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We show that when a dynamic-weight AMM rebalances by creating arbitrage opportunities, the per-step log loss is the KL divergence between successive weight vectors. The Fisher-Rao metric is therefore the natural Riemannian metric on the…

Mathematical Finance · Quantitative Finance 2026-04-02 Matthew Willetts

We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…

Machine Learning · Statistics 2019-05-16 Sheng Xu , Zhou Fan

A rotation-two-component Camassa-Holm (R2CH) system was proposed recently to describe the motion of shallow water waves under the influence of gravity. This is a highly nonlinear and strongly coupled system of partial differential…

Numerical Analysis · Mathematics 2023-04-18 Qifeng Zhang , Jiyuan Zhang , Zhimin Zhang

The use of Fourier methods in wave-front reconstruction can significantly reduce the computation time for large telescopes with a high number of degrees of freedom. However, Fourier algorithms for discrete data require a rectangular data…

Instrumentation and Methods for Astrophysics · Physics 2017-06-07 Charlotte Z. Bond , Carlos M. Correia , Jean-François Sauvage , Benoit Neichel , Thierry Fusco

This paper proposes a second-order accurate direct Eulerian generalized Riemann problem (GRP) scheme for the ten-moment Gaussian closure equations with source terms. The generalized Riemann invariants associated with the rarefaction waves,…

Numerical Analysis · Mathematics 2024-07-08 Jiangfu Wang , Huazhong Tang

To model time-varying nonlinear temporal dynamics in sequential data, a recurrent network capable of varying and adjusting the recurrence depth between input intervals is examined. The recurrence depth is extended by several intermediate…

Machine Learning · Computer Science 2017-08-15 Hyunsin Park , Chang D. Yoo

The detection of quasi-periodic sources of gravitational waves requires the accumulation of signal-to-noise over long observation times. If not removed, Earth-motion induced Doppler modulations, and intrinsic variations of the…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Patrick R Brady , Teviet Creighton

We study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…

Machine Learning · Computer Science 2022-07-14 Prateek Varshney , Abhradeep Thakurta , Prateek Jain

We consider the Dirichlet Laplacian in a three-dimensional waveguide that is a small deformation of a periodically twisted tube. The deformation is given by a bending and an additional twisting of the tube, both parametrized by a coupling…

Spectral Theory · Mathematics 2020-02-19 Vincent Bruneau , Pablo Miranda , Daniel Parra , Nicolas Popoff

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

Optimization and Control · Mathematics 2024-01-11 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

An alternative first step approximation based on subgrid artificial viscosity modeling (SAV) is proposed for defect-deferred correction method (DDC) for incompresible Navier-Stokes equation at high Reynolds number. This new approach not…

Numerical Analysis · Mathematics 2020-06-02 Mustafa Aggul

In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto…

Analysis of PDEs · Mathematics 2026-04-14 Zexi Fan , Bowen Li , Jianfeng Lu

We present a modified Front Tracking (mFT) scheme for hyperbolic systems of conservation laws in one space dimension, in which we allow arbitrarily large nonlinear waves. We build the scheme by introducing and solving a ``generalized…

Analysis of PDEs · Mathematics 2025-04-30 Manas Bhatnagar , Robin Young

In this paper, we present modifications of the iterative hard thresholding (IHT) method for recovery of jointly row-sparse and low-rank matrices. In particular a Riemannian version of IHT is considered which significantly reduces…

Optimization and Control · Mathematics 2022-10-03 Henrik Eisenmann , Felix Krahmer , Max Pfeffer , André Uschmajew

Derivative-free Riemannian optimization (DFRO) aims to minimize an objective function using only function evaluations, under the constraint that the decision variables lie on a Riemannian manifold. The rapid increase in problem dimensions…

Optimization and Control · Mathematics 2026-01-14 Timothé Taminiau , Estelle Massart , Geovani Nunes Grapiglia

This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…

Numerical Analysis · Mathematics 2025-07-15 Qiang Du , Kui Ren , Lu Zhang , Yin Zhou

Let $(M,g)$ be a compact $n$-dimensional Riemannian manifold with nonempty boundary and $n\geq 2$. Assume that ${\mathrm{Ric}(M)\ge (n-1)K}$ for some ${K>0}$ and that $\partial M$ has nonnegative mean curvature with respect to the outward…

Differential Geometry · Mathematics 2025-12-29 Thomas Schürmann

An improved uniform error bound at $O\left(h^m+\varepsilon^2 \tau^2\right)$ is established in $H^{\alpha/2}$-norm for the long-time dynamics of the nonlinear space fractional Klein-Gordon equation (NSFKGE). A second-order exponential wave…

Numerical Analysis · Mathematics 2023-03-08 Junqing Jia , Xiaoyun Jiang

A high-performance shooting algorithm is developed to compute time-periodic solutions of the free-surface Euler equations with spectral accuracy in double and quadruple precision. The method is used to study resonance and its effect on…

Fluid Dynamics · Physics 2015-06-11 Jon Wilkening , Jia Yu

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…

Numerical Analysis · Mathematics 2019-06-28 R. Herbin , T. Gallouët , J. -C Latché , N Therme