Mathematics

Authors and titles for May 2022

[3801] arXiv:2205.15855 (cross-list from physics.flu-dyn) [pdf, other]

Title: Open-source Framework for Transonic Boundary Layer Natural Transition Analysis over Complex Geometries in Nektar++

Ganlin Lyu, Chao Chen, Xi Du, Shahid Mughal, Spencer J. Sherwin

Comments: 20 pages, 22 figures, presented at the 2022 AIAA Aviation Forum

Subjects: Fluid Dynamics (physics.flu-dyn); Numerical Analysis (math.NA); Computational Physics (physics.comp-ph)

[3802] arXiv:2205.15902 (cross-list from stat.ML) [pdf, other]

Title: Variational inference via Wasserstein gradient flows

Marc Lambert, Sinho Chewi, Francis Bach, Silvère Bonnabel, Philippe Rigollet

Comments: 52 pages, 15 figures

Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Statistics Theory (math.ST)

[3803] arXiv:2205.15905 (cross-list from q-fin.PM) [pdf, other]

Title: Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models

Yang Shen, Bin Zou

Subjects: Portfolio Management (q-fin.PM); Optimization and Control (math.OC); Mathematical Finance (q-fin.MF)

[3804] arXiv:2205.15917 (cross-list from cs.PL) [pdf, other]

Title: Concrete categories and higher-order recursion (With applications including probability, differentiability, and full abstraction)

Cristina Matache, Sean Moss, Sam Staton

Subjects: Programming Languages (cs.PL); Logic in Computer Science (cs.LO); Category Theory (math.CT)

[3805] arXiv:2205.15946 (cross-list from hep-th) [pdf, other]

Title: Generalized Gelfand-Dikii equation and solitonic electric fields for fermionic Schwinger pair production

Naser Ahmadiniaz, Alexander M. Fedotov, Evgeny G. Gelfer, Sang Pyo Kim, Christian Schubert

Comments: 30 pages, 11 figures, 1 table, substantially revised and extended version published in Phys. Rev. D 108, 036019 (2023)

Subjects: High Energy Physics - Theory (hep-th); High Energy Physics - Phenomenology (hep-ph); Mathematical Physics (math-ph)

[3806] arXiv:2205.15991 (cross-list from q-fin.CP) [pdf, other]

Title: Hedging option books using neural-SDE market models

Samuel N. Cohen, Christoph Reisinger, Sheng Wang

Subjects: Computational Finance (q-fin.CP); Probability (math.PR); Risk Management (q-fin.RM); Statistical Finance (q-fin.ST); Machine Learning (stat.ML)