonlinearities, up to permutation and component-wise invertible nonlinearities.