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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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125250375500 · Jun 202019922001200920172026
48 results for differential systems

A brief introduction to exterior differential systems for graduate students familiar with manifolds and differential forms. For complete files, see https://github.com/Ben-McKay/introduction-to-exterior-differential-systems

2017-06-29abs ↗pdf ↗

Paper proves autodiff systems are correct for non-differentiable functions.

problem Correctness of autodiff systems for non-differentiable functions in deep learning.
method Investigation of PAP functions and introduction of intensional derivatives.
result Intensional derivatives always exist and coincide with standard derivatives for almost all inputs.

The paper generalizes Monge-Ampère equations and their solutions in differential geometry.

problem Understanding the structure of Monge-Ampère equations and their solutions.
method Generalizing Monge-Ampère equations to higher-order systems and proving their solutions correspond to integral manifolds of exterior differential systems.
result The Korteweg-de Vries (KdV) equation and Cauchy-Riemann equations are examples of generalized Monge-Ampère equations.

The purpose of this paper is to connect two subjects: the theory of quantum integrable systems (complete commutative rings of differential operators), and differential Galois theory. We define quantum completely integrable systems (QCIS), algebraically integrable QCIS, the differential Galois group of a QCIS. We show t…

1996-07-12abs ↗pdf ↗

We study the interplay between the differential Galois group and the Lie algebra of infinitesimal symmetries of systems of linear differential equations. We show that some symmetries can be seen as solutions of a hierarchy of linear differential systems. We show that the existence of rational symmetries constrains the …

2015-03-31abs ↗pdf ↗

We discover a fundamental exterior differential system of Riemannian geometry; indeed, an intrinsic and invariant global system of differential forms of degree nn associated to any given oriented Riemannian manifold MM of dimension n+1n+1. The framework is that of the tangent sphere bundle of MM. We generalise to a R…

2011-12-14abs ↗pdf ↗

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic partial differential equations and forward-backward stochastic differential equat…

2019-06-11abs ↗pdf ↗

Extends exterior diff. sys. to Lie algebroids with examples.

problem Invariant inverse problem of the calculus of variations
method Extends exterior differential systems to Lie algebroids, defines integral manifolds.
result Defines integral manifolds for exterior diff. systems on Lie algebroids.

In this paper we study the differential systems on Leibniz algebroids. We introduce a class of almost metriplectic manifolds as a special case of Leibniz manifolds. Also, the notion of almost metriplectic algebroid is introduced. These types of algebroids are used in the presentation of associated differential systems.…

2005-08-13abs ↗pdf ↗

In this paper we analyze the tangential symmetries of Darboux integrable decomposable exterior differential systems. The decomposable systems generalize the notion of a hyperbolic exterior differential system and include the classic notion of Darboux integrability for first order systems and second order scalar equatio…

2007-12-23abs ↗pdf ↗

The theory of quasi-Lie systems, i.e. systems of first order ordinary differential equations which can be related via a generalised flow to Lie systems, is extended to systems of partial differential equations and its applications to obtaining tt-dependent superposition rules and integrability conditions are analysed.…

2017-12-05abs ↗pdf ↗

New findings on flatness for specific driftless systems.

problem Determining flatness for driftless systems with m inputs and 2m or 2m-1 states.
method Using pure prolongation, the paper presents new sufficient conditions for flatness.
result The conditions proposed broaden the class of recognized flat systems.

Neural differential equations combine deep learning and differential equations for modeling complex systems.

problem Modeling complex systems with high capacity and efficiency.
method Combining neural networks and differential equations, focusing on neural ordinary, controlled, and stochastic differential equations.
result NDEs offer high-capacity function approximation, strong priors, and handle irregular data efficiently.

New Lie systems derived from Goursat distributions with applications to differential equations.

problem Analyzing Lie systems associated with Goursat distributions and their applications.
method Analyzing bracket-generating distributions and their relation to Lie systems, focusing on reductions and reconstructions.
result Lie systems associated with Goursat distributions can be reduced and solutions reconstructed from reduced systems.

