Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Nov 199319922001200920172026
48 results for nonlinear evolution

Paper confirms Thom's conjecture for nonlinear evolutions on manifolds.

problem Thom's gradient conjecture for nonlinear evolution equations.
method Extending and settling the conjecture in infinite dimensional problems using Łojasiewicz, L. Simon, and Kurdyka-Mostowski-Parusinski's foundational works.
result Uniqueness of the limiting direction and characterization of convergence rates for both classical and infinite dimensional settings.

Proves existence of solutions for a specific nonlinear equation on Riemannian manifolds.

problem Existence of solutions for a doubly nonlinear evolution equation on Riemannian manifolds.
method Proves existence of weak solutions using the Leibenson equation.
result Proves the existence of a unique weak solution for any initial condition in L1(M)L(M)L^1(M) \cap L^\infty(M).

FNOs learn solution operators of dissipative equations efficiently via spectral methods.

problem Learning and approximation of solution operators for dissipative equations.
method Introducing spectral methods and deriving FNO approximation bounds and sample complexity guarantees.
result Polynomial sample complexity guarantees for FNOs learning solution operators of dissipative equations.

The geometry of a Lagrangian mechanical system is determined by its associated evolution semispray. We uniquely determine this semispray using the symplectic structure and the energy of the Lagrange space and the external force field. We study the variation of the energy and Lagrangian functions along the evolution and…

2006-09-28abs ↗pdf ↗

This is the second paper in a series of works devoted to nonholonomic Ricci flows. By imposing non-integrable (nonholonomic) constraints on the Ricci flows of Riemannian metrics we can model mutual transforms of generalized Finsler-Lagrange and Riemann geometries. We verify some assertions made in the first partner pap…

2007-02-21abs ↗pdf ↗

An efficient method to construct Hamiltonian structures for nonlinear evolution equations is described. It is based on the notions of variational Schouten bracket and l*-covering. The latter serves the role of the cotangent bundle in the category of nonlinear evolution PDEs. We first consider two illustrative examples …

2003-04-17abs ↗pdf ↗

Study chaotic dynamics in social stratification models leading to thermalization and turbulence.

problem Understanding social stratification dynamics through chaotic nonlinear systems.
method Modeling social network links with oscillators and energies, studying Hamiltonian evolution and nonlinear interactions.
result Chaotic dynamics leads to dynamical thermalization and Kolmogorov-Zakharov turbulence, with implications for wealth inequality.

WeldNet reduces complex dynamics to simpler, manageable segments.

problem Complex, high-dimensional time-dependent datasets from physical processes are costly to simulate.
method Windowed Encoders for Learning Dynamics, splitting time domain into windows for nonlinear dimension reduction and propagator training.
result WeldNet captures nonlinear latent structures and dynamics, outperforming existing methods.

The paper studies how surfaces evolve in a cone under a specific flow.

problem Investigating the evolution of surfaces in a cone using a special flow.
method Analyzing a fully nonlinear parabolic Neumann problem under inverse curvature flow conditions.
result The evolving surfaces converge to a piece of the round sphere under certain conditions.

Generalizes Hasimoto transformation to arbitrary flows on space curves.

problem Modeling and analyzing wave motions on space curves.
method Develops a mapping between curve evolution and scalar equations, transforming general vector fields in the Frenet frame.
result Binormal flows are generally length preserving but bending energy is fragile.

Paper presents a novel method to assess boundedness and stability of nonlinear systems with variable delays.

problem Challenges in assessing boundedness and stability of vector nonlinear systems with variable delays and coefficients.
method Develops a novel framework to evaluate the evolution of solution norms in such systems by constructing scalar counterparts.
result Introduces new criteria for boundedness and stability and estimates the radii of containing balls for history functions.

Study curves evolving on hypersurfaces with free boundaries, preserving length.

problem Evolution of curves on hypersurfaces with free boundaries.
method Nonlocal evolution equation with nonlinear boundary conditions, short-time existence, uniqueness, and parabolic energy estimates.
result Global existence and convergence to critical points proved.

The paper studies how neural networks evolve representations, finding a unique fixed point for nonlinear activations.

problem Understanding how neural networks transform input data across layers.
method Theoretical framework for the evolution of the kernel sequence, using mean-field regime and Hermite polynomials.
result For nonlinear activations, the kernel sequence converges globally to a unique fixed point.

