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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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2545077611,014 · Jun 202019922001200920172026
48 results for variational problem

New variational principle found for non-variational differential equations.

problem Non-variational differential equations without variational multipliers.
method Connecting functional forms with antiexact differential forms to identify obstructions.
result Formulation of variational problem for non-variational equations.

Study on new Monge-Ampère functionals and their variational problems.

problem Existence and uniqueness of solutions for nonlinear eigenvalue problems.
method Introduction of a family of real Monge-Ampère functionals and proving Sobolev type inequalities.
result Existence of solutions for a nonlinear eigenvalue problem.

Generalizes Hamiltonian theory for variational problems, applied to first order gravity.

problem Formulating Hamiltonian field theory for variational problems of general nature.
method Introduces a generalized Hamiltonian formalism without requiring a Hamiltonian section.
result Develops a novel multisymplectic Hamiltonian field theory for first order gravity.

A Finsler geometry may be understood as a homogeneous variational problem, where the Finsler function is the Lagrangian. The extremals in Finsler geometry are curves, but in more general variational problems we might consider extremal submanifolds of dimension mm. In this minicourse we discuss these problems from a ge…

2011-08-30abs ↗pdf ↗

We present a family of complexes playing the same role, for homogeneous variational problems, that the horizontal parts of the variational bicomplex play for variational problems on a fibred manifold. We show that, modulo certain pullbacks, each of these complexes (apart from the first one) is globally exact. All the c…

2005-12-16abs ↗pdf ↗

A framework uses variational Bayes for solving inverse problems efficiently.

problem Solving inverse problems in various dimensions with flexibility and accuracy.
method Variational Bayes approximations with message passing and factor graph approach.
result Efficient algorithm updates for higher dimensions and computational advantage over MCMC.

This paper learns variational models and solvers for inverse problems from incomplete data.

problem Solving inverse problems with partially observed data.
method Joint learning of variational cost and gradient-based solver as neural networks.
result Joint learning leads to improved reconstruction performance.

Neural networks solve variational inequalities for optimal stopping problems.

problem Solving variational inequalities for optimal stopping problems in finance.
method Proposed neural network approach using loss functions directly incorporating variational inequality on whole domain.
result Existence and convergence of neural networks whose losses converge to zero.

Variational Gaussian Processes solve linear inverse problems efficiently.

problem Solving inverse problems where indirect observations are corrupted by noise.
method Variational Bayesian methods with Gaussian process priors and inducing variables.
result Posterior contraction rates can be attained by correctly tuned variational procedures.

In this thesis we deal with two different classes of variational problems: 1) the problem of closed curves with prescribed curvature, or HH-loop problem; 2) the study of the nodal solutions of the fractional Brezis-Nirenberg problem. In both cases we deal with nonlinear equations (an ODE system for problem 1, and an e…

2019-01-24abs ↗pdf ↗

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the problem of finding the shortest curve whose endpoints can slide along two prescribed …

2017-03-11abs ↗pdf ↗

The paper generalizes convex and star-shaped concepts to symplectic spaces and studies variational problems.

problem Generalizing convex and star-shaped concepts to symplectic vector spaces.
method Study of variational problems for symplectically convex and star-shaped curves.
result Extremal points of the variational problem are rigid multiply traversed conics for a range of parameters.

We define a new formal Riemannian metric on a conformal class in the context of the vn2v_{\frac{n}{2}}-Yamabe problem. Our construction leads to a new variational characterization and a new parabolic flow approach to this problem. Moreover, this variational framework suggests that solutions to this problem are unique in…

2016-11-01abs ↗pdf ↗

Survey of methods for solving smooth stochastic variational inequalities.

problem Solving smooth (strongly) monotone stochastic variational inequalities.
method Deterministic foundation, general stochastic formulation, finite sum setup, recent advances.
result Review of various methods for solving smooth stochastic variational inequalities.

Extends tracking guarantees for time-varying variational inequalities.

problem Tracking solutions of time-varying variational inequalities.
method Extends existing results to sublinear solution paths and periodic problems.
result Discrete dynamical systems of periodic time-varying VI can exhibit chaotic behavior or converge to the solution.

In this article we study constrained variational problems in one independent variable defined on the space of integral curves of a Frenet system in a homogeneous space G/H. We prove that if the Lagrangian is G-invariant and coisotropic then the extremal curves can be found by quadratures. Our proof is constructive and …

2003-07-16abs ↗pdf ↗

Elvet solves differential equations and variational problems with neural networks.

problem Solving complex differential and variational equations with arbitrary conditions.
method Machine learning, specifically neural networks, to represent and solve equations.
result Elvet can solve a wide range of differential and variational problems.

