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.
We describe the polynomial time complexity algorithm for computing first coefficients of the skein (Homflypt) and Kauffman polynomial invariants of links, discovered by D.Vertigan in 1992 but never published.
New method learns low-dimensional models for systems with non-polynomial terms.
problem Modeling systems with non-polynomial nonlinear terms that are spatially local and given in analytic form.
method Non-intrusive model reduction method that learns operators for linear and polynomially nonlinear dynamics via a least-squares problem incorporating given non-polynomial terms.
result Comparable accuracy to intrusive methods that require full knowledge of governing equations.
We investigate the random dynamics of polynomial maps on the Riemann sphere and the dynamics of semigroups of polynomial maps on the Riemann sphere. In particular, the dynamics of a semigroup G of polynomials whose planar postcritical set is bounded and the associated random dynamics are studied. In general, the Juli…
We introduce the notion of N-reduced dynamical cocycles and use these objects to define enhancements of the rack counting invariant for classical and virtual knots and links. We provide examples to show that the new invariants are not determined by the rack counting invariant, the Jones polynomial or the generalized Al…
Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.
problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.
We investigate the dynamics of semigroups generated by a family of polynomial maps on the Riemann sphere such that the postcritical set in the complex plane is bounded. The Julia set of such a semigroup may not be connected in general. We show that for such a polynomial semigroup, if A and B are two connected compo…
We investigate i.i.d. random complex dynamical systems generated by probability measures on finite unions of the loci of holomorphic families of rational maps on the Riemann sphere. We show that under certain conditions on the families, for a generic system, (especially, for a generic random polynomial dynamical system…
We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution which characterizes the behavior of dynamical systems in certain situations, we…
We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …
Polynomial processes have the property that expectations of polynomial functions (of degree n, say) of the future state of the process conditional on the current state are given by polynomials (of degree ≤n) of the current state. Here we explore the application of polynomial processes in the context of structur…
The basin of infinity of a polynomial map $f : {\bf C} \arrow {\bf C}$ carries a natural foliation and a flat metric with singularities, making it into a metrized Riemann surface X(f). As f diverges in the moduli space of polynomials, the surface X(f) collapses along its foliation to yield a metrized simplicial t…
As we have proved in [L], the geodesic flows associated with the flat metrics on T^2 minimize the polynomial entropy. In this paper, we show that, among the geodesic flows that are Bott integrable and dynamically coherent, the geodesic flows associated to flat metrics are local strict minima for the polynomial entropy.…
Polynomial inequalities lie at the heart of many mathematical disciplines. In this paper, we consider the fundamental computational task of automatically searching for proofs of polynomial inequalities. We adopt the framework of semi-algebraic proof systems that manipulate polynomial inequalities via elementary inferen…
Ehlers-Kundt conjecture is a physical assertion about the fundamental role of plane waves for the description of gravitational waves. Mathematically, it becomes equivalent to a problem on the Euclidean plane R2 with a very simple formulation in Classical Mechanics: given a non-necessarily autonomous potent…
We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the averaged system disappears, due to the cooperation of the generators. We investi…
In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of exponentials of the generator matrix, extending the well-known moment formula for p…
We investigate random complex dynamics of rational or polynomial maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, generically, the chaos of the averaged system disappears at any point in the Riemann sphere due to the automatic coopeartion of many kinds of maps in the system, ev…