Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for converse Lyapunov theorem

Paper proves convergence of SA algorithm via martingale and converse Lyapunov methods.

problem Proves convergence of stochastic approximation algorithm.
method Uses martingale and converse Lyapunov methods to prove convergence.
result Provides alternate proof of convergence for SA algorithm.

The paper analyzes how disturbances affect the convergence of algorithms in complex systems.

problem Analyzing the impact of disturbances on algorithm convergence in complex systems.
method Leveraging converse Lyapunov theorems, the paper derives stability bounds and convergence rates in the presence of disturbances.
result Key inequalities quantify the impact of disturbances on algorithmic performance.

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is…

2012-08-14abs ↗pdf ↗

New method stabilizes deep neural networks by setting Lyapunov exponent to zero.

problem Stability issues in deep neural networks with low width.
method Lyapunov initialization method to set Lyapunov exponent to zero.
result Lyapunov exponent governs stability of deep networks; standard methods fail for low width.

We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov exponent on the unstable bundle then the manifold has constant negative curvature. We a…

2015-01-24abs ↗pdf ↗

Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.

problem Analyzing weight 3 variations of Hodge structures and their Lyapunov exponents.
method Developed uniformizations and used analytic properties to prove conjectures and properties of monodromy representations.
result Proved log-Anosov property and established strong Torelli theorem for the VHS.

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

Theorem converse to Jordan's curve theorem says that {\it if a compact set KK has two complementary domains in R2R^{2}, from each of which it is at every point accessible, it is a simple closed curve}. We show that the requirement of this theorem that {\it all} points of KK were accessible from {\it both} complementa…

2000-09-16abs ↗pdf ↗

Study the topology of stable vector fields and Lyapunov functions on R^n.

problem Topology of stable vector fields and Lyapunov functions on R^n.
method Differential topology, Lyapunov theory, and results on diffeomorphism groups of discs.
result Path-connected and simply connected spaces of stable vector fields for n≠4,5 and weakly contractible for n≤3.

Given a n-dimensional lamination endowed with a Riemannian metric, we introduce the notion of a multiplicative cocycle of rank d, where n and d are arbitrary positive integers. The holonomy cocycle of a foliation and its exterior powers as well as its tensor powers provide examples of multiplicative cocycles. Next, we …

2014-03-28abs ↗pdf ↗

New analysis improves SGD for robust and quantile regression with sub-quadratic convergence.

problem Improving SGD for robust and quantile regression with sub-quadratic convergence.
method Piecewise Lyapunov function for first-order differentiable functions.
result First geometrical convergence result for sub-quadratic SGD.

Investigates optimal consumption and investment strategies with constraints in incomplete markets.

problem Optimal consumption and investment under constraints in incomplete markets.
method Characterizes optimal strategies via a quadratic BSDE, using martingale optimality criterion and Lyapunov functions.
result Obtains the verification theorem for optimal strategies in unbounded cases.

A family of replicator-like dynamics, called the escort replicator equation, is constructed using information-geometric concepts and generalized information entropies and diverenges from statistical thermodynamics. Lyapunov functions and escort generalizations of basic concepts and constructions in evolutionary game th…

2009-11-09abs ↗pdf ↗

The classical Sturm-Hurwitz-Kellogg theorem asserts that a function, orthogonal to an n-dimensional Chebyshev system on a circle, has at least n+1 sign changes. We prove the converse: given an n-dimensional Chebyshev system on a circle and a function with at least n+1 sign changes, there exists an orientation preservin…

2007-10-31abs ↗pdf ↗

The paper recovers contact forms from boundary data using vector fields and Lyapunov functions.

problem Recovering contact forms from boundary data.
method Using vector fields and Lyapunov functions, the paper describes boundary data and proves reconstruction of (X,β)(X, β) up to diffeomorphism.
result Boundary data allow for the reconstruction of (X,β)(X, β) up to a diffeomorphism of XX.

Let XX be a smooth projective manifold with dimCX=n\dim_\mathbb{C} X=n. We show that if a line bundle LL is (n1)(n-1)-ample, then it is (n1)(n-1)-positive. This is a partial converse to the Andreotti-Grauert theorem. As an application, we show that a projective manifold XX is uniruled if and only if there exists a Hermitian …

2017-07-25abs ↗pdf ↗

AROS uses Lyapunov-stabilized embeddings to improve out-of-distribution detection robustness against adversarial attacks.

problem Robust out-of-distribution (OOD) detection against adversarial attacks.
method Neural Ordinary Differential Equations (NODEs) with Lyapunov stability theory for generating robust embeddings.
result Improves robust detection performance significantly, e.g., from 37.8% to 80.1% on CIFAR-10 vs. CIFAR-100.

