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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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4386128171 · Jun 202019922001200920172026
48 results for nonlinear physics

Unified framework detects change-points and estimates parameters in nonlinear systems with regime switching.

problem Detecting change-points and estimating parameters in nonlinear dynamical systems with regime transitions.
method Residual-loss anomaly analysis of physics-informed neural networks, two-stage strategy.
result The method outperforms traditional approaches in change-point localization and parameter estimation accuracy.

Unified bounds for neural networks incorporating physical laws.

problem Limitations in existing generalization analyses for PINNs and VPINNs.
method Unified framework using Taylor expansion and Koopman-based analysis.
result High-rank networks can generalize well even with differential operators.

Bayesian model learns physics laws from data with uncertainty quantification.

problem Lack of uncertainty in discovering governing physical laws from data.
method Bayesian approach with leaf and root modules, Gaussian process for operators, automatic differentiation.
result Quantifies reliability of learned physics laws and propagates uncertainty.

Harmonic maps from Riemann surfaces arise from a conformally invariant variational problem. Therefore, on one hand, they are intimately connected with moduli spaces of Riemann surfaces, and on the other hand, because the conformal group is noncompact, constitute a prototype for the formation of singularities, the so-ca…

2017-10-04abs ↗pdf ↗

Unified physics-informed learning method improves generalization performance.

problem Lack of theoretical analysis for hybrid settings with incomplete physical constraints.
method Unified residual form unifying collocation and variational methods, establishing generalization performance governed by affine variety dimension.
result Generalization performance is determined by affine variety dimension, not just the number of parameters.

The paper extends IPC framework to stationary physical systems and validates it with a photonic system.

problem Characterizing the computational capabilities of stationary physical systems in a principled, data-efficient way.
method Extended IPC framework, established fundamental results, derived asymptotic bias, introduced data-efficient estimation methods.
result IPC strongly correlates with machine-learning performance and provides a reliable estimate of system dimensionality.

GyroSwin models plasma turbulence with neural nets, reducing costs and capturing neglected nonlinearities.

problem Understanding plasma turbulence in fusion reactors, which impairs confinement and limits reactor design.
method Introduces GyroSwin, a scalable 5D neural surrogate that approximates 5D nonlinear gyrokinetic simulations.
result GyroSwin outperforms reduced models in heat flux prediction and captures turbulent energy cascade.

The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.

2009-11-22abs ↗pdf ↗

We provide an introduction to the mathematics and physics of the deformed Hermitian-Yang-Mills equation, a fully nonlinear geometric PDE on Kahler manifolds which plays an important role in mirror symmetry. We discuss the physical origin of the equation, and some recent progress towards its solution. In dimension 3 we …

2017-12-04abs ↗pdf ↗

Intelligent agents need a physical understanding of the world to predict the impact of their actions in the future. While learning-based models of the environment dynamics have contributed to significant improvements in sample efficiency compared to model-free reinforcement learning algorithms, they typically fail to g…

2019-05-26abs ↗pdf ↗

Proposes a framework to identify and correct model-form errors in nonlinear systems.

problem Model-form errors in nonlinear dynamical systems due to unknown or approximated governing equations.
method Uses a hybrid approach combining machine learning and Bayesian filtering to estimate and correct model-form errors.
result Improves the predictive capability of known but approximate governing equations for nonlinear dynamical systems.

The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.

problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.

A new method estimates parameters of complex models using ordinary least squares.

problem Estimating parameters of nonlinear dynamic models from time series data.
method Physics-Informed Regression (PIR) using regularized ordinary least squares.
result PIR outperforms physics-informed neural networks (PINN) in parameter estimation.

We propose a new framework for constructing geometric and physical models on nonholonomic manifolds provided both with Clifford -- Lie algebroid symmetry and nonlinear connection structure. Explicit parametrizations of generic off-diagonal metrics and linear and nonlinear connections define different types of Finsler, …

2005-01-27abs ↗pdf ↗

Physics-constrained deep learning predicts geophysical dynamics with boundedness.

problem Forecasting geophysical systems with hidden variables and incomplete observations.
method Physics-constrained neural ordinary differential equation (NODE) representations with boundedness constraints.
result The approach generalizes learned dynamics to arbitrary initial conditions.

Physics-based deep learning improves fiber-optic communication efficiency.

problem Improving signal propagation in fiber-optic communication systems.
method Parameterizing the split-step method of solving the nonlinear Schrödinger equation as a deep neural network.
result Filters can be pruned to as few as 3 taps/step without sacrificing performance.

