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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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152304455607 · Jun 202019922001200920172026
48 results for discrete dynamical systems

In this paper we propose a process of lagrangian reduction and reconstruction for nonholonomic discrete mechanical systems where the action of a continuous symmetry group makes the configuration space a principal bundle. The result of the reduction process is a discrete dynamical system that we call the discrete reduce…

2010-04-24abs ↗pdf ↗

Discrete-time systems can be characterized by simple flat coordinates and their shifts.

problem Characterizing flatness of discrete-time systems.
method Developed a map from flat coordinates and their shifts to system state and input, fulfilling system equations identically.
result Derived necessary conditions for a system to be flat, without requiring differential geometry methods.

The paper introduces discrete Dirac structures for mechanics, simplifying dynamics.

problem Formulating discrete mechanics with constraints.
method Developed (±)(\pm)-discrete Dirac structures and induced Dirac structures.
result Discrete Lagrange--Dirac systems are equivalent to (±)(\pm)-discrete Lagrange--d'Alembert equations.

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

The paper develops algorithms and topological invariants for distinguishing dynamic systems.

problem Distinguishing the topological type of surfaces and functions in dynamic systems.
method Construction of algorithms and topological invariants using discrete topological structures.
result The development of discrete topological structures for topological equivalence of dynamic systems.

This work extends reduction processes for nonholonomic discrete mechanical systems.

problem Nonholonomic discrete mechanical systems and their reductions.
method Introduces a category LDPdLDP_d of discrete-time dynamical systems and a two-stage reduction process.
result Two-stage reduction process produces systems isomorphic to one-stage reduction.

Floer constructs homology from flow lines in generalized dynamical systems and combinatorial vector fields.

problem Computing homology in discrete and smooth dynamical systems.
method Counting flow lines between orbits and critical points.
result Directly recovers Z2\mathbb{Z}_2 homology from flow lines.

Defines hybrid systems on principal bundles and studies impact effects.

problem Understanding impact effects in hybrid mechanical systems.
method Defines hybrid systems on principal bundles, studies underlying geometry, and finds conditions for impact preservation.
result Conditions for preservation of both exterior and interior impacts by mechanical connections.

We present a dynamical system framework for understanding Nesterov's accelerated gradient method. In contrast to earlier work, our derivation does not rely on a vanishing step size argument. We show that Nesterov acceleration arises from discretizing an ordinary differential equation with a semi-implicit Euler integrat…

2019-05-17abs ↗pdf ↗

Recent research on accelerated gradient methods of use in optimization has demonstrated that these methods can be derived as discretizations of dynamical systems. This, in turn, has provided a basis for more systematic investigations, especially into the geometric structure of those dynamical systems and their structur…

2019-12-06abs ↗pdf ↗

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.

HiPPO-Prophecy models can learn dynamical systems without fine-tuning.

problem Learning dynamical systems in context without fine-tuning parameters.
method Introduced a novel weight construction for SSMs that approximates derivatives of input signals.
result Discrete SSMs can predict the next state of any dynamical system after observing previous states.

We study the dynamics of the discrete bicycle (Darboux, Backlund) transformation of polygons in n-dimensional Euclidean space. This transformation is a discretization of the continuous bicycle transformation, recently studied by Foote, Levi, and Tabachnikov. We prove that the respective monodromy is a Moebius transform…

2012-11-10abs ↗pdf ↗

Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hid…

2013-01-23abs ↗pdf ↗

The paper models star dynamics using Ricci flow and Perelman entropy, revealing chaotic behavior.

problem Modeling chaotic positional dynamics of stars in celestial systems.
method Discrete dynamical systems, Ricci flow, Perelman entropy, Lyapunov exponents, bifurcation analysis.
result Entropy increases exponentially, indicating challenging long-term star position prediction.

The study analyzes momentum-based optimization algorithms from dynamical systems perspective.

problem Understanding convergence rates of momentum-based optimization algorithms.
method Exploits dynamical systems, control theory, and symplectic perspectives to analyze convergence rates.
result Provides closed-form expressions relating algorithm parameters to convergence rates.