We establish the estimates of modulus of continuity for viscosity solutions of nonlinear evolution equations on manifolds, extending previous work of B. Andrews and J. Clutterbuck for regular solutions on manifolds \cite{AC3} and the first author's recent work for viscosity solutions in Euclidean spaces \cite{me1}.

2015-11-06abs ↗pdf ↗

GD-VAEs learn dynamics from observations using geometric and topological information.

problem Learning parsimonious representations of nonlinear dynamics from observations.
method Develops data-driven methods incorporating geometric and topological information using Variational Autoencoders (VAEs).
result GD-VAEs provide methods for learning reduced dimensional representations of nonlinear dynamics.

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…

2009-03-04abs ↗pdf ↗

The paper proves an inequality and describes a curve flow in centro-affine geometry.

problem Proving the isoperimetric inequality in centro-affine plane geometry.
method Investigating a curve flow with centro-affine curvature, expressed as a nonlinear parabolic equation.
result Closed convex curves may converge to ellipses under the described flow.

Geometric analysis of nonlinear dynamics applied to financial time series.

problem Understanding dynamic properties of financial time series.
method Nonparametric filtering method to estimate vector fields and their derivatives from nonlinear oscillation models.
result Vector fields and their derivatives provide insights into the dynamic properties of financial time series.

In this paper, we study the gradient estimate for positive solutions to the following nonlinear heat equation problem utΔu=aulogu+Vu,  u>0 u_t-Δu=au\log u+Vu, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative Ricci curvature. Here a0a\leq 0 is a constant, VV is a smooth function on MM with $-…

2010-09-03abs ↗pdf ↗

In this paper we study a flow by minkowskian curvature where we have a different Minkowski plane at each time. We derive some evolution formulas, present sufficient hypotesis for the short time existence and convexity of solutions and study the motion considering a particular type of families of Minkowski norms. Also, …

2014-10-14abs ↗pdf ↗

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

This research improves dynamical systems understanding by identifying latent states and their nonlinear transitions.

problem Previous work on dynamical systems could not identify nonlinear transition dynamics, leading to unreliable predictions.
method Proposes a state-space modeling framework using variational auto-encoders to identify latent states and their nonlinear transition functions.
result Demonstrates high accuracy in recovering latent state dynamics and future prediction accuracy.

New algorithm optimizes nonlinear SDEs online with convergence guarantees.

problem Optimizing nonlinear stochastic differential equations (SDEs) is computationally challenging.
method Forward propagation algorithm that solves an SDE derived using forward differentiation.
result Convergence theorem for nonlinear dissipative SDEs with bounds on stochastic fluctuations.

In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem utΔu=aulogu,  u>0 u_t-Δu=au\log u, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative (Bakry-Emery)-Ricci curvature. Here…

2010-09-03abs ↗pdf ↗

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Usi…

2002-03-13abs ↗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 ↗

We present two approaches to the heat flow on a Finsler manifold (M,F)(M,F): either as gradient flow on L2(M,m)L^2(M,m) for the energy; or as gradient flow on the reverse L2L^2-Wasserstein space P2(M)\mathcal{P}_2(M) of probability measures on MM for the relative entropy. Both approaches depend on the choice of a measure mm on …

2008-08-08abs ↗pdf ↗

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

Model proposes neural network for continuous time dynamics with inductive biases.

problem Training neural networks for small datasets with nonlinear dynamics.
method Inductive biases on decay rates and frequencies using Koopman operator theory.
result Higher forecasting performance with single short training sequence.

Proposes a deep learning method for uncertainty propagation in complex systems.

problem Uncertainty propagation in nonlinear dynamic systems with many uncertain variables.
method Data-driven approach using deep learning to approximate PDFs of uncertain systems.
result Demonstrates robustness evaluation of a feedback controller for a six-dimensional system.

We consider the structure functions S^(q)(T), i.e. the moments of order q of the increments X(t+T)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S^(q)(T)~T^z(q)). We demonstrate that the nonlinearity of the observed scaling exponent z(q) is incompatible with monofractal additive stochasti…

2001-02-21abs ↗pdf ↗

Letter analyzes training dynamics of a nonlinear contrastive learning model in high dimensions.

problem Understanding training dynamics of nonlinear contrastive learning models in high-dimensional settings.
method High-dimensional analysis using McKean-Vlasov PDEs and low-dimensional ODEs.
result The model's performance evolves according to specific ODEs, revealing features like feature learnability and noise effects.