We study the variational problem for NN-parallel curves on a Finslerian surface by means of Exterior Differential Systems using Griffiths' method. We obtain the conditions when these curves are extremals of a length functional and write the explicit form of Euler-Lagrange equations for this type of variational problem…

2014-07-21abs ↗pdf ↗

Study on geometric variational problems for existence, regularity, and uniqueness of solutions.

problem Geometric variational problems, focusing on existence, regularity, and uniqueness of solutions.
method Formulated in Federer and Fleming's theory of currents, discussed the existence theory, and presented core ideas of the (interior) regularity theory for area-minimizing currents and optimal transport paths. Two original results on generic uniqueness of solutions were presented.
result Generic uniqueness of solutions for both Plateau's problem and optimal branched transport problem.

Study variational problems for integral invariants of maps between pseudo-Riemannian manifolds.

problem Understanding variational properties of integral invariants defined from the second fundamental form.
method Derive first variational formulae for integral invariants of degree two, show Euler-Lagrange equation for Chern-Federer energy, and provide examples of submanifolds.
result The Euler-Lagrange equation of the Chern-Federer energy functional reduces to a second order PDE.

This paper combines three techniques to reduce communications in distributed variational inequalities.

problem Efficiently communicating solutions in large-scale distributed variational inequalities.
method Combining similarity, compression, and local steps to reduce communication rounds and cost.
result Best theoretical guarantees of communication complexity and superior performance in adversarial learning experiments.

Paper derives invariantised Euler-Lagrange equations for Herglotz problems.

problem Nonconservative Herglotz variational problems.
method Invariant calculus of variations and moving frames.
result Derivation of generalised Euler-Lagrange equations and conserved quantities.

We propose a family of variational approximations to Bayesian posterior distributions, called αα-VB, with provable statistical guarantees. The standard variational approximation is a special case of αα-VB with α=1α=1. When α(0,1]α\in(0,1], a novel class of variational inequalities are developed for linking the Bayes risk …

2017-10-09abs ↗pdf ↗

Paper introduces variational inference for Bayesian inverse problems with gamma hyperpriors.

problem Bayesian inverse problems with sparse solutions.
method Variational iterative alternating scheme for hierarchical models with gamma hyperpriors.
result Accurate reconstruction and meaningful uncertainty quantification.

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

The article concerns the problem if a~given system of differential equations is identical with the Euler--Lagrange system of an~appropriate variational integral. Elementary approach is applied. The main results involve the determination of the first--order variational integrals related to the second--order Euler--Lagra…

2014-08-24abs ↗pdf ↗

New algorithms reduce variance in solving complex mathematical problems.

problem Solving convex-concave saddle point problems, variational inequalities, and inclusions.
method Stochastic variance reduction for extragradient, forward-backward-forward, and forward-reflected-backward methods.
result All proposed methods converge with complexities matching or improving deterministic counterparts.

Study new Willmore-type variational problem for foliated hypersurfaces.

problem New Willmore-type variational problem for hypersurfaces with foliations.
method Calculate first and second variations, find Euler-Lagrange equation, consider critical hypersurfaces.
result Found critical hypersurfaces of revolution as local minima for special variations.

Study optimizes perimeter in convex domains with anisotropic constraints.

problem Optimizing perimeter in convex domains with anisotropic constraints.
method Analytical properties, topological features, and geometric measure theory results.
result Sharp isoperimetric inequalities and existence of minimizers.

Study finds lower bounds for energy on fibred manifolds using fiberwise symmetrization.

problem Finding lower bounds for energy functionals on fibred manifolds.
method Established a framework for fiberwise symmetrization to find lower bounds.
result Proved a comparison theorem for the first eigenvalue of the Laplacian on warped product manifolds.

Unified analysis of efficient local training methods for distributed variational inequalities.

problem Efficient distributed/federated learning for variational inequality problems.
method Unified convergence analysis of communication-efficient local training methods.
result First local gradient descent-accent algorithms with improved communication complexity.

The paper explores variational problems on Riemannian manifolds with special foliations, proving existence results.

problem Variational problems on Riemannian manifolds with singular Riemannian foliations.
method Application of Palais' Principle of Symmetric Criticality and Rellich-Kondrachov-Hebey-Vaugon Embedding Theorem.
result Existence of countably infinite weak solutions to variational problems.

Variational language models seek to estimate the posterior of latent variables with an approximated variational posterior. The model often assumes the variational posterior to be factorized even when the true posterior is not. The learned variational posterior under this assumption does not capture the dependency relat…

2019-09-09abs ↗pdf ↗

The paper compares unrolling and bilevel optimization for learning variational models.

problem Learning variational models in supervised learning.
method Analyzes unrolling and bilevel optimization approaches for variational models.
result Unrolling can be better than bilevel optimization, but performance depends on parameters.

We discuss intrinsic aspects of Krupka's approach to finite-order variational sequences. We give intrinsic isomorphisms of the quotient subsheaves of the short finite-order variational sequence with sheaves of forms on jet spaces of suitable order, obtaining a new finite-order (short exact) variational sequence which i…

2000-01-05abs ↗pdf ↗