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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.

168,695 papers · 148 categories

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1.7%3.4%5.1%6.8% · May 202619922001200920172026
48 results for nonautonomous diffusion

Study mass transport in low-diffusivity using Lagrangian coordinates.

problem Mass preserving transport of passive tracers in low-diffusivity limit.
method Lagrangian coordinates, time-averaged diffusion equation, weighted manifold structure.
result Leading order asymptotics extend to dominant nontrivial singular value in low-diffusivity limit.

Study on uniquely determining thermal properties from boundary temperature and heat flux measurements.

problem Determine thermal conductivity and volumetric heat capacity from boundary measurements.
method Uniqueness proof for isotropic and anisotropic media under thermal diffusivity assumption.
result Uniqueness of thermal properties in all dimensions and up to a gauge in two dimensions.

A new model uses Toeplitz matrices to analyze time-series data transitions.

problem Analyzing transitions in time-series data from nonautonomous systems.
method Deep Koopman-layered models with learnable Toeplitz matrices, leveraging Toeplitz matrices' universal property.
result The model demonstrates universality and generalization, outperforming existing methods.

We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on previous work on time-dependent discrete mechanics, our approach is based on a d…

2002-09-24abs ↗pdf ↗

We prove a spectral flow formula for one-parameter families of Hamiltonian systems under homoclinic boundary conditions, which relates the spectral flow to the relative Maslov index of a pair of curves of Lagrangians induced by the stable and unstable subspaces, respectively. Finally, we deduce sufficient conditions fo…

2014-06-14abs ↗pdf ↗

Generative adversarial networks are used to generate images but still their convergence properties are not well understood. There have been a few studies who intended to investigate the stability properties of GANs as a dynamical system. This short writing can be seen in that direction. Among the proposed methods for s…

2018-03-13abs ↗pdf ↗

New geometric framework for non-conservative field theories with time-dependent terms.

problem Describing non-conservative field theories with explicit space-time dependence.
method Combining k-cosymplectic and k-contact formulations to develop Hamiltonian and Lagrangian formalisms.
result Illustrated with the nonlinear damped wave equation, demonstrating the new formalism's applicability.

A stratified Lie system is a nonautonomous system of first-order ordinary differential equations on a manifold MM described by a tt-dependent vector field X=α=1rgαXαX=\sum_{α=1}^rg_αX_α, where X1,,XrX_1,\ldots,X_r are vector fields on MM spanning an rr-dimensional Lie algebra that are tangent to the strata of a stratification …

2019-05-30abs ↗pdf ↗

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.

Automates learning of multivariate diffusions for generative models.

problem Lack of automated methods for choosing and optimizing diffusion processes in generative models.
method Develops a recipe to maximize likelihood without model-specific analysis, parameterizes diffusion for target noise, and optimizes the inference diffusion process.
result Automatic search over all linear diffusions for generative models.

Masking diffusion outperforms other discrete diffusion models by incorporating jump times into the model.

problem Improving the performance of discrete diffusion models.
method Conditioning on the jump schedule of discrete Markov processes.
result Schedule-conditioned discrete diffusion (SCUD) models outperform classical and masking diffusion models.

Diffusion-GAN uses diffusion to improve GAN training stability and realism.

problem Stability and realism issues in training GANs.
method Diffusion-GAN employs a forward diffusion chain to generate Gaussian-mixture distributed instance noise, with adaptive diffusion process and timestep-dependent discriminator.
result Diffusion-GAN produces more realistic images with higher stability and data efficiency.

The paper bounds Cheeger ratios of eigenfunctions and their level sets.

problem Understanding geometric features of Riemannian manifolds through eigenfunctions.
method Constructive upper bounds on Cheeger constants using eigenvalues and eigenfunctions.
result Upper bounds on Cheeger ratios of eigenfunction level sets and their superlevel sets.

