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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.

169,051 papers · 148 categories

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152303455606 · Jun 202019922001200920182026
48 results for projected dynamical system

This paper develops methods to solve saddle-point problems on Riemannian manifolds with exponential stability.

problem Solving saddle-point problems on Riemannian manifolds with exponential stability.
method Developed a projected dynamical system on a Riemannian manifold to solve saddle-point problems, leveraging the strong monotonicity of the gradient of the Lagrangian function.
result Established exponential stability and convergence of the projected dynamical system to the unique saddle-point.

Geometrically transforms nonconservative dynamics to linearize Kepler and Manev systems.

problem Regularizing and linearizing nonconservative central force dynamics.
method Projective transformation and conformal scaling in configuration and phase spaces.
result Full linearization of Kepler and Manev dynamics in any finite dimension.

New method learns nonlinear projections for reduced-order modeling of complex dynamical systems.

problem Modeling transient dynamics near a manifold in nonlinear systems.
method Constrained autoencoder neural networks with invertible activation functions and biorthogonal weight matrices.
result Demonstrated effectiveness on a vortex shedding model, learning oblique fibers for fast dynamics.

PNDEs project neural dynamics onto constraint manifolds, improving accuracy and stability.

problem Learning dynamics from data without violating known constraints.
method Projecting the learned vector field onto the tangent space of the constraint manifold.
result PNDEs outperform existing methods in learning constrained dynamical systems.

Develops an oblique projection technique to approximate a foliation for non-normal dynamics.

problem Modeling dynamics far from a primary Spectral Submanifold (SSM) in non-normal systems.
method Oblique projection technique based on experimental data.
result Approximates a stable invariant foliation for non-normal dynamics efficiently.

Data-driven model reduction captures non-Markovian dynamics using Koopman and Mori-Zwanzig formalisms.

problem Modeling complex, non-Markovian dynamics efficiently and understanding their underlying mechanisms.
method Formulates data-driven model reduction within Koopman and Mori-Zwanzig formalisms, deriving NARMAX models from dynamical systems.
result Shows how data-driven methods can represent non-Markovian dynamics using Koopman and Mori-Zwanzig formalisms.

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems…

2017-12-06abs ↗pdf ↗

New statistic κκ-profile helps monitor weather, soundscapes, and dynamical systems.

problem Monitoring intrinsic dimensionality of large data sets.
method Optimization problem to find κκ-profile, which is the norm of the shortest projected secant.
result The κκ-profile provides a useful statistic for understanding and monitoring large data sets.

Proposes PredVAR model for reduced-dimensional dynamics from noisy data.

problem Extracting low-dimensional dynamics from high-dimensional noisy data.
method Probabilistic reduced-dimensional vector autoregressive model with oblique projection.
result Iterative algorithm yields dynamic latent variables with rank-ordered predictability.

Analog forecasting uses local dynamics to predict chaotic systems.

problem Theoretical connections between analog forecasting and dynamical systems are overlooked.
method Local approximations of the system's dynamics, linear regression, and estimation of analog forecasting errors.
result Analog forecasting performances are highly linked to the local Jacobian matrix of the flow map.

In this paper we define currents relative to a free factor system. We prove that a fully irreducible outer automorphism relative to a free factor system acts with uniform north-south dynamics on a subspace of the space of projective relative currents.

2016-11-05abs ↗pdf ↗

This paper presents a geometric description on Lie algebroids of Lagrangian systems subject to nonholonomic constraints. The Lie algebroid framework provides a natural generalization of classical tangent bundle geometry. We define the notion of nonholonomically constrained system, and characterize regularity conditions…

2005-12-01abs ↗pdf ↗

A new DDR framework learns low-dimensional data representations using dynamical systems.

problem Learning efficient low-dimensional data representations.
method DDR framework based on nonlinear dynamical systems, using linear combinations of functions and regularization.
result DDR method outperforms other methods on synthetic and real datasets.

New simulation model predicts financial market dynamics with high accuracy.

problem Extreme difficulty in financial market projections due to human behavioural complexity.
method Agent-based modeling with a hierarchical knowledge architecture to simulate diverse human groups.
result Simulator achieves 13.29% deviation in crisis scenarios and lower mean square error under normal conditions.

Develop a variational framework for statistical inference on cyclic interactions.

problem Estimating and comparing large-scale recurrent organization in directed interactions.
method Represent directed interactions as edge flows on a simplicial complex and evolve under an energy-minimizing dynamical system.
result Separate transient interaction components from persistent harmonic flows, yielding a low-dimensional cycle space.

Proposes a method to learn stable invariant sets in dynamical systems.

problem Learning stable invariant sets in general dynamical systems.
method Generalizes Manek and Kolter's approach by introducing projection onto latent space shapes and using invertible neural networks.
result Validates the method and shows its usefulness for long-term prediction.

