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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.

169,291 papers · 148 categories

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6 results for “supercooled”

Propagation of minimality in the supercooled Stefan problemmath.PR

New method solves supercooled Stefan problem, proving minimal solutions are physical.

problem Evolution of solid-liquid boundary in substances below freezing point.

method Construct solutions through McKean-Vlasov equation, proving tightness and propagation of chaos.

result Minimal solutions of McKean-Vlasov equation are physical under integrable initial conditions.

Stefan problem Supercooling Minimality Particle systems Mean-field limits

2020-10-07abs ↗pdf ↗

Diffusive and arrested-like dynamics in currency exchange marketsq-fin.ST

This study finds similarities between currency exchange dynamics and supercooled systems.

problem Understanding the dynamics of currency exchange markets.

method Comparing EURUSD price fluctuations to colloidal dynamics and using models for arrested physical systems.

result EURUSD price fluctuations exhibit two-step dynamics similar to supercooled systems.

currency exchange EURUSD colloidal dynamics supercooled arrested systems

2017-03-09abs ↗pdf ↗

Optimal bailout strategies resulting from the drift controlled supercooled Stefan problemmath.OC

Central bank optimizes bailout cash injection to limit defaults.

problem Optimizing cash injection to limit defaults in a system of mutual obligations.

method Proved convergence and solved a drift controlled Stefan problem using mean field control and policy gradient methods.

result Optimal strategies involve subsidizing banks with equity values in a time-dependent region.

bailout strategies financial institutions systemic risk Stefan problem mean field control

2021-11-02abs ↗pdf ↗

Combining Machine Learning and Physics to Understand Glassy Systemsstat.ML

Combining ML and physics for understanding glassy systems.

problem Understanding supercooled liquids and glasses due to disorder and non-equilibrium effects.

method Data-driven approach using machine learning with physical intuition.

result Building a phenomenological theory of disordered materials.

glassy systems machine learning disordered materials supercooled liquids non-equilibrium effects

2017-09-23abs ↗pdf ↗

Old Problems, Classical Methods, New Solutionsq-fin.MF

Solves financial and non-financial problems using heat potentials.

problem Calibrating default boundaries, calculating default probabilities, and finding hitting time probabilities.

method Classical method of heat potentials, recently extended by the author.

result Successfully solved several financial and non-financial problems.

heat potentials financial mathematics default intensity default probability hitting time

2020-03-15abs ↗pdf ↗

McKean-Vlasov equations involving hitting times: blow-ups and global solvabilitymath.PR

The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.

problem Analyzing blow-ups in McKean-Vlasov equations involving hitting times.

method Connection to the supercooled Stefan problem, comparison principles, and new transform.

result Proves global solvability for McKean-Vlasov dynamics under certain conditions.

McKean-Vlasov equations hitting times blow-ups global solvability Fokker-Planck equation

2020-10-27abs ↗pdf ↗