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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.

168,657 papers · 148 categories

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48 results for second order differential equation

Developed a theory of local convexity for second order differential equations on Lie algebroids.

problem Analyzing convexity in differential equations on Lie algebroids.
method Theory development for local convexity of SODEs on Lie algebroids.
result Extensive discussion of homogeneous quadratic SODEs on Lie algebroids.

Solves second-order PDEs using quotients and differential invariants.

problem Solving second-order PDEs with first-order quotients.
method Solve the quotient PDE using differential invariants, then add new constraints to solve the original PDE.
result New method for solving second-order scalar PDEs with infinite-dimensional symmetry algebras.

Classifies scalar second-order PDEs with low-dimensional symmetry groups.

problem Classifying differential equations with specific symmetry groups.
method Algebraic technique based on covariant form for constructing equations.
result Complete classification of quasi-linear scalar second-order PDEs with free symmetry groups of dimension ≤3.

Paper uses second-order differential geometry to study stochastic mechanics.

problem Stochastic differential equations and their symmetries.
method Develops second-order differential geometry to study symmetries of SDEs and constructs stochastic mechanics.
result Establishes stochastic Lagrangian and Hamiltonian mechanics and their relations with HJB equations.

Clarifies method of phase synchronization for decoupling linear differential equations.

problem Velocity-dependent transformations in linear second-order differential equations.
method Linear transformation of coordinates and velocities.
result Velocity-dependent transformations do not preserve second-order character and define their own system.

This paper investigates the relationship between a system of differential equations and the underlying geometry associated with it. The geometry of a surface determines shortest paths, or geodesics connecting nearby points, which are defined as the solutions to a pair of second-order differential equations: the Euler-L…

2006-10-02abs ↗pdf ↗

These are lecture notes of the Summer school on the geometry of differential equations held in Nordfjordeid, Norway in 1996. They cover geometric structures related to scalar second order ODEs, the construction of the associated Cartan connection, techniques for computing invariants of differential equations starting f…

2016-02-02abs ↗pdf ↗

A quasi-Lie scheme is a geometric structure that provides t-dependent changes of variables transforming members of an associated family of systems of first-order differential equations into members of the same family. In this note we introduce two quasi-Lie schemes for studying second-order Gambier equations in a geome…

2013-03-14abs ↗pdf ↗

We express the first jet bundle of curves in Euclidean space as homogeneous spaces associated to a Galilean-type group. Certain Cartan connections on a manifold with values in the Lie algebra of the Galilean group are characterized as geometries associated to systems of second order ordinary differential equations. We …

1999-09-24abs ↗pdf ↗

All second order scalar differential invariants of symplectic hyperbolic and elliptic Monge-Ampère equations with respect to symplectomorphisms are explicitly computed. In particular, it is shown that the number of independent second order invariants is equal to 7, in sharp contrast with general Monge-Ampère equations …

2011-02-02abs ↗pdf ↗

Global invariant for path structures and differential equations defined on torus.

problem Global invariant for path structures and differential equations.
method Computed as a secondary invariant from a Cartan connection on a canonical bundle.
result Formula for global invariant of second order differential equations on torus.

We solve the local equivalence problem for second order (smooth or analytic) ordinary differential equations. We do so by presenting a {\em complete convergent normal form} for this class of ODEs. The normal form is optimal in the sense that it is defined up to the automorphism group of the model (flat) ODE y"=0y"=0. For…

2016-11-25abs ↗pdf ↗

Many equations of mathematical physics are described by differential polynomials, that is by polynomials in the derivatives of a certain number of functions. However, up to the knowledge of the author, differential algebra in a modern setting has never been applied to study the specific algebraic feature of such equati…

2017-07-31abs ↗pdf ↗

The linearizability of differential equations was first considered by Lie for scalar second order semi-linear ordinary differential equations. Since then there has been considerable work done on the algebraic classification of linearizable equations and even on systems of equations. However, little has been done in the…

2007-11-06abs ↗pdf ↗

Study shows the second fundamental form of pseudospherical surfaces is universal and not dependent on specific solutions.

problem Dependence of the second fundamental form in local isometric immersions of pseudospherical surfaces.
method Analysis of third order differential equations and jets of finite order.
result The second fundamental form of pseudospherical surfaces is universal and not dependent on the specific solution.

Improved prediction algorithm for 'easy' sequences with reduced regret.

problem Prediction with expert advice for 'easy' sequences.
method Variant of NormalHedge algorithm using second-order εε-quantile regret bound.
result Second-order εε-quantile regret bound of O(VTlog(VT/ε))O\big(\sqrt{V_T \log(V_T/ε)}\big) for VT>logNV_T > \log N.

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

2005-07-05abs ↗pdf ↗

Method studies equivalence of second order ODEs under specific transformations.

problem Classifying second order ODEs modulo fibre-preserving transformations.
method Using Moser's method of normal forms and Lie algebra computations.
result Normal forms can be used to prove fibre-preserving equivalence.

We consider a fourth order partial differential equation in n-dimensional space introduced by Abreu in the context of Kähler metrics on toric orbifolds. Similarity solutions depending only on the radial coordinate in R^n are determined in terms of a second order ordinary differential equation. A local asymptotic analys…

2002-09-11abs ↗pdf ↗

We determine the most general group of equivalence transformations for a family of differential equations defined by an arbitrary vector field on a manifold. We also find all invariants and differential invariants for this group up to the second order. A result on the characterization of classes of these equations by t…

2007-09-27abs ↗pdf ↗

We consider the class of differential equations that describe pseudo-spherical surfaces of the form u_t=F(u,u_x,u_xx)u\_t=F(u,u\_x,u\_{xx}) and u_xt=F(u,u_x)u\_{xt}=F(u, u\_x) given in Chern-Tenenblat \cite{ChernTenenblat} and Rabelo-Tenenblat \cite{RabeloTenenblat90}. We answer the following question: Given a pseudo-spherical surface determine…

2013-08-29abs ↗pdf ↗

The paper improves ODE solvers by integrating diverse information types.

problem Improving accuracy and physical meaningfulness of ODE solutions.
method Leveraging probabilistic solvers to include second-order information and physical conservation laws.
result Solutions become more accurate and physically meaningful with additional information.

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applications are high-dimensional as the dimension corresponds to the number …

2017-09-18abs ↗pdf ↗

Superposition rules form a class of functions that describe general solutions of systems of first-order ordinary differential equations in terms of generic families of particular solutions and certain constants. In this work we extend this notion and other related ones to systems of higher-order differential equations …

2011-11-17abs ↗pdf ↗

We analyse the singularity formation of congruences of solutions of systems of second order PDEs via the construction of \emph{shape maps}. The trace of such maps represents a congruence volume whose collapse we study through an appropriate evolution equation, akin to Raychaudhuri's equation. We develop the necessary g…

2015-12-15abs ↗pdf ↗