Nonlocal neural networks have been proposed and shown to be effective in several computer vision tasks, where the nonlocal operations can directly capture long-range dependencies in the feature space. In this paper, we study the nature of diffusion and damping effect of nonlocal networks by doing spectrum analysis on t…
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.
168,742 papers · 148 categories
Trend · papers per month
48 results for “nonlocal diffusion”
Global minimizers for fast diffusion versus nonlocal interactions on negatively curved manifoldsmath.AP
Study finds conditions for global minimizers on curved manifolds with fast diffusion and nonlocal interactions.
problem Existence of global minimizers for a free energy functional on negatively curved manifolds.
method Investigation of Carlson-Levin type inequalities for Cartan-Hadamard manifolds.
result Establishes necessary and sufficient conditions for the existence of global energy minimizers.
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers-Moyal expansion, and this provides useful tools to under…
NKN deep neural network learns governing equations and classifies images.
problem Learning governing equations and classifying images with deep neural networks.
method Nonlocal kernel network (NKN) that is resolution independent, deep, and handles various tasks.
result NKN outperforms baseline methods in learning governing equations and image classification tasks.
A Nonlocal Approach to The Quantum Kolmogorov Backward Equation and Links to Noncommutative Geometryq-fin.MF
The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum Fokker-Planck equations, that arise from this general framework, are derived usi…
The Sinkhorn flow is a gradient flow in a nonlocal Wasserstein geometry.
problem Entropy-regularized optimal transport and its applications.
method Thermodynamic interpretation of the Sinkhorn algorithm.
result The Sinkhorn flow is the gradient flow of entropy in a nonlocal Wasserstein geometry.
We study the phase field method for the volume preserving mean curvature flow. Given an initial hypersurface we proved the existence of the weak solution for the volume preserving mean curvature flow via the reaction diffusion equation with a nonlocal term. We also show the monotonicity formula and the density up…
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions. Due to metastability, multimodal distributions are difficult to sample using standard Markov chain Monte Carlo methods. We propose a new sampling algorithm based on a birth-death mechanis…
New algorithm solves complex mean-field Schrödinger bridge problem.
problem Designing a controller for diffusion processes with nonlocal interaction.
method Generalized Hopf-Cole transform and Sinkhorn-type algorithm.
result Convergence guarantees for the proposed algorithm under mild assumptions.
New method extracts stochastic laws from data, including Lévy noise.
problem Extracting stochastic laws from data with non-Gaussian noise.
method Using normalizing flows to estimate transition density, then applying nonlocal Kramers-Moyal formulas.
result Can learn stochastic differential equations with Lévy motion.
Nonlocal Diffusions and The Quantum Black-Scholes Equation: Modelling the Market Fear Factorq-fin.MF
In this paper, we establish a link between quantum stochastic processes, and nonlocal diffusions. We demonstrate how the non-commutative Black-Scholes equation of Accardi & Boukas (Luigi Accardi, Andreas Boukas, 'The Quantum Black-Scholes Equation', Jun 2007, available at arXiv:0706.1300v1) can be written in integral f…
LA-VDM accelerates VDM using landmarks to improve data analysis.
problem Efficiently analyzing complex datasets with nonuniform sampling densities.
method Landmark-constrained two-stage normalization to accelerate VDM.
result LA-VDM accurately recovers parallel transport and converges to the connection Laplacian.
We study a class of nonlocal, energy-driven dynamical models that govern the motion of closed, embedded curves from both an energetic and dynamical perspective. Our energetic results provide a variety of ways to understand physically motivated energetic models in terms of more classical, combinatorial measures of compl…
The nonlocal Almgren problemmath.AP
Investigates convexity of minimizers under mass constraint using nonlocal perimeter and potential.
problem Convexity of minimizers under mass constraint.
method Nonlocal free energy with nonlocal perimeter and convex potential.
result Quantitative stability theorem for nonlocal free energy assuming symmetry on the potential.
Study on existence of ground states for free energy on hyperbolic space.
problem Existence of ground states for a free energy functional on hyperbolic space.
method Derived HLS-type inequalities on Cartan-Hadamard manifolds to prove existence.
result Established conditions for the existence of ground states on hyperbolic space.
New method handles complex systems with discontinuous, heavy-tailed noise.
problem Handling discontinuous, heavy-tailed Lévy noise in stochastic systems.
method Developed nonlocal Kramers-Moyal formulas for SDEs with multiplicative Lévy noise.
result Validated framework for discovering interpretable SDE models from data.
Approximates nonlocal curvature of curves using splines.
problem Approximating nonlocal curvature of planar curves.
method Extending nonlocal curvature definition, using incomplete beta function, and linear interpolating spline approximation.
result Nonlocal curvature of a planar curve can be approximated by a spline.
