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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.

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48 results for metriplectic dynamical systems

A new metriplectic system on contact manifolds is introduced for thermodynamic consistency.

problem Developing a thermodynamically consistent dynamical system on contact manifolds.
method Introducing a metriplectic dynamical system on the one-jet bundle J1NJ^1N.
result The metriplectic system is thermodynamically consistent, with H˙=0\dot{H} = 0 and S˙0\dot{S} \geq 0.

A new framework describes dissipation using a metriplectic 4-bracket.

problem Describing dissipation in a way that preserves energy and entropy.
method Using a metriplectic 4-bracket, a quantity like the Poisson bracket with symmetries motivated by Riemannian curvature.
result The metriplectic 4-bracket dynamics includes all known previous binary bracket theories for dissipation.

In this paper we study the differential systems on Leibniz algebroids. We introduce a class of almost metriplectic manifolds as a special case of Leibniz manifolds. Also, the notion of almost metriplectic algebroid is introduced. These types of algebroids are used in the presentation of associated differential systems.…

2005-08-13abs ↗pdf ↗

The paper integrates dissipative and curl forces using geometric methods.

problem Incorporating dissipative forces into curl forces for non-conservative systems.
method Geometric metriplectic approach, Herglotz principle, generalized Euler-Lagrange equation, Galley's method.
result Natural formulations for Lagrangian and Hamiltonian dynamics of non-conservative systems.

Develops neural networks for learning physics of complex systems by enforcing thermodynamics principles.

problem Learning physics of complex systems from incomplete experimental data.
method Integrates port-metriplectic formalism with neural networks to enforce thermodynamics principles.
result Neural networks can learn physics of complex systems by parts, reducing learning burden.

Framework preserves emergent physics in non-equilibrium systems from particle trajectories.

problem Linking short spatiotemporal scales to emergent bulk physics in multiscale systems.
method Metriplectic bracket formalism for structure-preserving coarse-graining.
result Preservation of thermodynamic laws and conservation in machine-learned dynamics.

Algorithm learns latent variables for thermodynamically-consistent deep neural networks.

problem Predicting time evolution of large-scale physical systems with thermodynamic consistency.
method Sparse autoencoders and structure-preserving neural networks.
result Method conserves total energy and entropy inequality for both conservative and dissipative systems.

Although conservative Hamiltonian systems with constraints can be formulated in terms of Dirac structures, a more general framework is necessary to cover also dissipative systems such as gradient and metriplectic systems with constraints. We define Leibniz-Dirac structures which lead to a natural generalization of Dira…

2012-10-03abs ↗pdf ↗

In this note we discuss conditions under which a linear connection on a manifold equipped with both a symmetric (Riemannian) and a skew-symmetric (almost-symplectic or Poisson) tensor field will preserve both structures.

2006-05-10abs ↗pdf ↗

NDS learns dynamical models with prior knowledge, improving accuracy and efficiency.

problem Learning accurate dynamical models with limited data and varying dynamics.
method Neural Dynamical Systems (NDS) integrates prior knowledge in ODEs with neural networks to estimate parameters and predict states.
result NDS achieves higher accuracy and uses fewer samples compared to other methods.

Analog forecasting uses local dynamics to predict chaotic systems.

problem Theoretical connections between analog forecasting and dynamical systems are overlooked.
method Local approximations of the system's dynamics, linear regression, and estimation of analog forecasting errors.
result Analog forecasting performances are highly linked to the local Jacobian matrix of the flow map.

This work introduces a method to learn dynamical systems from noisy sensor measurements using multiple shooting.

problem Learning dynamical systems from noisy sensor measurements is challenging due to system instability.
method A scalable method based on multiple shooting.
result Robust learning of latent representations of dynamical systems from noisy measurements.

The Kosambi-Cartan-Chern (KCC) theory represents a powerful mathematical method for the investigation of the properties of dynamical systems. The KCC theory introduces a geometric description of the time evolution of a dynamical system, with the solution curves of the dynamical system described by methods inspired by t…

2015-09-26abs ↗pdf ↗

Many dynamical systems exhibit similar structure, as often captured by hand-designed simplified models that can be used for analysis and control. We develop a method for learning to correspond pairs of dynamical systems via a learned latent dynamical system. Given trajectory data from two dynamical systems, we learn a …

2019-12-06abs ↗pdf ↗

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.

