In previous work, the author fully classified orbit closures in genus three with maximally many (four) zero Lyapunov exponents of the Kontsevich-Zorich cocycle. In this paper, we prove that there are no higher dimensional orbit closures in genus three with any zero Lyapunov exponents. Furthermore, if a Teichmüller curv…
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48 results for “maximal Lyapunov exponents”
Finite-time Lyapunov exponents of deep neural networkscond-mat.dis-nn
Study of deep neural networks using finite-time Lyapunov exponents.
problem Understanding the geometric structures in input space formed by deep neural networks.
method Analogy with dynamical systems, computing finite-time Lyapunov exponents.
result Ridges of large positive exponents divide input space into regions associated with different classes.
On positive Lyapunov exponents along and non-uniformly expanding for partially hyperbolic systemsmath.DS
The paper proves conditions for non-uniform expansion in partially hyperbolic systems.
problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.
Consider a family of K3 surfaces over a hyperbolic curve (i.e. Riemann surface). Their second cohomology groups form a local system, and we show that its top Lyapunov exponent is a rational number. One proof uses the Kuga-Satake construction, which reduces the question to Hodge structures of weight 1. A second proof us…
Study Lyapunov exponents on curves, relating them to holomorphic bundles and moduli spaces.
problem Bounding Lyapunov exponents for flat bundles over hyperbolic curves.
method Refined lower bounds on Lyapunov exponents, relating them to holomorphic subbundles and developing maps.
result Equality of sum of exponents and asymptotic degree on compact curves, unbounded on maximal Shatz stratum.
The Chirikov standard map and the 2D Froeschlé map are investigated. A few thousand values of the Hurst exponent (HE) and the maximal Lyapunov exponent (mLE) are plotted in a mixed space of the nonlinear parameter versus the initial condition. Both characteristic exponents reveal remarkably similar structures in this s…
Study the Lyapunov exponent in SL(2,C) families as parameters approach poles.
problem Understanding the asymptotic behavior of Lyapunov exponents in meromorphic families of matrices.
method Analyzing the blow-up of Lyapunov exponent and relating it to non-Archimedean Lyapunov exponent.
result The blow-up of Lyapunov exponent is governed by a quantity interpretable as the non-Archimedean Lyapunov exponent.
Study approximates top Lyapunov exponents for surface mapping classes.
problem Approximating topological Lyapunov exponents for surface mapping classes.
method Periodic approximation and joint spectral radius extension.
result Top Lyapunov exponents can be approximated by periodic orbits.
We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov exponent on the unstable bundle then the manifold has constant negative curvature. We a…
Proves lower bounds for Lyapunov exponents of flat bundles on curves.
problem Proving lower bounds for Lyapunov exponents of flat bundles on curves.
method Generalized from Teichmueller curves to any local system over a curve with non-expanding cusp monodromies.
result Obtained large genus limits of individual Lyapunov exponents in hyperelliptic strata of Abelian differentials.
Explains Lyapunov exponents and their importance in three fields.
problem None explicitly stated, focuses on explaining concepts.
method Expository writing based on talks and research by Artur Avila.
result Lyapunov exponents are crucial in smooth ergodic theory, Teichmüller theory, and spectral theory.
Study finds commodity and energy futures prices are nonlinearly determined rather than stochastic.
problem Determining the nature of futures prices in energy and commodity markets.
method MLE and determinism test based on phase space reconstruction, estimating κ for determinism rate.
result Futures prices show a reliability level κ near 1 and positive MLE, indicating nonlinear determinism.
New method stabilizes deep neural networks by setting Lyapunov exponent to zero.
problem Stability issues in deep neural networks with low width.
method Lyapunov initialization method to set Lyapunov exponent to zero.
result Lyapunov exponent governs stability of deep networks; standard methods fail for low width.
Invariant Subvarieties of Minimal Homological Dimension, Zero Lyapunov Exponents, and Monodromymath.DS
Classifies GL(2,R)-invariant subvarieties with zero Lyapunov exponents.
problem Classifying GL(2,R)-invariant subvarieties with specific properties.
method Classification based on homological dimensions and Lyapunov exponents.
result Explicit exceptions list for GL(2,R)-invariant subvarieties with zero Lyapunov exponents.
