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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.

168,742 papers · 148 categories

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336698131 · May 202619922001200920172026
48 results for time-dependent Schrödinger equation

Paper introduces a new generative learning model using Schrödinger bridge diffusion in latent space.

problem Learning distributions from divergent data distributions.
method Pre-training with large-scale models, Schrödinger bridge diffusion model in latent space.
result Effective control of second-order Wasserstein distance between generated and target distributions.

Unified framework for robust, stable, and efficient density ratio estimation.

problem Density-chasm and support-chasm problems in density ratio estimation.
method Dequantified diffusion-Schrödinger bridge (D3RE) framework with DDBI and DSBI.
result Offers uniform approximation and bounded time scores in theory and empirical performance.

Suppose that G=(V,E)G=(V, E) is a finite graph with the vertex set VV and the edge set EE. Let ΔΔ be the usual graph Laplacian. Consider the following nonlinear Schro¨\ddot{o}dinger type equation of the form {Δuαu=f(x,u),uW1,2(V), \left \{ \begin{array}{lcr} -Δu-αu=f(x,u),\\ u\in W^{1,2}(V),\\ \end{array} \right. on graph GG, where $f(x…

2019-03-13abs ↗pdf ↗

Study shows observability for Schrödinger equations on product manifolds with specific conditions.

problem Observability of Schrödinger equations on product manifolds with product metrics.
method Proof of observability in finite time on open subsets satisfying Vertical Geometric Control Condition, under gap condition on spectrum of F(g).
result Observability on ω for the Schrödinger equation is strictly weaker than Geometric Control Condition on product of spheres.

We give a new lower bound for the first gap λ2λ1λ_2 - λ_1 of the Dirichlet eigenvalues of the Schr{ö}dinger operator on a bounded convex domain ΩΩ in Rn^n or Sn^n and greatly sharpens the previous estimates. The new bound is explicit and computable.

2004-04-22abs ↗pdf ↗

The goal of this article is twofold: in a first part, we prove Gaussian estimates for the heat kernel of Schr{ö}dinger operators delta + V whose potential V is "small at infinity" in an integral sense. In a second part, we prove sharp boundedness result for the associated Riesz transform with potential d(delta+V) --1/2…

2015-03-02abs ↗pdf ↗

CMCD sampler connects transport and variational inference for efficient sampling.

problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.

In this paper, the Dirac, twistor and Killing equations on Weyl manifolds with CSpin structures are investigated. A conformal Schr"odinger-Lichnerowicz formula is presented and used to show integrability conditions for these equations. By introducing the Killing equation for spinors of arbitrary weight, the result of A…

1999-01-27abs ↗pdf ↗

Paper shows how scattering maps of Schrödinger equations relate to metrics.

problem Relating scattering maps of time-dependent Schrödinger equations to metrics.
method Analyzes scattering maps for specific classes of metrics and diffeomorphisms.
result Scattering maps differ by a compact operator if and only if metrics are related by diffeomorphism.

Paper develops semi-analytic method for American options in time-dependent jump-diffusion models.

problem Pricing American options in models with time-dependent and exponential jumps.
method Generalizes existing methods for barrier and American options to handle arbitrary time dependencies and solves the problem through algebraic and Fredholm-Volterra equations.
result Presents a semi-analytic solution for American options in time-dependent jump-diffusion models with exponential jumps.

The paper analyzes convergence of Langevin dynamics with time-dependent metrics.

problem Analyzing convergence of Langevin dynamics with time-dependent metrics.
method Formulated a modified gradient flow of the Kullback-Leibler divergence, selected a time-dependent relative Fisher information functional, and developed a time-dependent Hessian matrix condition.
result Proved convergence conditions for various Langevin dynamics.

Develops methods to learn correlation potentials for time-dependent Kohn-Sham systems.

problem Learning the correlation potential for time-dependent Kohn-Sham systems.
method Optimizing a least-squares objective subject to the TDKS equation using adjoints.
result Learned correlation potential models match ground truth electron densities and can have memory.

We present three models of stock price with time-dependent interest rate, dividend yield, and volatility, respectively, that allow for explicit forms of the optimal exercise boundary of the finite maturity American put option. The optimal exercise boundary satisfies the nonlinear integral equation of Volterra type. We …

2019-12-11abs ↗pdf ↗

New method for pricing American options in time-dependent models, improving accuracy and efficiency.

problem Pricing American options in time-dependent models with improved accuracy and efficiency.
method Semi-analytical pricing using a nonlinear Volterra integral equation and numerical methods.
result Improved accuracy and efficiency in pricing American options compared to forward finite difference solvers.

Develops semi-closed form solutions for barrier and American options on time-dependent OU process.

problem Valuation of barrier and American options on a time-dependent Ornstein-Uhlenbeck process.
method Semi-closed form solutions involving numerical solution of Fredholm equations and integration of Jacobi theta functions.
result Method is more efficient than backward finite difference method and can be as efficient as forward finite difference solver with better accuracy and stability.

Probabilistic method combines space and time uncertainties in PDEs.

problem Separate treatment of space and time in PDE solvers obscures interactions and error quantification.
method Gaussian process interpretation of finite difference methods interacting with probabilistic ODE solvers.
result Joint quantification of space- and time-uncertainty possible without sacrificing ODE solver performance.

New quantum algorithm simplifies complex financial derivatives pricing.

problem Complex financial derivatives pricing with high dimensionality.
method Quantum-inspired variational algorithms combined with neural-network quantum states.
result Simplified pricing of European options with many correlated assets.

We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a generic set of particular solutions of the system and some constants. We next study…

2010-03-18abs ↗pdf ↗

Optimizes electric field to control molecule states in Hartree-Fock theory.

problem Optimizing electric field to drive molecule from initial to target state.
method Trust region optimization with gradients from adjoint state method.
result Achieves desired target states with minimal control effort.

A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.

problem Challenges in processing sequential inputs with long-time dependencies in RNNs.
method A novel RNN architecture based on a Hamiltonian system of oscillators.
result The proposed RNN mitigates exploding and vanishing gradient problems, providing state-of-the-art performance.

MAntRA combines machine learning and Bayesian methods for time-dependent reliability analysis of unknown systems.

problem Time-dependent reliability analysis of systems with unknown governing physics.
method Combines machine learning, Bayesian statistics, and stochastic integration to discover and analyze SDEs from data.
result Demonstrates the effectiveness of MAntRA on three numerical examples, indicating its potential for in-situ and heritage structure analysis.

GrADE uses graph neural networks and Neural ODE for solving time-dependent nonlinear PDEs efficiently.

problem Solving time-dependent nonlinear PDEs is computationally challenging and time-consuming.
method GrADE combines graph neural networks for spatial modeling and Neural ODE for temporal modeling, using attention mechanisms.
result GrADE efficiently solves PDEs, demonstrating scalability and better accuracy compared to existing methods.

A new method uses deep learning to efficiently solve complex physics equations in high dimensions.

problem Efficiently solving high-dimensional time-dependent PDEs with dynamic solutions.
method Deep adaptive sampling framework for PINNs extended to spacetime domains using normalizing flows.
result The method effectively identifies and tracks high-residual regions in both space and time.

New method uses randomized sparse neural networks to solve time-dependent PDEs more accurately and efficiently.

problem Numerical challenges in training neural networks sequentially in time to solve time-dependent PDEs.
method Introduces Neural Galerkin schemes that update randomized sparse subsets of network parameters at each time step.
result Up to two orders of magnitude more accurate and two orders of magnitude faster than dense update schemes.

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

In this paper we propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds associated to the extended musculo-skeletal configuration…

2009-07-12abs ↗pdf ↗