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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.

169,051 papers · 148 categories

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48 results for kinetic systems

CausalKinetiX identifies stable kinetic models from noisy data.

problem Learning stable and predictive kinetic models from noisy data.
method CausalKinetiX framework for identifying structure from discrete time, noisy observations.
result Causal approach improves generalization and prediction in kinetic systems.

RC flow learns molecular kinetics in low dimensions.

problem Discovering interpretable low-dimensional models of molecular kinetics.
method Normalizing flow for coordinate transformation and Brownian dynamics for kinetics approximation.
result Tractable and trainable model of reduced kinetics in continuous time and space.

New method trains deep neural networks for non-interacting kinetic-energy functionals in DFT.

problem Lack of exact relationship between electron density and non-interacting kinetic energy.
method Variational principle to regularize machine-learned density functionals.
result Excellent results on kinetic-energy functionals for various systems.

We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this model with other similar models.

2007-10-05abs ↗pdf ↗

In this article, we briefly review the different aspects and applications of kinetic exchange models in economics and sociology. Our main aim is to show in what manner the kinetic exchange models for closed economic systems were inspired by the kinetic theory of gas molecules. The simple yet powerful framework of kinet…

2014-08-06abs ↗pdf ↗

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is bett…

2016-03-08abs ↗pdf ↗

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges. We describe the trading of the goods by means of some fundamental rules in price…

2017-09-01abs ↗pdf ↗

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

This work improves chemistry modeling by jointly learning reaction progress variables and look-up models.

problem Jointly modeling turbulent combustion requires solving both chemistry and flow systems simultaneously, which is computationally expensive.
method Developed a deep neural network architecture that jointly learns reaction progress variables and look-up models, improving accuracy.
result Joint learning yields more accurate results in chemistry modeling.

New methods improve efficiency of sampling algorithms for complex systems.

problem Efficiently sampling from complex, high-dimensional probability distributions.
method Randomized Runge-Kutta-Nyström methods tailored for Hamiltonian flows.
result Quantitative 5/25/2-order L2L^2-accuracy in approximating Hamiltonian flows.

KINet learns object interactions without supervision for robotic pushing.

problem Lack of supervised data for object-centric forward prediction.
method End-to-end unsupervised framework using keypoint representation and contrastive estimation.
result Automatically generalizes to unseen scenarios and accurately predicts future states.

Rate GENERIC extends thermodynamics principles to non-equilibrium systems.

problem Understanding non-equilibrium thermodynamics and its relation to equilibrium thermodynamics.
method Developed a geometrical framework for rate GENERIC, extending Onsager's variational principle.
result Rate GENERIC structure provides a new perspective on thermodynamics in non-equilibrium systems.

Considering a Hamiltonian Dynamical System describing the motion of charged particle in a Tokamak or a Stellarator, we build a change of coordinates to reduce its dimension. This change of coordinates is in fact an intricate succession of mappings that are built using Hyperbolic Partial Differential Equations, Differen…

2013-06-24abs ↗pdf ↗

Analytical results bound the approach to oligarchy in a modified asset exchange model.

problem Analyzing economic inequality in a modified asset exchange model.
method Analytical results using Gini coefficient and differential inequalities.
result The Gini coefficient is bounded by a first-order differential inequality.

AMORE uses neural operators to efficiently predict multiple thermochemical states in stiff chemical kinetics.

problem Efficiently integrating stiff chemical kinetics systems to reduce computational cost.
method Developed AMORE, a framework of adaptive multi-output operator network with two adaptive loss functions.
result Demonstrated improved accuracy and efficiency in predicting thermochemical states from initial conditions.

SRVs improve MSMs for Trp-cage miniprotein, revealing new folding states.

problem Constructing high-resolution MSMs for complex protein dynamics.
method Employing SRVs as feature set for MSM construction, leveraging slowest modes identified by SRVs.
result SRV-MSMs reveal new folding states and faster convergence.