Paper connects Bäcklund transformations to nonlocal pseudosymmetries.
problem Finding Bäcklund transformations for differential equations.
method Factorization with nonlocal pseudosymmetries to determine Bäcklund transformations as -morphisms.
result Bäcklund transformations are determined by nonlocal pseudosymmetries' invariants.
The paper proves removable singularity for nonlocal minimal graphs.
problem Proving removable singularities for nonlocal minimal graphs.
method Analyzing -capacity zero compact sets to ensure graphs are minimal in the entire domain.
result Nonlocal minimal graphs are removable in the entire domain if they are minimal in a set of -capacity zero.
The paper studies nonlocal isoperimetric problems in hyperbolic space and finds unique minimizers for small volumes.
problem Nonlocal isoperimetric problem in hyperbolic space.
method Investigates minimization of a functional with perimeter and a nonlocal term derived from the negative power of distance.
result Geodesic balls are unique minimizers for small volumes in hyperbolic space.
The paper proves a nonlocal version of the Alexandrov Theorem for smooth boundaries.
problem Proving the nonlocal version of the Alexandrov Theorem for sets with smooth boundaries.
method Formulated a necessary and sufficient condition for the theorem to hold, used a specific formula for the tangential derivative of the nonlocal mean curvature, and applied the method of moving planes.
result The only set with smooth boundary and constant nonlocal mean curvature is an Euclidean ball.
Proposes a new nonlocal curvature tensor concept.
problem Various nonlocal curvature concepts in literature.
method Generalizes classical curvature tensor representation and uses fractional differential operator analogies.
result Introduces a new nonlocal curvature tensor.
This paper develops a novel numerical method for pricing American options in a two-asset jump-diffusion model.
problem Pricing American options under correlated two-asset jump-diffusion models using finite difference methods often fails to preserve monotonicity and accurately discretize jump integrals.
method Introduces a novel monotone integration scheme to solve 2-D Partial Integro-Differential Equations (PIDEs) efficiently and accurately.
result The proposed method ensures convergence to the viscosity solution of the variational inequality and is both -stable and consistent.
Study on existence of ground states on curved spaces with conditions on potential growth.
problem Existence of ground states for aggregation-diffusion models on Cartan-Hadamard manifolds.
method Investigation of a free energy functional on Cartan-Hadamard manifolds, considering entropy and interaction energies.
result Necessary and sufficient conditions for existence of ground states are found, depending on the growth of the attractive potential.
Using tools from spectral analysis, singular and regular perturbation theory, we develop a systematic method for analytically computing the approximate price of a derivative-asset. The payoff of the derivative-asset may be path-dependent. Additionally, the process underlying the derivative may exhibit killing (i.e. jum…
New theorem for nonlocal minimal surfaces in any dimension.
problem Classical half-space theorems for minimal surfaces.
method Established a new half-space theorem.
result Result holds in any dimension.
Nonlocal Bayesian modeling for continuous spatio-temporal dynamics
problem Handling irregular time points, sparse observations, and nonlocal interactions in spatio-temporal forecasting
method Hierarchical Bayesian framework with coordinate-based spatial basis expansion and continuous-time ODE
result Strong forecasting and uncertainty calibration
We introduce a fractional Yamabe flow involving nonlocal conformally invariant operators on the conformal infinity of asymptotically hyperbolic manifolds, and show that on the conformal spheres $(\Sn, [g_{\Sn}])$, it converges to the standard sphere up to a Möbius diffeomorphism. This result allows us to obtain extinct…
Researchers solve a nonlocal parabolic equation on manifolds using source-to-solution maps.
problem Determine Riemannian manifolds up to isometry using local source-to-solution maps.
method Comprehensive spectrum analysis and semigroup theory for nonlocal parabolic operators.
result Can determine Riemannian manifold up to isometry using local source-to-solution maps in a small open cylinder.
A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent Lévy Jumpscs.LG
Protocol diagnoses neural HJB-PIDE solvers for Lévy jumps, revealing a missing factor in their importance-proposal density.
problem Neural PDE solvers can match scalar diagnostics but miscompute operators, leading to systematic errors.
method Five-step diagnostic protocol decomposes neural solve into components, compares them with independent reference solutions.
result Corrected a missing 1/2-mixture factor in the neural method's importance-proposal density, improving control accuracy.
Finite-time extinction and smoothing effects in fractional fast diffusion on manifolds.
problem Finite-time extinction and smoothing effects in fractional fast diffusion equations.
method Nonlinear semigroups techniques, weighted spaces, fractional Green function.
result Sharp extinction rates and pointwise lower bounds for solutions.
