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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.

168,694 papers · 148 categories

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2457 · Jun 202019922001200920172026
48 results for Thermodynamics

The formal structure of geometrical thermodynamics is reviewed with particular emphasis on the geometry of equilibria submanifolds. On these submanifolds thermodynamic metrics are defined as the Hessian of thermodynamic potentials. Links between geometry and thermodynamics are explored for single and multiple component…

2005-07-08abs ↗pdf ↗

This study compares different thermodynamic structure-informed neural networks for solving differential equations.

problem Improving the accuracy and physical consistency of neural network solutions to differential equations.
method Comprehensive evaluation of various thermodynamic formulations in physics-informed neural networks.
result Newtonian-residual-based PINNs fail to reliably recover physical quantities, while structure-preserving formulations enhance accuracy and robustness.

Geometric approach to quantum thermodynamics models state spaces and processes.

problem Quantum thermodynamics in the regime of non-equilibrium states.
method Contact geometry and principal fiber bundles to model quantum state spaces and processes.
result Geometric formulation reveals the fundamental thermodynamic relations and unattainability of the third law.

By treating the financial market as a thermodynamic system, we establish a one-to-one correspondence between thermodynamic variables and economic quantities. Measured by the expected loss under the worst-case scenario, financial risk caused by model uncertainty is regarded as a result of the interaction between financi…

2019-03-30abs ↗pdf ↗

Diffusion models' speed-accuracy relations derived from thermodynamics.

problem Understanding the trade-off between model speed and accuracy.
method Connecting diffusion models to thermodynamics and optimal transport.
result Speed-accuracy relations derived, providing insights into optimal learning protocols.

Financial market dynamics compared to thermodynamics.

problem Understanding the dynamics of financial markets through thermodynamic principles.
method Analogy with Szilárd information engine to derive market temperature and information extraction.
result Informed traders' gains are bounded by market temperature and information.

The paper applies thermodynamics to financial markets to prove no-arbitrage constraints.

problem No arbitrage in financial markets under price impact.
method Stochastic thermodynamics applied to financial trading cycles.
result Proves any round-trip trading strategy yields non-positive expected profit.

New Holder bounds improve variational inference by flattening thermodynamic curves.

problem Improving variational inference by addressing performance gaps between theory and practice.
method Generalizing thermodynamic integration to weighted Holder mean, introducing Holder bounds.
result Holder bounds promise a one-step approximation of exact marginal log-likelihood.

We propose a new method of valuation of portfolios and their respective investing strategies. To this end we define a canonical ensemble of portfolios that allows to use the formalism thermodynamics.

2000-11-16abs ↗pdf ↗

Schrödinger and Onsager's ideas linked in nonequilibrium thermodynamics.

problem Linking Schrödinger's variational problem with Onsager's nonequilibrium statistical mechanics.
method Analyzing the historical context and comparing the two approaches.
result Schrödinger's ideas have not yet been fully integrated into the classical context of Onsager's work.

In this work we offer a framework for reasoning about a wide class of existing objectives in machine learning. We develop a formal correspondence between this work and thermodynamics and discuss its implications.

2018-07-11abs ↗pdf ↗

The paper provides a geometric framework for understanding non-equilibrium thermodynamics.

problem Unclear geometric structure of GENERIC in non-equilibrium thermodynamics.
method Cotangent lifts of dynamics, splitting into holonomic and vertical representatives, and formulation within contact geometry.
result Physical meaning and explicit formulation of the second law of thermodynamics within evolution equations.

Work maximization guides machine learning models in adaptive systems.

problem How machine learning models can be optimized for thermodynamic efficiency.
method Introducing thermodynamic principle to compare with maximum-likelihood principle.
result Maximum-work models are equivalent to maximum-likelihood models in adaptive systems.

Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.

problem Analyzing quasimorphisms on negatively curved spaces.
method Thermodynamic formalism framework, Banach isomorphism, weak Livšic cohomology.
result Establishes Central Limit Theorem and invariance principle for unbounded quasimorphisms.

Dirac structures are geometric objects that generalize both Poisson structures and presymplectic structures on manifolds. They naturally appear in the formulation of constrained mechanical systems. In this paper, we show that the evolution equa- tions for nonequilibrium thermodynamics admit an intrinsic formulation in …

2017-04-12abs ↗pdf ↗

This work develops a machine learning approach to EOS models that accounts for thermodynamic constraints and model uncertainty.

problem Developing accurate equation of state models for high energy-density experiments with inherent uncertainties.
method Physics-informed Gaussian process regression (GPR) framework to capture model uncertainty and thermodynamic constraints.
result The proposed framework reduces prediction uncertainty by incorporating thermodynamic constraints, as demonstrated for diamond carbon EOS.

