arXiv research

Efficient method classifies locally stationary time series based on second-order characteristics.

Conservation laws vanishing along characteristic directions of a given system of PDEs are known as characteristic conservation laws, or characteristic integrals. In 2D, they play an important role in the theory of Darboux-integrable equations. In this paper we discuss characteristic integrals in 3D and demonstrate that…

We study a normalized version of the second order renormalization group flow on closed Riemannian surfaces. We discuss some general properties of this flow and establish several basic formulas. In particular, we focus on surfaces with zero and positive Euler characteristic.

Study stabilizes second-order systems to first-order dynamics.

We classify quasilinear systems in Riemann invariants whose characteristic webs are linearizable on every solution. Although the linearizability of an individual web is a rather nontrivial differential constraint, the requirement of linearizability of characteristic webs on all solutions imposes simple second-order con…

Paper introduces second-order Esscher densities for continuous-time models.

New insights into 3D PDEs via Einstein-Weyl geometry.

AdaSub optimizes with second-order info in low-dims subspace.

Study stochastic processes on surfaces in contact sub-Riemannian manifolds using Riemannian approximations.

Study on 4D PDEs with half-flat conformal structure leading to Monge-Ampere equations.

I consider the existence and structure of conservation laws for the general class of evolutionary scalar second-order differential equations with parabolic symbol. First I calculate the linearized characteristic cohomology for such equations. This provides an auxiliary differential equation satisfied by the conservatio…

Study geometric singular solutions of generalized Monge-Ampère equations.

Unified kernel framework extends to stochastic systems, improving numerical stability.

We study four distinct second-order nonlinear equations of Rabelo which describe pseudospherical surfaces. By transforming these equations to the constant-characteristic form we relate them to some well-studied integrable equations. Two of the Rabelo equations are found to be related to the sine-Gordon equation. The ot…

We prove that the existence of a dispersionless Lax pair with spectral parameter for a nondegenerate hyperbolic second order partial differential equation (PDE) is equivalent to the canonical conformal structure defined by the symbol being Einstein-Weyl on any solution in 3D, and self-dual on any solution in 4D. The fi…

The Einstein equations in wave map gauge are a geometric second order system for a Lorentzian metric. To study existence of solutions of this hyperbolic quasi diagonal system with initial data on a characteristic cone which are not zero in a neighbourhood of the vertex one can appeal to theorems due to Cagnac and Dossa…

In 1883, as an early result, Sophus Lie established an explicit necessary and sufficient condition for an analytic second order ordinary differential equation y_xx = F(x,y,y_x) to be equivalent, through a point transformation (x,y) --> (X(x,y), Y(x,y)), to the Newtonian free particle equation Y_XX = 0. This result, pre…

Mini-Hes improves LFA model performance on HDI tasks with missing data.

In this paper, we study the well-posedness of boundary value problems for a special class of degenerate elliptic equations coming from geometry. Such problems is intimately tied to rigidity problem arising in infinitesimal isometric deformation, The characteristic form of this class of equations is changing its signs i…

In two previous papers the author developed a second-order price adjustment (tâtonnement) process. This paper extends the approach to include both quantity and price adjustments. We demonstrate three results: a analogue to physical energy, called "activity" arises naturally in the model, and is not conserved in general…

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…

ML helps select variables for minimum-variance portfolios, reducing risk and improving performance.

New classes defined for manifold pseudogroups, linking to cohomology and bundle structures.

We show that the Alexander-Conway polynomial Delta is obtainable via a particular one-variable reduction of each two-variable Links-Gould invariant LG^{m,1}, where m is a positive integer. Thus there exist infinitely many two-variable generalisations of Delta. This result is not obvious since in the reduction, the repr…

This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product characteristics, firm homogeneity or symmetry, product costs, or linearity of the utility function. The proof is based …

We consider the Cauchy problem for a second order quasi-linear partial differential equation with an admissible parabolic degeneration such that the given functions described the initial conditions are defined on a closed interval. We study also a variant of the inverse problem of the Cauchy problem and prove that the …

We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations. Such PDEs arise when one considers stochastic dynamics characterized by uncertainties that are additive and control multipli…

In the recent years, we have witnessed the development of multi-label classification methods which utilize the structure of the label space in a divide and conquer approach to improve classification performance and allow large data sets to be classified efficiently. Yet most of the available data sets have been provide…

Second-order economic theory considers new variables to improve price volatility predictions.

Second-order optimizers retain residual information after data deletion, affecting machine unlearning.

Exact second-order optimization for deep learning reduces computational cost and improves performance.

The paper deals with a modified Godbillon-Vey class defined by Losik for codimension-one foliations. This characteristic class takes values in the cohomology of the second order frame bundle over the leaf space of the foliation. The definition of the Reeb foliation depends upon two real functions satisfying certain con…

SOLBP extends efficient inference to uncertain Bayesian networks.

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

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

Some expansion methods have been proposed for approximately pricing options which has no exact closed formula. Benhamou et al. (2010) presents the smart expansion method that directly expands the expectation value of payoff function with respect to the volatility of volatility, then uses it to price options in the stoc…

Negative step sizes improve second-order methods for neural networks.

New CRB derived for curved models using extrinsic geometry.

Simplified argument for second order estimate in quaternionic Calabi-Yau problem.

Paper studies second order tail probabilities in risk models.

A dynamical system on the total space of the fibre bundle of second order accelerations, $T^2M$, is defined as a third order vector field $S$ on $T^2M$, called semispray, which is mapped by the second order tangent structure into one of the Liouville vector field. For a regular Lagrangian of second order we prove that …

Paper studies second order symmetric parallel tensors in generalized f.pk-space forms.

Unified framework identifies nonlinear systems using characteristic curves and neural networks.

To each second-order ordinary differential equation $σ$ on a smooth manifold $M$ a $G$-structure $P^σ$ on $J^1(\mathbb{R},M)$ is associated and the Chern connection $\nabla ^σ$ attached to $σ$ is proved to be reducible to $P^σ$; in fact, $P^σ$ coincides generically with the holonomy bundle of $\nabla ^σ$. The cases of …

Paper generalizes connections between Lie groups and affine connections.

In this work, we investigate the problem of finding surfaces in the Lorentz-Minkowski 3-space with prescribed skew ($S$) and mean ($H$) curvatures, which are defined through the discriminant of the characteristic polynomial of the shape operator and its trace, respectively. After showing that $H$ and $S$ can be interpr…

In this present paper, we study geometric structures of rank two prolongations of implicit second-order partial differential equations (PDEs) for two independent and one dependent variables and characterize the type of these PDEs by the topology of fibers of the rank two prolongations. Moreover, by using properties of …

The paper argues that uncertainty quantification in ML is application-specific and proposes a flexible family of measures.