Study shows how heat leaks from material sets in low diffusivity scenarios.

problem Understanding heat leakage from material sets in low diffusivity limits.
method Generalized leading-order asymptotics for time-dependent diffusion processes.
result Diffusive transport out of a material set is proportional to the surface area of the set boundary.

New method tackles video inverse problems using image diffusion models.

problem Spatio-temporal degradation in video inverse problems.
method Leverages image diffusion models to treat time dimension as batch dimension, introduces batch-consistent diffusion sampling.
result Achieves state-of-the-art reconstructions for various spatio-temporal degradations.

Diffusion models generate new samples with active guidance, but theory is limited.

problem Insufficient theoretical understanding of diffusion models.
method Review and progressive routine of diffusion models, including conditional sampling.
result Diffusion models can be used for high-dimensional optimization problems.

Unified framework for multi-view diffusion geometries using intertwined diffusion trajectories.

problem Constructing multi-view diffusion geometries with flexible view interaction and fusion.
method Intertwined multi-view diffusion trajectories (MDTs) as a class of inhomogeneous diffusion processes.
result Established theoretical properties and derived diffusion distances and embeddings.

Investor-driven information diffusion affects excess comovement in China and the U.S. markets.

problem Investor-driven information diffusion and its impact on excess comovement.
method Cross-sectional analysis of 4,533 Chinese and 4,517 U.S. stocks from 2010 to 2022.
result Retail-driven information diffusion significantly drives excess comovement in China, while institution-driven diffusion is the primary driver in the U.S.

Soft Truncation improves diffusion model performance by balancing loss scales across diffusion times.

problem Inverse correlation between density estimation and sample generation in diffusion models.
method Introduces Soft Truncation, a training technique that softens the truncation hyperparameter.
result Soft Truncation achieves state-of-the-art performance on various datasets.

Remasking improves the quality of discrete diffusion models for natural language and image generation.

problem Limited iterative refinement in masked discrete diffusion models.
method Introducing ReMDM sampler that allows remasking during inference.
result Remasking enables better quality outputs with increased sampling steps.

A new method for decision-focused learning using diffusion models.

problem Inability of deterministic point predictions to capture stochasticity in real-world environments.
method Proposes a diffusion-based DFL approach that trains a diffusion model to represent uncertain parameters and optimizes decisions through stochastic optimization.
result Empirically shows consistent outperformance over strong baselines in decision quality.

Survey of diffusion models for time series forecasting.

problem Lack of systematic taxonomy for diffusion models in time series forecasting.
method Introduction and review of standard diffusion models, their variants, and their adaptation to time series tasks.
result Provides a comprehensive categorization and summary of diffusion models for time series forecasting.

Unified framework improves diffusion model rewards without full trajectories.

problem Limited theoretical understanding of guided diffusion samplers.
method Developed a unified algorithmic and theoretical framework for diffusion guidance and reward-guided diffusion.
result Framework shows CFG decreases expected reciprocal of classifier probability.

LADD models improve discrete diffusion for faster language generation.

problem Practical discrete diffusion models ignore cross-token dependencies, degrading performance.
method Introduces a learnable auxiliary latent channel, diffusing over the joint (token, latent) space.
result LADD models yield improvements on unconditional generation metrics.

Rolling Diffusion improves video prediction by progressively corrupting frames based on their temporal position.

problem Improving video prediction accuracy by accounting for temporal dynamics.
method A sliding window denoising process that assigns more noise to frames that appear later in a sequence.
result Rolling Diffusion outperforms standard diffusion models in tasks with complex temporal dynamics.

CCDF reduces diffusion sampling steps for inverse problems.

problem Slow sampling from diffusion models in inverse problems.
method Starting from a single forward diffusion step with better initialization, followed by stochastic contraction.
result Significantly reduced sampling steps for state-of-the-art reconstruction.

ELM combines machine learning and feature engineering for anomalous diffusion detection.

problem Quantitative characterization of anomalous diffusion from single trajectories.
method Extreme Learning Machine (ELM) combined with feature engineering.
result ELM achieves satisfactory performance in AnDi challenge tasks.