Study proposes a nonlocal approximation of the Willmore functional using fractional Allen-Cahn energies.
problem Approximating the Willmore functional using nonlocal methods.
method Gamma-convergence and fractional Laplacian analysis in Fermi coordinates.
result Proves -limsup estimate for the proposed nonlocal approximation.
This paper presents two approaches for filter design based on stochastic distances for intensity speckle reduction. A window is defined around each pixel, overlapping samples are compared and only those which pass a goodness-of-fit test are used to compute the filtered value. The tests stem from stochastic divergences …
Study of nonlocal mean curvature and symmetry of surfaces.
problem Symmetry of surfaces with ordered nonlocal mean curvature.
method Generalization of Alexandrov's moving plane method.
result Similar result to classical setting proved in nonlocal setting.
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker-Planck equation we describe a construction of exact …
Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.
problem Time inconsistency in stochastic differential games.
method Proves existence and uniqueness of solutions to nonlocal fully-nonlinear parabolic systems.
result Generalizes stochastic game theory to include time-inconsistent preferences.
New nonlocal minimal surfaces on manifolds, proving Yau's conjecture.
problem Proving Yau's conjecture for nonlocal minimal surfaces.
method Introducing nonlocal minimal surfaces and applying min-max variational methods.
result Construction of infinitely many nonlocal -minimal surfaces on closed manifolds.
For surfaces without boundary, nonlocal notions of directional and mean curvatures have been recently given. Here, we develop alternative notions, special cases of which apply to surfaces with boundary. Our main tool is a new fractional or nonlocal area functional for compact surfaces.
Operator splitting schemes for American options under the two-asset Merton jump-diffusion modelmath.NA
The paper develops and tests operator splitting schemes for American options in a complex model.
problem Efficient numerical solution of American options under a two-asset Merton jump-diffusion model.
method Adaptation of IMEX and ADI operator splitting schemes to solve the two-dimensional PIDCP.
result Investigates and compares the convergence and performance of eight operator splitting methods.
MetaNOR: A Meta-Learnt Nonlocal Operator Regression Approach for Metamaterial Modelingcond-mat.mtrl-sci
MetaNOR learns common nonlocal kernels for efficient metamaterial modeling.
problem Efficiently modeling wave propagation in new metamaterials.
method Meta-learns a common nonlocal kernel from existing tasks and transfers this knowledge to new tasks with minimal data.
result Substantial improvements in sampling efficiency for new metamaterials.
We are concerned with hypersurfaces of with constant nonlocal (or fractional) mean curvature. This is the equation associated to critical points of the fractional perimeter under a volume constraint. Our results are twofold. First we prove the nonlocal analogue of the Alexandrov result characterizing sph…
We study hypersurfaces of with constant nonlocal (or fractional) mean curvature. This is the equation associated to critical points of the fractional perimeter functional under a volume constraint. We establish the existence of a smooth branch of periodic cylinders in , , all of th…
We prove the existence of the analog of Lawson's minimal cones for a notion of nonlocal minimal surface introduced by Caffarelli, Roquejoffre and Savin, and establish their stability/instability in low dimensions. In particular we find that there are nonlocal stable minimal cones in dimension 7, in contrast with the ca…
A new image interpolation model using sparse representation and nonlocal linear regression.
problem Image interpolation without blurring and noise.
method Sparse representation, nonlocal self-similarity, nonlocal linear regression, adaptive sub-dictionary learning, weighted encoding.
result Our method outperforms state-of-the-art methods in quantitative measures and visual quality.
In the present work, the integrable bi-Hamiltonian hierarchies related to compatible nonlocal Poisson brackets of hydrodynamic type are effectively constructed. For achieving this aim, first of all, the problem on the canonical form of a special type for compatible nonlocal Poisson brackets of hydrodynamic type is solv…
The study proves inequalities for complex operators on curved spaces.
problem Establishing inequalities for nonlocal operators on curved spaces.
method Defining and analyzing nonlocal Pucci operators on manifolds with nonnegative sectional curvatures, proving Harnack inequalities and Holder estimates.
result Harnack inequalities and Holder estimates for nonlocal operators on manifolds with nonnegative sectional curvatures.
Study on capillarity minimizers with nonlocal repulsion and gravity, proving existence and nonexistence.
problem Minimizing an energy functional with capillarity, nonlocal repulsion, and gravity.
method Quantitative isoperimetric inequalities applied to capillarity problem in a half-space.
result Existence and nonexistence of minimizers for various nonlocal kernels and masses.
For any we study -type length-preserving and area-preserving nonlocal flow of convex closed plane curves and show that these two types of flow evolve such curves into round circles in -norm.Other relevant -type nonlocal flow is also discussed when