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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.

169,051 papers · 148 categories

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25.0%50.0%75.0%100.0% · Jun 199319922001200920182026
48 results for reflecting boundary

Study bounds for Brownian motion on manifolds with sticky boundary conditions.

problem Proving geometric bounds for Brownian motion on manifolds with sticky boundary conditions.
method Interpolation involving energy interactions between boundary and interior of the manifold.
result Explicit geometric bounds on Steklov eigenvalues, boundary trace operators, and boundary trace logarithmic Sobolev constants.

Study reflection symmetry and APS boundary conditions on a warped cylinder.

problem Analyzing reflection symmetry and APS boundary conditions for twisted Dirac operators on a finite warped cylinder.
method Examined reflection symmetry and APS boundary conditions for twisted Dirac operators on a finite warped cylinder, considering both fixed and varying holonomy.
result Reflection symmetry lifts to a unitary symmetry under specific conditions, and the spectral flow admits an RO(O(2))-valued decomposition for fixed holonomy.

Proposes a new method for constrained generative modeling using Langevin dynamics.

problem Challenges in satisfying underlying constraints with score-based generative models.
method Uses kinetic Langevin dynamics with specular reflection to model constraints.
result Demonstrates efficient numerical samplers with optimal convergence rates.

The paper explores reflection principles for lightlike line segments on maximal surfaces.

problem Reflection property does not hold for lightlike line segments on maximal surfaces.
method Analyzes reflection properties for lightlike line segments connecting shrinking singularities.
result Shows a kind of reflection principle for lightlike line segments on maximal surfaces.

New algorithm improves convergence for non-convex problems with boundaries.

problem Optimizing non-convex problems with constraints.
method Reflected Gradient Langevin Dynamics with probabilistic representation.
result Promising convergence rates, faster than existing methods.

New algorithm enhances generative modeling for bounded domains.

problem Ad-hoc thresholding techniques for boundary enforcement in diffusion models.
method Reflected Schrödinger Bridge algorithm for entropy-regularized optimal transport.
result Generative modeling in diverse bounded domains with optimal transport properties.

Paper proves surfaces with specific symmetries have the first Steklov eigenvalue.

problem Proving surfaces with certain symmetries have the first Steklov eigenvalue.
method Analyzing surfaces with reflection planes and genus zero.
result Surfaces with nn distinct reflection planes have the first Steklov eigenvalue.

Study curve shortening flow in high dimensions with boundary constraints.

problem Understanding the behavior of curves in high-dimensional spaces with boundary conditions.
method Used curvature and higher-derivative estimates, Stahl-type maximum principle, and blow-up analysis.
result Flow converges to a shrinking semicircle model or has only semicircle boundary singularities in low entropy regimes.

Minimal surfaces in 3-sphere created by reflections from polygons, with new examples based on pentagons.

problem Constructing minimal surfaces in 3-sphere using reflections.
method Minimal nn-gon solves free boundary problem; curvature lines combinatorics investigated.
result New examples of minimal reflection surfaces based on pentagons.

On a time-oriented Lorentzian manifold (M,g)(M,g) with non-empty boundary satisfying a convexity assumption, we show that the topological, differentiable, and conformal structure of suitable subsets SMS\subset M of sources is uniquely determined by measurements of the intersection of future light cones from points in SS

2017-05-03abs ↗pdf ↗

Study no-arbitrage conditions in 1D diffusion markets with interest rates.

problem Determining no-arbitrage conditions in 1D diffusion markets with interest rates.
method Established deterministic criteria for no-arbitrage notions in terms of scale function and speed measure.
result Revealed various effects, e.g., NIP not excluded by reflecting boundaries.

RFM improves CNFs by adding a boundary constraint term and matching velocity fields.

problem Flow matching on constrained domains leads to unnatural samples.
method RFM adds a boundary constraint term and matches velocity fields in a simulation-free manner.
result RFM achieves comparable or better results on standard image benchmarks and produces high-quality samples.

We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realised by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obt…

2016-09-06abs ↗pdf ↗

We show that an embedded minimal annulus Σ2B3Σ^2 \subset B^3 which intersects B3\partial B^3 orthogonally and is invariant under reflection through the coordinate planes is the critical catenoid. The proof uses nodal domain arguments and a characterization, due to Fraser and Schoen, of the critical catenoid as the unique…

2016-03-14abs ↗pdf ↗

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to be chosen in the weak formulation of the kinetic model. This involves t…

2016-04-28abs ↗pdf ↗

Decision trees are a popular technique in statistical data classification. They recursively partition the feature space into disjoint sub-regions until each sub-region becomes homogeneous with respect to a particular class. The basic Classification and Regression Tree (CART) algorithm partitions the feature space using…

2015-04-14abs ↗pdf ↗

This PhD thesis studies the broken ray transform, a generalization of the geodesic X-ray transform where geodesics are replaced with broken rays that reflect on a part of the boundary. The fundamental question is whether this transform is injective. We employ four different methods to approach this question, and each o…

2014-09-26abs ↗pdf ↗

Develops Aleksandrov reflection for hyperbolic flows, proving convergence to umbilic surfaces.

problem Analyzing geometric flows in hyperbolic spaces.
method Aleksandrov reflection framework applied to level-set formulation, with graphical and Lipschitz estimates.
result Solutions converge exponentially fast to an umbilic hypersurface at infinity.

