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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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99197296394 · Jun 202019922001200920172026
48 results for sharp interface limit

Study phase transition in liquid crystal droplets using mathematical analysis.

problem Mathematical analysis of phase transition between isotropic and nematic states of liquid crystals.
method Rigorous mathematical analysis using the Ericksen model and Γ-convergence theory.
result Γ-limit provides geometric description and anchoring conditions for liquid crystal orientations.

Common models for two-phase lipid bilayer membranes are based on an energy that consists of an elastic term for each lipid phase and a line energy at interfaces. Although such an energy controls only the length of interfaces, the membrane surface is usually assumed to be at least C1C^1 across phase boundaries. We consi…

2016-03-01abs ↗pdf ↗

Study boundary behavior of limit interfaces in Riemannian manifolds without convexity assumptions.

problem Boundary behavior of limit interfaces in Riemannian manifolds.
method Proves limit-interface is a free boundary varifold, integer rectifiable up to boundary.
result No convexity assumption required; valid even when limit-interface clusters near boundary.

We analyze geometrical structures necessary to represent bulk and surface interactions of standard and substructural nature in complex bodies. Our attention is mainly focused on the influence of diffuse interfaces on sharp discontinuity surfaces. In analyzing this phenomenon, we prove the covariance of surface balances…

2004-06-18abs ↗pdf ↗

Paper presents a modular RL framework for Forex trading, addressing limitations of prior studies.

problem Challenges in applying RL to Forex trading, including unrealistic environments, simplified rewards, and restricted action spaces.
method Integrates three components: a friction-aware execution engine, a decomposable reward architecture, and a discrete action interface.
result Empirical evaluation shows strong non-monotonic reward interactions and optimal Sharpe ratio with the full reward configuration.

We study global variational properties of the space of solutions to ε2Δu+W(u)=0-\varepsilon^2Δu + W'(u)=0 on any closed Riemannian manifold MM. Our techniques are inspired by recent advances in the variational theory of minimal hypersurfaces and extend a well-known analogy with the theory of phase transitions. First, we show t…

2016-08-23abs ↗pdf ↗

Novel weak solutions for volume-preserving mean curvature flow established.

problem Existence and uniqueness of solutions to volume-preserving mean curvature flow.
method Introducing varifold solutions coupled with phase volumes and new calibrations.
result Uniqueness of classical solutions among varifold solutions.

We prove that any limit-interface corresponding to a locally uniformly bounded, locally energy-bounded sequence of stable critical points of the van der Waals--Cahn--Hilliard energy functionals with perturbation parameter tending to 0 is supported by an embedded smooth stable minimal hypersurface in low dimensions and …

2010-07-13abs ↗pdf ↗

We consider the reduced Allen-Cahn action functional, which appears as the sharp interface limit of the Allen-Cahn action functional and can be understood as a formal action functional for a stochastically perturbed mean curvature flow. For suitable evolutions of generalized hypersurfaces this functional consists of th…

2013-04-07abs ↗pdf ↗

We study the motion of discrete interfaces driven by ferromagnetic interactions on the two-dimensional triangular lattice by coupling the Almgren, Taylor and Wang minimizing movements approach and a discrete-to-continuum analysis, as introduced by Braides, Gelli and Novaga in the pioneering case of the square lattice. …

2018-06-30abs ↗pdf ↗

LLMs can help explain credit risk models but not autonomously.

problem Leveraging LLMs for post-hoc explainability in credit risk models.
method Comparison of LLM outputs with SHAP and coefficient-based attributions on three LMs.
result LLMs reliably preserve feature-importance rankings but poorly align with autonomous explanations.

Accessibility is a major challenge of machine learning (ML). Typical ML models are built by specialists and require specialized hardware/software as well as ML experience to validate. This makes it challenging for non-technical collaborators and endpoint users (e.g. physicians) to easily provide feedback on model devel…

2019-06-06abs ↗pdf ↗

Study the singular limit of a boundary reaction equation, showing energy concentration and varifold support.

problem Analyzing the singular limit of a boundary reaction equation.
method Investigates the critical points of the boundary reaction equation \((-Δ)^{\frac{1}{2}}u = \frac{1}{\varepsilon}(u-u^3)\) in \(U \subset \mathbb{R}^n\).
result Shows existence of an (n1)(n-1)-rectifiable energy concentration set and associates limit energy measures to a stationary varifold.

