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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.

168,657 papers · 148 categories

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84167251334 · Jun 202019922001200920172026
48 results for infinite-dimensional systems

The paper explores infinite-dimensional nonholonomic and vakonomic systems.

problem Understanding dynamics of infinite-dimensional systems with constraints.
method Visualizing and revisiting classical and new examples of nonholonomic and vakonomic systems.
result Infinite-dimensional systems exhibit both nonholonomic and vakonomic dynamics.

Develops control and observer methods for complex systems.

problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.

The paper analyzes the stability of an observer error in a vibrating string system.

problem Stability analysis of observer error in a vibrating string system.
method Abstract Cauchy problem reformulation and application of LaSalle's invariance principle for infinite-dimensional systems.
result The observer error is asymptotically stable.

The paper defines a critical value for a magnetic system and extends solutions beyond blow-up.

problem Analyzing blow-up behavior and extending solutions for a magnetic system.
method Formulated as a magnetic geodesic equation on an infinite-dimensional Lie group, computed Mañé's critical value, established Hopf-Rinow theorem.
result Computed Mañé's critical value for the magnetic two-component Hunter-Saxton system and extended solutions beyond blow-up.

Develops a mathematical framework for causal fermion systems in infinite dimensions.

problem Analysis of causal fermion systems in infinite-dimensional settings.
method Introduces Banach manifold structure and expedient differential calculus.
result Establishes Hölder continuity of causal Lagrangian and integrated causal Lagrangian.

Proposes an algorithm for infinite-dimensional sparse learning in system identification.

problem System identification without known model structures.
method Atomic norm regularization and greedy algorithm for solving an infinite-dimensional group lasso problem.
result The proposed algorithm outperforms benchmark methods in impulse response fitting and pole location estimation.

We introduce a structure of an infinite-dimensional Frobenius manifold on a subspace in the space of pairs of functions analytic inside/outside the unit circle with simple poles at 0/infinity respectively. The dispersionless 2D Toda equations are embedded into a bigger integrable hierarchy associated with this Frobeniu…

2009-02-09abs ↗pdf ↗

Diffeologies unify infinite-dimensional geometry and PDEs, enhancing classical function spaces.

problem Combining infinite-dimensional geometry and PDEs for optimization problems.
method Review and extension of classical function spaces and mapping spaces.
result Diffeologies provide a unified framework for evolution equations and optimization problems.

Following the unified approach of A. Kriegl and P.W. Michor (1997) for a treatment of global analysis on a class of locally convex spaces known as convenient, we give a generalization of Rashevsky-Chow's theorem for control systems in regular connected manifolds modelled on convenient (infinite-dimensional) locally con…

2012-09-09abs ↗pdf ↗

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

Proves convergence of normal forms for infinite-dimensional Lie pseudo-group actions.

problem Analyzing convergence of normal forms for complex manifolds.
method Equivariant moving frame method and Cartan-Kähler Theorem.
result Proves convergence of normal form power series for infinite-dimensional Lie pseudo-group actions.

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

2005-07-05abs ↗pdf ↗

We describe how the loop group maps corresponding to special submanifolds associated to integrable systems may be thought of as certain Grassmann submanifolds of infinite dimensional homogeneous spaces. In general, the associated families of special submanifolds are certain Grassmann submanifolds. An example is given f…

2008-04-11abs ↗pdf ↗

We show that the two-component Hunter-Saxton system with negative coupling constant describes the geodesic flow on an infinite-dimensional pseudosphere. This approach yields explicit solution formulae for the Hunter-Saxton system. Using this geometric intuition, we conclude by constructing global weak solutions. The ma…

2012-01-24abs ↗pdf ↗

We revisit the geodesic approach to ideal hydrodynamics and present a related geometric framework for Newton's equations on groups of diffeomorphisms and spaces of probability densities. The latter setting is sufficiently general to include equations of compressible and incompressible fluid dynamics, magnetohydrodynami…

2020-01-05abs ↗pdf ↗

In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian evolutionary PDEs. We prove that our class of infinite dimensional Jacobi structu…

2009-10-12abs ↗pdf ↗

Study of LQ MFGs in infinite-dimensional Hilbert spaces.

problem Mean field games in infinite-dimensional settings with stochastic dynamics.
method Analysis of coupled semilinear infinite-dimensional stochastic evolution equations, development of Nash equilibrium.
result Characterization of unique Nash equilibrium in the limit of many agents.