Finite volume Coxeter polytopes are quasiperfect and related to finite covolume reflection groups.

problem Characterizing finite volume Coxeter polytopes and their relation to reflection groups.
method Analyzing Coxeter polytopes and their volumes within Vinberg domains.
result Finite covolume reflection groups are characterized by the Vinberg domain.

Study on curve shortening flow with boundary conditions, proving convergence or contraction.

problem Analyzing curve shortening flow with free boundaries.
method Introduced a reflected chord-arc profile and obtained chord-arc estimates.
result Proved that flows either converge to a critical chord or contract to a round half-point.

Identifies Anosov representations of hyperbolic triangle groups in SL(3,R).

problem Classifying Anosov representations of hyperbolic triangle groups into SL(3,R).
method Proving representations are Anosov if they lie in the Hitchin component or the Barbot component, with specific conditions for eigenvalues.
result Anosov representations in SL(3,R) have non-convex boundary maps.

Cheptea, Habiro and Massuyeau constructed the LMO functor, which is defined on a certain category of cobordisms between two surfaces with at most one boundary component. In this paper, we extend the LMO functor to the case of any number of boundary components, and our functor reflects relations among the parts correspo…

2015-05-11abs ↗pdf ↗

The braid group of a complex reflection group is shown to be an index d subgroup.

problem Understanding the structure of braid groups associated with complex reflection groups.
method Presented a compatible presentation for the braid group of the orbifold quotient and a tagged triangulation of the disk.
result The braid group of the complex reflection group G(d,d,n)G(d,d,n) is an index dd subgroup of the braid group of the orbifold quotient.

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…

2016-03-21abs ↗pdf ↗

The critical catenoid is uniquely determined by certain symmetries of its boundary.

problem Uniqueness of free boundary minimal annuli in a half-ball.
method Symmetry analysis and boundary conditions.
result An embedded free boundary minimal annulus with specific symmetries is congruent to the critical catenoid.

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in terms of a integration by parts formula, which leads to the standard log-Sobole…

2010-02-15abs ↗pdf ↗

Study on hyperbolic polyhedra and their volume, proving finiteness of arithmetic groups.

problem Finiteness of arithmetic maximal reflection groups in hyperbolic polyhedra.
method Observation of volume distribution and recent work with M. Fraczyk and S. Hurtado.
result Proof of finiteness of arithmetic maximal reflection groups.

The paper proves the existence and properties of geodesics on convex surfaces.

problem Existence and properties of geodesics on convex surfaces with free boundaries.
method Free boundary curve shortening flow on closed surfaces with strictly convex boundary.
result Existence of two free boundary embedded geodesics and geodesics with Morse Index 1 and 2.

Paper shows equivalence between NA and ACLMM in diffusion models.

problem No arbitrage condition and existence of ACLMM in general diffusion models.
method Investigates equivalence between NA and ACLMM in single asset diffusion market models.
result NA is equivalent to ACLMM plus mild conditions on scale function and absence of reflecting boundaries.

New findings suggest no ensemble averaging for certain black hole observables.

problem Mystery in AdS/CFT correspondence regarding ensemble averaging of black hole amplitudes.
method Exploring sub-threshold observables in D=3D=3 and proving novel results about hyperbolic geometry.
result Connected solutions of Einstein's equations with disconnected boundary never contribute to sub-threshold observables.

Novel boundary conditions for Ricci flow to deform compact manifolds.

problem Deforming compact Riemannian manifolds with boundary using Ricci flow.
method Proposed boundary conditions that make first variations of functionals (Einstein-Hilbert action, lambda-functional) without boundary terms.
result Proof of short-term existence of solutions under proposed conditions.

Let MM be a complete connected Riemannian manifold with boundary $\pp M$, QQ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a C1C^1-vector field ZZ on MM. By using the reflecting diffusion process generated by LL and its local time on the boundary, a probabilistic formula is presented for the semigro…

2009-08-20abs ↗pdf ↗

In this paper we investigate constant mean curvature surfaces with nonempty boundary in Euclidean space that meet a right cylinder at a constant angle along the boundary. If the surface lies inside of the cylinder, we obtain some results of symmetry by using the Alexandrov reflection method. When the mean curvature is …

2014-10-21abs ↗pdf ↗

Study on discrete properties of complex hyperbolic triangle groups.

problem Discreteness of complex hyperbolic triangle groups of type [m1, m2, 0].
method Analysis of isometries generated by complex reflections in ultra-parallel geodesics.
result Proves discreteness and non-discreteness results for these groups.