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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.

168,695 papers · 148 categories

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86173259345 · Jun 202019922001200920172026
48 results for ODE systems

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 ↗

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.

Paper addresses identifiability and asymptotics of ODE systems from noisy data.

problem Identifying parameters and causal structure of linear ODE systems from discrete observations.
method Developed sufficient conditions for identifiability, proved consistency and asymptotic normality of NLS estimator, constructed confidence sets, and inferred causal structure.
result Consistent and asymptotically normal parameter estimator for linear ODE systems under mild conditions.

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the underlying dynamics. In these settings, parametric ODE model cannot be formulated. Her…

2018-03-12abs ↗pdf ↗

New method uses Gaussian ODE filtering to approximate likelihoods for fast ODE inverse problems.

problem Intractable forward models in likelihood-free inference, especially for ODEs.
method Gaussian ODE filtering to construct local Gaussian likelihood approximations.
result New solvers outperform standard likelihood-free approaches on benchmark systems.

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.

Enhanced model predicts chaotic systems with improved long-term accuracy.

problem Learning chaotic systems and long-term predictions from incomplete data.
method Path-dependent Neural Jump ODE (PD-NJ-ODE) model for online prediction.
result The model matches true chaotic system dynamics closely and improves long-term predictions.

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.

The paper analyzes identifiability in ODE systems with hidden confounders.

problem Identifiability of ODE systems with hidden confounders.
method Systematic analysis of identifiability in linear ODE systems with hidden confounders, considering both no causal relationships and causal dependencies.
result Comprehensive identifiability analysis of ODE systems with hidden confounders, including causal dependencies.

A new method combines ANN and Laplace for fast Bayesian inference in ODE models.

problem Bayesian inference for ODE systems with non-analytical solutions is computationally expensive.
method Hybrid approach using ANN for tractable likelihood and Laplace approximation.
result Effective posterior inference with improved computational cost compared to traditional methods.

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.

Balanced Neural ODEs combine VAEs and Neural ODEs for efficient time series modeling.

problem Efficiently modeling systems with time-varying inputs and varying complexity.
method Combines VAEs for dimensionality reduction and Neural ODEs for dynamics, using variational parameters to adaptively learn.
result Balanced Neural ODEs (B-NODE) efficiently approximate Koopman operator without predefined dimensionality.

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.

New symmetries found for scalar and vector ODEs of arbitrary dimensions.

problem Identifying symmetries for scalar and vector ODEs of arbitrary dimensions.
method Explicit expressions and abelian Lie algebra for non-Cartan symmetries in arbitrary dimensions.
result Non-Cartan symmetries characterize linearizable systems of ODEs but not nonlinear ones.

Model captures system input variations in latent space for actionable dynamics.

problem Learning dynamical systems from data without prescribing a mathematical model.
method Structured latent ODE model with stochastic factors of variation for each input.
result Improves generation of time-series data and inference of system inputs over baselines.

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.

We find the complete set of fundamental invariants for systems of ordinary differential equations of order 4\ge 4 under the group of point transformations generalizing similar results for contact invariants of a single ODE and point invariants of systems of the second and the third order. It turns out that starting fr…

2013-12-02abs ↗pdf ↗

We discuss the twistor correspondence between path geometries in three dimensions with vanishing Wilczynski invariants and anti-self-dual conformal structures of signature (2,2)(2, 2). We show how to reconstruct a system of ODEs with vanishing invariants for a given conformal structure, highlighting the Ricci-flat case in…

2012-03-19abs ↗pdf ↗

Study shows neural ODEs generalize well on synthetic graphs but struggle with degree heterogeneity and clustering.

problem Understanding neural ODEs on complex networks, especially with varying graph sizes and structures.
method Synthetic data from five dynamical systems on graphs, using Barabási-Barzel form vector fields.
result Degree heterogeneity and dynamical system type are primary factors affecting neural ODEs' generalization.

We study two classes of over-the-counter markets specified by systems of ODE's, in the spirit of Duffie-Garleanu-Pedersen, Econometrica, 2005. We first compute the steady states for many of these ODE's. Then we obtain the prices at which investors trade with each other at these steady states. Finally, we study the stab…

2013-08-13abs ↗pdf ↗

We answer to the question whether a system of the 3rd order ODEs describes geodesics of a conformal structure. We construct a functor from a category of conformal geometries to a category of Cartan geometries associated to the 3rd order ODEs systems. Explicit formulas which define the family of all equations on conform…

2013-03-21abs ↗pdf ↗

This paper tackles Bayesian system identification with probabilistic numerical methods.

problem Accurately modeling nonlinear dynamic systems from noisy data.
method Probabilistic Sequential Monte Carlo (SMC) combined with probabilistic numerical integration.
result Efficient identification of latent states and system parameters from noisy measurements.

Neural Laplace models diverse DEs in the Laplace domain for better dynamics.

problem Inadequate ODEs for long-range dependencies and discontinuities.
method Unified framework in Laplace domain, using stereographic map for smoothness.
result Superior performance in diverse DEs, including complex history dependency and abrupt changes.

NP-ODE models FEA simulations with uncertainty, improving accuracy and efficiency.

problem Limitations of FEA in terms of computational cost and uncertainty quantification.
method Physics-informed neural process aided ordinary differential equations (NP-ODE).
result NP-ODE outperforms benchmark methods in uncertainty quantification and prediction accuracy.

Method solves ˉ\bar\partial-harmonic forms on Kodaira-Thurston manifold.

problem Finding ˉ\bar\partial-harmonic forms on Kodaira-Thurston manifold.
method Weil-Brezin transform, linear ODE systems, fundamental problem solving.
result Dimension of almost complex ˉ\bar\partial-Hodge numbers can be arbitrarily large.

EFiGP uses Fourier and eigen-decomposition for efficient ODE parameter estimation.

problem Parameter estimation and trajectory reconstruction for noisy, sparse, nonlinear ODE systems.
method EFiGP integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework.
result EFiGP efficiently estimates ODE parameters and recovers trajectories from noisy data.