Research
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.

168,695 papers · 148 categories

Trend · papers per month

59119178237 · May 202619922001200920172026
48 results for operator splitting

Study shows splitting schemes can approximate WFR flows faster than the exact flow.

problem Improving sampling efficiency in Wasserstein-Fisher-Rao gradient flows.
method Investigates operator splitting techniques to numerically approximate WFR flows.
result A judicious choice of step size and operator ordering can lead to faster convergence of split schemes to the target distribution.

Financial derivatives pricing aims to find the fair value of a financial contract on an underlying asset. Here we consider option pricing in the partial differential equations framework. The contemporary models lead to one-dimensional or multidimensional parabolic problems of the convection-diffusion type and generaliz…

2015-04-04abs ↗pdf ↗

We study b-arc foliation change and exchange move of open book foliations which generalize the corresponding operations in braid foliation theory. We also define a bypass move as an analogue of Honda's bypass attachment operation. As applications, we study how open book foliations change under a stabilization of the op…

2013-09-17abs ↗pdf ↗

Develops variance-reduced methods for solving generalized equations.

problem Solving a class of generalized equations, including minimization, minimax, and variational inequalities.
method Integrates accelerated operator splitting, fixed-point methods, and variance reduction techniques.
result Achieves both O(1/k2)\mathcal{O}(1/k^2) and o(1/k2)o(1/k^2) convergence rates on the expected squared norm of the FBS residual.

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to their proximity operator. In this short note we provide an alternative proof for the…

2016-10-25abs ↗pdf ↗

Study parallel tractors and cotractors on almost Grassmannian structures.

problem Characterize parallel tractors and cotractors on almost Grassmannian structures.
method Provide explicit formulae for splitting operators, first BGG operators, and prolongation connections. Characterize solutions of the BGG operators geometrically.
result Describe the geometry of the zero locus of solutions of the first BGG operators.

Researchers prove a 30-year-old cosmological conjecture about spacetime.

problem The rigidity of the cosmological Hawking--Penrose singularity theorem.
method Combining global viscosity solutions and elliptic approaches.
result A timelike geodesically complete spacetime splits isometrically as a Lorentzian product.

It is shown that the determinant line bundle associated to a family of Dirac operators over a closed partitioned manifold has a canonical Hermitian metric with compatible connection whose curvature satisfies an additivity formula with contributions from the families of Dirac operators over the two halves. This curvatur…

1998-12-21abs ↗pdf ↗

Paper establishes a new formula for Atiyah-Patodi-Singer index using eta invariants.

problem Calculating the Atiyah-Patodi-Singer index without invertibility of boundary operator.
method Using an asymptotic gluing formula for eta invariants and a splitting principle.
result Formula expressing index in terms of eta invariants of domain-wall massive Dirac operators.

Boring is an operation which converts a knot or two-component link in a 3--manifold into another knot or two-component link. It generalizes rational tangle replacement and can be described as a type of 2--handle attachment. Sutured manifold theory is used to study the existence of essential spheres and planar surfaces …

2007-09-26abs ↗pdf ↗

Given a genus-gg Heegaard splitting of the 33-sphere with g3g \ge 3, we show that the primitive disk complex for the splitting is not weakly closed under disk surgery operation. That is, there exist two primitive disks in one of the handlebodies of the splitting such that any disk surgery on one along the other one y…

2018-12-26abs ↗pdf ↗

We study the Dirac spectrum on compact Riemannian spin manifolds MM equipped with a metric connection \nabla with skew torsion TΛ3MT\inΛ^3 M in the situation where the tangent bundle splits under the holonomy of \nabla and the torsion of \nabla is of `split' type. We prove an optimal lower bound for the first eige…

2013-11-04abs ↗pdf ↗

We show that split Courant algebroids, i.e., those defined on a Whitney sum AAA \oplus A^*, are in a one-to-one correspondence with multiplicative curved LL_\infty-algebras. This one-to-one correspondence extends to Nijenhuis morphisms and behaves well under the operation of twisting by a bivector.

2019-12-20abs ↗pdf ↗

Co-Clustering, the problem of simultaneously identifying clusters across multiple aspects of a data set, is a natural generalization of clustering to higher-order structured data. Recent convex formulations of bi-clustering and tensor co-clustering, which shrink estimated centroids together using a convex fusion penalt…

2019-01-18abs ↗pdf ↗

Exact distribution of split conformal prediction coverage found.

problem Determining the reliability of prediction sets in batch mode.
method Analysis of exchangeable data to find universal distribution of empirical coverage.
result Exact distribution of empirical coverage is universal and determined by nominal miscoverage level and calibration sample size.