We present the theory of tensors with Young tableau symmetry as an efficient computational tool in dealing with the polynomial first integrals of a natural system in classical mechanics. We relate a special kind of such first integrals, already studied by Lundmark, to Beltrami's theorem about projectively flat Riemanni…

2006-12-11abs ↗pdf ↗

In this article, we construct the canonical semipositive current or the canonical measure (== the potential of the canonical semipositive current) on a smooth projective variety of nonnegative Kodaira dimension in terms of a dynamical system of Bergman kernels. This current is considered to be a generalization of a Kä…

2008-05-13abs ↗pdf ↗

New method speeds up learning of complex dynamical systems.

problem Efficiently learning large-scale dynamical systems from finite data.
method Random projections (sketching) to boost kernel-based Koopman operator estimators.
result The proposed estimators maintain accuracy while significantly reducing computation time.

dLDS models neural dynamics as sparse combinations of simpler components.

problem Understanding complex neural dynamics at a population level.
method Proposes a decomposed dynamical system model trained through dictionary learning.
result Model efficiently captures and demix diverse neural dynamics.

The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are possible if all beliefs are Gaussian processes. A first order approximation of learn…

2011-06-04abs ↗pdf ↗

Study uses geometric algebra to analyze credit cycles, revealing dangerous feedback loops.

problem Understanding and predicting dangerous feedback loops in credit cycles.
method Represent economic states as multi-vectors in Clifford algebra, focusing on bivector elements for rotational coupling.
result Geometric relationship between unemployment and credit contraction shifts from simple correlation to dangerous rotational dynamics during crises.

In this paper we present a connection between two dynamical systems arising in entirely different contexts: one in signal processing and the other in biology. The first is the famous Iteratively Reweighted Least Squares (IRLS) algorithm used in compressed sensing and sparse recovery while the second is the dynamics of …

2016-01-12abs ↗pdf ↗

A Gaussian Process Ordinary Differential Equation framework for large continuous dynamical systems

problem Forecasting complex dynamical systems
method Kernel autonomous ODE approach based on Gaussian Processes and Quadratic Order Model Reduction
result Full model outperforms ROM methods in terms of accuracy or computational costs

DeepRSCN models nonlinear systems using stochastic configurations.

problem Modeling nonlinear dynamic systems efficiently.
method Incrementally constructed deep reservoir computing framework with random parameters and online weight updates.
result DeepRSCN outperforms single-layer networks in efficiency, learning, and generalization.

The Kastor-Traschen metric is a time-dependent solution of the Einstein-Maxwell equations with positive cosmological constant ΛΛ which can be used to describe an arbitrary number of charged dynamical black holes. In this paper, we consider the null geodesic structure of this solution, in particular, focusing on the pr…

2011-10-10abs ↗pdf ↗

We model how Lipschitz continuity changes during neural network training.

problem Understanding how Lipschitz continuity evolves during training.
method We use a system of stochastic differential equations to capture the dynamics of Lipschitz continuity under SGD.
result We identify three factors driving the evolution of Lipschitz continuity: gradient flow projection, gradient noise, and Hessian projection.

A new FFT-based method simplifies causal structure recovery for linear dynamical systems.

problem Efficiently identifying dynamic causal effects from time-series data.
method FFT-based approach to reduce computational complexity to O(Tn3logN)O(Tn^3 \log N).
result Significant computational advantage for graph reconstruction.

Enhances RSCNs with hybrid regularization for nonlinear dynamics.

problem Modeling nonlinear dynamic systems with uncertainties.
method Recurrent stochastic configuration networks with hybrid regularization.
result The method outperforms other models in nonlinear system identification and industrial tasks.

Deep networks infer parameters for chaotic dynamics in climate models.

problem Uncertainty in climate sensitivity due to coarse model resolution.
method Three deep network algorithms (fully-connected, 1D, 2D convolutional) trained on Lorenz-96 model.
result Convolutional networks outperform fully-connected and 1D networks in parameter recovery.

This paper classifies superintegrable systems on 2D geometries with projective symmetries.

problem Classifying superintegrable systems on 2D geometries with projective symmetries.
method Combining metric projective differential geometry and superintegrability, defining projective equivalence, and applying transformation rules.
result Potentials of projectively equivalent Hamiltonians follow a linear superimposition rule.

Framework corrects model form errors in structural dynamics predictions.

problem Model form errors in parametric models of structural dynamics.
method Gaussian Process Latent Force Model (GPLFM) for non-parametric discrepancy representation, linear Bayesian filtering for state and discrepancy estimation, modal reduction for computational tractability.
result Significant reduction of displacement and rotation prediction errors under unseen excitations.