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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.

169,181 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920182026
48 results for fast-slow systems

Study MMD for critical transitions in fast-slow systems, showing it's a good binary classifier.

problem Detecting change points in multiscale systems with critical transitions.
method Link between dynamical theory of critical transitions and statistical MMD, leading-order approximation.
result MMD is a good binary classifier for detecting change points in critical transitions.

We provide a rigorous numerical computation method to validate periodic, homoclinic and heteroclinic orbits as the continuation of singular limit orbits for the fast-slow system x=f(x,y,ε),y=εg(x,y,ε)x' = f(x,y,ε), y' = εg(x,y,ε) with one-dimensional slow variable yy. Our validation procedure is based on topological tools called isolatin…

2015-07-06abs ↗pdf ↗

Study reveals conditions for neural networks to forget learned features.

problem Understanding feature unlearning in neural networks.
method Infinite-width limit analysis with stochastic gradient descent, fast-slow dynamics.
result Conditions for feature unlearning are determined by the strength of nonlinear terms and initial weights.

We study the stability of symmetric trajectories of a particle on the Lie group SO(3)SO(3) whose motion is governed by an SO(3)×SO(2)SO(3)\times SO(2) invariant metric and an SO(2)×SO(2)SO(2)\times SO(2) invariant potential. Our method is to reduce the number of degrees of freedom at {\em singular} values of the SO(2)×SO(2)SO(2)\times SO(2) momentu…

1996-08-28abs ↗pdf ↗

Near a birth-death critical point in a one-parameter family of gradient flows, there are precisely two Morse critical points of index difference one on the birth side. This paper gives a self-contained proof of the folklore theorem that these two critical points are joined by a unique gradient trajectory up to time-shi…

2017-06-23abs ↗pdf ↗

PINNs solve neuronal parameter and state estimation problems with limited data.

problem Estimating parameters and hidden state variables from noisy partial data in multiscale neuronal models.
method Physics-informed neural networks (PINNs) for joint state and parameter estimation.
result PINNs deliver robust and accurate parameter inference and state reconstruction, even with limited data.

New algorithm optimizes noisy, potentially corrupted functions.

problem Optimizing unknown functions with noisy bandit feedback, especially when evaluations are corrupted.
method Fast-Slow GP-UCB algorithm, combining robust and non-robust evaluations, enlarged confidence bounds.
result Theoretical analysis upper bounds cumulative regret, showing dependencies on corruption level and kernel.

Overview of integrable systems with symmetries, focusing on toric and semitoric systems.

problem Classifying and understanding integrable systems with symmetries.
method Using decorated polygons and controlled bifurcations in one-parameter families of systems.
result Construction of explicit semitoric systems with prescribed invariants.

Learning to control linear systems is statistically hard, especially for underactuated systems.

problem Statistical difficulty of learning to control linear systems, especially underactuated ones.
method Utilized minimax lower bounds and structural assumptions to prove learning complexity can be exponential.
result Learning complexity can be at most exponential with the controllability index of the system.

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 explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.

In integrable hydrodynamic systems, coordinates exist where generators and symmetries are simple.

problem Existence of Riemannian invariants for integrable systems of hydrodynamic type.
method Finding coordinates where the generator and all symmetries are diagonal.
result In integrable hydrodynamic systems, there exist coordinates where the generator and all symmetries are diagonal.

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

problem Analyzing nonholonomic constraints in Hamiltonian systems.
method Deriving distributional RCH systems, geometric constraint conditions, and Hamilton-Jacobi theorems.
result Derives precise geometric constraint conditions and Hamilton-Jacobi theorems for nonholonomic systems.

A new financial system with ethics risk modeled using fractional calculus.

problem Modeling financial systems with ethical considerations and market confidence.
method Introduced a five-dimensional conformable derivative financial system and a discretization scheme.
result Numerical solutions of the conformable derivative system were tested for hyperchaos.

Paper analyzes CCT sensitivity in constrained power systems, offering insights into system stability and parameter changes.

problem Identifying preventive control measures to avoid large generation losses during disturbances.
method Derived first-order CCT sensitivity for generic constrained power systems using trajectory sensitivity computation.
result Sensitivity of CCT to system parameters, providing insights into feasibility and stability.

Estimates input from output of nonlinear systems using ANN.

problem Estimating unknown compositional input from system output.
method Artificial Neural Networks (ANNs) for nonlinear system inversion.
result ANNs can compete with optimal bounds for linear systems and demonstrate promising results for nonlinear systems.

This paper considers control systems defined on Lie algebroids. After deriving basic controllability tests for general control systems, we specialize our discussion to the class of mechanical control systems on Lie algebroids. This class of systems includes mechanical systems subject to holonomic and nonholonomic const…

2004-02-26abs ↗pdf ↗

Solves new quadratic BSDE systems for market performance analysis.

problem Characterizing forward performance processes in regime switching markets.
method Introduces and solves ergodic BSDE systems in infinite time horizon.
result Connection between ergodic BSDE solutions and long-term growth rates of utility maximization.

Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of systemic risk requires the design and implementation of tools for the efficient macroprudential regulation of financial institutions. The current paper proposes a…

2015-02-27abs ↗pdf ↗

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

Paper develops reduction theory for controlled Lagrangian systems with symmetry and momentum map.

problem Reduction of controlled Lagrangian systems with symmetry and momentum map.
method Using Legendre transformation and Euler-Lagrange vector field, the paper extends symmetric reduction theory.
result Established regular reduction theory for RCL systems with symmetry and momentum map.

Polynomial-time algorithm learns latent-state systems without spectral radius assumptions.

problem Learning latent-state linear dynamical systems without spectral radius assumptions.
method Spectral filtering technique with a novel convex relaxation.
result Efficient identification of phases for general transition matrices.

This paper proposes a system-agnostic policy for dynamic scheduling.

problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.

The paper studies connections in superintegrable systems, revealing geometric insights.

problem Understanding non- and semi-degenerate superintegrable systems.
method Analyzes two torsion-free connections associated with superintegrable systems.
result Semi-degenerate secondary structure tensor is the Ricci curvature of a natural torsion-free connection.

The paper defines Haar system preserving morphisms and applies them to groupoid CC^*-algebras.

problem Understanding and constructing inverse systems of groupoids.
method Defining Haar system preserving morphisms and using them to induce *-morphisms between convolution algebras.
result Inverse systems of groupoids with Haar system preserving bonding maps have limits, and corresponding direct systems of groupoid CC^*-algebras.

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.

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.

Adapts IRL for dual-system agents, correcting goal inference errors.

problem Inferring goals from dual-system decision-making behaviors.
method Generalized dual-system framework, optimal plan computation, adapted IRL algorithm.
result Correct goal inference for dual-system agents improves overall utility.