arXiv research

New concept of partial law invariance connects decision theory and financial risk management.

Invariant reduction preserves Poisson structures in PDEs.

Based on Lie group method, potential symmetry and invariant solutions for generalized quasilinear hyperbolic equations are studied. To obtain the invariant solutions in explicit form, we focus on the physically interesting situations which admit potential symmetries. Then by using the partial Lagrangian approach, we fi…

For a non-uniform lattice in SL(2,R), we consider excursions in cusp neighborhoods of a random geodesic on the corresponding finite area hyperbolic surface or orbifold. We prove a strong law for a certain partial sum involving these excursions. This generalizes a theorem of Diamond and Vaaler for continued fractions. I…

A framework for reducing PDEs by symmetry, preserving key structures.

Intelligence emerges from stabilizing invariant cycles in memory.

New method extends invariant reduction to rescaled geometric structures.

Worst-case risk measures refer to the calculation of the largest value for risk measures when only partial information of the underlying distribution is available. For the popular risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), it is now known that their worst-case counterparts can be ev…

We study higher-order conservation laws of the non-linearizable elliptic Poisson equation $\frac{{\partial}^2 u}{\partial z \partial \bar{z}} = -f(u)$ as elements of the characteristic cohomology of the associated exterior differential system. The theory of characteristic cohomology determines a normal form for diffe…

Dynamic risk measures follow law invariance principles over time.

Deser and Nepomechie established a relationship between masslessness and rigid conformal invariance by coupling to a background metric and demanding local Weyl invariance, a method which applies neither to massive theories nor theories which rely upon gauge invariances for masslessness. We extend this method to describ…

Paper discovers governing equations from data using differential invariants.

Conservation law for weakly harmonic mappings in high dimensions.

A new method steers Gaussian distributions with minimal effort.

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $\mathcal{X}$. In particular, we show that order closedness, $σ(\mathcal{X},\mathcal{X}_n^\sim)$-closedness and $σ(\mathcal{X},L^\infty)$-closedness of a law-invariant convex set in $\mathc…

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We sometimes obtain sharper versions, even for the well-studied case of bounded random var…

Reliable training of generative adversarial networks (GANs) typically require massive datasets in order to model complicated distributions. However, in several applications, training samples obey invariances that are \textit{a priori} known; for example, in complex physics simulations, the training data obey universal …

We use methods from exterior differential systems (EDS) to develop a geometric theory of scalar, first-order Lagrangian functionals and their associated Euler-Lagrange PDEs, subject to contact transformations. The first chapter contains an introduction of the classical Poincare-Cartan form in the context of EDS, follow…

Efficient surrogate modeling for complex PDEs with physical laws.

Noether's First Theorem yields conservation laws for Lagrangians with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. In recent work the authors showed the mathematical structure behind both th…

Paper proves existence of isometric immersions for negatively curved surfaces with unbounded second fundamental form.

Researchers develop a method to infer reference measures from observed functionals.

The paper characterizes law-invariant star-shaped risk measures.

New principles for collapsing law-invariant functionals to means, extending beyond convexity.

New findings on how certain functionals behave in random variable spaces.

This paper improves the robustness of risk estimation for financial positions.

Discover conservation laws from trajectories using a neural network.

Study on efficiency in economies with risk-averse agents, finding Pareto optima.

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this second part of our two-part treatise, we focus on the problem of data-driven discovery of …

The paper characterizes risk measures with the Fatou property in function spaces.

INO learns physical models with momentum conservation laws.

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this two part treatise, we present our developments in the context of solving two main classes …

A one-to-one correspondence is drawn between law invariant risk measures and divergences, which we define as functionals of pairs of probability measures on arbitrary standard Borel spaces satisfying a few natural properties. Divergences include many classical information divergence measures, such as relative entropy a…

New method detects intrinsic cross-correlations in non-stationary time series affected by common factors.

Study examines risk premium convergence rates in risk sharing contracts.

I consider the geometry of the general class of scalar 2nd-order differential equations with parabolic symbol, including non-linear and non-evolutionary parabolic equations. After defining the appropriate $G$-structure to model parabolic equations, I apply Cartan techniques to determine local geometric invariants (quan…

We use GANs and signatures to approximate conditional laws in filtering and prediction of diffusion processes.

In this paper we analyze a dynamic recursive extension of the (static) notion of a deviation measure and its properties. We study distribution invariant deviation measures and show that the only dynamic deviation measure which is law invariant and recursive is the variance. We also solve the problem of optimal risk-sha…

This is an extended write-up of a talk given in April, 1993 in honor of Raoul Bott's 70th birthday. We first illustrate how some traditional topological and geometric invariants obey ``gluing laws'' inspired by those in classical and quantum field theory. Here we discuss characteristic numbers, particularly the Euler n…

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

In this work we apply the Poincare-Cartan formalism of the Classical Field Theory to study the systems of balance equations (balance systems). We introduce the partial k-jet bundles of the configurational bundle and study their basic properties: partial Cartan structure, prolongation of vector fields, etc. A constituti…

New criterion for Weyl law on Riemannian manifolds without standard assumptions.

Noether's Theorem yields conservation laws for a Lagrangian with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. The aim of this paper is to explain the mathematical structure of both the Euler…

We characterize when a convex risk measure associated to a law-invariant acceptance set in $L^\infty$ can be extended to $L^p$, $1\leq p<\infty$, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…

Novel groups exhibit contradictory behaviors with respect to Burnside laws.

Following an approach of the second author for conformally invariant variational problems in two dimensions, we show in four dimensions the existence of a conservation law for fourth order systems, which includes both intrinsic and extrinsic biharmonic maps. With the help of this conservation law we prove the continuit…

The paper tackles restless bandits with limited observation, proposing a method to analyze and approximate their optimal strategies.

The paper examines properties of self-affine Sierpiński sponges using metric invariants.