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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.

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48 results for Lyapunov

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is…

2012-08-14abs ↗pdf ↗

We study the asymptotic behavior of the Lyapunov exponent in a meromorphic family of random products of matrices in SL(2, C), as the parameter converges to a pole. We show that the blow-up of the Lyapunov exponent is governed by a quantity which can be interpreted as the non-Archimedean Lyapunov exponent of the family.…

2018-03-20abs ↗pdf ↗

Lyapunov analysis improves RNN performance prediction.

problem Uncertainty in RNN performance prediction due to hyperparameters and architecture.
method Lyapunov spectral analysis of RNNs and Autoencoder-Lyapunov Embedding Learning (AeLLE).
result AeLLE successfully correlates RNN Lyapunov spectrum with accuracy and predicts performance.

New method stabilizes deep neural networks by setting Lyapunov exponent to zero.

problem Stability issues in deep neural networks with low width.
method Lyapunov initialization method to set Lyapunov exponent to zero.
result Lyapunov exponent governs stability of deep networks; standard methods fail for low width.

Study approximates top Lyapunov exponents for surface mapping classes.

problem Approximating topological Lyapunov exponents for surface mapping classes.
method Periodic approximation and joint spectral radius extension.
result Top Lyapunov exponents can be approximated by periodic orbits.

We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov exponent on the unstable bundle then the manifold has constant negative curvature. We a…

2015-01-24abs ↗pdf ↗

In previous work, the author fully classified orbit closures in genus three with maximally many (four) zero Lyapunov exponents of the Kontsevich-Zorich cocycle. In this paper, we prove that there are no higher dimensional orbit closures in genus three with any zero Lyapunov exponents. Furthermore, if a Teichmüller curv…

2014-09-18abs ↗pdf ↗

The paper proves conditions for non-uniform expansion in partially hyperbolic systems.

problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.

We consider actions of Z^k, k \ge 2, by Anosov diffeomorphisms which are uniformly quasiconformal on each coarse Lyapunov distribution. These actions generalize Cartan actions for which coarse Lyapunov distributions are one-dimensional. We show that, under certain non-resonance assumptions on the Lyapunov exponents, a …

2006-08-23abs ↗pdf ↗

Classifies GL(2,R)-invariant subvarieties with zero Lyapunov exponents.

problem Classifying GL(2,R)-invariant subvarieties with specific properties.
method Classification based on homological dimensions and Lyapunov exponents.
result Explicit exceptions list for GL(2,R)-invariant subvarieties with zero Lyapunov exponents.

Study on convergence of SDEs using entropy methods.

problem Analyzing convergence of stochastic differential equations.
method Applied Lyapunov method to Fokker-Planck equation with weighted relative Fisher information.
result Exponential convergence of probability density function to invariant distribution in L1L_1 distance.

Proves simplicity of Lyapunov exponents for specific Anosov flows.

problem Proving all Lyapunov exponents have multiplicity 1 for certain Anosov flows.
method Perturbative results for flows, modification of eigenvalues, Markov partition, and simplicity criterion.
result In a C1C^1-open and CkC^k-dense set of Anosov flows, all Lyapunov exponents have multiplicity 1.

Study of deep neural networks using finite-time Lyapunov exponents.

problem Understanding the geometric structures in input space formed by deep neural networks.
method Analogy with dynamical systems, computing finite-time Lyapunov exponents.
result Ridges of large positive exponents divide input space into regions associated with different classes.

Consider a family of K3 surfaces over a hyperbolic curve (i.e. Riemann surface). Their second cohomology groups form a local system, and we show that its top Lyapunov exponent is a rational number. One proof uses the Kuga-Satake construction, which reduces the question to Hodge structures of weight 1. A second proof us…

2014-12-04abs ↗pdf ↗

Stabilizes complex systems using diffusion models trained on Lyapunov functions.

problem Generating stabilizing controllers for complex dynamical systems.
method Trains a diffusion model on pairs of asymptotically stable vector fields and their Lyapunov functions to identify the closest stable field and adjust control functions.
result Efficient and rapid stabilization of unseen systems, showcasing generalizability.

We consider Lyapunov exponents for flat bundles over hyperbolic curves defined via parallel transport over the geodesic flow. We refine a lower bound obtained by Eskin, Kontsevich, Moeller and Zorich showing that the sum of the first k exponents is greater or equal than the sum of the degree of any rank k holomorphic s…

2018-10-30abs ↗pdf ↗

Consider a flat bundle over a complex curve. We prove a conjecture of Fei Yu that the sum of the top k Lyapunov exponents of the flat bundle is always greater or equal to the degree of any rank k holomorphic subbundle. We generalize the original context from Teichmueller curves to any local system over a curve with non…

2016-09-05abs ↗pdf ↗

New findings on diffusion rates in wind-tree model with rational parameters.

problem Understanding diffusion rates in the wind-tree model with rational parameters.
method Analyzing real numbers in [0,1) as diffusion rates and providing a criterion for Lyapunov spectrum.
result Exhibit an infinite family of wind-tree billiards with the interior of the Lyapunov spectrum being the full square (0,1)^2.

Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.

problem Analyzing weight 3 variations of Hodge structures and their Lyapunov exponents.
method Developed uniformizations and used analytic properties to prove conjectures and properties of monodromy representations.
result Proved log-Anosov property and established strong Torelli theorem for the VHS.

Unified analysis of stochastic iterative algorithms using Lyapunov functions.

problem Analyzing convergence of stochastic iterative algorithms for fixed-point equations.
method Lyapunov-based techniques for finite-time analysis of stochastic approximation algorithms.
result Unified mean-square convergence guarantees for various algorithms.

We construct a Teichmueller curve uniformized by the Fuchsian triangle group (m,n,\infty) for every m<n. Our construction includes the Teichmueller curves constructed by Veech and Ward as special cases. The construction essentially relies on properties of hypergeometric differential operators. For small m, we find Bill…

2005-11-30abs ↗pdf ↗

Gradient flossing stabilizes RNN training by controlling Lyapunov exponents.

problem Gradient instability in RNNs leading to exploding and vanishing gradients.
method Regularizing Lyapunov exponents through backpropagation using differentiable linear algebra.
result Gradient flossing improves RNN training success rate and convergence speed.

Study the topology of stable vector fields and Lyapunov functions on R^n.

problem Topology of stable vector fields and Lyapunov functions on R^n.
method Differential topology, Lyapunov theory, and results on diffeomorphism groups of discs.
result Path-connected and simply connected spaces of stable vector fields for n≠4,5 and weakly contractible for n≤3.

The paper proves Zimmer's conjecture for non-uniform lattices by controlling mass escape and Lyapunov exponents.

problem Proving Zimmer's conjecture for non-uniform lattices in higher-rank semisimple Lie groups.
method Establishes finiteness of low-dimensional actions, introduces novel techniques to control mass escape and Lyapunov exponents.
result Proves Zimmer's conjecture for many non-uniform lattices, improving previous results.

Study describes splitting and filtration of Hodge bundle on quadratic differentials.

problem Understanding the structure of Hodge bundles on quadratic differentials.
method Harder-Narasimhan filtration and splitting as direct sum of line bundles.
result Determine all Lyapunov exponents of algebraically primitive Teichmüller curves.

Neural network outperforms traditional methods in chaotic dynamics classification.

problem Classifying chaotic and regular dynamics of the Chirikov standard map.
method Trained a convolutional neural network on finite-length trajectories compared to traditional Lyapunov exponent computation.
result Neural network outperforms traditional methods for short periods, converging faster and more robustly.

We introduce the \emph{metric spectrum}, which measures the exponential rate of approximation to an isolated invariant set of points starting in its stable set, and relate it to the Lyapunov spectrum. We determine the metric spectrum of each Morse component of the finest Morse decomposition of a linear induced flow on …

2009-12-08abs ↗pdf ↗

Unified framework for finite-sample RL algorithms using Lyapunov theory.

problem Finite-sample convergence guarantees of asynchronous RL algorithms.
method Reformulate RL algorithms as Markovian SA, develop Lyapunov analysis.
result Mean-square error bounds and convergence for various RL algorithms.

Paper proves convergence of SA algorithm via martingale and converse Lyapunov methods.

problem Proves convergence of stochastic approximation algorithm.
method Uses martingale and converse Lyapunov methods to prove convergence.
result Provides alternate proof of convergence for SA algorithm.

We describe, in the general setting of closed cone fields, the set of causal functions which can be approximated by smooth Lyapunov. We derive several consequences on causality theory. Dans le contexte général des champs de cones fermés, on décrit l'ensemble des fonctions causales qui peuvent être approchées par des fo…

2017-11-10abs ↗pdf ↗

We consider a totally nonsymplectic Anosov action of Z^k which is either uniformly quasiconformal or pinched on each coarse Lyapunov distribution. We show that such an action on a torus is C^\infty--conjugate to an action by affine automorphisms. We also obtain similar global rigidity results for actions on an arbitrar…

2006-02-08abs ↗pdf ↗

We describe all the situations in which the Kontsevich-Zorich cocycle has zero Lyapunov exponents. Confirming a conjecture of Forni, Matheus, and Zorich, this only occurs when the cocycle satisfies additional geometric constraints. We also describe the real Lie groups which can appear in the monodromy of the Kontsevich…

2014-10-08abs ↗pdf ↗

New algorithm reduces regret and constraint violation in constrained bandit problems.

problem Optimizing under budget and stochastic constraints in resource-constrained settings.
method Lyapunov optimization methodology, tLyOn{ t LyOn} algorithm.
result Achieves O(KBlogB)O(\sqrt{K B\log B}) regret and zero constraint-violation for large BB.

A cyclic cover over the Riemann sphere branched at four points inherits a natural flat structure from the "pillow" flat structure on the basic sphere. We give an explicit formula for all individual Lyapunov exponents of the Hodge bundle over the corresponding arithmetic Teichmuller curve. The key technical element is e…

2010-07-29abs ↗pdf ↗