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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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1122 · Oct 201819922001200920172026
41 results for Non-autonomous

Generalizes energy-momentum method for non-autonomous Hamiltonian systems.

problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.

A method uses non-autonomous equations to classify time signals efficiently.

problem Time signal classification with minimal parameters and high accuracy.
method Develops a framework using non-autonomous dynamical equations to classify time signals.
result The method achieves comparable accuracy with fewer parameters than existing methods.

Study the averaging principle for non-autonomous slow-fast systems and apply it to financial local stochastic volatility models.

problem Understanding the behavior of non-autonomous slow-fast systems of stochastic differential equations.
method Prove the averaging principle under specific conditions and apply it to a financial model.
result Prices of derivatives converge to those calculated using the limit model under a risk-neutral measure.

A Lie system is the non-autonomous system of differential equations describing the integral curves of a non-autonomous vector field taking values in a finite-dimensional Lie algebra of vector fields, a so-called Vessiot--Guldberg Lie algebra. This work pioneers the analysis of Lie systems admitting a Vessiot--Guldberg …

2018-08-19abs ↗pdf ↗

We describe a reduction process for symplectic principal R\mathbb{R}-bundles in the presence of a momentum map. This type of structures plays an important role in the geometric formulation of non-autonomous Hamiltonian systems. We apply this procedure to the standard symplectic principal R\mathbb{R}-bundle associated…

2012-01-23abs ↗pdf ↗

Paper studies stochastic optimization methods with momentum, proving convergence and avoiding traps.

problem Optimizing non-convex functions with momentum.
method Unified analysis of stochastic gradient descent variants, including S-NAG and Adam.
result Convergence to critical points and avoidance of undesired critical points like local maxima or saddle points.

In this paper, we prove that on any contact manifold, there exists an arbitrary C^{\infty}-small contactomorphism which does not admit a square root. In particular, there exists an arbitrary C^{\infty}-small contactomorphism which is not "autonomous". This result is the first step to study the topology of non-autonomou…

2019-03-17abs ↗pdf ↗

The aim of this paper is to describe the local Bianchi identities for an hh-normal ΓΓ-linear connection of Cartan type Γ\nablaΓ on the first-order jet space J1(R,M)J^1(R,M). In this direction, we present the local expressions of the adapted components of the torsion and curvature d-tensors produced by Γ\nablaΓ and we gi…

2009-12-28abs ↗pdf ↗

We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a generic set of particular solutions of the system and some constants. We next study…

2010-03-18abs ↗pdf ↗

In this paper we look at ergodic BSDEs in the case where the forward dynamics are given by the solution to a non-autonomous (time-periodic coefficients) Ornstein-Uhlenbeck SDE with Lévy noise, taking values in a separable Hilbert space. We establish the existence of a unique bounded solution to an infinite horizon disc…

2014-06-17abs ↗pdf ↗

New integrable matrix PDEs derived from Frölicher-Nijenhuis brackets.

problem Developing integrable systems from tensor field properties.
method Using Frölicher-Nijenhuis brackets to generate bi-differential graded algebras and PDE systems.
result New integrable nonlinear matrix PDEs and systems are derived.

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

Area-preserving diffeomorphisms of a 2-disc can be regarded as time-1 maps of (non-autonomous) Hamiltonian flows on solid tori, periodic flow-lines of which define braid (conjugacy) classes, up to full twists. We examine the dynamics relative to such braid classes and define a braid Floer homology. This refinement of t…

2009-10-04abs ↗pdf ↗

Paper introduces a PDE-free method for decomposing forces in any dimension.

problem Analyzing non-conservative forces in arbitrary dimensions.
method Geometric decomposition using homotopy operator and Frobenius theorem.
result Decomposes forces into gradient and antiexact components, characterizing curl forces.

Unified treatment of RC in stochastic and deterministic settings.

problem Understanding and generalizing reservoir computing in both deterministic and stochastic contexts.
method Investigation of state-space systems, analysis of fading memory and solution stability, introduction of stochastic echo states.
result Generality of fading memory and solution stability in state-space systems, even without the echo state property.

Toda flow explained as a porous medium equation.

problem Understanding the Toda flow through the lens of porous medium equations.
method Analyzing the geometry and dynamics of the porous medium equation and comparing it to the Toda flow.
result The Toda flow can be represented as a specific porous medium equation, revealing its gradient and Hamiltonian nature.

We present a unified approach to constrained implicit Lagrangian and Hamiltonian systems based on the introduced concept of Dirac algebroid. The latter is a certain almost Dirac structure associated with the Courant algebroid on the dual EE^\ast to a vector bundle EE. If this almost Dirac structure is integrable (Dir…

2011-01-13abs ↗pdf ↗

Geometric methods integrate Lie systems for optimal control problems.

problem Integrating Lie systems for optimal control problems.
method Geometric numerical methods based on Magnus expansions and Runge-Kutta-Munthe-Kaas.
result Accurate numerical solutions for Lie systems in optimal control problems.

Polyak-Ruppert CLT for SA-Adam with momentum and non-convergent adaptive preconditioning

problem Adaptive optimizers combining momentum and non-convergent preconditioning
method Proving positive drift stability and a non-autonomous Polyak-Ruppert CLT for SA-Adam
result The iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich

We propose multidimensional versions of the Painlevé VI equation and its degenerations. These field theories are related to the isomonodromy problems of flat holomorphic infinite rank bundles over elliptic curves and take the form of non-autonomous Hamiltonian equations. The modular parameter of curves plays the role o…

2013-06-13abs ↗pdf ↗

NODEs with explicit time dependence can interpolate and generalize like piecewise-constant estimators.

problem Learning from finite datasets with neural ODEs.
method Control-theoretic perspective applied to semi-autonomous NODEs.
result SA-NODEs can interpolate and satisfy SCC, leading to generalization rates similar to histogram and nearest-neighbor estimators.

The paper proposes a new system ID method from noisy data.

problem System identification of linear and nonlinear non-autonomous systems from noisy and sparse data.
method Bayesian formulation for learning a hidden Markov model with stochastic dynamics, analyzed in the context of least squares and multiple shooting approaches.
result The proposed approach outperforms existing methods in terms of mean squared error and model generalizability.

Novel framework synthesizes stochastic trajectories with anticipated structural breaks.

problem Synthesizing forward-looking, time-evolving stochastic trajectories with anticipated structural breaks.
method Anticipatory Neural Jump-Diffusion (ANJD) flow, AVNSG for dynamic spectral whitening.
result The framework effectively captures non-commutative moments and high-order stochastic texture.

The paper proves stability of certain cosmological models with negative spatial curvature.

problem Stability of Friedmann-Lemaître-Robertson-Walker cosmological models with negative spatial curvature.
method Linear stability analysis using Hodge decomposition and energy estimates.
result Uniform boundedness and decay of solutions to the linearized Einstein-Euler system.