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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.

168,742 papers · 148 categories

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220439659878 · Jun 202019922001200920172026
48 results for discrete time systems

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.

Study preserves symplectic structure in forced discrete mechanical systems.

problem Preserving symplectic structure in forced discrete mechanical systems.
method Analyzes a specific type of forced discrete mechanical system (Q,Ld,fd)(Q,L_d,f_d), preserving a symplectic structure on QimesQQ imes Q.
result The preserved symplectic structure can be seen as Marsden-Weinstein reduction of the canonical symplectic structure.

Safety filter for unknown discrete-time systems with learned models and noise covariance.

problem Ensuring safety for unknown discrete-time linear systems with Gaussian noise.
method Develops a learning-based safety filter using empirical model and noise covariance, optimizing control actions to stay within safety constraints.
result Minimally modifies nominal control actions to ensure safety with high probability, tightening constraints as more data is collected.

Paper formulates mutual information optimal control for discrete-time systems.

problem Optimal control of discrete-time linear systems with mutual information.
method Formulates MIOCP as an extension of MEOCP, derives optimal policy and prior, proposes alternating minimization algorithm.
result Proposes an alternating minimization algorithm for MIOCP.

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.

Optimizes control of noisy discrete systems without system matrix knowledge.

problem Optimal control of discrete-time systems with additive and multiplicative noises.
method Stochastic Lyapunov and Riccati equations, model-free reinforcement learning.
result Model-free reinforcement learning algorithm converges to optimal control policy.

New insights into RL efficiency from managing time discretization.

problem The impact of time discretization on RL methods in continuous-time systems.
method Analysis of Monte-Carlo policy evaluation for LQR systems.
result An optimal choice of temporal resolution for a given data budget improves policy evaluation efficiency.

The paper tackles exact linearization and control of flat discrete-time systems.

problem Exact linearization and control of flat nonlinear discrete-time systems.
method Investigates conditions for choosing new inputs and feedbacks that may depend on forward-shifts of the new input.
result Easily verifiable conditions for choosing a feasible input and a new input that minimizes forward-shifts of the flat output.

The paper analyzes errors in mechanical systems with external forces.

problem Error analysis of mechanical systems with external forces.
method Analysis of variational integrators with contact order rr for discrete mechanical systems.
result The contact order of the integrator is the same as the contact order of the original systems.

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on previous work on time-dependent discrete mechanics, our approach is based on a d…

2002-09-24abs ↗pdf ↗

Efficiently infers coupled hidden Markov models with noisy discrete observations.

problem Intractable inference for coupled continuous-time Markov chains with discrete observations.
method Latent Interacting Particle Systems, look-ahead functions, twisted Sequential Monte Carlo sampling.
result Demonstrated effectiveness on latent SIRS model and wildfire spread dynamics.

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.

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.

New discrete models for constant mean curvature surfaces and tori.

problem Creating discrete models for constant mean curvature surfaces and tori.
method Integrable theory of discrete polarised curves and Darboux transforms.
result Closed-form discrete parametrisations of discrete isothermic cylinders, discrete constant mean curvature cylinders, and discrete isothermic tori.

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.

We briefly review the notion of second order constrained (continuous) system (SOCS) and then propose a discrete time counterpart of it, which we naturally call discrete second order constrained system (DSOCS). To illustrate and test numerically our model, we construct certain integrators that simulate the evolution of …

2013-12-06abs ↗pdf ↗

Paper solves POMDPs in continuous time and discrete spaces.

problem Optimal decision making in discrete state and action space systems under partial observability.
method Combining optimal filtering theory and deep learning to solve a Hamilton-Jacobi-Bellman equation.
result Derives a mathematical description and solution approach for continuous-time POMDPs.

A new RG approach connects discrete and continuous time descriptions of Gaussian processes.

problem Discretization of continuous stochastic processes for accurate simulation or model inference.
method Renormalization Group (RG) approach for Gaussian time series generated by auto-regressive models.
result RG fixed points correspond to discretizations of linear SDEs, providing insights into process accuracy.

Study integrable discretizations of cyclic systems with circular coordinate lines.

problem Integrable discretizations of 3D cyclic systems with circular coordinate lines.
method Investigate circle congruences and flat connections in the context of discrete cyclic systems.
result Characterization of circle congruences and existence of certain flat connections.

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 ↗

In this paper we build the structure equations and the integrable systems for a discrete centroaffine indefinite surface in R3\R^3. At the same time, some centroaffine invariants are obtained according to the structure equations. Using these centroaffine invariants, we study the Laplacian operator and the convexity of …

2016-09-09abs ↗pdf ↗

Study discretizes Dirac and port-Hamiltonian systems using manifolds.

problem Discretization of Dirac and port-Hamiltonian systems.
method Retraction and discretization maps on manifolds for Dirac structures, applied to port-Hamiltonian systems.
result Numerical integrators for port-Hamiltonian systems derived from discretization techniques.

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.

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 ↗

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 ↗

Unified framework for sampling from complex distributions, including discrete and mixed-variable systems.

problem Sampling from complex unnormalized distributions, especially in discrete or mixed-variable systems.
method Enforces time-reversibility using a prescribed physical transition kernel to minimize Maximum Mean Discrepancy (MMD).
result Demonstrates accurate reproduction of thermodynamic observables and mode-switching behavior across diverse systems.

We develop variational integrators from discrete Hamiltonian systems with external forces.

problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

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.

Paper proposes adaptive control for unknown systems using reinforcement learning.

problem Adaptive control for unknown, linearizable systems.
method On-policy reinforcement learning for discrete-time, stochastic systems.
result Stability and tracking errors concentrate near zero with high probability.

Discrete conjugate systems are quadrilateral nets with all planar faces. Discrete orthogonal systems are defined by the additional property of all faces being concircular. Their geometric properties allow one to consider them as proper discretization of conjugate, resp. orthogonal coordinate systems of classical differ…

2003-03-26abs ↗pdf ↗