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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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129257386514 · Jun 202019922001200920172026
48 results for Dynamic Systems

NDS learns dynamical models with prior knowledge, improving accuracy and efficiency.

problem Learning accurate dynamical models with limited data and varying dynamics.
method Neural Dynamical Systems (NDS) integrates prior knowledge in ODEs with neural networks to estimate parameters and predict states.
result NDS achieves higher accuracy and uses fewer samples compared to other methods.

Analog forecasting uses local dynamics to predict chaotic systems.

problem Theoretical connections between analog forecasting and dynamical systems are overlooked.
method Local approximations of the system's dynamics, linear regression, and estimation of analog forecasting errors.
result Analog forecasting performances are highly linked to the local Jacobian matrix of the flow map.

This work introduces a method to learn dynamical systems from noisy sensor measurements using multiple shooting.

problem Learning dynamical systems from noisy sensor measurements is challenging due to system instability.
method A scalable method based on multiple shooting.
result Robust learning of latent representations of dynamical systems from noisy measurements.

The Kosambi-Cartan-Chern (KCC) theory represents a powerful mathematical method for the investigation of the properties of dynamical systems. The KCC theory introduces a geometric description of the time evolution of a dynamical system, with the solution curves of the dynamical system described by methods inspired by t…

2015-09-26abs ↗pdf ↗

Many dynamical systems exhibit similar structure, as often captured by hand-designed simplified models that can be used for analysis and control. We develop a method for learning to correspond pairs of dynamical systems via a learned latent dynamical system. Given trajectory data from two dynamical systems, we learn a …

2019-12-06abs ↗pdf ↗

This paper proposes a system-agnostic policy for dynamic scheduling.

problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.

We demonstrate the possibility of classifying causal systems into kinds that share a common structure without first constructing an explicit dynamical model or using prior knowledge of the system dynamics. The algorithmic ability to determine whether arbitrary systems are governed by causal relations of the same form o…

2016-12-15abs ↗pdf ↗

dynoGP uses deep Gaussian processes for dynamic system identification.

problem System identification for complex dynamical systems.
method Interconnecting linear dynamic GPs and static GPs to model dynamic and static nonlinearities.
result Demonstrates effectiveness of the approach using both simulated and real-world data.

Deep networks are commonly used to model dynamical systems, predicting how the state of a system will evolve over time (either autonomously or in response to control inputs). Despite the predictive power of these systems, it has been difficult to make formal claims about the basic properties of the learned systems. In …

2020-01-17abs ↗pdf ↗

Improved SINDy autoencoder for identifying noisy dynamical systems.

problem Robust identification of noisy dynamical systems from data.
method Incorporates noise-separating neural network structures into SINDy autoencoder architecture.
result Accurately recovers latent dynamics and estimates measurement noise from noisy observations.

DOODL learns shared spectral dynamics across related dynamical systems.

problem Learning independent dynamical operators for each system limits discovery of shared structure.
method DOODL learns a dictionary of characteristic spectral dynamics on a manifold of related systems.
result DOODL achieves errors one to two orders of magnitude lower than independent operator estimation methods.

Paper proposes learning system dynamics from irregularly-sampled partial observations.

problem Capturing dynamics of multi-agent systems with irregular and partial observations.
method LG-ODE, a latent ordinary differential equation model using graph neural networks and neuralODE.
result Demonstrates effectiveness on motion capture, spring system, and charged particle datasets.

A new metric compares dynamical systems using operator eigenvalues.

problem Comparing and interpolating nonlinear dynamical systems from trajectory data.
method Representing systems as distributions of operator eigenvalues and projectors, defining a spectral-Grassmann Wasserstein metric.
result The proposed metric outperforms standard operator-based distances in machine learning applications.

CoDA adapts dynamics models to new physical systems by conditioning on context.

problem Generalizing to new physical systems with shared dynamics but different contexts.
method Context-informed dynamics adaptation (CoDA) using multiple environments and a hypernetwork.
result State-of-the-art generalization results on nonlinear dynamics.

