Framework uses deep learning and statistical models to solve PDEs with discontinuous coefficients.
problem Solving PDEs with discontinuous coefficients.
method Two-stage physics-informed deep learning and statistical mixture models.
result Framework achieves adaptability and accurate parameter identification.
A function group is a finitely generated Kleinian group with an invariant connected component of its region of discontinuity. An extended function group is a finitely generated extended Kleinian group that contains orientation reversing elements and keep invariant a connected components of its region of discontinuity. …
Study optimal stopping for variable annuity contracts with discontinuous rewards.
problem Optimal timing to surrender a variable annuity contract with guaranteed minimum benefit.
method Analytical study of an optimal stopping problem with a discontinuous reward function, considering general fee and surrender charge functions.
result Characterization of the surrender region and its interrelation with fee and surrender charge functions.
Cut-DeepONet handles discontinuities and sharp transitions in neural operators.
problem Neural operators struggle with discontinuities and sharp transitions in PDEs.
method Two-stage training framework that explicitly models discontinuities via a lifting strategy and input-dependent discontinuity prediction.
result Cut-DeepONet outperforms state-of-the-art methods on benchmark PDEs with low-resolution datasets.
We construct sequences of `expander manifolds' and we use them to show that there is a complete connected 2-dimensional Riemannian manifold with discontinuous isoperimetric profile, answering a question of Nardulli and Pansu. Using expander manifolds in dimension 3 we show that for any ε,M>0 there is a Riemannian 3-…
Bayesian model estimates treatment effects near cutoffs in regression discontinuity designs.
problem Estimating conditional average treatment effects in regression discontinuity designs.
method Develops a Bayesian additive regression tree (BART) model with linear leaf-level regressions.
result Adapts to different slopes on the running variable near the cutoff, providing interpretable inference.
Gradient boosting with randomized trees reduces discontinuities and complexity.
problem Discontinuities in regression functions due to sparse training data.
method Gradient boosting machine with partially randomized decision trees.
result Improves robustness and computational efficiency of gradient boosting.
If Γ is a discrete subgroup of PSL(3,C), it is determined the equicontinuity region Eq(Γ) of the natural action of Γ on PC2. It is also proved that the action restricted to Eq(Γ) is discontinuous, and Eq(Γ) agrees with the discontinuity set in the sense of Kulkarni whenever the limit s…
3-manifolds transform into figure-eight knot complements through complex hyperbolic deformations.
problem Understanding transformations of 3-manifolds into figure-eight knot complements.
method Deforming representations of complex hyperbolic triangle groups.
result The quotient space is always the figure-eight knot complement.
Proposes a new VAE framework for anomaly detection in time series data.
problem Data scarcity leads to latent holes and discontinuous regions in latent space, causing non-robust reconstructions.
method Combines VAEs with self-supervised learning to address data scarcity and improve anomaly detection.
result Improves robustness of anomaly detection in time series data by addressing latent holes and discontinuities.
This paper examines the valuation of American capped call options with two-level caps. The structure of the immediate exercise region is significantly more complex than in the classical case with constant cap. When the cap grows over time, making extensive use of probabilistic arguments and local time, we show that the…
A method for identifying NPWARX models with arbitrary domains using probabilistic mixture models.
problem Identifying hybrid system models with discontinuous maps.
method Probabilistic mixture model with a neural network for nonlinear partitioning and Expectation Maximization for parameter estimation.
result Demonstrated on a nonlinear piece-wise problem with discontinuous maps.
The paper defines infinite Schottky groups and their applications to infinite type surfaces.
problem Understanding group actions on infinite type surfaces.
method Definition and analysis of infinite Schottky groups and their properties.
result Every infinite type Riemann surface can be obtained as a quotient of a region of discontinuity of an infinite Schottky group.
The paper analyzes optimal retirement strategies in a market with habit persistence and jump diffusion, finding discontinuous investment strategies.
problem Optimal retirement decision in a market with habit persistence and jump diffusion.
method Habit reduction method and duality approach to solve the dual problem using a C1 version of Itô's formula. result Discontinuous investment strategies are possible when the so-called ``de facto wealth'' exceeds a critical proportion of wage.