We show that for many strata of Abelian differentials in low genus the sum of Lyapunov exponents for the Teichmueller geodesic flow is the same for all Teichmueller curves in that stratum, hence equal to the sum of Lyapunov exponents for the whole stratum. This behavior is due to the disjointness property of Teichmuell…
We study several new invariants associated to a holomorphic projective structure on a Riemann surface of finite analytic type: the Lyapunov exponent of its holonomy which is of probabilistic/dynamical nature and was introduced in our previous work; the degree which measures the asymptotic covering rate of the developin…
Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.
problem Analyzing weight 3 variations of Hodge structures and their Lyapunov exponents.
method Developed uniformizations and used analytic properties to prove conjectures and properties of monodromy representations.
result Proved log-Anosov property and established strong Torelli theorem for the VHS.
We construct a Teichmueller curve uniformized by the Fuchsian triangle group (m,n,\infty) for every m<n. Our construction includes the Teichmueller curves constructed by Veech and Ward as special cases. The construction essentially relies on properties of hypergeometric differential operators. For small m, we find Bill…
We characterize geometrically the Lyapunov exponents of a cocycle (of arbitrary rank) with respect to a harmonic current defined on a hyperbolic Riemann surface lamination. Our characterizations are formulated in terms of the expansion rates of the cocycle along geodesic rays.
Gradient flossing stabilizes RNN training by controlling Lyapunov exponents.
problem Gradient instability in RNNs leading to exploding and vanishing gradients.
method Regularizing Lyapunov exponents through backpropagation using differentiable linear algebra.
result Gradient flossing improves RNN training success rate and convergence speed.
We describe all the situations in which the Kontsevich-Zorich cocycle has zero Lyapunov exponents. Confirming a conjecture of Forni, Matheus, and Zorich, this only occurs when the cocycle satisfies additional geometric constraints. We also describe the real Lie groups which can appear in the monodromy of the Kontsevich…
The paper proves Zimmer's conjecture for non-uniform lattices by controlling mass escape and Lyapunov exponents.
problem Proving Zimmer's conjecture for non-uniform lattices in higher-rank semisimple Lie groups.
method Establishes finiteness of low-dimensional actions, introduces novel techniques to control mass escape and Lyapunov exponents.
result Proves Zimmer's conjecture for many non-uniform lattices, improving previous results.
On Lyapunov Exponents for RNNs: Understanding Information Propagation Using Dynamical Systems Toolscs.LG
Lyapunov exponents help understand RNN stability.
problem Optimizing RNNs is sensitive to various parameters.
method Use Lyapunov exponents as dynamical system tools.
result Lyapunov spectrum measures training stability.
Chaos in Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processesq-fin.MF
This study examines chaos in FIGARCH processes using various metrics.
problem Analyzing chaos in FIGARCH processes for financial time series.
method Computed mutual information, correlation dimensions, FNNs, Lyapunov exponents for FIGARCH (p,d,q) processes and financial time series.
result Maximal Lyapunov exponents are negative, suggesting FIGARCH (p,d,q) is not deterministic chaotic.
Filtration and splitting of the Hodge bundle on the non-varying strata of quadratic differentialsmath.AG
Study describes splitting and filtration of Hodge bundle on quadratic differentials.
problem Understanding the structure of Hodge bundles on quadratic differentials.
method Harder-Narasimhan filtration and splitting as direct sum of line bundles.
result Determine all Lyapunov exponents of algebraically primitive Teichmüller curves.
We compute the sum of the positive Lyapunov exponents of the Hodge bundle with respect to the Teichmuller geodesic flow. The computation is based on the analytic Riemann-Roch Theorem and uses a comparison of determinants of flat and hyperbolic Laplacians when the underlying Riemann surface degenerates.
Proves simplicity of Lyapunov exponents for specific Anosov flows.
problem Proving all Lyapunov exponents have multiplicity 1 for certain Anosov flows.
method Perturbative results for flows, modification of eigenvalues, Markov partition, and simplicity criterion.
result In a -open and -dense set of Anosov flows, all Lyapunov exponents have multiplicity 1.
Neural network outperforms traditional methods in chaotic dynamics classification.
problem Classifying chaotic and regular dynamics of the Chirikov standard map.
method Trained a convolutional neural network on finite-length trajectories compared to traditional Lyapunov exponent computation.
result Neural network outperforms traditional methods for short periods, converging faster and more robustly.
The paper proves a unique orbit for a specific genus 3 curve.
problem Proving the uniqueness of a closed orbit in genus 3.
method Understanding the Forni subspace and solving the jump problem.
result The Eierlegende Wollmilchsau orbit is the only one with zero Lyapunov exponent.
