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.
Subsurface applications including geothermal, geological carbon sequestration, oil and gas, etc., typically involve maximizing either the extraction of energy or the storage of fluids. Characterizing the subsurface is extremely complex due to heterogeneity and anisotropy. Due to this complexity, there are uncertainties…
Enhanced PINN for brittle fracture modeling using transfer learning.
Universal model for soft tissue mechanics under shock waves.
In this work, we analyze the flow filtration process of slightly compressible fluids in porous media containing man made fractures with complex geometries. We model the coupled fracture-porous media system where the linear Darcy flow is considered in porous media and the nonlinear Forchheimer equation is used inside th…
Efficient deep learning model classifies fractures from X-rays.
In this paper, we present a data-driven model for forecasting the production increase after hydraulic fracturing (HF). We use data from fracturing jobs performed at one of the Siberian oilfields. The data includes features, characterizing the jobs, and geological information. To predict an oil rate after the fracturing…
Structural and topological information play a key role in modeling flow and transport through fractured rock in the subsurface. Discrete fracture network (DFN) computational suites such as dfnWorks are designed to simulate flow and transport in such porous media. Flow and transport calculations reveal that a small back…
Generalized meshes for non-regular geometries, including fractures.
Optimizes structure topology for ductile and brittle fracture resistance.
This paper analyzes uncertainty in DFN simulations using sensitivity analysis.
We propose a machine learning approach to address a key challenge in materials science: predicting how fractures propagate in brittle materials under stress, and how these materials ultimately fail. Our methods use deep learning and train on simulation data from high-fidelity models, emulating the results of these mode…
Fractured Sampling improves LLM reasoning efficiency by truncating CoT trajectories.
We use topological methods to prove a semicontinuity property of the Hodge spectra for analytic germs defined on an isolated surface singularity. For this we introduce an analogue of the Seifert matrix (the fractured Seifert matrix), and of the Levine--Tristram signatures associated with it, defined for null-homologous…
Continuum mechanics theory describes skin's complex anisotropic behavior.
Optimal design portfolios improve energy efficiency and reduce risk in uncertain reservoirs.
We developed an automated deep learning system to detect hip fractures from frontal pelvic x-rays, an important and common radiological task. Our system was trained on a decade of clinical x-rays (~53,000 studies) and can be applied to clinical data, automatically excluding inappropriate and technically unsatisfactory …
In this work, we propose an order book model with herd behavior. The proposed model is built upon two distinct approaches: a recent empirical study of the detailed order book records by Kanazawa et al. [Phys. Rev. Lett. 120, 138301] and financial herd behavior model. Combining these approaches allows us to propose a mo…
In this paper, five different approaches for reduced-order modeling of brittle fracture in geomaterials, specifically concrete, are presented and compared. Four of the five methods rely on machine learning (ML) algorithms to approximate important aspects of the brittle fracture problem. In addition to the ML algorithms…
We introduce the speculate-correct method to derive error bounds for local classifiers. Using it, we show that k nearest neighbor classifiers, in spite of their famously fractured decision boundaries, have exponential error bounds with O(sqrt((k + ln n) / n)) error bound range for n in-sample examples.
New method fractures hyperbolic manifolds using cone singularities.
Integrated Computational Materials Engineering (ICME) aims to accelerate optimal design of complex material systems by integrating material science and design automation. For tractable ICME, it is required that (1) a structural feature space be identified to allow reconstruction of new designs, and (2) the reconstructi…
DAFNO learns surrogates for complex systems on irregular geometries.
Paper develops a classification method using matrix-variate t-distributions.
We propose a Markov jump process with the three-state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description exhibiting sophisticated statistical features. Along with power-law probability …
A new algorithm discovers causal factors between T2DM and bone mineral density.
The goal of this paper is to assess the utility of Reduced-Order Models (ROMs) developed from 3D physics-based models for predicting transient thermal power output for an enhanced geothermal reservoir while explicitly accounting for uncertainties in the subsurface system and site-specific details. Numerical simulations…
Method learns Dirichlet-to-Neumann maps on graphs using Gaussian processes.
Magnetic resonance imaging (MRI) has been proposed as a complimentary method to measure bone quality and assess fracture risk. However, manual segmentation of MR images of bone is time-consuming, limiting the use of MRI measurements in the clinical practice. The purpose of this paper is to present an automatic proximal…
DCGANs generate drainage networks quickly from samples.
Society's drive toward ever faster socio-technical systems, means that there is an urgent need to understand the threat from 'black swan' extreme events that might emerge. On 6 May 2010, it took just five minutes for a spontaneous mix of human and machine interactions in the global trading cyberspace to generate an unp…
Machine learning predicts failure in brittle materials with high accuracy.
Earthquake signal detection is at the core of observational seismology. A good detection algorithm should be sensitive to small and weak events with a variety of waveform shapes, robust to background noise and non-earthquake signals, and efficient for processing large data volumes. Here, we introduce the Cnn-Rnn Earthq…
In this paper we study dynamic pricing mechanisms of financial derivatives. A typical model of such pricing mechanism is the so-called g--expectation defined by solutions of a backward stochastic differential equation with g as its generating function. Black-Scholes pricing model is a special linear case of this pricin…
A solution for the Weinstein's Problem in the general framework of generalized Lie algebroids is the target of this paper. We present the mechanical systems called by use, mechanical (?; ?)-systems, Lagrange mechanical (?; ?)-systems or Finsler mechanical (?; ?)-systems and we develop their geometries. We obtain the ca…
Combines deep generative models with ensemble methods for subsurface property estimation.
New mechanics on non-associative octonions discovered.
A new description, different by the classical theory of Hamiltonian Mechanics, in the general framework of generalized Lie algebroids is presented. In the particular case of Lie algebroids, new and important results are obtained. We present the \emph{dual mechanical systems} called by use, \emph{dual mechanical}$(ρ,η) …
This paper assesses Gaussian and Exponential mechanisms for certifying adversarial robustness.
We propose a new input perturbation mechanism for publishing a covariance matrix to achieve -differential privacy. Our mechanism uses a Wishart distribution to generate matrix noise. In particular, We apply this mechanism to principal component analysis. Our mechanism is able to keep the positive semi-definitene…
New mechanisms improve differential privacy for scalar queries.
We design two mechanisms for the recommender system to collect user ratings. One is modified Laplace mechanism, and the other is randomized response mechanism. We prove that they are both differentially private and preserve the data utility.
Quantum mechanics models for financial Black-Scholes model.
Expands differential privacy mechanisms to include the Generalized Gaussian mechanism for improved private machine learning.
Differential privacy mechanism design has traditionally been tailored for a scalar-valued query function. Although many mechanisms such as the Laplace and Gaussian mechanisms can be extended to a matrix-valued query function by adding i.i.d. noise to each element of the matrix, this method is often suboptimal as it for…
Optimal DP mechanisms for vector queries are found to be staircase distributions.
New approach identifies latent properties from mechanisms, not just data.
New RL approach learns dynamic VCG mechanisms in unknown MDP environments.
Paper connects dynamics of mechanical systems to Reeb dynamics.