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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.

169,341 papers · 148 categories

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18355370 · Jun 202019922001200920182026
48 results for non-linear ODE

A systematic algorithm for building integrating factors of the form mu(x,y') or mu(y,y') for non-linear second order ODEs is presented. When such an integrating factor exists, the algorithm determines it without solving any differential equations. Examples of ODEs not having point symmetries are shown to be solvable us…

1997-11-27abs ↗pdf ↗

New approach to ODEs using Gaussian processes and Bayesian filtering.

problem Solving ordinary differential equations (ODEs) with probabilistic methods.
method Formulate ODE solutions as Gaussian process regression problems with non-linear measurement functions.
result Developed novel Gaussian solvers with favourable stability properties.

This paper proposes a new method to learn integration schemes for complex ODEs.

problem Learning efficient integration schemes for non-linear ODEs and their identification.
method A novel framework to learn integration schemes that minimize an integration-related cost function.
result The proposed learning-based approach provides integration schemes close to analytical solutions.

A new FV-ADI method calibrates SLV models efficiently.

problem Calibrating SLV models to their underlying local volatility models.
method Finite volume - Alternating Direction Implicit (ADI) approach for solving 1D and 2D forward Kolmogorov equations.
result The proposed method efficiently calibrates SLV models without requiring PDE transformations and conserves numerical mass.

We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of orders with different prices. We then perform a re-scaling procedure leading to a …

2012-01-22abs ↗pdf ↗

This paper introduces a new neural ODE model for continuous-time sequence generation.

problem Representing and predicting continuous-time sequences with high accuracy.
method A neural emission model and neural ODE define the latent state evolution, with an Energy-based model for prior distribution.
result The model outperforms existing methods in various tasks, including long-horizon predictions.

We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the other to gradient matching. All methods have greater accuracy than previously sugge…

2014-08-17abs ↗pdf ↗

We compute symmetry algebras of a system of two equations y^(k)=z^(l)=0, where 2<=k<l. It appears that there are many ways to convert such system of ODEs to an exterior differential system. They lead to different series of finite-dimensional symmetry algebras. For example, for (k,l)=(2,3) we get two non-isomorphic symm…

2013-02-28abs ↗pdf ↗

The paper finds solutions to Kapustin-Witten equations with singular imaginary parts.

problem Finding solutions to Kapustin-Witten equations with specific properties.
method Solving a system of non-linear ODEs to find rotationally invariant solutions.
result Explicit solutions found, including decaying rational solutions and singular imaginary parts.

The paper calibrates SLV models to LV models using an adjoint method.

problem Calibrating stochastic local volatility models to their underlying local volatility models.
method An adjoint semidiscretization of the forward Kolmogorov equation to solve for the leverage function.
result The method ensures that the fair values of European-style options in SLV and LV models match.

Stable neural flows ensure robustness and efficiency in deep learning.

problem Ensuring robustness and stability in deep learning models.
method Introducing a stable variant of neural ODEs with a neural network parametrizing an energy functional, solving as an optimal control problem with adjoint sensitivity analysis.
result The proposed model provides robustness against input perturbations and low computational burden.

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

DALTON improves ODE parameter estimation by learning from noisy data.

problem High sensitivity to parameters in ODEs produces unreliable parameter estimates.
method Data-adaptive probabilistic likelihood approximation for ODEs.
result DALTON produces more accurate parameter estimates than existing methods.

Improved neural-ODE for faster convergence and stability.

problem Stability, consistency, and convergence issues in neural-ODE solvers.
method Proposed a first-order Nesterov's accelerated gradient (NAG) based ODE-solver.
result Efficacy demonstrated in three tasks: supervised classification, density estimation, and time-series modelling.

New method uses Gaussian ODE filtering to approximate likelihoods for fast ODE inverse problems.

problem Intractable forward models in likelihood-free inference, especially for ODEs.
method Gaussian ODE filtering to construct local Gaussian likelihood approximations.
result New solvers outperform standard likelihood-free approaches on benchmark systems.

Paper analyzes convergence of ODE samplers in Wasserstein distances.

problem Limited theoretical understanding of convergence properties of probability flow ODEs.
method Convergence analysis for general probability flow ODEs in 2-Wasserstein distance.
result First non-asymptotic convergence analysis for probability flow ODE samplers.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

New ODE solvers improve training efficiency and accuracy.

problem Training Neural ODEs requires efficient and accurate gradient calculation.
method Presented algebraically reversible ODE solvers that are time and memory efficient, calculate exact gradients, and are numerically stable.
result Reversible solvers strictly improve upon previous architectures in efficiency and accuracy.

The study identifies exceptions to fiber-preserving symmetry in ODEs and systems.

problem Identifying exceptions to fiber-preserving symmetry in ODEs and systems.
method Lie's classification of Lie algebras of vector fields, absolute and relative scalar differential invariants, conditional and vector-valued relative invariants, prolongations of actions.
result Examples of scalar ODEs and systems with symmetry groups not fiber-preserving.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

Neural ODEs' performance varies with numerical method, requiring adaptive step size control.

problem Neural ODEs' performance depends on the numerical method used during training.
method Proposes an adaptive step size control algorithm to ensure a valid ODE without increasing computational cost.
result Valid Neural ODEs require careful numerical method selection and step size adaptation.