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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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14284155 · May 202619922001200920172026
48 results for ODE eigenvalue

Study on Hitchin index for cohomogeneity one nearly Kähler structures.

problem Characterizing Hitchin index for cohomogeneity one nearly Kähler structures.
method Variational characterization, Morse-like index, cohomogeneity one symmetry, ODE eigenvalue problem.
result Obtained non-trivial lower bounds on Hitchin index for specific structure.

Exact risk and learning rate curves derived for adaptive SGD on high-dimensional problems.

problem Analyzing risk and learning rate dynamics in high-dimensional optimization problems.
method Developed a framework to give exact expressions for risk and learning rate curves using ODEs.
result Exact expressions for risk and learning rate curves, with detailed analysis of two adaptive learning rates.

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential equations (ODEs), a model we call ODE-RNNs. Furthermore, we use ODE-RNNs to replace t…

2019-07-08abs ↗pdf ↗

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

DALTON improves ODE parameter estimation by learning from noisy data.

problem High sensitivity to parameters in ODEs produces unreliable parameter estimates.
method Data-adaptive probabilistic likelihood approximation for ODEs.
result DALTON produces more accurate parameter estimates than existing methods.

Improved neural-ODE for faster convergence and stability.

problem Stability, consistency, and convergence issues in neural-ODE solvers.
method Proposed a first-order Nesterov's accelerated gradient (NAG) based ODE-solver.
result Efficacy demonstrated in three tasks: supervised classification, density estimation, and time-series modelling.

We show that Neural Ordinary Differential Equations (ODEs) learn representations that preserve the topology of the input space and prove that this implies the existence of functions Neural ODEs cannot represent. To address these limitations, we introduce Augmented Neural ODEs which, in addition to being more expressive…

2019-04-02abs ↗pdf ↗

Paper analyzes convergence of ODE samplers in Wasserstein distances.

problem Limited theoretical understanding of convergence properties of probability flow ODEs.
method Convergence analysis for general probability flow ODEs in 2-Wasserstein distance.
result First non-asymptotic convergence analysis for probability flow ODE samplers.

New ODE solvers improve training efficiency and accuracy.

problem Training Neural ODEs requires efficient and accurate gradient calculation.
method Presented algebraically reversible ODE solvers that are time and memory efficient, calculate exact gradients, and are numerically stable.
result Reversible solvers strictly improve upon previous architectures in efficiency and accuracy.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

The study identifies exceptions to fiber-preserving symmetry in ODEs and systems.

problem Identifying exceptions to fiber-preserving symmetry in ODEs and systems.
method Lie's classification of Lie algebras of vector fields, absolute and relative scalar differential invariants, conditional and vector-valued relative invariants, prolongations of actions.
result Examples of scalar ODEs and systems with symmetry groups not fiber-preserving.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

Neural ODEs' performance varies with numerical method, requiring adaptive step size control.

problem Neural ODEs' performance depends on the numerical method used during training.
method Proposes an adaptive step size control algorithm to ensure a valid ODE without increasing computational cost.
result Valid Neural ODEs require careful numerical method selection and step size adaptation.

We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…

2011-04-05abs ↗pdf ↗

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

New method sparsifies hybrid neural ODEs for better performance and stability.

problem Excessive latent states and interactions from mechanistic models lead to training inefficiency and over-fitting.
method Automatic state selection and structure optimization combining domain-informed graph modifications with data-driven regularization.
result Improved predictive performance and robustness with desired sparsity.

Solutions of an implicit ODE form a web. Already for cubic ODEs the 3-web of solutions has a nontrivial local invariant, namely the curvature form. Thus any local classification of implicit ODEs necessarily has functional moduli if no restriction on the class of ODEs is imposed. Here the most symmetric case of hexagona…

2008-08-04abs ↗pdf ↗

A systematic algorithm for building integrating factors of the form mu(x,y') or mu(y,y') for non-linear second order ODEs is presented. When such an integrating factor exists, the algorithm determines it without solving any differential equations. Examples of ODEs not having point symmetries are shown to be solvable us…

1997-11-27abs ↗pdf ↗

The paper explores solving inverse problems for ODEs with and without constraints.

problem Understanding when second order ODEs can represent Lagrangian models with or without constraints.
method Geometric techniques to address the inverse problem for both constrained and unconstrained systems of second order ODEs.
result The constrained case presents more ambiguities and complexities than the unconstrained one.

Parallel-in-time solver reduces ODE simulation time from linear to logarithmic.

problem Efficiently solving ordinary differential equations (ODEs) with reduced computational cost.
method Formulated a parallel-in-time probabilistic numerical ODE solver using time-parallel formulation of iterated extended Kalman smoothers.
result Reduces span cost from linear to logarithmic in the number of time steps.

Generalization bounds derived for neural ODEs and deep residual networks.

problem Understanding the generalization capability of neural ODEs and deep residual networks.
method Lipschitz-based argument and analogy with deep residual networks.
result A generalization bound involving the magnitude of weight matrix differences.

Bayesian ODEs with Gaussian processes infer unknown dynamics from data.

problem Estimating unknown continuous-time system dynamics from data.
method Bayesian nonparametric model using Gaussian processes, sparse variational inference, probabilistic shooting.
result Posterior predictive uncertainty scores outperform alternative methods on multiple ODE learning tasks.

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, which allow more general discretization schemes with adaptive time stepping. Here, we propose ANODEV2, which is…

2019-06-10abs ↗pdf ↗

It is demonstrated that point symmetry algebras of general analytic second order ODEs, not necessary of principal type, can have all dimensions between 0 and 8 except for 7. For the symmetry dimension 8 the ODE must be locally trivializable.

2017-11-14abs ↗pdf ↗

Neural ordinary differential equations (ODEs) have been attracting increasing attention in various research domains recently. There have been some works studying optimization issues and approximation capabilities of neural ODEs, but their robustness is still yet unclear. In this work, we fill this important gap by expl…

2019-10-12abs ↗pdf ↗

Neural ODEs simplified using Chen-Fliess series for Rademacher complexity analysis.

problem Analyzing the complexity of neural ODE models.
method Using Chen-Fliess series to frame neural ODEs as infinite-width nets, where weights are signature of control input and features are Lie derivatives.
result Derived compact expressions for the Rademacher complexity of ODE models.