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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.

168,738 papers · 148 categories

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306191121 · May 202619922001200920172026
48 results for Lyapunov stability

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 ↗

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.

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.

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

problem Minimizing nonsmooth nonconvex functions with convergence guarantees.
method Developed a framework for stochastic subgradient methods with global stability guarantees.
result Iterates are uniformly bounded and asymptotically stabilize around the stable set of the differential inclusion.

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.

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

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.

AROS uses Lyapunov-stabilized embeddings to improve out-of-distribution detection robustness against adversarial attacks.

problem Robust out-of-distribution (OOD) detection against adversarial attacks.
method Neural Ordinary Differential Equations (NODEs) with Lyapunov stability theory for generating robust embeddings.
result Improves robust detection performance significantly, e.g., from 37.8% to 80.1% on CIFAR-10 vs. CIFAR-100.

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

problem Understanding the stability and long-time behavior of generative models.
method Quantitative bounds on sampling error using stability and forgetting properties of the Markov chain.
result Provides practical consequences of stability and contraction mechanism in sampling.

KCRL learns stable policies for nonlinear systems with formal guarantees.

problem Lack of stabilization guarantees in RL methods for safety-critical systems.
method KCRL uses Krasovskii's Lyapunov functions as a stability constraint and a primal-dual approach to learn stabilizing policies.
result KCRL guarantees learning a stabilizing policy in a finite number of interactions.

Paper presents neural network controllers for offset-free setpoint tracking.

problem Offset-free setpoint tracking using neural network controllers.
method Exploiting slope-restricted activation functions, linear matrix inequalities are used to verify stability.
result Global and local stability conditions for neural network controllers are derived.

While training error of most deep neural networks degrades as the depth of the network increases, residual networks appear to be an exception. We show that the main reason for this is the Lyapunov stability of the gradient descent algorithm: for an arbitrarily chosen step size, the equilibria of the gradient descent ar…

2018-03-22abs ↗pdf ↗

In this paper, we consider the stochastic iterative counterpart of the value iteration scheme wherein only noisy and possibly biased approximations of the Bellman operator are available. We call this counterpart as the approximate value iteration (AVI) scheme. Neural networks are often used as function approximators, i…

2017-09-14abs ↗pdf ↗

The paper analyzes how disturbances affect the convergence of algorithms in complex systems.

problem Analyzing the impact of disturbances on algorithm convergence in complex systems.
method Leveraging converse Lyapunov theorems, the paper derives stability bounds and convergence rates in the presence of disturbances.
result Key inequalities quantify the impact of disturbances on algorithmic performance.

New model stabilizes asynchronous LTI systems, independent of synchronous stability.

problem Stability of asynchronous LTI systems under randomization and asynchrony.
method Introduced a new model for random asynchronous LTI systems and developed a method for system identification.
result Stability of random asynchronous LTI systems is independent of synchronous stability.

Operator calculus for population-based optimization provides a unified framework for analyzing convergence of various methods.

problem Convergence analysis of population-based optimization methods
method Introduce an operator calculus for describing composite mean-field algorithms as compositions of elementary operators acting on probability measures.
result Establish a modular Lyapunov principle for certifying exponential decay of state-space Lyapunov function and search errors.

This paper uses dynamical systems to analyze and ensure convergence of the Bayesian EM algorithm.

problem Ensuring convergence of the Bayesian EM algorithm in incomplete-data scenarios.
method Applying Lyapunov stability theory to discrete-time dynamical systems.
result Conditions for convergence and potential for fast convergence of MAP-EM are established.

Policy gradient algorithm with variable learning rates achieves near-optimal performance in multi-arm bandit problems.

problem Optimizing a policy gradient algorithm for multi-arm bandit problems with variable learning rates.
method Applied Foster-Lyapunov techniques to analyze a Markov chain formed by the state of the algorithm.
result The policy gradient algorithm converges to the optimal arm with logarithmic or poly-logarithmic regret.

A ML model accurately replicates chaotic dynamics across various parameters.

problem Replicating chaotic characteristics of non-linear dynamics using machine learning.
method A ML model trained to predict one-step-ahead states from historic states captures bifurcation diagrams and Lyapunov exponents universally.
result Variational quantum circuit outperforms classical models in reproducing long-term chaotic characteristics.

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

problem Understanding smooth dynamical systems in the presence of Carnot metrics.
method Employing techniques from Margulis-Mostow, Métivier, Mitchell, and Pansu on tangent cones, the paper establishes resonances between Lyapunov exponents.
result Local rigidity properties of higher hyperbolic rank metrics and uniform lattice actions on quaternionic and octonionic symmetric spaces.

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

problem Solving fixed-point equations for seminorm-contractive operators in both deterministic and stochastic contexts.
method Fixed-point theorem and stochastic approximation analysis.
result Unified finite-sample bounds for various reinforcement learning algorithms.

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.

RELTA-SGLD stabilizes nonconvex SGLD updates with a lighter taming scheme.

problem Stabilizing superlinear stochastic-gradient updates in nonconvex optimization.
method Threshold-based taming with relative-growth principle for stability.
result Polynomial moment stability and first-order stationary accuracy in nonconvex SGLD.

Proposes a method to learn system dynamics and region of attraction from trajectories.

problem Learning accurate dynamics and region of attraction from system trajectories.
method Uses local stability information as a prior to learn vector field and region of attraction.
result Efficient sampling and accurate estimate of dynamics in inner approximation of region of attraction.

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.

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 ↗

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world systems. As a consequence, learning algorithms are rarely applied on safety-crit…

2017-05-23abs ↗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 ↗

Study on financial systems using perturbed unimodal maps with heteroscedastic noise.

problem Analyzing systemic risk in financial systems using mathematical models.
method Investigation of one-dimensional unimodal maps perturbed by heteroscedastic noise, proving stability, convergence, and Lyapunov exponent continuity.
result Continuous dependence of average Lyapunov exponent on Markov chain parameters, and Gumbel's law for extreme values.

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.