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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.

168,695 papers · 148 categories

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81162242323 · Jun 202019922001200920172026
48 results for total differential equations

Efficiently infers latent SDEs with scalable memory and time costs.

problem Inference of latent SDEs with high time and memory complexity.
method Amortized reparametrization of expectations under linear SDEs, coupled with efficient gradient approximation.
result Achieves similar performance to adjoint sensitivities with fewer model evaluations.

FBSJNN solves PIDEs and FBSDEJs with deep learning, offering theoretical and numerical efficiency.

problem Solving Partial Integro-Differential Equations and Forward-Backward Stochastic Differential Equations with Jumps.
method FBSJNN framework using a single neural network for both solution approximation and non-local integral.
result FBSJNN achieves numerical solutions with a relative error of 10310^{-3}, demonstrating efficiency.

In this paper almost complex surfaces of the nearly Kähler S3×S3S^3\times S^3 are studied in a systematic way. We show that on such a surface it is possible to define a global holomorphic differential, which is induced by an almost product structure on the nearly Kähler S3×S3S^3\times S^3. We also find a correspondence betwe…

2012-08-03abs ↗pdf ↗

The paper defines and analyzes abla abla-Sobolev spaces and operators on manifolds.

problem Defining and analyzing Sobolev spaces and differential operators on manifolds.
method Coordinate-free approach using connections, proving properties of abla abla-Sobolev spaces and operators.
result Equivalent definitions of abla abla-Sobolev spaces and operators under certain conditions.

We develop a framework for computing the total valuation adjustment (XVA) of a European claim accounting for funding costs, counterparty credit risk, and collateralization. Based on no-arbitrage arguments, we derive backward stochastic differential equations (BSDEs) associated with the replicating portfolios of long an…

2016-08-09abs ↗pdf ↗

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is bett…

2016-03-08abs ↗pdf ↗

In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foliation. The stochastic approach together with a proposed foliated vector calculus provide a natural method to work on harmonic measures. Other results include a decomposition of the Laplacian in terms …

2010-12-20abs ↗pdf ↗

Study improves LL^{\infty} estimates and extreme value behavior in stochastic differential games.

problem Analyzing the mean-field limit of diffusive games through master equation.
method Using the Master Equation to approximate state processes and establishing LL^{\infty} estimates for the total error.
result Established NoN o \infty asymptotic behavior of upper order statistics of Nash states, initiating Extreme Value Theory for stochastic differential games.

We prove a global smooth isometric immersion for negatively curved surfaces with finite total curvature.

problem Finding a sufficient condition for a complete negatively curved surface to be isometrically embedded in R^3.
method Developed new techniques to overcome slow decay and oscillations of Gauss curvature, reformulating the Gauss-Codazzi equations as a symmetric hyperbolic system.
result Proved the global existence of a smooth solution to the Gauss-Codazzi system, achieving a global smooth isometric immersion of the surface into R^3.

The main result of this paper gives a new construction of extremal Kähler metrics on the total space of certain holomorphic submersions, giving a vast generalisation and unification of results of Hong, Fine and others. The principal new ingredient is a novel geometric partial differential equation on such fibrations, w…

2019-07-25abs ↗pdf ↗

Study on null helices in semi-Riemannian manifolds with special submanifolds.

problem Investigating geometric properties of null helices on totally umbilical submanifolds in 3D semi-Riemannian manifolds.
method Using the null Frenet frame and degenerate metric condition, equations and invariants characterizing null helices are derived.
result Equations and invariants characterizing null helices on totally umbilical submanifolds in 3D semi-Riemannian manifolds are obtained.

R. B. Melrose's b-calculus provides a framework for dealing with problems of partial differential equations that arise in singular or degenerate geometric situations. This article is a somewhat informal short course introducing many of the basic ideas of this world, assuming little more than a basic analysis and manifo…

2000-10-31abs ↗pdf ↗

In 1870, R. Clausius found the virial theorem which amounts to introduce the trace of the stress tensor when studying the foundations of thermodynamics, as a way to relate the absolute temperature of an ideal gas to the mean kinetic energy of its molecules. In 1901, H. Poincar{é} introduced a duality principle in analy…

2015-04-16abs ↗pdf ↗

New method detects changepoints in PDEs using optimized neural networks.

problem Detecting changepoints in PDEs with unknown locations and times.
method Online optimized Physics-Informed Neural Networks (PINNs) with Total-Variation penalty.
result Improved parameter estimation and model fitting with changepoints.

This paper proposes an efficient method for sampling from stochastic differential equations using PSD models.

problem Efficient sampling from stochastic differential equations with positive semi-definite models.
method The approach leverages a PSD model to sample from the Fokker-Planck equation or its fractional variant, with a complexity of m2dlog(1/ε)m^2 d \log(1/\varepsilon).
result The method produces i.i.d. samples with error ε in Wasserstein-1 distance, with a cost of O(dε2(d+1)/β2log(1/ε)2d+3)O(d \varepsilon^{-2(d+1)/β-2} \log(1/\varepsilon)^{2d+3}) per sample.

