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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.

169,341 papers · 148 categories

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48 results for dynamic integration

Paper studies Lie-Trotter integrator for symmetric free rigid body dynamics.

problem Understanding dynamics of symmetric free rigid body using numerical methods.
method Examines Lie-Trotter integrator applied to Euler equations.
result Lie-Trotter integrator results in a Poisson integrator for symmetric free rigid body dynamics.

The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.

problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.

Mathematical study of learning long-term integration in linear RNNs.

problem How do linear recurrent neural networks learn to integrate over long timescales?
method Analytical study of linear RNNs trained to integrate white noise and damped oscillatory filters.
result Learning dynamics are described by low-dimensional effective equations for outlier eigenvalues.

Extends integrability to cosymplectic manifolds.

problem Integrability of Hamiltonian systems on cosymplectic manifolds.
method Extended Arnold-Liouville and noncommutative integrability to cosymplectic manifolds, proved a variant of non-commutative integrability for specific fields, constructed action-angle variables.
result Variant of non-commutative integrability for evaluation and Reeb vector fields on cosymplectic manifolds.

This paper develops a general method for constructing Poisson integrators.

problem Lack of a general theory for Poisson integrators due to geometric challenges.
method Adapting structural results about symplectic realizations to create geometric approximations.
result Developed a general approach for constructing geometric integrators on Poisson manifolds.

Adaptive algorithm learns latent dynamical systems from sequential data.

problem Learning low-dimensional latent dynamical systems from high-dimensional sequential data.
method Combines amortized inference with path integral control to approximate inference.
result Proposed method leads to tighter lower bounds in sequential data learning.

Study on equilibrium points of dynamical systems with multiple integrals.

problem Understanding the equilibrium points of dynamical systems with multiple independent first integrals.
method Analyzes the equilibrium locus as a smooth manifold and fiber bundle with a natural connection.
result Parallel transport exists for the connection and can measure eigenvalue variations.

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.

Develops Hamilton-Jacobi theory for symplectic and Poisson manifolds.

problem Finding integrals for dynamical systems on symplectic and Poisson manifolds.
method Geometric framework for Hamilton-Jacobi theory, relating HJE to integrability.
result Conditions for integrability by quadratures in symplectic and Poisson manifolds.

DGRCL integrates dynamic and static graph relations for financial market prediction.

problem Capturing the evolving nature of stock markets while considering both temporal changes and static relational structures.
method Dynamic Graph Representation with Contrastive Learning (DGRCL) framework, including Embedding Enhancement (EE) and Contrastive Constrained Training (CCT) modules.
result DGRCL significantly outperforms state-of-the-art TGL baselines on NASDAQ and NYSE datasets.

We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow entropies", they describe the polynomial growth rate of the number of balls (fo…

2009-07-30abs ↗pdf ↗

RL algorithms with medical integration improve personalized treatment recommendations.

problem Developing effective personalized treatment strategies for chronic diseases.
method Integrating medical knowledge into RL algorithms for DTR.
result Enhanced treatment recommendations with increased confidence.

SSINNs learn Hamiltonian systems from data with interpretable, low-memory models.

problem Learning Hamiltonian dynamical systems from data efficiently and accurately.
method Combines fourth-order symplectic integration with sparse regression for a learned Hamiltonian.
result Outperforms state-of-the-art techniques in system prediction and energy conservation.

D2PCCA integrates deep learning and probabilistic modeling for nonlinear dynamical systems.

problem Analyzing nonlinear dynamical systems with probabilistic understanding.
method Combines deep learning and probabilistic modeling, using KL annealing and normalizing flows.
result Captures latent dynamics in sequential datasets with improved convergence and flexibility.

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

The paper defines and analyzes set-valued stochastic integrals for Lévy processes.

problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.

MAGI-X learns unknown dynamics from data without numerical integration.

problem Difficult to propose ODEs in closed-form for complex systems.
method MAGI-X uses neural networks within a manifold-constrained Gaussian process framework.
result MAGI-X achieves competitive accuracy in fitting and forecasting with reduced computational time.

Paper introduces a novel error measure for neural networks integrating statistical and information theory.

problem No single error measure is universally best for neural network training.
method Developed a novel error measure EExpAbsE_{ExpAbs} and integrated it into the Levenberg-Marquardt algorithm.
result Self-adaptive, dynamic learning algorithm improves both model accuracy and training process.

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

AdaPID optimizes diffusion-based samplers by dynamically adjusting schedules.

problem Optimizing the intermediate-time dynamics in diffusion-based samplers.
method Develops a time-varying stiffness schedule using Piece-Wise-Constant (PWC) parametrizations and a hierarchical refinement approach.
result QoS-driven PWC schedules consistently improve sampling fidelity and accuracy.

New method speeds up inference for dynamical systems with sparse data.

problem Challenges in applying gradient matching methods to real-world, partially observable systems.
method Scalable variational inference framework for ordinary differential equations.
result Offers computational speedups, improved accuracy, and works well under model misspecifications.

New Hamiltonian Monte Carlo method for non-canonical dynamics.

problem Incompatibility of canonical symplectic structure with non-canonical dynamics.
method Developed a framework for Hamiltonian Monte Carlo using non-canonical symplectic structures with implicit integration.
result Non-canonical Hamiltonian Monte Carlo provides sampling advantages.

Novel method combines physics priors for energy-conserving dynamics.

problem Learning long-term dynamics of complex physical systems from noisy data.
method Variational Integrator Graph Networks integrating energy constraint, high-order symplectic integrators, and graph neural networks.
result Improves predictive performance across single and many-body problems.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

The paper generalizes relations between dynamical series and resolvents of vector fields.

problem Analyzing dynamical series using resolvents of vector fields.
method Derives the general form of relations involving intersection of kernel with integration currents for any smooth flow.
result Computes values of dynamical series and their relation with topological invariants.

New complex structures on jet spaces help explain Fock space dynamics.

problem Understanding dynamics of Fock spaces from variational principles.
method Endowing jet spaces with almost-complex structures, integrating to canonical complex structures, and analyzing Fock spaces.
result Holomorphic approximation explains dynamics of Fock spaces from variational principles.