We study the asymptotic behavior of the Lyapunov exponent in a meromorphic family of random products of matrices in SL(2, C), as the parameter converges to a pole. We show that the blow-up of the Lyapunov exponent is governed by a quantity which can be interpreted as the non-Archimedean Lyapunov exponent of the family.…

2018-03-20abs ↗pdf ↗

Lyapunov analysis improves RNN performance prediction.

problem Uncertainty in RNN performance prediction due to hyperparameters and architecture.
method Lyapunov spectral analysis of RNNs and Autoencoder-Lyapunov Embedding Learning (AeLLE).
result AeLLE successfully correlates RNN Lyapunov spectrum with accuracy and predicts performance.

From minimal surfaces such as Simons' cone and catenoids, using refined Lyapunov-Schmidt reduction method, we construct new solutions for a free boundary problem whose free boundary has two components. In dimension 88, using variational arguments, we also obtain solutions which are global minimizers of the correspondi…

2017-04-25abs ↗pdf ↗

Study approximates top Lyapunov exponents for surface mapping classes.

problem Approximating topological Lyapunov exponents for surface mapping classes.
method Periodic approximation and joint spectral radius extension.
result Top Lyapunov exponents can be approximated by periodic orbits.

Let h:XYh:X \to Y be a homeomorphism between hyperbolic surfaces with finite topology. If hh is homotopic to a holomorphic map, then every closed geodesic in XX is at least as long as the corresponding geodesic in YY, by the Schwarz Lemma. The converse holds trivially when XX and YY are disks or annuli, and it holds…

2014-11-21abs ↗pdf ↗

In previous work, the author fully classified orbit closures in genus three with maximally many (four) zero Lyapunov exponents of the Kontsevich-Zorich cocycle. In this paper, we prove that there are no higher dimensional orbit closures in genus three with any zero Lyapunov exponents. Furthermore, if a Teichmüller curv…

2014-09-18abs ↗pdf ↗

We prove a combination theorem for trees of (strongly) relatively hyperbolic spaces and finite graphs of (strongly) relatively hyperbolic groups. This gives a geometric extension of Bestvina and Feighn's Combination Theorem for hyperbolic groups and answers a question of Swarup. We also prove a converse to the main Com…

2006-11-20abs ↗pdf ↗

The paper proves conditions for non-uniform expansion in partially hyperbolic systems.

problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.

We consider actions of Z^k, k \ge 2, by Anosov diffeomorphisms which are uniformly quasiconformal on each coarse Lyapunov distribution. These actions generalize Cartan actions for which coarse Lyapunov distributions are one-dimensional. We show that, under certain non-resonance assumptions on the Lyapunov exponents, a …

2006-08-23abs ↗pdf ↗

Banach's fixed point theorem for contraction maps has been widely used to analyze the convergence of iterative methods in non-convex problems. It is a common experience, however, that iterative maps fail to be globally contracting under the natural metric in their domain, making the applicability of Banach's theorem li…

2017-02-23abs ↗pdf ↗

Classifies GL(2,R)-invariant subvarieties with zero Lyapunov exponents.

problem Classifying GL(2,R)-invariant subvarieties with specific properties.
method Classification based on homological dimensions and Lyapunov exponents.
result Explicit exceptions list for GL(2,R)-invariant subvarieties with zero Lyapunov exponents.

Study on convergence of SDEs using entropy methods.

problem Analyzing convergence of stochastic differential equations.
method Applied Lyapunov method to Fokker-Planck equation with weighted relative Fisher information.
result Exponential convergence of probability density function to invariant distribution in L1L_1 distance.

New theorem links symmetries to first integrals in plasma physics.

problem Understanding the relationship between symmetries and first integrals in divergence-free fields.
method Developed a Noether-type Theorem reformulation for three-dimensional divergence-free vector fields.
result Converse of the Noether-type Theorem holds on the toroidal region, proving the existence of flux coordinates.

Proves simplicity of Lyapunov exponents for specific Anosov flows.

problem Proving all Lyapunov exponents have multiplicity 1 for certain Anosov flows.
method Perturbative results for flows, modification of eigenvalues, Markov partition, and simplicity criterion.
result In a C1C^1-open and CkC^k-dense set of Anosov flows, all Lyapunov exponents have multiplicity 1.

Study of deep neural networks using finite-time Lyapunov exponents.

problem Understanding the geometric structures in input space formed by deep neural networks.
method Analogy with dynamical systems, computing finite-time Lyapunov exponents.
result Ridges of large positive exponents divide input space into regions associated with different classes.

We show that for compact orientable hyperbolic orbisurfaces, the Laplace spectrum determines the length spectrum as well as the number of singular points of a given order. The converse also holds, giving a full generalization of Huber's theorem to the setting of compact orientable hyperbolic orbisurfaces.

2005-04-28abs ↗pdf ↗