In this paper we relate the study of actions of discrete groups over connected manifolds to that of their orbit spaces seen as differentiable stacks. We show that the orbit stack of a discrete dynamical system on a simply connected manifold encodes the dynamics up to conjugation and inversion. We also prove a generaliz…

2018-03-31abs ↗pdf ↗

Framework preserves emergent physics in non-equilibrium systems from particle trajectories.

problem Linking short spatiotemporal scales to emergent bulk physics in multiscale systems.
method Metriplectic bracket formalism for structure-preserving coarse-graining.
result Preservation of thermodynamic laws and conservation in machine-learned dynamics.

A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie groupoid GG may be described in terms of Lagrangian implicit difference equations …

2010-11-16abs ↗pdf ↗

Gradient-based methods for games suffer from discrete update steps that cause drift, affecting performance.

problem Gradient-based methods for two-player games suffer from drift due to discrete update steps.
method Derived modified continuous dynamical systems to closely follow the discrete dynamics of games.
result Identified distinct components of discretization drift that can alter or destabilize game performance.

dLDS models neural dynamics as sparse combinations of simpler components.

problem Understanding complex neural dynamics at a population level.
method Proposes a decomposed dynamical system model trained through dictionary learning.
result Model efficiently captures and demix diverse neural dynamics.

Let MM be a manifold or (more generally) a locally compact, metrizable ANR. If KK is an attractor for a flow in MM, with basin of attraction A(K)\mathcal{A}(K), it is well known that the inclusion i:KA(K)i : K \subseteq \mathcal{A}(K) is always a shape equivalence. In this paper we investigate to what extent this generaliz…

2015-11-20abs ↗pdf ↗

We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a…

2012-07-11abs ↗pdf ↗

Noise-robust Koopman operator framework for control with improved stability and performance.

problem Developing a stable and noise-robust Koopman operator for control tasks.
method Proposes a learning framework using Hankel matrix and neural network approximations for system dynamics, ensuring long-term stability and noise robustness.
result Demonstrates improved model performance and noise robustness in control tasks compared to existing methods.

The paper studies stability of discretized Anosov flows.

problem Global stability of discretized Anosov flows.
method Defined and proved equivalence with previous definitions, showed properties through C1C^1 openness and closedness, and established integrability and uniqueness of invariant foliations.
result Discretized Anosov flows are globally stable.

This work learns effective dynamics from short-term data of stochastic systems.

problem Learning effective dynamics from short-term data of stochastic systems.
method Proposes a novel algorithm using a neural network (Auto-SDE) to learn invariant slow manifold from data.
result Validated through numerical experiments to be accurate, stable, and effective.

In this paper, we propose a geometric integrator for nonholonomic mechanical systems. It can be applied to discrete Lagrangian systems specified through a discrete Lagrangian defined on QxQ, where Q is the configuration manifold, and a (generally nonintegrable) distribution in TQ. In the proposed method, a discretizati…

2007-09-10abs ↗pdf ↗

Process Monitoring involves tracking a system's behaviors, evaluating the current state of the system, and discovering interesting events that require immediate actions. In this paper, we consider monitoring temporal system state sequences to help detect the changes of dynamic systems, check the divergence of the syste…

2018-07-09abs ↗pdf ↗

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

A simple guide to understanding hierarchical causality in complex systems.

problem Understanding hierarchical causality in complex systems.
method Formalizing hierarchical causality in terms of actors and agents, with three key structures.
result The system requires three additional structures: causation classes, aggregation operators, and discrete event-time maps.

Methods from learning theory are used in the state space of linear dynamical and control systems in order to estimate the system matrices. An application to stabilization via algebraic Riccati equations is included. The approach is illustrated via a series of numerical examples.

2015-07-11abs ↗pdf ↗

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution, decoupling the transition function from the system states. This is not exact in gene…

2018-12-14abs ↗pdf ↗

Paper analyzes symbolic-dynamics inspired Markov modeling for time-series data.

problem Capturing temporal patterns in sequential data for statistical learning.
method Two-step process: discretization of continuous attributes and estimation of temporal memory.
result Effective Markov modeling depends on accurate discretization and memory estimation.

We study a discrete dynamical system designed to find a 'most holomorphic' connection on a smooth complex vector bundle EE. We examine the relation between the distance of the chern classes of EE from the (p,p)(p,p) axis of the Hodge diamond and singularity formation. Canonical connections and canonical metrics pulled b…

2014-10-31abs ↗pdf ↗