Many important equations of mathematical physics arise geometrically as geodesic equations on Lie groups. In this paper, we study an example of a geodesic equation, the two-component Hunter-Saxton (2HS) system, that displays a number of unique geometric features. We show that 2HS describes the geodesic flow on a manifo…

2011-08-12abs ↗pdf ↗

Combines geometric hydrodynamics with magnetic systems to derive new equations and prove well-posedness.

problem Deriving new equations for magnetic systems and proving their well-posedness.
method Introducing the magnetic Euler-Arnold equation and proving well-posedness for specific equations.
result Local and global well-posedness results for the magnetic Euler-Arnold equation associated with the global quasi-geostrophic equations.

Let ΛΛ be the limit set of a conformal dynamical system, i.e. a Kleinian group acting on either finite- or infinite-dimensional real Hilbert space, a conformal iterated function system, or a rational function. We give an easily expressible sufficient condition, requiring that the limit set is not too much bigger than …

2015-04-07abs ↗pdf ↗

The geometry of an admissible Bäcklund transformation for an exterior differential system is described by an admissible Cartan connection for a geometric structure on a tower with infinite--dimensional skeleton which is the universal prolongation of a 1|1|--graded semi-simple Lie algebra.

2003-11-11abs ↗pdf ↗

This paper studies the Yang--Mills ASD equation over the cylinder as a non-linear evolution equation. We consider a dynamical system consisting of bounded orbits of this evolution equation. This system contains many chaotic orbits, and moreover it becomes an infinite dimensional and infinite entropy system. We study th…

2014-07-08abs ↗pdf ↗

The second order tangent bundle T2MT^{2}M of a smooth manifold MM consists of the equivalent classes of curves on MM that agree up to their acceleration. It is known that in the case of a finite nn-dimensional manifold MM, T2MT^{2}M becomes a vector bundle over MM if and only if MM is endowed with a linear connecti…

2003-10-29abs ↗pdf ↗

Kernel-based Bayesian filter for nonlinear systems using infinite-dimensional operators.

problem Modeling and predicting nonlinear dynamical systems.
method Functional Bayesian perspective, reproducing kernel Hilbert space, Gaussian kernel.
result Effective approximation and accurate results for nonlinear systems.

The classical tools which ensure the completeness of vector fields and second order differential equations for mechanical systems are revisited. Possible extensions in three directions are discussed: infinite dimensional Banach and Hilbert manifolds, Finsler metrics and pseudo-Riemannian spaces, including links with so…

2013-03-25abs ↗pdf ↗

Extends Dirac structures to infinite dimensions for mechanical systems.

problem Adapting finite-dimensional Dirac structures to infinite-dimensional settings.
method Introduces partial Dirac structures and applies variational techniques to constraint Lagrangians on subbundles and singular distributions.
result Characterizes normal geodesics for conical Finsler metrics on Banach manifolds.

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we propose an actor-critic reinforcement learning algorithm that provably converges t…

2014-12-01abs ↗pdf ↗

Paper proves convergence of Gini index to equilibrium in Wasserstein distance.

problem Proving convergence of Gini index to equilibrium in Wasserstein distance.
method Analyzes Gini index as Lyapunov functional and proves convergence in Wasserstein distance.
result Proves convergence of Gini index to equilibrium in Wasserstein distance.

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space where ba…

2011-08-14abs ↗pdf ↗

Introduces a new geometric framework for probability distributions.

problem Developing a geometric framework for probability distributions.
method Introduces p\ell^p-information geometry and defines the 2\ell^2-probability simplex via the qq-root transform.
result Defines a noncanonical differentiable structure and qq-root map as an isometry.

Infinite dimensional measure-valued processes modeled as polynomial diffusions.

problem Modeling term structure in energy markets using measure-valued polynomial diffusions.
method Introduced measure-valued polynomial diffusions, derived moment formulas, and characterized infinitesimal generators.
result Recovery of measure-valued affine diffusions as a special case.

Develops a new algebraic framework for differential geometry of infinite dimensional spaces.

problem Creating a differential geometry for infinite dimensional spaces without topology or local coordinates.
method Introduces a general algebraic framework for lifted geometry applicable to various infinite dimensional spaces.
result Stokes' Theorem appears as a form of differentiability in the lifted geometry of spaces of submanifolds.