New interface explains contextual bandits to non-experts.

problem Interpreting and managing contextual bandits for non-expert operators.
method Developed a metric 'value gain' for off-policy evaluation and designed an interface to explain bandit behavior.
result Empowered non-experts to manage complex machine learning systems through accessible presentation.

We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional periodic environment by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuous analysis. The case of a homogeneous environment has been recently treated by Braides, Gelli and…

2014-07-26abs ↗pdf ↗

We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional low-contrast periodic environment, by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuum analysis. As in a recent paper by Braides and Scilla dealing with high-contrast pe…

2014-07-25abs ↗pdf ↗

We consider the regularity of an interface between two incompressible and inviscid fluids flows in the presence of surface tension. We obtain local in time estimates on the interface in H32k+1H^{\frac32k +1} and the velocity fields in H32kH^{\frac32k}. These estimates are obtained using geometric considerations which show th…

2006-09-20abs ↗pdf ↗

Analytic patch trees reveal new geometric structures and dimension fields.

problem Understanding the geometric and analytical properties of surface patch trees.
method Developed analytic surface patch trees and introduced interface curves to transmit state.
result Surface patch trees have natural foliations with one-dimensional curve trees and dimension fields.

This research improves EEG-based MI-BCI systems to be more resilient to emotional arousal.

problem Lack of robustness in EEG-based MI-BCI systems due to emotional arousal.
method Subjects were exposed to VR environments to induce high and low arousal states. Machine learning models were trained on proxy subjects instead of arousal states. MI models were trained for each subject.
result MI-BCI systems are made more resilient to emotional perturbations.

Dynamic risk assessment method for WUI fires improves upon static frameworks.

problem Static risk assessment methods fail to capture dynamic changes in WUI fire risks.
method Dynamic evaluation matrix, grey incidence analysis, optimization model.
result The proposed method effectively captures dynamic risk evolution patterns.

Sharp bound on singular set dimension for specific geometric problems.

problem Hausdorff dimension of singular set in free boundary problems.
method Analysis of noncollapsed limits of manifolds with Ricci curvature bounds.
result Dimension bound of singular set is n5n-5.

This paper uses bandit algorithms to reduce the cost of user interface experimentation in online retail.

problem Reducing the cost of user interface experimentation in online retail.
method Modeling user interface experimentation as an opportunistic bandit problem, reducing the cost of exploration.
result Significant regret reduction and improved contextual information for testing.

EEG-TCNet improves MI-BMIs with high accuracy and low resource usage.

problem Improving motor-imagery brain-machine interfaces with high accuracy and low resource usage.
method Proposes EEG-TCNet, a novel TCN for embedded MI-BMIs.
result EEG-TCNet achieves 83.84% classification accuracy on MOABB, outperforming SoA by 0.25.

We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series. Time series data gives rise to various distinct but closely related learning tasks, such as forecasting and time series classification, many of which can be solved by reducing them to relate…

2019-09-17abs ↗pdf ↗

Study on evolving interfaces with complex curvature and density effects.

problem Understanding the dynamics of evolving heterogeneous elastic interfaces.
method Modeling an evolving curve with a density function, analyzing the associated gradient flow evolution.
result Analysis of the preservation and asymptotic behavior of geometric properties in the evolving system.

AI predicts stock winners with 2.43 Sharpe ratio, but returns are highly concentrated.

problem Predicting stock returns with AI, focusing on identifying top winners.
method Deployed a state-of-the-art LLM to autonomously search the web for stock attractiveness, avoiding look-ahead bias.
result AI can generate alpha by identifying top winners, but returns are highly concentrated.

The paper analyzes and proposes a new stopping criterion for recursive Bayesian classification.

problem Limitations of conventional stopping criteria in recursive Bayesian classification.
method Geometric interpretation of state posterior progression and analysis of conventional criteria.
result Proposes a new stopping criterion to overcome limitations of conventional methods.