Soft-constrained PINN solves ODEs with minimal data, improving efficiency and robustness.

problem Sparse and noisy data in experiments and simulations.
method Soft-constrained Physics-informed Neural Network (PINN) with minimal labeled data.
result Soft-constrained PINN reduces need for labeled data and achieves strong generalization.

Dataset of Bose-Einstein condensates images aids ML in many-body physics.

problem Understanding solitons in Bose-Einstein condensates.
method Machine learning (ML) framework with convolutional neural networks and physics-informed classifiers.
result Automatic labeling of solitonic excitations in experimental images.

In this paper we introduce a simple continuous-time asset pricing framework, based on general multi-dimensional diffusion processes, that combines semi-analytic pricing with a nonlinear specification for the market price of risk. Our framework guarantees existence of weak solutions of the nonlinear SDEs under the physi…

2009-11-04abs ↗pdf ↗

PICN learns physical fields from shallow neural networks, improving AI in multi-physical systems.

problem Challenges in modeling and forecasting multi-physical systems due to data scarcity and noise.
method Physics-informed convolutional network (PICN) combining CNN and physical laws, using deconvolution and convolution layers.
result PICN effectively solves and estimates nonlinear physical operator equations and recovers physical information from noisy observations.

DynNet models dynamic responses of linear and nonlinear systems with fewer variables and higher accuracy.

problem Predicting dynamic responses of linear and nonlinear systems.
method Physics-based recurrent neural network with optimized architecture and training techniques.
result Higher accuracy and fewer trainable variables compared to existing models.

New algorithms tackle data challenges in physics model selection.

problem Lack of labeled data, high dimensionality, and inapplicability of data augmentation techniques to physics data.
method Two algorithms: feature selection and data augmentation combined with classifiers and stacking ensemble.
result Achieved 90% accuracy on nonlinear structural mechanics classification problem.

RS-PINN uses randomized smoothing to speed up high-dimensional PDE simulations without sacrificing accuracy.

problem High computational cost and bias in PINNs for high-dimensional PDEs.
method Introduces Gaussian noise for stochastic smoothing of PINNs, enabling Monte Carlo derivative approximation.
result Proposes bias correction techniques and a hybrid method to optimize the bias-variance trade-off.

Neural networks simplify uncertainty quantification of locally nonlinear systems.

problem Estimating statistics of responses in large-scale locally nonlinear dynamical systems.
method Decomposes response into nominal linear system and a neural network-estimated pseudoforce.
result Neural networks can efficiently estimate pseudoforce containing nonlinear and uncertain information.

Develops scalable differentiable physics for complex object interactions.

problem Limited scalability of existing differentiable physics solvers.
method Adopting meshes for arbitrary geometry, localized collision handling, and accelerated implicit differentiation.
result Significantly reduces memory and computation requirements compared to particle-based methods.

Physics-consistent method improves seismic inversion accuracy.

problem Challenges in seismic full-waveform inversion (FWI) due to ill-posedness and high cost.
method Hybrid approach combining physics-based models with data-driven methodologies, incorporating physics into data augmentation.
result Physics-consistent data-driven inversion yields higher accuracy and better generalization.

The aim of this paper is to open the problem of construction of a nonlinear connection Γ=(M(α)β(i),N(α)j(i))Γ=(M^{(i)}_{(α)β}, N^{(i)}_{(α)j}) on the jet bundle of first order J1(T,M)J^1(T,M), which to be canonically produced by a Kronecker product vertical metrical d-tensor G(i)(j)(α)(β)=hαβgijG^{(α)(β)}_{(i)(j)}=h^{αβ}g_{ij}, possibly provided by multi-time …

2001-11-14abs ↗pdf ↗

I discuss certain applications of the Ricci flow in physics. I first review how it arises in the renormalization group (RG) flow of a nonlinear sigma model. I then review the concept of a Ricci soliton and recall how a soliton was used to discuss the RG flow of mass in 2-dimensions. I then present recent results obtain…

2007-08-16abs ↗pdf ↗

Predicting outcomes and planning interactions with the physical world are long-standing goals for machine learning. A variety of such tasks involves continuous physical systems, which can be described by partial differential equations (PDEs) with many degrees of freedom. Existing methods that aim to control the dynamic…

2020-01-21abs ↗pdf ↗

The Ricci flow has been of fundamental importance in mathematics, most famously though its use as a tool for proving the Poincaré Conjecture and Thurston's Geometrization Conjecture. It has a parallel life in physics, arising as the first order approximation of the Renormalization Group flow for the nonlinear sigma mod…

2013-12-20abs ↗pdf ↗