arXiv research

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.…

Study on Kähler manifolds connects curvature decay with growth of holomorphic functions.

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

We extend the Lyapunov-Schmidt analysis of outlying stable CMC spheres in the work of S. Brendle and the second-named author to the "far-off-center" regime and to include general Schwarzschild asymptotics. We obtain sharp existence and non-existence results for large stable CMC spheres that depend very delicately on th…

Lyapunov 1-forms on orbifolds help understand flows on compact spaces.

Stabilizes complex systems using diffusion models trained on Lyapunov functions.

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

New bounds show SGD can match deterministic gradient descent's convergence rate.

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…

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 give necessary and sufficient conditions for the existence of smooth Lyapunov 1-forms for the flow of a smooth vector field in terms of the behavior of certain locally finite invariant measures. The main statement generalizes a result of Schwartzman, whereas the methods are adapted from work of Sullivan.

Unified framework for solving fixed-point equations in deterministic and stochastic settings.

Combines Lyapunov functions with controller synthesis for safe control policies.

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…

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…

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

Study of large area-constrained Willmore surfaces in Schwarzschild-like manifolds.

Given any positive sequence (\{c_n\}_{n \in {\Bbb N}}), we construct orientation preserving homeomorphisms (f:{\Bbb R}^3 \to {\Bbb R}^3) such that (Fix(f)=Per(f)=\{0\}), (0) is Lyapunov stable and (\limsup \frac{|i(f^m, 0)|}{c_m}= \infty). We will use our results to discuss and to point out some strong differences with…

The paper proves the existence of stable spheres in asymptotically flat 3-manifolds.

Lyapunov exponents help understand RNN stability.

Double Q-learning has the same mean-squared error as Q-learning under certain conditions.

Unified analysis of stochastic iterative algorithms using Lyapunov functions.

Study on convergence rates of degenerate SDEs using Fisher information and generalized Bochner's formula.

Refines geometric center of mass analysis for Einstein field equations.

In many real-world reinforcement learning (RL) problems, besides optimizing the main objective function, an agent must concurrently avoid violating a number of constraints. In particular, besides optimizing performance it is crucial to guarantee the safety of an agent during training as well as deployment (e.g. a robot…

We construct embedded Willmore tori with small area constraint in Riemannian three-manifolds under some curvature condition used to prevent Möbius degeneration. The construction relies on a Lyapunov-Schmidt reduction; to this aim we establish new geometric expansions of exponentiated small symmetric Clifford tori and a…

The paper guarantees global stability for stochastic subgradient methods in nonsmooth nonconvex optimization.

Apparently random financial fluctuations often exhibit varying levels of complexity, chaos. Given limited data, predictability of such time series becomes hard to infer. While efficient methods of Lyapunov exponent computation are devised, knowledge about the process driving the dynamics greatly facilitates the complex…

In this paper, following J. Franks' work on Lyapunov graphs of nonsingular Smale flows on $S^3$, we study Lyapunov graphs of nonsingular Smale flows on $S^1 \times S^2$. More precisely, we determine necessary and sufficient conditions on an abstract Lyapunov graph to be associated with a nonsingular Smale flow on $S^1 …

Overview of non-stochastic-gradient SA algorithms in signal processing and ML.

The paper models star dynamics using Ricci flow and Perelman entropy, revealing chaotic behavior.

Let (ρ_\la)_{\la\in \La} be a holomorphic family of representations of a surface group π_1(S) into PSL(2,C), where S is a topological (possibly punctured) surface with negative Euler characteristic. Given a structure of Riemann surface of finite type on S we construct a bifurcation current on the parameter space \La, t…

Functional portfolio generation, initiated by E.R. Fernholz almost twenty years ago, is a methodology for constructing trading strategies with controlled behavior. It is based on very weak and descriptive assumptions on the covariation structure of the underlying market model, and needs no estimation of model parameter…

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…

The paper develops techniques to study dynamical systems with Carnot metrics.

Paper analyzes stability and forgetting in score-based generative models.

Lyapunov analysis improves RNN performance prediction.

The conformal Willmore functional (which is conformal invariant in general Riemannian manifold $(M,g)$) is studied with a perturbative method: the Lyapunov-Schmidt reduction. Existence of critical points is shown in ambient manifolds $(\mathbb{R}^3, g_ε)$ -where $g_ε$ is a metric close and asymptotic to the euclidean o…

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

Study approximates top Lyapunov exponents for surface mapping classes.

The paper analyzes convergence of Langevin dynamics with time-dependent metrics.

We consider the stochastic volatility model $dS_t = σ_t S_t dW_t,dσ_t = ωσ_t dZ_t$, with $(W_t,Z_t)$ uncorrelated standard Brownian motions. This is a special case of the Hull-White and the $β=1$ (log-normal) SABR model, which are widely used in financial practice. We study the properties of this model, discretized in …

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…

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.

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.

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…