Proposes local coordinate frames for improving model performance in complex dynamical systems.

problem Improving model performance in complex, non-linear, and time-dependent dynamical systems.
method Introduces roto-translation invariant local coordinate frames for geometric graphs.
result The approach outperforms state-of-the-art models in various complex scenarios.

In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…

2011-06-27abs ↗pdf ↗

Model captures system input variations in latent space for actionable dynamics.

problem Learning dynamical systems from data without prescribing a mathematical model.
method Structured latent ODE model with stochastic factors of variation for each input.
result Improves generation of time-series data and inference of system inputs over baselines.

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

Improved robust latent variable estimation for neural dynamics.

problem Inconsistent results due to noise and nonlinearity in existing models.
method Probabilistic approach to latent variable estimation in decomposed models.
result More accurate latent variable inference in nonlinear systems with diverse noise conditions.

Transformer model for probabilistic dynamical systems.

problem Modeling high-dimensional dynamical systems from noisy observations.
method Parallel between dynamical systems and language modeling; transformer-based model with geometrical properties; iterative training algorithm.
result Fine-grid approximation of conditional probabilities for high-dimensional systems.

This work learns effective dynamics from short-term data of stochastic systems.

problem Learning effective dynamics from short-term data of stochastic systems.
method Proposes a novel algorithm using a neural network (Auto-SDE) to learn invariant slow manifold from data.
result Validated through numerical experiments to be accurate, stable, and effective.

Method learns dynamics of slow variables from stochastic data.

problem Modeling unknown multiscale stochastic systems with limited data.
method Data-driven approach to learn effective dynamics from bursts of observation data.
result Generative model accurately captures effective dynamics of slow variables.

Deep learning detects bifurcations in dynamical systems.

problem Predicting catastrophic changes in dynamical systems across sciences.
method Data-driven, physically-informed deep-learning framework for classifying dynamical regimes and characterizing bifurcation boundaries.
result Extracts topologically invariant features to detect bifurcation boundaries in unseen systems.

Algorithm identifies bilinear dynamical systems from noisy data.

problem Learning a realization of a partially observed bilinear dynamical system.
method Regression of outputs to highly correlated covariates for Markov-like parameters.
result High probability error bounds on identification algorithm under uniform stability assumption.

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

Extremely accurate prediction of dynamical system bifurcations using control inputs.

problem Predicting complex bifurcation structures in dynamical systems.
method Extending extreme learning machines with control inputs to model system dynamics.
result The model can nearly reproduce the entire structure of bifurcations using only a few parameter values.

The paper studies random dynamical systems of polynomial automorphisms on C^2 and finds mean stability.

problem Random dynamical systems of polynomial automorphisms on C^2.
method Generic random dynamical systems of polynomial automorphisms are shown to have mean stability.
result A generic random dynamical system of polynomial automorphisms on C^2 has mean stability.

Invariant measures found for contact Hamiltonian systems split into Reeb and Liouville dynamics.

problem Finding invariant measures for contact Hamiltonian systems.
method Splitting the system into Reeb and Liouville dynamics; using invariant measures and symplectic sandwiches.
result Invariant measure found for Reeb dynamics; characterization of Liouville dynamics invariant measure.

Proposes a new method combining Reservoir Computing and Normalizing Flow for predicting stochastic dynamical systems.

problem Predicting and capturing long-term behaviors of stochastic dynamical systems.
method Data-driven framework combining Reservoir Computing and Normalizing Flow, integrating error modeling and both approaches virtues.
result Successfully predicts the long-term evolution of stochastic dynamical systems and replicates dynamical behaviors.

Framework infers Langevin dynamics from stochastic observations of latent systems.

problem Inferring non-stationary Langevin dynamics from indirect stochastic observations.
method Non-parametric framework explicitly modeling stochastic observation process and non-stationary latent dynamics.
result Correct inference of non-stationary dynamics requires accounting for non-equilibrium states and observation duration.

Defines hybrid systems on principal bundles and studies impact effects.

problem Understanding impact effects in hybrid mechanical systems.
method Defines hybrid systems on principal bundles, studies underlying geometry, and finds conditions for impact preservation.
result Conditions for preservation of both exterior and interior impacts by mechanical connections.