We briefly recall a fundamental exterior differential system introduced by the author and then apply it to the case of three dimensions. Here we find new global tensors and intrinsic invariants of oriented Riemaniann 3-manifolds. The system leads to a remarkable Weingarten type equation for surfaces on hyperbolic 3-spa…

2015-04-17abs ↗pdf ↗

A theorem of Maurer-Cartan type for Lie algebroids is presented. Suppose that any vector subbundle of a Lie algebroid is called interior differential system (IDS) for that Lie algebroid. A theorem of Cartan type is obtained. Extending the classical notion of exterior differential system (EDS) to Lie algebroids, a theor…

2011-02-09abs ↗pdf ↗

Survey uses Milnor fibrations to classify first integrals of differential systems.

problem Classifying first integrals of differential systems using geometric-topological methods.
method Utilizing Milnor fibrations and connections with harmonic morphisms to provide topological and geometric descriptions.
result Geometric-topological classifications of first integrals for both isolated and non-isolated singularities.

Characterizes differential forms and vector fields with constant coefficients on manifolds.

problem Understanding constant coefficient differential forms and vector fields on manifolds.
method Analyzes differential forms and vector fields of specific degrees, proving obstructions and characterizing solutions to partial differential systems.
result Characterizes differential forms and vector fields with constant coefficients of various degrees on smooth manifolds.

Proposes a privacy-preserving recommendation system using matrix factorization and differential privacy.

problem Privacy leakage in recommendation systems when anonymizing user data is not sufficient.
method Uses matrix factorization and differential privacy via the Gaussian mechanism.
result Demonstrates excellent utility for privacy-preserving recommendation systems.

Stabilized neural differential equations enforce constraints on dynamical systems.

problem Ensuring dynamical systems preserve known constraints like conservation laws.
method SNDEs with a stabilization term to enforce manifold constraints.
result SNDEs outperform existing methods and broaden constraint types.

We propose definitions of homogeneity and projective equivalence for systems of ordinary differential equations of order greater than two, which allow us to generalize the concept of a spray (for systems of order two). We show that the Euler-Lagrange fields of parametric Lagrangians of order greater than one which are …

2011-09-16abs ↗pdf ↗

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

2005-07-05abs ↗pdf ↗

The problem of feedback equivalence for control systems is considered. An algebra of differential invariants and criteria for the feedback equivalence for regular control systems are found.

2008-12-07abs ↗pdf ↗

In this paper we show that there are applications that transform the movement of a pendulum into movements in R3\mathbb{R}^3. This can be done using Euler top system of differential equations. On the constant level surfaces, Euler top system reduces to the equation of a pendulum. Those properties are also considered in…

2009-05-27abs ↗pdf ↗

We establish a link between the study of completely integrable systems of partial differential equations and the study of generic submanifolds in C^n. Using the recent developments of Cauchy-Riemann geometry we provide the set of symmetries of such a system with a Lie group structure. Finally we determine the precise u…

2004-04-13abs ↗pdf ↗

New integrable matrix PDEs derived from Frölicher-Nijenhuis brackets.

problem Developing integrable systems from tensor field properties.
method Using Frölicher-Nijenhuis brackets to generate bi-differential graded algebras and PDE systems.
result New integrable nonlinear matrix PDEs and systems are derived.

Systems of partial differential equations lie at the heart of physics. Despite this, the general theory of these systems has remained rather obscure in comparison to numerical approaches such as finite element models and various other discretisation schemes. There are, however, several theoretical approaches to systems…

2001-06-12abs ↗pdf ↗

We generalize the classical Lie results on a basis of differential invariants for a one-parameter group of local transformations to the case of arbitrary number of independent and dependent variables. It is proved that if universal invariant of a one-parameter group is known then a complete set of functionally independ…

2001-12-24abs ↗pdf ↗

Develops a mathematical framework for causal fermion systems in infinite dimensions.

problem Analysis of causal fermion systems in infinite-dimensional settings.
method Introduces Banach manifold structure and expedient differential calculus.
result Establishes Hölder continuity of causal Lagrangian and integrated causal Lagrangian.

In this paper, the symmetry group of a differential system of n quadratic homogeneous first order ODEs of n variables is studied. For this purpose, we consider the action of both point and contact transformations to signify the corresponding Lie algebras. We also find the independent differential invariants of these ac…

2008-07-05abs ↗pdf ↗

I describe work in progress with Baryshnikov and Zharnitsky on periodic billiard orbits that leads one to an exterior differential system (EDS). I then give a brief introduction to EDS illustrated by several examples.

2006-09-18abs ↗pdf ↗

Novel method for solving ODEs on k-polysymplectic manifolds.

problem Solving ordinary differential equations on k-polysymplectic manifolds.
method k-polysymplectic energy-momentum method.
result Novel stability analysis techniques applied to Hamiltonian systems.