Develops neural networks for learning physics of complex systems by enforcing thermodynamics principles.

problem Learning physics of complex systems from incomplete experimental data.
method Integrates port-metriplectic formalism with neural networks to enforce thermodynamics principles.
result Neural networks can learn physics of complex systems by parts, reducing learning burden.

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic variables and their determination is reduced to the computation of the partition…

2009-03-25abs ↗pdf ↗

We show that classical thermodynamics has a formulation in terms of Hamilton-Jacobi theory, analogous to mechanics. Even though the thermodynamic variables come in conjugate pairs such as pressure/volume or temperature/entropy, the phase space is odd-dimensional. For a system with n thermodynamic degrees of freedom it …

2007-11-27abs ↗pdf ↗

Rate GENERIC extends thermodynamics principles to non-equilibrium systems.

problem Understanding non-equilibrium thermodynamics and its relation to equilibrium thermodynamics.
method Developed a geometrical framework for rate GENERIC, extending Onsager's variational principle.
result Rate GENERIC structure provides a new perspective on thermodynamics in non-equilibrium systems.

TANNs integrate thermodynamics into ANN models for accurate, consistent predictions.

problem Lack of rigorous physics-based approach in ANN constitutive modeling.
method TANNs encode thermodynamics principles in neural network architecture using automatic differentiation.
result TANNs produce thermodynamically consistent predictions without requiring large datasets.

The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenom…

2015-05-03abs ↗pdf ↗

New method learns stochastic thermodynamics from system currents.

problem Understanding entropy production in complex dynamical systems.
method Constructs learning framework using currents and machine learning loss functions.
result Derives loss functions for thermodynamic functions directly from dynamics.

Unified framework for understanding TVO and improving model learning.

problem Improving the tightness and efficiency of variational inference bounds.
method Exponential family interpretation and equal spacing in moment parameters.
result Unified framework and improved gradient estimator for TVO.

We introduce thermodynamic response functions for singular Bayesian models.

problem Singular Bayesian models violate regular asymptotics due to non-identifiability and degenerate Fisher geometry.
method Posterior tempering induces thermodynamic response functions, linking WAIC, WBIC, and singular fluctuation.
result WAIC, WBIC, and singular fluctuation are unified within a thermodynamic response framework.

The paper clarifies thermodynamics on non-compact symmetric spaces using Kähler geometry.

problem Formulating thermodynamics on non-compact symmetric spaces U/H\mathrm{U/H}.
method Introducing a distinction between thermodynamics of dynamical systems and Gibbs distributions, proving only Kähler spaces support Gibbs distributions, solving the temperature space problem.
result Only Kähler spaces support Gibbs distributions on non-compact symmetric spaces U/H\mathrm{U/H}.

Unified thermodynamic approach to Transformer attention dynamics.

problem Understanding the statistical mechanics of Transformer attention.
method Constructing a Lagrangian on the information manifold to analyze attention dynamics.
result Establishes a formal correspondence between scaled dot-product attention and canonical ensemble statistics.

Originally, the Carnot cycle is a theoretical thermodynamic cycle that provides an upper limit on the efficiency that any classical thermodynamic engine can achieve during the conversion of heat into work, or conversely, the efficiency of a refrigeration system in creating a temperature difference by the application of…

2018-11-06abs ↗pdf ↗

The article explores how organisms and machines learn and recognize the world using Bayesian inference and thermodynamics.

problem Understanding how organisms and machines learn and recognize the world.
method Introducing a thermodynamic view of the Bayesian brain hypothesis, using a simple generative model of spiking neural populations.
result The process of Bayesian inference can be quantified using entropy, revealing the perceptual capacity of neural activity.

The paper solves a thermodynamics problem about crystal shape.

problem Understanding if minimizing free energy with convex potential and mass constraint generates a convex crystal.
method Utilized a stability theorem, convexity, and a new maximum principle approach to prove a three-dimensional convexity theorem.
result Completely settled the Almgren problem in R3\mathbb R^3 under generic conditions.

Geometric approach to thermodynamics of chemical reaction networks.

problem Thermodynamics of chemical reaction networks with non-ideal behavior.
method Information geometry, Riemannian geometry, Cramer-Rao bound, absolute sensitivity.
result Absolute sensitivity is a projection operator onto the tangent bundle of the equilibrium manifold.

We set forth a definition of hyperfinite knots. Loosely speaking, these are limits of certain sequences of knots with increasing crossing number. These limits exist in appropriate closures of quotient spaces of knots. We give examples of hyperfinite knots. These examples stem from an application of the Thermodynamic Li…

2006-07-07abs ↗pdf ↗