Study on optimal portfolio selection with varying borrowing and saving rates in continuous-time markets.
problem Optimal portfolio selection in markets with different borrowing and saving rates.
method Hamilton-Jacobi-Bellman equation, partial differential equation, verification argument.
result Existence and smoothness of the value function, identification of trading regions and strategies.
Proves nonemptyness of domains for specific group actions.
problem Nonemptyness of domains of proper discontinuity for Anosov groups of affine Lorentzian transformations.
method Proof of nonemptyness of domains of proper discontinuity.
result Proves nonemptyness of domains for Anosov groups of affine Lorentzian transformations.
TRM improves long-horizon LLM RL by masking divergent sequences.
problem Long-horizon reinforcement learning with LLMs suffers from off-policy mismatch and approximation errors.
method Derives and applies trust region bounds to control divergence, proposing Trust Region Masking.
result First non-vacuous monotonic improvement guarantees for long-horizon LLM-RL.
TRM improves long-horizon reinforcement learning for LLMs by masking divergent sequences.
problem Long-horizon reinforcement learning for LLMs suffers from off-policy mismatch and approximation errors.
method Derives and applies trust region bounds to control divergence, proposing Trust Region Masking.
result First non-vacuous monotonic improvement guarantees for long-horizon LLM-RL.
We consider the deformation of a discontinuous group acting on the Euclidean space by affine transformations. A distinguished feature here is that even a `small' deformation of a discrete subgroup may destroy proper discontinuity of its action. In order to understand the local structure of the deformation space of disc…
Study proves existence of equilibrium in incomplete economies with discontinuous volatility.
problem Existence of incomplete Radner equilibrium with nondegenerate endogenous volatility.
method Established existence of solution for Markovian quadratic BSDEs with discontinuous generators using unique continuation and backward uniqueness.
result Existence of incomplete Radner equilibrium with nondegenerate endogenous volatility.
New domains of discontinuity found for Anosov representations.
problem Understanding Anosov representations acting on homogeneous spaces.
method Constructing open domains of discontinuity for Anosov representations acting on specific homogeneous spaces.
result Describes the largest possible open domains of discontinuity for Zariski dense Anosov representations.
As early as 1972, Penrose - in a purely formal way - introduced a "discontinuous coordinate transformation", which relates a continuous representation of the metric of impulsive pp-waves to a discontinuous one. On the basis of the invertibility concept for generalized functions developed recently by the first author, w…
Study the discontinuity of functions not embeddable in Euclidean space.
problem Understanding discontinuity of non-embeddable functions.
method Define a modulus of discontinuity and establish lower bounds.
result Quantified nonembeddability results and topological Tverberg theorem.
New GP model estimates piecewise continuous functions.
problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.
Study new symmetries in non-symmetric spaces and discontinuous groups.
problem Analyze symmetries in non-symmetric homogeneous spaces and discontinuous groups.
method Investigate discrete series, discontinuous groups, and analysis on pseudo-Riemannian spaces.
result New insights into symmetries of non-symmetric homogeneous spaces and discontinuous groups.
Paper finds surface groups can deform in reductive symmetric spaces.
problem Finding deformations of discontinuous groups in reductive symmetric spaces.
method Analyzing Zariski dense surface subgroups and their deformations.
result Surface groups of high genus can deform in reductive symmetric spaces.
A new method for unsupervised disentanglement using axis-aligned cliffs.
problem Unsupervised disentanglement of latent factors under nonlinear maps.
method Encouraging axis-aligned discontinuities (cliffs) in the estimated density of factors.
result Cliff method outperforms baselines on disentanglement benchmarks.
New method estimates active subspaces for jump-discontinuous functions.
problem Estimating active subspaces for discontinuous functions like ABMs.
method Extending active subspaces to discontinuous functions, using Gaussian process.
result Identifies important parameters in ABM simulations of refugee movement.
