We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian…
In this work, we introduce Dissipative SymODEN, a deep learning architecture which can infer the dynamics of a physical system with dissipation from observed state trajectories. To improve prediction accuracy while reducing network size, Dissipative SymODEN encodes the port-Hamiltonian dynamics with energy dissipation …
LMC algorithm converges to target in Chi-squared and Renyi divergence.
problem Sampling from target distribution using LMC with strong dissipativity and smoothness conditions.
method LMC algorithm with strong dissipativity and first-order smoothness, initialized with Gaussian.
result LMC reaches ε-neighborhood of target in Chi-squared and Renyi divergence in O(λ²dε⁻¹) steps.
The paper integrates dissipative and curl forces using geometric methods.
problem Incorporating dissipative forces into curl forces for non-conservative systems.
method Geometric metriplectic approach, Herglotz principle, generalized Euler-Lagrange equation, Galley's method.
result Natural formulations for Lagrangian and Hamiltonian dynamics of non-conservative systems.
Geometrically describes Jacobi equations for field theories with dissipation.
problem Describing field theories with dissipation geometrically.
method Prolongation of the Lagrangian on a k-cosymplectic formulation to describe Jacobi equations and a modified Lagrangian for variational formulation.
result Variational formulation of field theories with dissipation.
Develops geometric framework for dissipative field equations.
problem Dissipative field equations and their geometric analysis.
method Canonical k-contact manifolds, k-contactifications, splitting results, regularity conditions, criteria for PDEs. result Explicit Hamiltonian descriptions for various nonlinear PDEs.
A new framework describes dissipation using a metriplectic 4-bracket.
problem Describing dissipation in a way that preserves energy and entropy.
method Using a metriplectic 4-bracket, a quantity like the Poisson bracket with symmetries motivated by Riemannian curvature.
result The metriplectic 4-bracket dynamics includes all known previous binary bracket theories for dissipation.
We study velocity correlations induced by diffusion and dissipation in a simple dissipative dynamical system. We observe that diffusion, as a result of time reversible microscopic processes, leads to correlations with different spatial parity from those caused by dissipation, consisting of time irreversible microscopic…
New blurring diffusion models bridge heat dissipation and denoising.
problem Developing a new generative modeling approach.
method Connecting blurring to Gaussian diffusion with non-isotropic noise.
result Proposed Blurring Diffusion Models offer the best of both Gaussian denoising and inverse heat dissipation.
Unified geometric framework for integrability of conservative and dissipative systems.
problem Unified definition of integrability for both conservative and dissipative systems.
method Introducing Jacobi-Haantjes manifolds and contact-Haantjes manifolds to unify definitions.
result Equivalence of integrability in contact Hamiltonian systems and existence of Abelian extended Haantjes algebra.
Geometric framework for dissipative systems on Lie algebroids.
problem Formulating geometric framework for dissipative systems.
method Herglotz-type variational principle on Lie algebroids.
result Recover classical equations as special cases.
Derives stochastic and dissipative dynamics preserving Gibbs measure.
problem Understanding and deriving structure-preserving stochastic systems.
method Extension of Hamilton-Pontryagin principle, symmetry reduction, and inclusion of dissipation.
result New derivation of double-bracket dissipation.
Researchers present and compare different representations of dissipative Hamiltonian DAE systems.
problem Understanding and transforming dissipative Hamiltonian DAE systems.
method Global geometric and algebraic points of view, translations between representations, characterizations, and numerical methods for computing structural information.
result A general DAE system can be transformed into a dissipative Hamiltonian or port-Hamiltonian DAE system.
Geometric integrator preserves coadjoint orbits in dissipative systems.
problem Preserving coadjoint orbits in dissipative mechanical systems.
method Adapted discrete variational integrators for forced Euler-Poincaré and Lie-Poisson systems.
result Preserves coadjoint orbits exactly, improving over general-purpose methods.
New method uses entropy dissipation to prove isoperimetric inequalities.
problem Proving isoperimetric inequalities in geometric settings.
method Information-theoretic approach based on entropy dissipation under heat flow.
result New proof of Euclidean isoperimetric inequality with sharp constant.
Improved efficiency in HMC samplers reduces dissipative behavior.
problem Reducing dissipative behavior in HMC samplers.
method Variable integration time and partial velocity refreshment.
result Efficiency improved by a √κ factor in Wasserstein-2 distance.
