The non-vanishing conjecture implies the abundance conjecture in certain cases.
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.
Trend · papers per month
This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with segments of equal size, the composite dimension can be expressed as a function …
Study provides bounds for estimating intrinsic dimension using Gaussian kernels.
Study numerical invariants under retraction maps between topological spaces.
Let be a compact connected strongly pseudoconvex manifold of real dimension in . For , Yau solved the complex Plateau problem of hypersurface type by checking a bunch of Kohn-Rossi cohomology groups in 1981. In this paper, we generalize Yau's conjecture on some numerical invarian…
In this note, we continue the investigation of a projective Kähler manifold of semi-negative holomorphic sectional curvature . We introduce a new differential geometric numerical rank invariant which measures the number of linearly independent {\it truly flat} directions of in the tangent spaces. We prove th…
Numerical discovery matches eta invariant on Berger spheres with conformal anomaly on round spheres.
Analyzes Kodaira-Iitaka dimension and multiplicity using intersection theory.
We investigate the secant dimensions and the identifiablity of flag varieties parametrizing flag of sub vector spaces of a fixed vector space. We give numerical conditions ensuring that secant varieties of flag varieties have the expected dimension, and that a general point on these secant varieties is identifiable.
Classifies holomorphic parabolic geometries on complex manifolds.
Study uses neural networks to solve complex equations efficiently.
A new method optimizes Fourier pricing for multi-asset options using adaptive quadrature.
Criterion for solvability of complex 2-Hessian equation on compact Kähler manifolds.
Paper introduces a new deep-learning method for quantum mechanics.
Unified method for calculating financial option prices from characteristic functions.
Numerically estimates Colding-Minicozzi entropies of self-shrinkers.
We provide notions of numerical effectiveness and numerical flatness for Higgs vector bundles on compact Kähler manifolds in terms of fibre metrics. We prove several properties of bundles satisfying such conditions and in particular we show that numerically flat Higgs bundles have vanishing Chern classes, and that they…
Two types of nonvanishing results are presented for compact Kähler varieties.
A contour integral method recently proposed by Weideman [IMA J. Numer. Anal., to appear] for integrating semi-discrete advection-diffusion PDEs, is extended for application to some of the important equations of mathematical finance. Using estimates for the numerical range of the spatial operator, optimal contour parame…
A numerical expression in the form of an integral is given for the determinant of the scalar GJMS operator on an odd--dimensional sphere. Manipulation yields a curious sum formula for the logdet in terms of the logdets of the ordinary conformal Laplacian for other dimensions. A few graphs are drawn.
Invariant kernels reduce rank and improve generalization across dimensions.
CA-PCA improves manifold dimension estimation by accounting for curvature.
Study on elasticity with mixed boundary conditions, proving spectral asymptotics.
A result is given to find points where a real valued function on the plane is not smooth. Provided this function is induced by a smooth mapping from three dimensions to the plane, from a function on surfaces in three dimensions. This has applications to numerical methods such as image processing.
This work improves scalability of Wasserstein distances in high dimensions.
The defining equations for Killing vector fields and conformal Killing vector fields are overdetermined systems of PDE. This makes it difficult to solve the systems numerically. We propose an approach which reduces the computation to the solution of a symmetric eigenvalue problem. The eigenvalue problem is then solved …
The functional determinants of the GJMS scalar operators, P_{2k}, on even-dimensional spheres are computed via Barnes multiple gamma functions relying on the numerical availability of the digamma function. For the critical k=d/2 case, it is necessary to calculate the Stirling moduli. The multiplicative anomalies are gi…
Uniform proof of -injectivity for certain maps in low dimensions.
Twelve numerical methods for Poisson geometry concepts.
Study identifies numerical signs of blow-up in hydrodynamic equations.
The aim of this chapter is to show how option prices in jump-diffusion models can be computed using meshless methods based on Radial Basis Function (RBF) interpolation. The RBF technique is demonstrated by solving the partial integro-differential equation (PIDE) in one-dimension for the American put and the European va…
Study geometric manifolds in arbitrary dimensions, focusing on maps and diffeomorphisms.
Enhances SDR via Hellinger correlation for better data dependency understanding.
Paper proposes a new clustering model that preserves cluster recovery with fewer dimensions.
The paper studies the dimension of limit sets using variational principles and stationary measures.
We review properties of affine special Kaehler structures focusing on singularities of such structures in the simplest case of real dimension two. We describe all possible isolated singularities and compute the monodromy of the flat symplectic connection, which is a part of a special Kaehler structure, near a singulari…
A new method reduces high-dimensional parameter spaces for faster numerical tasks.
With the advent of massive data sets much of the computational science and engineering community has moved toward data-intensive approaches in regression and classification. However, these present significant challenges due to increasing size, complexity and dimensionality of the problems. In particular, covariance mat…
Loss functions with a large number of saddle points are one of the major obstacles for training modern machine learning models efficiently. First-order methods such as gradient descent are usually the methods of choice for training machine learning models. However, these methods converge to saddle points for certain ch…
In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension reduction, which accelerates computations, but also creates random approximation error.…
This paper presents several numerical applications of deep learning-based algorithms that have been introduced in [HPBL18]. Numerical and comparative tests using TensorFlow illustrate the performance of our different algorithms, namely control learning by performance iteration (algorithms NNcontPI and ClassifPI), contr…
New method for Bayesian inference in infinite dimensions using SDMs.
A simple spin system is constructed to simulate dynamics of asset prices and studied numerically. The outcome for the distribution of prices is shown to depend both on the dimension of the system and the introduction of price into the link measure. For dimensions below 2, the associated risk is high and the price distr…
The article characterizes complex torus quotients with numerical conditions.
The wavelet Maximum Entropy on the Mean (wMEM) approach to the MEG inverse problem is revisited and extended to infer brain activity from full space-time data. The resulting dimensionality increase is tackled using a collection of techniques , that includes time and space dimension reduction (using respectively wavelet…
Efficiently solves high-dimensional ODEs with probabilistic methods.
We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally adaptive and has the potential to work in rather high dimensions. The framework is qui…
In many fields of science, high-dimensional integration is required. Numerical methods have been developed to evaluate these complex integrals. We introduce the code i-flow, a python package that performs high-dimensional numerical integration utilizing normalizing flows. Normalizing flows are machine-learned, bijectiv…