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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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143285428570 · Jun 202019922001200920172026
48 results for partial differential systems

We establish a link between the study of completely integrable systems of partial differential equations and the study of generic submanifolds in C^n. Using the recent developments of Cauchy-Riemann geometry we provide the set of symmetries of such a system with a Lie group structure. Finally we determine the precise u…

2004-04-13abs ↗pdf ↗

Proposes neural delay differential equations for stable system identification with partially observed states.

problem Learning stable models for systems with partial or delayed observations.
method Augments states with history, uses neural delay differential equations, and ensures stability through time delay analysis.
result The approach ensures stability of learned models for partially observed systems.

This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic partial differential equations and forward-backward stochastic differential equat…

2019-06-11abs ↗pdf ↗

New methods for solving hydrodynamic-type equations using quasi-rectifiable Lie algebras.

problem Solving systems of hydrodynamic-type equations.
method Introducing and analyzing quasi-rectifiable Lie algebras and vector fields.
result New methods for solving hydrodynamic-type equations.

Characterizes differential forms and vector fields with constant coefficients on manifolds.

problem Understanding constant coefficient differential forms and vector fields on manifolds.
method Analyzes differential forms and vector fields of specific degrees, proving obstructions and characterizing solutions to partial differential systems.
result Characterizes differential forms and vector fields with constant coefficients of various degrees on smooth manifolds.

We start discussing basic properties of Lie groupoids and Lie pseudo-groups in view of applying these techniques to the analysis of Jordan-Hölder resolutions and the subsequent integration of partial differential equations which is the summit of Lie and Cartan's work. Next, we discuss the integration problem for system…

2015-11-27abs ↗pdf ↗

In these expository notes we draw together and develop the ideas behind some recent progress in two directions: the treatment of finite type partial differential operators by prolongation, and a class of differential complexes known as detour complexes. This elaborates on a lecture given at the IMA Summer Programme ``S…

2006-12-21abs ↗pdf ↗

We define partial differential (PD in the following), i.e., field theoretic analogues of Hamiltonian systems on abstract symplectic manifolds and study their main properties, namely, PD Hamilton equations, PD Noether theorem, PD Poisson bracket, etc.. Unlike in standard multisymplectic approach to Hamiltonian field the…

2009-03-26abs ↗pdf ↗

This paper learns state, dynamics, and filtering algorithms together for data assimilation.

problem Costly parameter tuning and inaccurate dynamics models hinder data assimilation algorithms.
method Auto-differentiable data assimilation framework that learns state, dynamics, and parameters via gradient-based optimization.
result Several data assimilation methods can be learned or tuned within this framework.

Considering a Hamiltonian Dynamical System describing the motion of charged particle in a Tokamak or a Stellarator, we build a change of coordinates to reduce its dimension. This change of coordinates is in fact an intricate succession of mappings that are built using Hyperbolic Partial Differential Equations, Differen…

2013-06-24abs ↗pdf ↗

A framework for reducing PDEs by symmetry, preserving key structures.

problem Reducing PDEs while preserving geometric structures and symmetries.
method Systematic calculation of reduced forms for various geometric structures.
result Noether's theorem is inherited in reduced systems, preserving conservation laws.

Systems of partial differential equations lie at the heart of physics. Despite this, the general theory of these systems has remained rather obscure in comparison to numerical approaches such as finite element models and various other discretisation schemes. There are, however, several theoretical approaches to systems…

2001-06-12abs ↗pdf ↗

Solves second-order PDEs using quotients and differential invariants.

problem Solving second-order PDEs with first-order quotients.
method Solve the quotient PDE using differential invariants, then add new constraints to solve the original PDE.
result New method for solving second-order scalar PDEs with infinite-dimensional symmetry algebras.

Automates discovering PDEs from data in dynamical systems.

problem Identifying PDEs from data in dynamical systems is challenging.
method ARGOS-RAL framework using sparse regression with recurrent adaptive lasso.
result ARGOS-RAL effectively identifies PDEs from noisy and non-uniformly distributed data.

We prove a subelliptic estimate for systems of complex vector fields under some assumptions that generalize the essential pseudoconcavity for CRCR manifolds and Hörmander's bracket condition for real vector fields. Applications are given to prove the hypoellipticity of first order systems and second order partial diffe…

2008-07-30abs ↗pdf ↗

New AD methods improve likelihood estimation for partially observed systems.

problem Estimating likelihood functions for partially observed nonlinear systems.
method Embedding AD particle filter methods in a theoretical framework, developing new algorithms for likelihood maximization.
result Mean squared error significantly lower than existing algorithms.

The theory of quasi-Lie systems, i.e. systems of first order ordinary differential equations which can be related via a generalised flow to Lie systems, is extended to systems of partial differential equations and its applications to obtaining tt-dependent superposition rules and integrability conditions are analysed.…

2017-12-05abs ↗pdf ↗

Data-driven approach learns effective equations for phase field interfaces.

problem Learning accurate equations for phase field interface dynamics.
method Data-driven identification of partial differential equations from phase field data.
result Data-driven equations outperform analytical approximations in certain regimes.

New solution to Einstein-Maxwell equations invariant under dilations.

problem Electrostatic system with conformal spatial factor.
method Complete ansatz reduction to ODE system, proving two possibilities.
result New solution to Majumdar-Papapetrou class invariant under dilations.

The intrinsic geometric properties of generalized Darboux-Manakov-Zakharov systems of semilinear partial differential equations \label{GDMZabstract} \frac{\partial^2 u}{\partial x_i\partial x_j}=f_{ij}\Big(x_k,u,\frac{\partial u}{\partial x_l}\Big), 1\leq i<j\leq n, k,l\in\{1,...,n\} for a real-valued function $u(x_1,.…

2010-02-04abs ↗pdf ↗

We describe the first term of the Λk1CΛ_{k-1}\mathcal{C}--spectral sequence (see math.DG/0610917) of the diffiety (E,C), E being the infinite prolongation of an l-normal system of partial differential equations, and C the Cartan distribution on it.

2007-03-26abs ↗pdf ↗

The kk-symplectic structures appear in the geometric study of the partial differential equations of classical field theories. Meanwhile, we present a new application of the kk-symplectic structures to investigate a type of systems of first-order ordinary differential equations, the kk-symplectic Lie systems. In part…

2014-12-16abs ↗pdf ↗

On any timelike surface with zero mean curvature in the four-dimensional Minkowski space we introduce special geometric (canonical) parameters and prove that the Gauss curvature and the normal curvature of the surface satisfy a system of two natural partial differential equations. Conversely, any two solutions to this …

2011-11-18abs ↗pdf ↗

Study connects symmetries in dynamical systems to phase plane representations.

problem Understanding symmetries in dynamical systems and their phase plane realizations.
method Analysis of symmetries in differential equations and phase plane representations, establishing correspondence and lifting conditions.
result Every symmetry generator in one formulation corresponds uniquely to a generator in the other, with a lifting condition to solve.

We consider gradient Ricci solitons conformal to a nn-dimensional pseudo-Euclidean space and we completely describe the most general ansatz that reduces the resulting system of partial differential equations to a system of ordinary differential equations. As a consequence, the gradient Ricci solitons that arise from t…

2018-05-10abs ↗pdf ↗

We show that a wide class of geometrically defined overdetermined semilinear partial differential equations may be explicitly prolonged to obtain closed systems. As a consequence, in the case of linear equations we extract sharp bounds on the dimension of the solution space.

2004-02-06abs ↗pdf ↗