We demonstrate the possibility of classifying causal systems into kinds that share a common structure without first constructing an explicit dynamical model or using prior knowledge of the system dynamics. The algorithmic ability to determine whether arbitrary systems are governed by causal relations of the same form o…

2016-12-15abs ↗pdf ↗

dynoGP uses deep Gaussian processes for dynamic system identification.

problem System identification for complex dynamical systems.
method Interconnecting linear dynamic GPs and static GPs to model dynamic and static nonlinearities.
result Demonstrates effectiveness of the approach using both simulated and real-world data.

Deep networks are commonly used to model dynamical systems, predicting how the state of a system will evolve over time (either autonomously or in response to control inputs). Despite the predictive power of these systems, it has been difficult to make formal claims about the basic properties of the learned systems. In …

2020-01-17abs ↗pdf ↗

Improved SINDy autoencoder for identifying noisy dynamical systems.

problem Robust identification of noisy dynamical systems from data.
method Incorporates noise-separating neural network structures into SINDy autoencoder architecture.
result Accurately recovers latent dynamics and estimates measurement noise from noisy observations.

DOODL learns shared spectral dynamics across related dynamical systems.

problem Learning independent dynamical operators for each system limits discovery of shared structure.
method DOODL learns a dictionary of characteristic spectral dynamics on a manifold of related systems.
result DOODL achieves errors one to two orders of magnitude lower than independent operator estimation methods.

Paper proposes learning system dynamics from irregularly-sampled partial observations.

problem Capturing dynamics of multi-agent systems with irregular and partial observations.
method LG-ODE, a latent ordinary differential equation model using graph neural networks and neuralODE.
result Demonstrates effectiveness on motion capture, spring system, and charged particle datasets.

A new metric compares dynamical systems using operator eigenvalues.

problem Comparing and interpolating nonlinear dynamical systems from trajectory data.
method Representing systems as distributions of operator eigenvalues and projectors, defining a spectral-Grassmann Wasserstein metric.
result The proposed metric outperforms standard operator-based distances in machine learning applications.

CoDA adapts dynamics models to new physical systems by conditioning on context.

problem Generalizing to new physical systems with shared dynamics but different contexts.
method Context-informed dynamics adaptation (CoDA) using multiple environments and a hypernetwork.
result State-of-the-art generalization results on nonlinear dynamics.

Proposes local coordinate frames for improving model performance in complex dynamical systems.

problem Improving model performance in complex, non-linear, and time-dependent dynamical systems.
method Introduces roto-translation invariant local coordinate frames for geometric graphs.
result The approach outperforms state-of-the-art models in various complex scenarios.

In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…

2011-06-27abs ↗pdf ↗

Model captures system input variations in latent space for actionable dynamics.

problem Learning dynamical systems from data without prescribing a mathematical model.
method Structured latent ODE model with stochastic factors of variation for each input.
result Improves generation of time-series data and inference of system inputs over baselines.

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

Improved robust latent variable estimation for neural dynamics.

problem Inconsistent results due to noise and nonlinearity in existing models.
method Probabilistic approach to latent variable estimation in decomposed models.
result More accurate latent variable inference in nonlinear systems with diverse noise conditions.

Transformer model for probabilistic dynamical systems.

problem Modeling high-dimensional dynamical systems from noisy observations.
method Parallel between dynamical systems and language modeling; transformer-based model with geometrical properties; iterative training algorithm.
result Fine-grid approximation of conditional probabilities for high-dimensional systems.

This work learns effective dynamics from short-term data of stochastic systems.

problem Learning effective dynamics from short-term data of stochastic systems.
method Proposes a novel algorithm using a neural network (Auto-SDE) to learn invariant slow manifold from data.
result Validated through numerical experiments to be accurate, stable, and effective.

Method learns dynamics of slow variables from stochastic data.

problem Modeling unknown multiscale stochastic systems with limited data.
method Data-driven approach to learn effective dynamics from bursts of observation data.
result Generative model accurately captures effective dynamics of slow variables.