Proves existence and trapped surface formation for Einstein-Vlasov system without symmetry assumptions.

problem Formation of trapped surfaces in Einstein-Vlasov system without symmetry.
method Calibrated hierarchy of estimates, refined renormalization, strategic restriction of elliptic estimates, precise commutator calculus.
result First large-data, symmetry-free construction of dynamical black hole formation.

Paper proposes a smart neck-band for detecting neck postures using integrated kinematic and kinetic data.

problem Improper neck postures lead to musculoskeletal disorders requiring therapy and rehabilitation.
method Integrated use of kinematic and kinetic data with machine learning algorithms.
result 100% accuracy in predicting neck postures using the proposed platform.

In this paper, we introduce a large system of interacting financial agents in which each agent is faced with the decision of how to allocate his capital between a risky stock or a risk-less bond. The investment decision of investors, derived through an optimization, drives the stock price. The model has been inspired b…

2017-11-09abs ↗pdf ↗

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques of wide use in kinetic theory of rarefied gases to obtain information on the proc…

2010-05-27abs ↗pdf ↗

Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.

problem Investigate how preferential interactions affect wealth dynamics and distributions in kinetic exchange models.
method Conducted Monte Carlo simulations to explore two types of preferential interactions: one with random selection and another with wealth difference constraint.
result Emergence of quasi-oligarchic societies and segregation into economic classes observed in preferential interactions.

Automated method creates compact chemical models from detailed ones, reducing complexity and improving accuracy.

problem Creating accurate low-dimensional chemical kinetic models from detailed ones is time-consuming and requires expert knowledge.
method Machine Learned Optimisation of Chemical Kinetics (MLOCK) algorithm systematically perturbs sub-models to find optimal compact models.
result Compact models (15 species) retain ~87% fidelity to detailed models, outperforming previous methods.

ISOKANN learns collective variables and effective dynamics for metastable transitions.

problem Understanding metastable transitions in complex molecular systems.
method Integrates Koopman operators with neural networks to extract CVs and effective dynamics.
result Reconstructs coarse-grained kinetics and reproduces transition times across barriers.

One can formulate the classical Kepler problem on the Heisenberg group, the simplest sub-Riemannian manifold. We take the sub-Riemannian Hamiltonian as our kinetic energy, and our potential is the fundamental solution to the Heisenberg sub-Laplacian. The resulting dynamical system is known to contain a fundamental inte…

2013-11-23abs ↗pdf ↗

Geodesic extensions for systems with nonholonomic constraints.

problem Extending equations of motion for systems with nonholonomic constraints.
method Constructing extensions to second-order ODEs, investigating geodesic conditions.
result Conditions for nonholonomic trajectories to be geodesics of a Riemannian metric.

Exact solution found for two-body financial dealer model using kinetic theory.

problem Finding an exact solution for the two-body financial dealer model.
method Exact master-Liouville equations derived using kinetic theory and probability currents.
result Exact order-book profile and average transaction interval derived.

Improved KLMC for sampling under various conditions.

problem Stable simulation of kinetic Langevin dynamics under different parameters.
method Revisited synchronous Wasserstein coupling analysis with stochastic exponential Euler discretization.
result Exponential integrator can simulate kinetic Langevin dynamics in the overdamped regime with proper time acceleration.

Study on kinetic Langevin diffusions and their couplings, showing subtle TV bounds and new non-Markovian couplings.

problem Understanding and quantifying the TV distance between solutions of kinetic Langevin diffusions with different initial values.
method Established new non-Markovian couplings for kinetic Langevin diffusions, derived from optimal coalescence trajectories, and analyzed their TV bounds.
result No Markovian coupling can capture the asymptotic decay rate of the TV distance between solutions of kinetic Langevin diffusions with different initial values.

Bayesian inference over admissible histories leads to irreversible kinetics.

problem Modeling irreversible processes in systems with uncertain histories.
method A Gibbs-type measure weighted by energy-dissipation action and observation constraints, interpreted as a Bayesian posterior.
result The measure concentrates on maximum-a-posteriori (MAP) histories, recovering classical deterministic evolution.

In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In order to do this we consider a suitable asymptotic limit of the model yielding a…

2004-12-21abs ↗pdf ↗