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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.

169,181 papers · 148 categories

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79159238317 · Jun 202019922001200920182026
48 results for numerical flow

The paper analyzes numerical instability in variational flows and proposes a diagnostic method.

problem Numerical instability in variational flows affects sampling, density evaluation, and ELBO estimation.
method Treated variational flows as dynamical systems, used shadowing theory for theoretical guarantees, and developed a diagnostic procedure.
result Despite numerical instability, results from variational flows can be accurate enough for practical applications.

Study shows different behaviors of noncompact hypersurfaces under mean curvature flow.

problem Analyzing stability of noncompact hypersurfaces with curvature blowup.
method Numerical overlap method to construct global solutions.
result Existence of near and far classes of initial data leading to distinct behaviors.

A new gradient flow for MMD with closed-form implementation.

problem Existing gradient flows either lack tractable numerical implementation or require strong assumptions.
method Introduces a (de)-regularized Maximum Mean Discrepancy (DrMMD) and its gradient flow.
result Guarantees near-global convergence for a broad class of targets in both continuous and discrete time.

Study proposes curvature flow model for Drosophila dorsal closure.

problem Modeling and understanding Drosophila dorsal closure during embryonic development.
method Curvature-based mathematical model, analysis of maximum-principle and integral-estimates, numerical approximation scheme.
result Established global existence and convergence for the model.

We present numerical visualizations of Ricci Flow of surfaces and 3-dimensional manifolds of revolution. Ricci_rot is an educational tool which visualizes surfaces of revolution moving under Ricci flow. That these surfaces tend to remain embedded in R3 is what makes direct visualization possible. The numerical lessons …

2004-06-09abs ↗pdf ↗

Study Chen's flow of curves in two settings: closed circles and lines, identifying geometric conditions for global behavior.

problem Understanding the global behavior of Chen's flow of curves in two settings.
method Investigated two settings: closed immersed ω-circles and immersed lines with a cocompactness condition. Analyzed geometric conditions and curvature effects.
result Identified conditions ensuring the flow shrinks every initial curve to a point, including a rescaling method.

Variational approximations for curve flows on Riemannian manifolds.

problem Approximating solutions to curvature and elastic flow problems on Riemannian manifolds.
method Variational formulations, finite element approximations, piecewise linear elements, stability analysis.
result Derived schemes can compute rotationally symmetric self-shrinkers and geodesics.

Researchers develop a numerical method to compute the index of self-shrinkers, finding it to be 5 for the Angenent torus.

problem Computing the index of unstable self-shrinkers in mean curvature flow.
method Numerical method for computing the Morse index of rotationally symmetric self-shrinkers.
result The index of the Angenent torus is 5, with two additional variations found.

This work considers the question of whether mean-curvature flow can be modified to avoid the formation of singularities. We analyze the finite-elements discretization and demonstrate why the original flow can result in numerical instability due to division by zero. We propose a variation on the flow that removes the nu…

2012-03-30abs ↗pdf ↗

We implement methods from computational homology to obtain a topological signal of singularity formation in a selection of geometries evolved numerically by Ricci flow. Our approach, based on persistent homology, produces precise, quantitative measures describing the behavior of an entire collection of data across a di…

2015-02-09abs ↗pdf ↗

We study the evolution of wormhole geometries under Ricci flow using numerical methods. Depending on values of initial data parameters, wormhole throats either pinch off or evolve to a monotonically growing state. The transition between these two behaviors exhibits a from of critical phenomena reminiscent of that obser…

2008-08-06abs ↗pdf ↗

We consider the general Kähler-Ricci flows which exist for all time. The zeroth order control on the flow metric potential for various infinite time singularities is the focus. The possible semi-amplness for numerically effective classes serves as the main motivation.

2014-08-26abs ↗pdf ↗

Paper solves trade-off between internalisation and externalisation in stochastic trade flows.

problem Managing risk in stochastic trade flows between internalisation and externalisation.
method Derives almost-closed-form solutions using Almgren-Chriss framework for quadratic execution costs. Uses numerical methods for more general cases. Proposes reinforcement learning as an alternative.
result Almost-closed-form solutions and numerical methods for optimal strategies.

We use numerical techniques to study the formation of singularities in Ricci flow. Comparing the Ricci flows corresponding to a one parameter family of initial geometries on S^3 with varying amounts of S^2 neck pinching, we find critical behavior at the threshold of singularity formation.