In this paper we introduce and study a new kind of hyperbolic geometric flows --dissipative hyperbolic geometric flow. This kind of flow is defined by a system of quasilinear wave equations with dissipative terms. Some interesting exact solutions are given, in particular, a new concept-- hyperbolic Ricci soliton is int…
We develop a new geometric framework suitable for dealing with Hamiltonian field theories with dissipation. To this end we define the notions of k-contact structure and k-contact Hamiltonian system. This is a generalization of both the contact Hamiltonian systems in mechanics and the k-symplectic Hamiltonian syst…
On a Riemannian manifold (M,g) we consider the k+1 functions F1,...,Fk,G and construct the vector fields that conserve F1,...,Fk and dissipate G with a prescribed rate. We study the geometry of these vector fields and prove that they are of gradient type on regular leaves corresponding to F1,...,Fk. B…
FNOs learn solution operators of dissipative equations efficiently via spectral methods.
problem Learning and approximation of solution operators for dissipative equations.
method Introducing spectral methods and deriving FNO approximation bounds and sample complexity guarantees.
result Polynomial sample complexity guarantees for FNOs learning solution operators of dissipative equations.
In two recent papers necessary and sufficient conditions for a given system of second-order ordinary differential equations to be of Lagrangian form with additional dissipative forces were derived. We point out that these conditions are not independent and prove a stronger result accordingly.
Develop contact Tulczyjew formalism for dissipative dynamics on skew algebroids.
problem Dissipative dynamics on skew algebroids
method Contact Tulczyjew formalism
result Intrinsic explanation of contact term and Euler-Lagrange-Herglotz equations
A new method called MCLMC avoids dissipation in sampling from canonical distributions.
problem Sampling from canonical distributions without dissipation.
method Microcanonical Langevin Monte Carlo (MCLMC) as a dissipation-free system of SDE.
result MCLMC converges faster than HMC for lattice φ^4 models.
DiMS sampler explores neural network loss minima via dissipative dynamics.
problem Sampling reparameterization invariant solutions in neural networks.
method Dynamical system based on kinetic energy with dissipative friction.
result DiMS sampler samples exactly from minimum level sets.
New method preserves convergence rates in gradient-based optimization.
problem How to discretize gradient-based optimization systems while preserving stability and convergence rates.
method Geometric framework for dissipative symplectic integration.
result Dissipative symplectic integrators preserve rates of convergence up to a controlled error.
D-LinOSS models learn to dissipate energy, improving performance on long-range tasks.
problem Representational limitations of LinOSS models in long-range reasoning.
method Introducing Damped Linear Oscillatory State-Space models (D-LinOSS) that learn to dissipate latent state energy on arbitrary time scales.
result D-LinOSS consistently outperforms previous LinOSS methods on long-range learning tasks, achieving faster convergence and reducing hyperparameter search space.
Quantum systems learn like machine learning models, influenced by dissipation.
problem Understanding how quantum systems learn and evolve.
method Hydrodynamical formulation of quantum mechanics, gradient descent model, empirical demonstration.
result Quantum systems follow a disrupted gradient descent model, influenced by dissipation.
EuSN uses Euler discretization for stable, non-dissipative reservoir computing.
problem Designing stable and efficient reservoir computing models.
method Forward Euler discretization and antisymmetric recurrent matrices.
result EuSN outperforms standard RC models in long-term memory tasks and time-series classification.
In this paper, we extend the well-known Noether theorem for Lagrangian systems to contact Lagrangian systems. We introduce a classification of infinitesimal symmetries and obtain the corresponding dissipated quantities. We notice that in contact dynamics, the existence of infinitesimal symmetries does not produce conse…
Introduces a new bracket for multicontact geometry and applies it to field theories.
problem Developing a new mathematical structure for multicontact geometry.
method Introducing a graded Jacobi bracket and multisymplectization.
result Established a new bracket that extends contact geometry concepts.
Develops Hamilton-Jacobi theory for non-conservative field theories in k-contact geometry.
problem Analyzes non-conservative field theories, especially dissipative systems.
method Introduces evolution k-contact k-vector fields and develops two Hamilton-Jacobi theories.
result Recover ordinary contact Hamilton-Jacobi theory as k=1, and enlarges application range.
