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.
Study approximates top Lyapunov exponents for surface mapping classes.
This expository paper, based on a Current Events Bulletin talk at the January, 2016 Joint Meetings, introduces the concept of Lyapunov exponents and discusses the role they play in three areas: smooth ergodic theory, Teichmüller theory, and the spectral theory of one-frequency Schrödinger operators. The inspiration for…
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…
Unified framework for finite-sample RL algorithms using Lyapunov theory.
This work uses Lyapunov theory to improve the robustness of deep neural networks against adversarial attacks.
Combines Lyapunov functions with controller synthesis for safe control policies.
This paper introduces a novel framework to construct the region of attraction (ROA) of a power system centered around a stable equilibrium by using stable state trajectories of system dynamics. Most existing works on estimating ROA rely on analytical Lyapunov functions, which are subject to two limitations: the analyti…
We prove diffeomorphisms of polygonal linkage moduli spaces to Euclidean spaces.
Paper proves convergence of SA algorithm via martingale and converse Lyapunov methods.
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for data clustering and density estimation in statistics, control systems, and machine…
Recent results on ergodic theory for Riemann surface laminations and foliations.
Study the topology of stable vector fields and Lyapunov functions on R^n.
Lyapunov 1-forms on orbifolds help understand flows on compact spaces.
In this paper, following J. Franks' work on Lyapunov graphs of nonsingular Smale flows on , we study Lyapunov graphs of nonsingular Smale flows on . More precisely, we determine necessary and sufficient conditions on an abstract Lyapunov graph to be associated with a nonsingular Smale flow on $S^1 …
Formula for Masur-Veech volumes in quadratic differentials with odd zeros.
The paper refines optimization algorithms using Lyapunov functions and differential equations.
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…
A family of replicator-like dynamics, called the escort replicator equation, is constructed using information-geometric concepts and generalized information entropies and diverenges from statistical thermodynamics. Lyapunov functions and escort generalizations of basic concepts and constructions in evolutionary game th…
The paper studies geometric loci and their invariants in complex dynamics.
Operator calculus for population-based optimization provides a unified framework for analyzing convergence of various methods.
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.…
Lyapunov analysis improves RNN performance prediction.
We show that for an immortal homogeneous Ricci flow solution any sequence of parabolic blow-downs subconverges to a homogeneous expanding Ricci soliton. This is established by constructing a new Lyapunov function based on curvature estimates which come from real geometric invariant theory.
New method stabilizes deep neural networks by setting Lyapunov exponent to zero.
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…
New RL policy for unbounded state space with stability guarantee.
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…
New neural methods for stable control with provable guarantees.
The paper analyzes deep neural networks using control theory to set a time limit for their convergence.
We determine the Lyapunov spectrum of ball quotients arising from cyclic coverings. The computations are performed by rewriting the sum of Lyapunov exponents as ratios of intersection numbers and by the analysis of the period map near boundary divisors. As a corollary, we complete the classification of commensurability…
The paper proves conditions for non-uniform expansion in partially hyperbolic systems.
AROS uses Lyapunov-stabilized embeddings to improve out-of-distribution detection robustness against adversarial attacks.
Given a n-dimensional lamination endowed with a Riemannian metric, we introduce the notion of a multiplicative cocycle of rank d, where n and d are arbitrary positive integers. The holonomy cocycle of a foliation and its exterior powers as well as its tensor powers provide examples of multiplicative cocycles. Next, we …
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 …
Classifies GL(2,R)-invariant subvarieties with zero Lyapunov exponents.
Lyapunov exponents help understand RNN stability.
We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …
Study on convergence of SDEs using entropy methods.
New insights into using momentum for non-convex optimization.
We show that for many strata of Abelian differentials in low genus the sum of Lyapunov exponents for the Teichmueller geodesic flow is the same for all Teichmueller curves in that stratum, hence equal to the sum of Lyapunov exponents for the whole stratum. This behavior is due to the disjointness property of Teichmuell…
Proves simplicity of Lyapunov exponents for specific Anosov flows.
Study of deep neural networks using finite-time Lyapunov exponents.
The paper models star dynamics using Ricci flow and Perelman entropy, revealing chaotic behavior.
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…
Stabilizes complex systems using diffusion models trained on Lyapunov functions.
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…
We study several new invariants associated to a holomorphic projective structure on a Riemann surface of finite analytic type: the Lyapunov exponent of its holonomy which is of probabilistic/dynamical nature and was introduced in our previous work; the degree which measures the asymptotic covering rate of the developin…
Overview of non-stochastic-gradient SA algorithms in signal processing and ML.