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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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4997146194 · Jun 202019922001200920172026
48 results for Simulated Bifurcation

In this paper mechanisms of reversion - momentum transition are considered. Two basic nonlinear mechanisms are highlighted: a slow and fast bifurcation. A slow bifurcation leads to the equilibrium evolution, preceded by stability loss delay of a control parameter. A single order parameter is introduced by Markovian cha…

2015-07-11abs ↗pdf ↗

Optimizes trading trajectories for large portfolios quickly.

problem Optimizing trading trajectories for large portfolios with constraints.
method Simulated bifurcation algorithm applied to portfolio optimization.
result First numerical results confirm SB algorithm's power for portfolio optimization.

The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed that the bifurcation phenom…

2007-12-30abs ↗pdf ↗

Local Neural Operators enable efficient system-level analysis of complex PDEs.

problem System-level analysis of large-scale dynamical systems using neural operators.
method Integrating local Neural Operators with Krylov subspace iterative methods for stability and bifurcation analysis.
result Demonstrated effectiveness of local Neural Operators in fixed-point, stability, and bifurcation analysis of nonlinear PDEs.

Machine learning detects tipping points in complex systems.

problem Detecting abrupt shifts in complex dynamical systems.
method Equilibrium-informed neural networks (EINNs) trained on candidate equilibrium states.
result EINNs can identify critical thresholds in nonlinear systems.

The paper studies bifurcations in Lagrangian systems and geodesics.

problem Investigating bifurcations in Lagrangian systems with various boundary conditions.
method Using Morse theory and nullity techniques, the paper establishes conditions for bifurcation in three configurations.
result Unified Morse-theoretic framework connecting geometric focal structure and analytic bifurcation behavior.

MATLAB toolbox pde2path solves geometric PDEs and finds bifurcations in immersed surfaces.

problem Finding bifurcations in geometric PDEs of immersed surfaces.
method Solving PDEs for surface displacement, updating surface, detecting and localizing bifurcations, and switching branches.
result Symmetry breaking bifurcations in various geometric surfaces.

Study finds bifurcation and local rigidity points for solutions to the Yamabe problem on Aloff-Wallach Spaces.

problem Yamabe problem on Aloff-Wallach Spaces
method Constructing 1-parameter families of solutions and examining changes in the Morse index as the parameter varies.
result Identifies bifurcation and local rigidity points for homogeneous solutions to the Yamabe problem.

Let (ρ_λ)_{λ\in Λ} be a holomorphic family of representations of a finitely generated group G into PSL(2,C), parameterized by a complex manifold Λ. We define a notion of bifurcation current in this context, that is, a positive closed current on Λdescribing the bifurcations of this family of representations in a quantit…

2010-11-05abs ↗pdf ↗

Study the geometry of bifurcation sets for specific types of functions.

problem Understanding the structure of bifurcation sets for specific types of functions.
method Using blow-ups and parametrization, investigate the Gaussian curvature, principal curvatures, and curve behavior.
result Bifurcation sets of D4±D_4^\pm-functions can be parametrized as surfaces in R3R^3.

We associate to a parametrized family ff of nonlinear Fredholm maps possessing a trivial branch of zeroes an {\it index of bifurcation} β(f)β(f) which provides an algebraic measure for the number of bifurcation points from the trivial branch. The index β(f)β(f) is derived from the index bundle of the linearization of the …

2010-05-07abs ↗pdf ↗

Study describes bifurcations of gradient flows on 2-sphere with holes.

problem Analyzing gradient flows on a 2-sphere with up to six singular points.
method Using separatrix diagrams to specify saddle-node and saddle connections.
result Identified all possible topological structures of bifurcations.

Study detects P-type bifurcations in single system realizations using unreliable kernel density estimates.

problem Detecting P-type bifurcations in signals with unreliable kernel density estimates.
method Create persistence diagrams from single system realization, statistically analyze resulting set, compare point process modeling methods.
result Subsampling outperforms other point process modeling methods in predicting P-type bifurcations.

Extremely accurate prediction of dynamical system bifurcations using control inputs.

problem Predicting complex bifurcation structures in dynamical systems.
method Extending extreme learning machines with control inputs to model system dynamics.
result The model can nearly reproduce the entire structure of bifurcations using only a few parameter values.

We extend the notion of reticular Legendrian unfoldings in order to investigate multi-time bifurcations of wavefronts generated by an r-corner. We give a classification list of generic and stable bifurcations with two time parameter and give all generic figures in the plane and the space.

2013-08-10abs ↗pdf ↗

Study bifurcations of curves on surfaces in Minkowski 3-space.

problem Understanding the behavior of curves on surfaces in Minkowski 3-space.
method Analyzing the degeneracy of induced pseudo metric, discriminant of principal curvatures, parabolic curve, and mean curvature vanishing points.
result Bifurcations of robust features on surfaces in Minkowski 3-space.

Deep learning detects bifurcations in dynamical systems.

problem Predicting catastrophic changes in dynamical systems across sciences.
method Data-driven, physically-informed deep-learning framework for classifying dynamical regimes and characterizing bifurcation boundaries.
result Extracts topologically invariant features to detect bifurcation boundaries in unseen systems.

A generalization of the Euler-Plateau problem to account for the energy contribution due to twisting of the bounding loop is proposed. Euler-Lagrange equations are derived in a parameterized setting and a bifurcation analysis is performed. A pair of dimensionless parameters govern bifurcations from a flat, circular gro…

2014-05-07abs ↗pdf ↗

We give two numerical methods for computing the first bifurcation point for Delaunay nodoids. With regard to methods for constructing constant mean curvature surfaces, we conclude that the bifurcation point in the analytic method of Mazzeo-Pacard is the same as a limiting point encountered in the integrable systems met…

2004-10-06abs ↗pdf ↗

Study describes Morse flows on a torus with up to six singular points.

problem Understanding the structure of Morse flows on a torus with a hole.
method Used separatrix diagrams to describe topological structures and saddle-node bifurcations.
result Identified all possible topological structures of Morse flows with at most six singular points.

The conjugate locus of a point pp in a surface S\mathcal{S} will have a certain number of cusps. As the point pp is moved in the surface the conjugate locus may spontaneously gain or lose cusps. In this paper we explain this `bifurcation' in terms of the vanishing of higher derivatives of the exponential map; we der…

2017-04-06abs ↗pdf ↗

We prove an extension of a celebrated equivariant bifurcation result of J. Smoller and A. Wasserman, in an abstract framework for geometric variational problems. With this purpose, we prove a slice theorem for continuous affine actions of a (finite-dimensional) Lie group on Banach manifolds. As an application, we discu…

2013-08-14abs ↗pdf ↗

Study stability and bifurcation of liquid interfaces in cylindrical supports.

problem Stability and bifurcation of liquid interfaces in cylindrical support surfaces.
method Analysis of eigenvalues of the Jacobi operator, Plateau-Rayleigh instability, bifurcation theory.
result Conditions for the emergence of new morphologies and bifurcations from circular cylinders.

The simplest patterns of qualitative changes on the configurations of lines of principal curvature} around umbilic points on surfaces whose immersions into R3\mathbb R^3 depend smoothly on a real parameter (codimension one umbilic bifurcations) are described in this paper. Global effects, due to umbilic bifurcations, o…

2003-11-25abs ↗pdf ↗