This article gives an up-to-date account of the theory of discrete group actions on non-Riemannian homogeneous spaces. As an introduction of the motifs of this article, we begin by reviewing the current knowledge of possible global forms of pseudo-Riemannian manifolds with constant curvatures, and discuss what kind of …
The first known example of a complete Riemannian manifold whose isoperimetric profile is discontinuous is given.
Paper analyzes error in stochastic approximation for discontinuous functions.
problem Estimating expected error in discontinuous stochastic approximation.
method Uses finite differences and O(n−1/5) error estimate for discontinuous functions. result Achieves error estimate of O(n−1/5) for discontinuous stochastic representation. Bayesian emulator tackles models with discontinuities efficiently.
problem Uncertainty quantification of models with multiple discontinuities.
method TENSE framework, designed correlation structures, single emulator object.
result Efficient emulation of complex models with multiple discontinuities.
This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.
problem Determining if minimum-volume confidence sets for multinomial outcomes are disjoint.
method Enumerating and covering the continuous regions of the exact p-value function to study the geometry of minimum-volume confidence sets.
result The geometry of minimum-volume confidence sets for multinomial parameters is studied, providing insights into their structure and properties.
We characterise completely when limit sets, as parametrised by Cannon-Thurston maps, move discontinuously for a sequence of algebraically convergent quasi-Fuchsian groups.
We show that there is a complete connected 2-dimensional Riemannian manifold with discontinuous isoperimetric profile, answering a question of Nardulli and Pansu.
Volunteer labor can temporarily yield lower benefits to charities than its costs. In such instances, organizations may wish to defer volunteer donations to a later date. Exploiting a discontinuity in blood donations' eligibility criteria, we show that deferring donors reduces their future volunteerism. In our setting, …
We develop a general term structure framework taking stochastic discontinuities explicitly into account. Stochastic discontinuities are a key feature in interest rate markets, as for example the jumps of the term structures in correspondence to monetary policy meetings of the ECB show. We provide a general analysis of …
Study proves rigid spectral properties of planets with metric discontinuities.
problem Establishing spectral rigidity for spherically symmetric planets with discontinuities.
method Novel trace formula applied to two wave types in spherically symmetric manifolds with boundary and interior interfaces.
result Spectral rigidity of spherically symmetric planets with discontinuities is proven.
We study the properly discontinuous and isometric actions on the unit sphere of infinite dimensional Hilbert spaces and we get some new examples of Hilbert manifold with costant positive sectional curvature. We prove some necessary conditions for a group to act isometrically and properly discontinuously and in the case…
In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The method is an improvement of the approach presented in [Risk Magazine April 2018]. T…
This work models overnight rates with jumps and discontinuities, extending classical short-rate models.
problem Capturing the jump behavior and discontinuities in overnight rates for accurate modeling.
method Developed a term structure modeling framework based on overnight rates, accommodating stochastic discontinuities.
result Simple specifications can capture the jump behavior of overnight rates, and explicit valuation formulas are provided.
Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide a framework for discontinuity-based designs using Bayesian model comparison and …
The study explores deformations of discrete subgroups in non-compact homogeneous spaces.
problem Addressing the proper discontinuity of discrete subgroups in non-compact homogeneous spaces.
method Classification results for deformations of standard discontinuous groups in pseudo-Riemannian homogeneous spaces.
result Conditions for local rigidity and Zariski-dense deformations in standard quotients.
Paper analyzes SGHMC for non-convex optimization with discontinuous gradients.
problem Training neural networks with ReLU activation.
method Non-asymptotic convergence analysis of SGHMC with discontinuous gradients.
result Explicit upper bounds for expected excess risk in non-convex optimization.
This paper tackles discontinuous neural networks for better approximation of piecewise continuous functions.
problem Limitation of neural networks in approximating piecewise continuous functions due to discontinuities.
method Proposes a decoupled two-step procedure to train a discontinuous deep neural network model.
result Provides approximation guarantees for the proposed model in piecewise continuous function spaces.
This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region. Unlike existing local partitioned GP approaches, we introduce a technique for patc…
In the present paper, we prove that no infinite group acts isometrically, effectively, and properly discontinuously on a certain class of Lorentzian manifolds that are not necessarily homogeneous.
The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…