arXiv research

Tensoring $p$-weak differentiable structures preserves their properties.

Atiyah classes of DG manifolds of positive amplitude are invariant under weak equivalences.

Study on Kähler manifolds proves weak decompositions and relates harmonic forms.

Characterizes when differential forms have weak exterior derivatives based on limiting behavior of integration over simplices.

Survey on smooth function and form density in Riemannian Sobolev spaces.

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same complexity gain as under the presence of a strong convergence. We exemplify thi…

Online algorithm identifies PDEs from noisy data snapshots.

Study geodesics on finite-dimensional manifolds.

New Lie 2-algebra structure for multiplicative forms on quasi-Poisson groupoids.

Novel weak MLMC scheme for Lévy-driven SDEs, applied to financial derivatives pricing.

Self-test loss functions improve data-driven modeling of weak-form operators and gradient flows.

Paper develops equivariant basic cohomology for Lie groupoids.

We detail the construction of a weak Poisson bracket over a submanifold of a smooth manifold M with respect to a local foliation of this submanifold. Such a bracket satisfies a weak type Jacobi identity but may be viewed as a usual Poisson bracket on the space of leaves of the foliation. We then lift this weak Poisson …

New calculus on spacetimes for nonlinear differential equations.

We show that at generic points blow-ups/tangents of differentiability spaces are still differentiability spaces; this implies that an analytic condition introduced by Keith as an inequality (and later proved to actually be an equality) passes to tangents. As an application, we characterize the $p$-weak gradient on iter…

WSINDy for PDEs robustly identifies models from noisy data.

Gradient descent benefits from tangent kernel advantages under specific conditions.

The study proves a theorem on Riemannian manifolds for wedge products of weakly convergent differential forms.

We extend the validity of a Gromov's dimension comparison estimate for topological hypersurfaces to sufficiently large classes of rectifiable sets, arising from Sobolev mappings. Our tools are a suitably weak exterior differentiation for pullback differential forms and a new low rank property for Sobolev mappings.

We describe various equivalent ways of associating to an orbifold, or more generally a higher étale differentiable stack, a weak homotopy type. Some of these ways extend to arbitrary higher stacks on the site of smooth manifolds, and we show that for a differentiable stack X arising from a Lie groupoid G, the weak homo…

We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work out weight expressions for the Taylor coefficients of the expansion. The results are applied to LIBOR market models in order to deal with the …

Develops analysis of weak immersions with bounded second fundamental forms in critical Sobolev space.

We investigate the computational aspects of the basket CDS pricing with counterparty risk under a credit contagion model of multinames. This model enables us to capture the systematic volatility increases in the market triggered by a particular bankruptcy. The drawback of this problem is its analytical complication due…

We develop semistrict higher gauge theory from first principles. In particular, we describe the differential Deligne cohomology underlying semistrict principal 2-bundles with connective structures. Principal 2-bundles are obtained in terms of weak 2-functors from the Cech groupoid to weak Lie 2-groups. As is demonstrat…

Paper proposes a weak approximation of reflection coupling for non-convex optimization.

The problem of prescribing conformally the scalar curvature of a closed Riemannian manifold as a given Morse function reduces to solving an elliptic partial differential equation with critical Sobolev exponent. Two ways of attacking this problem consist in subcritical approximations or negative pseudo gradient flows. W…

New deep learning architecture learns martingales efficiently.

Geometric analysis proves weak KAM solutions constant under specific conditions.

Study the averaging principle for non-autonomous slow-fast systems and apply it to financial local stochastic volatility models.

The purpose of this article is to present a survey of our recent results on length commensurable and isospectral locally symmetric spaces. The geometric questions led us to the notion of "weak commensurability" of two Zariski-dense subgroups in a semi-simple Lie group. We have shown that for arithmetic subgroups, weak …

Introduces infinite-dimensional differential geometry using Bastiani calculus.

In this short note, we prove that if $F$ is a weak upper semicontinuous admissible Finsler structure on a domain in $\mathbb{R}^n$, $n\geq 2$, then the intrinsic distance and differential structures coincide.

Let D be a self-adjoint differential operator of Dirac type acting on sections in a vector bundle over a closed Riemannian manifold M. Let H be a closed D-invariant subspace of the Hilbert space of square integrable sections. Suppose D restricted to H is semibounded. We show that every element u in H has the weak uniqu…

This article provides a complete description of the differential Gerstenhaber algebras of all nilpotent complex structures on any real six-dimensional nilpotent algebra. As an application, we classify all pseudo-Kählerian complex structures on six-dimensional nilpotent algebras such that the differential Gerstenhaber a…

Unified approach for learning with weak labels across various tasks.

We introduce a notion of a weak Poisson structure on a manifold $M$ modeled on a locally convex space. This is done by specifying a Poisson bracket on a subalgebra $\cA \subeq C^\infty(M)$ which has to satisfy a non-degeneracy condition (the differentials of elements of $\cA$ separate tangent vectors) and we postulate …

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a functional variable. This paper proposes to build upon the proximal point algorithm, wh…

Study curvature properties of w.a. S-manifolds with new conditions.

Classifies crossings in tangles on surfaces, finding no nontrivial indices.

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential equations into the theoretical framework of diffusion approximation, extending the …

Study rough volatility models using path-dependent PDEs and fractional Brownian motions.

WSINDy algorithm proves robust to noise in identifying differential equations.

It is proved that the category of simplicial complete bornological spaces over $\mathbb R$ carries a combinatorial monoidal model structure satisfying the monoid axiom. For any commutative monoid in this category the category of modules is also a monoidal model category with all cofibrant objects being flat. In particu…

Two new algorithms solve privacy-constrained SVI and SSP problems.

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

New varifold solutions for mean curvature flow converge and are unique.

We develop a general framework on Dirichlet spaces to prove a weak form of the Bakry-Émery estimate and study its consequences. This estimate may be satisfied in situations, like metric graphs, where generalized notions of Ricci curvature lower bounds are not available.

This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative properties of solutions of such equations. The generalized solvability for such …