Paper solves quantum differential equations for projective bundles using Borel multitransforms.

problem Integration of quantum differential equations for P1\mathbb P^1-bundles.
method Introduced Borel (α,β)(\alpha, \beta)-multitransforms to reconstruct solutions.
result Quantum analog of Leray-Hirsch theorem for quantum cohomology of P1\mathbb P^1-bundles.

A result of B.Solomon (On the Gauss map of an area-minimizing hypersurface. 1984. Journal of Differential Geometry, 19(1), 221-232.) says that a compact minimal hypersurface MkM^k of the sphere Sk+1S^{k+1} with H1(M)=0H^1(M)=0, whose Gauss map omits a neighborhood of an Sk1S^{k-1} equator, is totally geodesic in Sk+1S^{k+1}. We …

2019-10-30abs ↗pdf ↗

We study the properties of nonlinear Backward Stochastic Differential Equations (BSDEs) driven by a Brownian motion and a martingale measure associated with a default jump with intensity process (λt)(λ_t). We give a priori estimates for these equations and prove comparison and strict comparison theorems. These results ar…

2016-12-16abs ↗pdf ↗

Given a definable function f, enough differentiable, we study the continuity of the total curvature function t --> K(t), total curvature of the level {f=t}, and the total absolute curvature function t-->|K| (t), total absolute curvature of the level {f=t}. We show they admits at most finitely many discontinuities.

2007-08-03abs ↗pdf ↗

In this short note, we show the rigidity of a trace estimate for Steklov eigenvalues with respect to functions in our previous work (Trace and inverse trace of Steklov eigenvalues. J. Differential Equations 261 (2016), no. 3, 2026--2040.). Namely, we show that equality of the estimate holds if and only if the manifold …

2019-12-30abs ↗pdf ↗

Studies projective geometry and partial differential equations prolongation.

problem Understanding the prolongation of overdetermined geometric partial differential equations.
method Introduction to differential geometry and tractor calculus, study of prolongation of equations.
result Recovery of projective tractor and cotractor connections via partial differential equations prolongation.

Geometry arising from two diffusion operators (smooth semi-elliptic, second order differential operators) on different spaces but intertwined by a smooth map is described. Particular cases arise from Riemannian submersions when the operators are Laplace-Beltrami operators, from equivariant operators on the total space …

2008-10-13abs ↗pdf ↗

Douglas metrics are metrics with vanishing Douglas curvature which is an important projective invariant in Finsler geometry. To find more Douglas metrics, in this paper we consider a class of Finsler metrics called general (α,β)(α,β)-metrics, which are defined by a Riemannian metric α=aij(x)yiyjα=\sqrt{a_{ij}(x)y^iy^j} and a 11-fo…

2016-06-26abs ↗pdf ↗

The paper generalizes Monge-Ampère equations and their solutions in differential geometry.

problem Understanding the structure of Monge-Ampère equations and their solutions.
method Generalizing Monge-Ampère equations to higher-order systems and proving their solutions correspond to integral manifolds of exterior differential systems.
result The Korteweg-de Vries (KdV) equation and Cauchy-Riemann equations are examples of generalized Monge-Ampère equations.

DiffEqFlux.jl is a library for fusing neural networks and differential equations. In this work we describe differential equations from the viewpoint of data science and discuss the complementary nature between machine learning models and differential equations. We demonstrate the ability to incorporate DifferentialEqua…

2019-02-06abs ↗pdf ↗

Generalizes O'Neill's equations to pseudo-Finsler submersions.

problem Extending Riemannian submersion equations to pseudo-Finsler geometry.
method Generalization of O'Neill's fundamental equations to pseudo-Finsler submersions and exploration of O'Neill tensors.
result Generalized fundamental equations for pseudo-Finsler submersions.

We introduce the equation of n-dimensional totally geodesic submanifolds of a manifold E as a submanifold of the second order jet space of n-dimensional submanifolds of E. Next we study the geometry of n-Grassmannian equivalent connections, that is linear connections without torsion admitting the same equation of n-dim…

2006-04-18abs ↗pdf ↗

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.

In this paper we show that all totally real superconformal minimal tori in CP2CP^2 correspond with doubly-periodic finite gap solutions of the Tzitzeica equation ωzz=e2ωeωω_{z{\overline z}}=e^{-2ω}-e^ω Using the results on the Tzitzeica equation in integrable system theory, we describe explicitly all these tori by Prym-theta…

2001-06-17abs ↗pdf ↗

Example shows learnable distributions not privately learnable.

problem Learnable distributions under non-private conditions not transferable to differential privacy.
method Example of a distribution class learnable up to constant error in total variation distance but not under differential privacy.
result Contradicts conjecture of Ashtiani on learnability under differential privacy.