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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.

168,657 papers · 148 categories

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58116173231 · Jun 202019922001200920172026
48 results for second-order differentiability

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.

Equivalence of second order differential operators in vector bundles studied.

problem Equivalence problem for second order linear differential operators in vector bundles.
method Description of rational invariants of symbols, finding connections associated with differential operators.
result Solving problems of local and global equivalency of differential operators.

New geometric proof of convex function differentiability and approximation.

problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by C1,1C^{1,1} functions.

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.

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.

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.

Second-order methods improve differential privacy in convex optimization.

problem Improving differential privacy in convex optimization.
method Developed a private variant of the regularized cubic Newton method for strongly convex loss functions.
result Achieves quadratic convergence and optimal excess loss for strongly convex loss functions.

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.

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 ↗

We apply the Cartan equivalence method to the study of real analytic second order ODEs under the local real analytic diffeomorphism of $\C^2$ which are area-preserving. This enables us to give a characterization of the second order ODEs which are equivalent to y=0y^{\prime\prime}=0 under such transformations. Moreover w…

2012-10-10abs ↗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 ↗

Develops second order infinitesimal structures on Teichmüller space.

problem Understand the infinitesimal structures of Teichmüller space.
method Formulated second order infinitesimal structures over Teichmüller space.
result Affirmative answers to two folklore problems on Teichmüller space.

The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in variational analysis for more than two decades while being largely underinvestigated. We …

2019-08-31abs ↗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 ↗

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.

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 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 ↗

A second-order differential identity for the Riemann tensor is obtained, on a manifold with symmetric connection. Several old and some new differential identities for the Riemann and Ricci tensors descend from it. Applications to manifolds with Recurrent or Symmetric structures are discussed. The new structure of K-rec…

2008-02-05abs ↗pdf ↗

Using agent-based modelling, empirical evidence and physical ideas, such as the energy function and the fact that the phase space must have twice the dimension of the configuration space, we argue that the stochastic differential equations which describe the motion of financial prices with respect to real world probabi…

2017-07-18abs ↗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.

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.

Second-order optimization speeds up deep hedging for complex options.

problem Hedging exotic options with market frictions in realistic markets.
method Second-order optimization scheme leveraging pathwise differentiability and Kronecker-factoring.
result Our method optimizes the policy in 1/4 the steps of standard optimization.

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 ↗

We present efficient differentiable implementations of second-order multi-hop reasoning using a large symbolic knowledge base (KB). We introduce a new operation which can be used to compositionally construct second-order multi-hop templates in a neural model, and evaluate a number of alternative implementations, with d…

2019-05-24abs ↗pdf ↗

We show that the De Donder form for second order gravity, defined in terms of Ostrogradski's version of the Legendre transformation applied to all independent variables, is globally defined by its local coordinate descriptions. It is a natural differential operator applied to the diffeomorphism invariant Lagrangian of …

2019-02-20abs ↗pdf ↗

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 ↗

Improved method finds second-order stationary points privately with better efficiency.

problem Finding second-order stationary points privately under differential privacy constraints.
method Adaptive batch sizes and binary tree mechanism.
result Improved bound for privately finding SOSP, matching state-of-the-art for FOSP.

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 ↗