The paper studies Nijenhuis operators with a unity and their connection to F-manifolds.

problem Understanding Nijenhuis operators and their relationship to F-manifolds.
method Established a Splitting Theorem for Nijenhuis operators with a unity and proved their equivalence to F-manifolds.
result The class of regular F-manifolds coincides with the class of Nijenhuis manifolds with a cyclic unity.

The paper efficiently solves a complex option valuation equation for two assets.

problem Valuation of European options under a two-asset Kou jump-diffusion model.
method Extends an efficient algorithm for a one-dimensional integral to a two-dimensional one, using operator splitting schemes for time discretization.
result The method achieves optimal computational cost and stable convergence for various operator splitting schemes.

New approach to gravity theory sacrifices smoothness for ellipticity.

problem Developing a nonsmooth theory of gravity.
method Using a negative homogeneity p-d'Alembert operator to sacrifice linearity for ellipticity.
result Obtained a low-regularity splitting theorem.

New algorithms solve monotone inclusions and convex-concave minimax problems.

problem Solving maximally monotone equations and inclusions.
method Developed new accelerated algorithms based on Halpern-type fixed-point iteration and Popov's past extra-gradient method.
result Achieved O(1/k)\mathcal{O}(1/k) convergence rates for various problems.

Study series invariants for plumbed 3-manifolds and their properties.

problem Understanding series invariants for plumbed 3-manifolds and their applications.
method Twisted root lattice, gluing and splitting properties, explicit description of lens spaces and Brieskorn spheres.
result Series verify gluing and splitting properties of 3-manifolds.

Study shows links with unbounded annular Khovanov gradings but bounded Floer gradings.

problem Understanding gradings in annular Khovanov homology.
method Infinite families of annular links, computations, satellite operations, link splitting spectral sequence.
result Existence of links with unbounded annular Khovanov gradings but bounded Floer gradings.

Develops formal moduli theory for splitting complex supermanifolds.

problem Tackles the splitting problem of complex supermanifolds.
method Constructs a filtered dg Lie algebra to control splittings and transfers the theory to a minimal filtered LL_\infty-model.
result Recover classical obstruction classes as leading terms of Maurer-Cartan representatives and proves the existence of higher obstructions.

Given a link in S3S^3 we will use invariants derived from the Alexander module and the Blanchfield pairing to obtain lower bounds on the Gordian distance between links, the unlinking number and various splitting numbers. These lower bounds generalise results recently obtained by Kawauchi. We give an application restric…

2014-09-30abs ↗pdf ↗

CMCO provides robust uncertainty estimates for neural operators without retraining.

problem Uncertainty quantification in deep learning for real-time virtual sensing.
method Unified Monte Carlo dropout and split conformal prediction in DeepONet.
result Near-nominal empirical coverage in diverse applications.

Analyzes tunneling effects for Schrödinger operators on vector bundles.

problem Tunneling effects in quantum systems with multiple potential wells.
method Quasimodes and WKB analysis near potential wells, interaction matrix for coupling between wells.
result Polynomial prefactor for exponentially small eigenvalue splitting determined by dimension of minimal geodesics.

In this paper, we describe the space of adapted connections on a metric contact manifold through the space of their torsion tensors. The torsion tensor is an element of the space of TM-valued two-forms, which splits into various subspaces. We study the parts of the torsion tensor according to this splitting to complete…

2012-04-13abs ↗pdf ↗

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational graph for each of the subproblems is comparatively small, the approach can handl…

2019-07-08abs ↗pdf ↗

Batch-splitting (data-parallelism) is the dominant distributed Deep Neural Network (DNN) training strategy, due to its universal applicability and its amenability to Single-Program-Multiple-Data (SPMD) programming. However, batch-splitting suffers from problems including the inability to train very large models (due to…

2018-11-05abs ↗pdf ↗

The OSCAR (octagonal selection and clustering algorithm for regression) regularizer consists of a L_1 norm plus a pair-wise L_inf norm (responsible for its grouping behavior) and was proposed to encourage group sparsity in scenarios where the groups are a priori unknown. The OSCAR regularizer has a non-trivial proximit…

2013-09-24abs ↗pdf ↗