We study the behaviour of a Hilbert geometry when going to infinity along a geodesic line. We prove that all the information is contained in the shape of the boundary at the endpoint of this geodesic line and have to introduce a regularity property of convex functions to make this link precise. The point of view is a d…
We determine the Lyapunov spectrum of ball quotients arising from cyclic coverings. The computations are performed by rewriting the sum of Lyapunov exponents as ratios of intersection numbers and by the analysis of the period map near boundary divisors. As a corollary, we complete the classification of commensurability…
We consider actions of Z^k, k \ge 2, by Anosov diffeomorphisms which are uniformly quasiconformal on each coarse Lyapunov distribution. These actions generalize Cartan actions for which coarse Lyapunov distributions are one-dimensional. We show that, under certain non-resonance assumptions on the Lyapunov exponents, a …
Study calculates Gothic Teichmüller curves' Euler characteristics, differing from usual.
problem Computing Euler characteristics of Gothic Teichmüller curves.
method Construction of 'Gothic' Hilbert modular forms.
result Euler characteristic not proportional to ambient surfaces.
Random polynomial dynamical systems often have negative Lyapunov exponents.
problem Understanding the behavior of random polynomial dynamical systems.
method Investigation of i.i.d. random complex dynamical systems generated by probability measures.
result For a generic system, the Lyapunov exponent of almost every sequence of maps is negative for most initial values.
Consider the 1-dimensional Hurwitz space parameterizing covers of P^1 branched at four points. We study its intersection with divisor classes on the moduli space of curves. As an application, we calculate the slope of the Teichmuller curve parameterizing square-tiled cyclic covers and recover the sum of its Lyapunov ex…
Paper proposes efficient inference for hidden Markov models with memory decay.
problem Challenges in scalability due to dependencies in hidden Markov model observation data.
method Utilizes memory decay to carry out forward and backward probabilities with subsequences, enabling efficient inference over long sequences.
result Developed an efficient algorithm to numerically estimate the gap of top Lyapunov exponents, which determines the length of subsequences.
The paper studies random dynamical systems of polynomial automorphisms on C^2 and finds mean stability.
problem Random dynamical systems of polynomial automorphisms on C^2.
method Generic random dynamical systems of polynomial automorphisms are shown to have mean stability.
result A generic random dynamical system of polynomial automorphisms on C^2 has mean stability.
Recent results on ergodic theory for Riemann surface laminations and foliations.
problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.
Formula for Masur-Veech volumes in quadratic differentials with odd zeros.
problem Calculating volumes of specific quadratic differential strata.
method Intersection theory, topological recursion, Hodge integrals.
result Conjectural formula for volumes proved for odd zero orders.
Symbolic dynamics for flows in high dimensions, extending previous work.
problem Coding flows with positive speed in high dimensions.
method Construct symbolic dynamics for flows with positive speed in any dimension.
result Extended symbolic dynamics to flows in high dimensions, including homoclinic classes.
A cyclic cover over the Riemann sphere branched at four points inherits a natural flat structure from the "pillow" flat structure on the basic sphere. We give an explicit formula for all individual Lyapunov exponents of the Hodge bundle over the corresponding arithmetic Teichmuller curve. The key technical element is e…
We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …
We consider hyperbolic and partially hyperbolic diffeomorphisms on compact manifolds. Associated with invariant foliation of these systems, we define some topological invariants and show certain relationships between these topological invariants and the geometric and Lyapunov growths of these foliations. As an applicat…
Study tests market efficiency using complex dynamics in Italian and Greek electricity markets.
problem Testing the Efficient Market Hypothesis in electricity markets.
method Non-linear tools including complexity measures, entropy, and conditional volatility.
result Complexity and dimensionality of electricity market dynamics were measured.
Paper finds positive metric entropy in perturbed geodesic flow.
problem Understanding dynamics outside KAM tori in nearly integrable systems.
method Lagrangian perturbation of geodesic flow on a flat 3-torus.
result Positive metric entropy found outside some KAM tori.
The EM algorithm's convergence is analyzed using Lyapunov stability theory.
problem Analyzing the convergence of the EM algorithm.
method Reinterpreting the EM algorithm as a dynamical system and applying Lyapunov stability theory.
result Asymptotic stability and convergence of the EM algorithm are established.
Study on Euler-discretized Hull-White model with volatility and asset price asymptotics.
problem Analyzing properties of the Hull-White model under time discretization.
method Discretization using Euler-Maruyama scheme, study of asymptotics in large time steps limit.
result Explicit expressions for growth rates of asset price moments, phase transition criteria.
Inspired by Katz-Mazur theorem on crystalline cohomology and by Eskin-Kontsevich-Zorich's numerical experiments, we conjecture that the polygon of Lyapunov spectrum lies above (or on) the Harder-Narasimhan polygon of the Hodge bundle over any Teichmüller curve. We also discuss the connections between the two polygons a…