2003-06-07abs ↗pdf ↗

The paper accelerates gradient flows on probability distributions using optimal control theory.

problem Optimizing probability distributions efficiently.
method Variational formulation and Hamilton's equations for accelerated gradient flows.
result The method achieves accelerated density transport from any initial distribution to a target distribution.

Using the conformally invariant Cotton tensor, we define a geometric flow, the "Cotton flow", which is exclusive to three dimensions. This flow tends to evolve the initial metrics into conformally flat ones, and is somewhat orthogonal to the Yamabe flow, the latter being a flow within a conformal class. We define an en…

2008-03-11abs ↗pdf ↗

Paper proposes efficient training for normalizing flows in Boltzmann generators.

problem Training normalizing flows for Boltzmann generators is computationally challenging and unstable.
method Regression Training of Normalizing Flows (RegFlow) using 2\ell_2-regression.
result RegFlow enables efficient and stable training of normalizing flows for Boltzmann generators.

A new method for optimization in probability space using Newton's flows.

problem Optimization in probability space with information metrics.
method Information Newton's flows, including Fisher-Rao and Wasserstein-2 metrics, with Newton's Langevin dynamics and variational methods.
result Effective numerical implementation and convergence results for the proposed method.

A new gradient flow framework for distributionally robust optimization.

problem Optimizing under uncertainty with worst-case distributional constraints.
method Gradient flow theory applied to distributionally robust optimization.
result Practical algorithms for sampling from worst-case distributions.

A robot learns environmental fields using physics-based models and Bayesian methods.

problem Accurately learning complex environmental fields from limited robot measurements.
method Bayesian framework with Gaussian processes to select and update physics-based models in real-time.
result The robot's learned flow field approximates real flow better than prior solutions and data-driven methods.

Study Kähler-Ricci flow on rational homogeneous varieties using algebraic geometry and representation theory.

problem Analyzing the Kähler-Ricci flow on rational homogeneous varieties.
method Combining projective algebraic geometry and representation theory of semisimple Lie groups and Lie algebras.
result Explicit description and computation of solutions and geometric quantities along the flow.

The Willmore flow is well known problem from the differential geometry. It minimizes the Willmore functional defined as integral of the mean-curvature square over given manifold. For the graph formulation, we derive modification of the Willmore flow with anisotropic mean curvature. We define the weak solution and we pr…

2011-11-13abs ↗pdf ↗

Ricci flow simulations show unstable Fubini-Study metrics develop singularities.

problem Understanding the behavior of unstable perturbations in Ricci flow.
method Numerical simulations of Ricci flow starting from unstable Fubini-Study metrics.
result Ricci flow solutions from unstable Fubini-Study metrics develop local singularities.

sFML learns stochastic dynamical systems from data.

problem Learning unknown stochastic dynamical systems from measurement data.
method sFML extends FML for deterministic systems, using a stochastic flow map composed of deterministic and stochastic sub-maps.
result sFML constructs a stochastic evolution model approximating unknown stochastic systems.

New numerical methods for evolving curves on curved spaces.

problem Evolve curves on Riemannian manifolds efficiently and accurately.
method Variational approximations and numerical schemes for curvature flow, curve diffusion, and elastic flow.
result Effective numerical schemes for geometric evolution equations on Riemannian manifolds.

We study the long time existence theory for a non local flow associated to a free boundary problem for a trapped non liquid drop. The drop has free boundary components on two horizontal plates and its free energy is anisotropic and axially symmetric. For axially symmetric initial surfaces with sufficiently large volume…

2011-10-31abs ↗pdf ↗

We interpret policy optimization as Wasserstein gradient flows and develop efficient algorithms.

problem Unclear mathematical principle of policy optimization in reinforcement learning.
method Interpreting policy optimization as Wasserstein gradient flows, developing efficient algorithms to solve the corresponding discrete gradient flows.
result Policy optimization becomes a convex problem in terms of distribution optimization under specified circumstances.

Regularizes ff-divergences with MMD to analyze Wasserstein flows.

problem Limitations of ff-divergences in measures' support.
method Rewriting MMD regularization as Moreau envelope in RKHS, analyzing gradients.
result Analysis of Wasserstein flows of MMD-regularized ff-divergences.

The second del Pezzo surface is known by work of Tian-Zhu and Wang-Zhu to admit a unique Kaehler-Ricci soliton. Applying a method described in hep-th/0703057, we use Ricci flow to numerically compute that soliton metric. We numerically compute the value of its Perelman entropy (or Gaussian density).

2007-06-15abs ↗pdf ↗