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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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87174261348 · Jun 202019922001200920172026
48 results for coupled systems

We consider four extended Ricci flow systems---that is, Ricci flow coupled with other geometric flows---and prove dynamical stability of certain classes of stationary solutions of these flows. The systems include Ricci flow coupled with harmonic map flow (studied abstractly and in the context of Ricci flow on warped pr…

2013-01-16abs ↗pdf ↗

MUSIC learns coupled systems with sparse data and incomplete physics.

problem Learning coupled systems with incomplete physical constraints and missing data.
method Sparsity induced multitask neural network framework integrating partial physical constraints with data-driven learning.
result MUSIC accurately learns solutions to complex coupled systems under data-scarce and noisy conditions.

In a previous paper on coupled gravitational and electromagnetic perturbations of Reissner-Nordström spacetime in a polarized setting, we derived a system of wave equations for two independent quantities, one related to the Weyl curvature and one related to the Ricci curvature of the perturbed spacetime. We analyze her…

2018-04-16abs ↗pdf ↗

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.

Novel framework detects lead-lag relationships in Chinese A-share market.

problem Detecting lead-lag relationships in the Chinese A-share market.
method Two-stage framework: long-term coupling via correlation, dynamic time warping, and rank-based metrics; high-frequency data analysis via cross-correlation, Granger causality, and regression models.
result Strongly coupled stock pairs often exhibit lead-lag effects, especially at finer time scales.

We provide a moment map interpretation for the coupled Kähler-Einstein equations introduced by Hultgren and Witt Nyström, and in the process introduce a more general system of equations, which we call coupled cscK equations. A differentio-geometric formulation of the corresponding Futaki invariant is obtained and a not…

2019-01-29abs ↗pdf ↗

We consider coupled nonholonomic LR systems on the product of Lie groups. As examples, we study nn-dimensional variants of the spherical support system and the rubber Chaplygin sphere. For a special choice of the inertia operator, it is proved that the rubber Chaplygin sphere, after reduction and a time reparametrizat…

2009-02-10abs ↗pdf ↗

Agents learn and control complex mechanical systems through shared memories.

problem Controlling multi-joint dynamical systems.
method Coupled autoregressive active inference agents using Bayesian filtering and minimizing expected free energy.
result Demonstrated learning and control of a double mass-spring-damper system.

Study on synchronization in financial markets with time delays.

problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

Study finds Stäckel equivalence for superintegrable systems via invariant quadrics.

problem Understanding Stäckel equivalence in superintegrable systems.
method Using invariant quadrics to determine Stäckel classes of superintegrable systems.
result Stäckel classes of superintegrable systems can be derived from associated invariant quadrics.

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise senses of convergence and links with the long time behaviour of the systems to be con…

2010-09-20abs ↗pdf ↗

A BV algebra is a formal framework within which the BV quantization algorithm is implemented. In addition to the gauge symmetry, encoded in the BV master equation, the master action often exhibits further global symmetries, which may be in turn gauged. We show how to carry this out in a BV algebraic set up. Depending o…

2010-01-01abs ↗pdf ↗

New model captures state-dependent variability in partially observed systems.

problem Structured stochasticity not captured by constant-variance models.
method State-coupled stochastic volatility framework with particle expectation-maximization.
result Model consistently reduces recovery bias under partial observation.

Paper proves convergence of Markovian iteration for FBSDEs with fully coupled drift and Z process.

problem Proving convergence of Markovian iteration for FBSDEs with fully coupled drift and Z process.
method Differentiation-based approach to handle Z process, uniformly controlling Lipschitz continuity of decoupling fields.
result Proves convergence of Markovian iteration method for FBSDEs with fully coupled drift and Z process.

Study Kähler metrics with constant scalar curvature using coupled equations.

problem Finding Kähler metrics with constant scalar curvature.
method Solving a system of elliptic equations for a Kähler metric and a closed (1,1)-form, proving higher order estimates and smooth convergence.
result Smooth convergence to a cscK metric coupled to a harmonic (1,1)-form under uniform estimates.

Study reveals geometric context of second-order superintegrable systems.

problem Understanding second-order superintegrable systems and their Weylian geometry.
method Re-examined second-order maximally conformally superintegrable Hamiltonian systems, revealing their Weyl structure.
result Extended conformal superintegrability to Weyl structures, interpreting systems as semi-Weyl structures.

Extracts intrinsic spatial coordinates for complex agent systems to learn PDEs.

problem Modeling collective dynamics of heterogeneous agents.
method Data-driven extraction of intrinsic spatial coordinates, learning PDEs in emergent space.
result Collective dynamics can be approximated through learned PDEs in emergent coordinates.

Coupled nonlinear integrable systems are generated from usual zero curvature equation. The relevant Maurer-Cartan forms are constructed by combining suitably chosen matrices (nilpotent, Hadamard, idempotent and k-idempotent) and Lie algebraic elements via Kronecker product. In each case a closure type property among th…

2017-09-22abs ↗pdf ↗

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One parameter expresses the growth capacity of the agents and the other describes the local…

2007-01-09abs ↗pdf ↗

Modeling bank leverage dynamics to understand systemic risk in financial markets.

problem Understanding systemic risk in financial markets triggered by bank leverage dynamics.
method Developed a dynamical model of bank leverage, analyzing coupled dynamics in isolated and interconnected bank models.
result Identified a procyclical feedback loop between asset prices and leverage, leading to chaotic dynamics.

We consider G2G_2 structures with torsion coupled with G2G_2-instantons, on a compact 77-dimensional manifold. The coupling is via an equation for 44-forms which appears in supergravity and generalized geometry, known as the Bianchi identity. The resulting system of partial differential equations can be regarded as a…

2016-07-05abs ↗pdf ↗

Study of coupled Hawkes processes with rough-volatility limits.

problem Understanding coupled Hawkes processes with rough-volatility limits.
method Proving weak convergence of rescaled intensity vector to stochastic Volterra equations.
result Limiting components exhibit different degrees of roughness and cross-decorrelation law.

In this paper we show how a natural coupling of the Dirac equation with the generalized Jang equation, leads to a proof of the rigidity statement in the positive mass theorem with charge, without the maximal slicing condition, provided a solution to the coupled system exists.

2013-07-21abs ↗pdf ↗

Theory for gravity coupled with fields on manifolds with null-boundary.

problem Formulating a theory for gravity coupled with scalar, SU(n), and spinor fields on manifolds with null-boundary.
method Symplectic reduction of boundary fields and constraints analysis.
result The set of constraints does not form a first class system for the three couplings.

The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates "criticality". We show how the pairing between two series is affected by rare events, which we call "coupled criticality". A method is proposed for stud…

2015-10-11abs ↗pdf ↗

In this paper we analyse semi-linear systems of partial differential equations which are motivated by the conformal formulation of the Einstein constraint equations coupled with realistic physical fields on asymptotically Euclidean (AE) manifolds. In particular, electromagnetic fields give rise to this kind of system. …

2019-10-19abs ↗pdf ↗

A new RNN model based on coupled oscillators mitigates gradient issues.

problem Gradient vanishing and exploding issues in RNNs.
method Time-discretization of a system of second-order ODEs modeling coupled oscillators.
result The model maintains bounded gradients, leading to stable learning of long-term dependencies.

We give necessary and sufficient conditions for existence of solutions to a general system of complex Monge-Ampère equations on Fano horosymmetric manifolds. In particular, we get necessary and sufficient conditions for existence of coupled Kähler-Ricci solitons, Mabuchi metrics and twisted Kähler-Einstein metrics in t…

2018-12-18abs ↗pdf ↗