DeepONet learns operators for PDEs with varying parameters and initial conditions.
problem Learning operators for partial differential equations with different parameters or initial conditions.
method DeepONet uses a Branch net and Trunk net to minimize error between evaluated and expected outputs, incorporating a scalar auxiliary variable approach for energy dissipation.
result DeepONet can accurately approximate operators for PDEs with varying parameters or initial conditions.
LipKernel adds robustness to CNNs by enforcing Lipschitz bounds.
problem Improving robustness of CNNs in real-time applications.
method Dissipative layers parameterized by LMIs and 2-D Roesser model.
result Orders of magnitude faster run-time compared to state-of-the-art methods.
Study non-asymptotic Langevin Monte Carlo for Gibbs distributions.
problem Sampling from Gibbs distributions with dissipative potentials.
method Langevin-type algorithms based on Liptser--Shiryaev theory and Poincaré inequalities.
result Upper bound on 2-Wasserstein distance for accurate approximation.
Paper bridges quantum and classical mechanics for open systems.
problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.
Paper introduces Eden bracket for nonholonomic systems.
problem Nonholonomic contact systems with dissipation.
method Contact Eden bracket for system evolution.
result Evolution of observables in constrained systems.
In this paper, we consider nonlinear PDEs in a port-Hamiltonian setting based on an underlying jet-bundle structure. We restrict ourselves to systems with 1-dimensional spatial domain and 2nd-order Hamiltonian including certain dissipation models that can be incorporated in the port- Hamiltonian framework by means of a…
Multipeakons are special solutions to the Camassa-Holm equation described by an integrable geodesic flow on a Riemannian manifold. We present a bi-Hamiltonian formulation of the system explicitly and write down formulae for the associated first integrals. Then we exploit the first integrals and present a novel approach…
Generic level sets in mean curvature flow are BV solutions.
problem Understanding the behavior of level sets in mean curvature flow.
method Using the framework of sets of finite perimeter and distributional solutions, the paper extends Evans and Spruck's work.
result Generic level sets are distributional solutions with optimal energy dissipation rate.
New method samples from non-log-concave distributions with weak dissipativity.
problem Sampling from distributions that are not log-concave and weakly dissipative.
method Taming scheme tailored to growth and decay properties of the target distribution.
result Explicit non-asymptotic guarantees for KL, TV, and Wasserstein distances.
Develops neural networks that follow thermodynamics principles.
problem Learning physical systems from data while respecting thermodynamics.
method Uses feedforward neural networks and the GENERIC formalism to enforce metriplectic structure.
result Predictions comply with first and second principles of thermodynamics.
Introduces a new spectral geometry framework with dissipative data.
problem Deforming spectral triples with dissipative Lindblad operators.
method Lindblad-deformed spectral geometry framework with heat-kernel asymptotics.
result First nontrivial dissipative effect appears at order gamma^4.
VAV method optimizes learning rate for faster, stable SGD convergence.
problem Optimizing learning rate for efficient and stable machine learning models.
method Energy-based self-adaptive learning rate with auxiliary variable r. result VAV method achieves faster convergence and superior stability with larger learning rates.
Develops integrators for Hamiltonian systems in Jacobi manifolds.
problem Modeling conservative systems with dissipative and thermodynamic phenomena.
method Constructs structure-preserving integrators for Hamiltonian systems in Jacobi manifolds.
result Proposes a numerical integration technique compatible with Jacobi dynamics.
Proposes ENOs for learning PDE solutions that conserve energy.
problem Learning dynamics that obey physical laws, especially in super-resolution settings.
method Energy-consistent Neural Operators (ENOs) with a novel penalty function inspired by energy-based theory.
result ENOs outperform existing DNN models in predicting solutions from data, especially in super-resolution settings.
The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters toward stationarity. Here, we derive stationary fluctuation-dissipation relations t…
Although conservative Hamiltonian systems with constraints can be formulated in terms of Dirac structures, a more general framework is necessary to cover also dissipative systems such as gradient and metriplectic systems with constraints. We define Leibniz-Dirac structures which lead to a natural generalization of Dira…
In this paper an approach is proposed to represent a class of dissipative mechanical systems by corresponding infinite-dimensional Hamiltonian systems. This approach is based upon the following structure: for any non-conservative classical mechanical system and arbitrary initial conditions, there exists a conservative …