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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.

168,657 papers · 148 categories

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82164245327 · Jun 202019922001200920172026
48 results for reaction-diffusion systems

Study shows neural operators can efficiently solve complex reaction-diffusion systems.

problem Efficiently solving nonlinear reaction-diffusion systems using neural operators.
method Laplacian-based neural operators applied to a generalized Gierer-Meinhardt system.
result Explicit approximation error bounds established for neural operators in terms of network parameters.

Researchers prove inequalities for reaction-diffusion systems using a new curvature-dimension condition.

problem Proving Li-Yau and Harnack inequalities for systems of linear reaction-diffusion equations.
method Introducing a hybrid curvature-dimension condition and proving a differential Harnack estimate.
result A Harnack inequality holds under the hybrid curvature-dimension condition CDhyb(0,d)CD_{hyb} (0,d) with d<d<\infty.

This study explains how adversarial interaction creates non-homogeneous patterns using a pseudo-Reaction-Diffusion model.

problem Understanding how adversarial interaction leads to non-homogeneous patterns in systems.
method Developed a pseudo-Reaction-Diffusion model to explain the mechanism.
result Turing instability is involved in creating non-homogeneous patterns.

We introduce and illustrate a new approach to the unknotting problem via the dynamics of vortex strings in a nonlinear partial differential equation of reaction-diffusion type. To untangle a given knot, a Biot-Savart construction is used to initialize the knot as a vortex string in the FitzHugh-Nagumo equation. Remarka…

2016-04-15abs ↗pdf ↗

GF-Net learns Green's functions for linear reaction-diffusion equations.

problem Learning Green's functions for linear reaction-diffusion equations on arbitrary domains.
method GF-Net, a neural network, learns Green's functions in an unsupervised manner using physics-informed approach and symmetry.
result GF-Net efficiently solves linear reaction-diffusion equations under various boundary conditions and sources.

Global solutions and smoothing effects for reaction-diffusion equations on manifolds.

problem Global existence and smoothing effects for reaction-diffusion equations on Riemannian manifolds.
method Functional analytic methods, Sobolev and Poincaré inequalities.
result Existence of global solutions under certain conditions on the manifold.

Global solutions found for certain reaction-diffusion equations on specific manifolds.

problem Understanding reaction-diffusion equations on various manifolds.
method Analyzing the bottom of the L2L^2 spectrum of Δ and using time-independent nonlinearities.
result Global existence of solutions for certain power nonlinearities on specific manifolds.

The paper solves the Cauchy problem for Friedrichs systems on specific spacetime manifolds.

problem Investigating the Cauchy problem for Friedrichs systems on globally hyperbolic manifolds with timelike boundaries.
method Admissible boundary conditions are imposed to show the existence and uniqueness of strong solutions. For hyperbolic systems, the Cauchy problem is also well-posed in the Hadamard sense.
result Existence and uniqueness of strong solutions for the Cauchy problem are proven under admissible boundary conditions.

We generalize the reaction-diffusion model A + B -> 0 in order to study the impact of an excess of A (or B) at the reaction front. We provide an exact solution of the model, which shows that linear response breaks down: the average displacement of the reaction front grows as the square-root of the imbalance. We argue t…

2014-03-14abs ↗pdf ↗

Solves probabilistic Lambert problem connecting astrodynamics with optimal mass transport.

problem Determining spacecraft velocity for given positions with probabilistic constraints.
method Generalized optimal mass transport (OMT) and Schrödinger bridge (SBP) connections.
result Existence and uniqueness of solution for probabilistic Lambert problem.

Global existence and smoothing effects for reaction-diffusion equations with blowup in infinite time.

problem Analyzing reaction-diffusion equations with power-type nonlinearity and slow diffusion.
method Functional analytic methods based on Sobolev and Poincaré inequalities.
result Solutions corresponding to large initial data blow up everywhere in infinite time on Cartan-Hadamard manifolds.

Several models of stock trading [P. Bak et al, Physica A {\bf 246}, 430 (1997)] are analyzed in analogy with one-dimensional, two-species reaction-diffusion-branching processes. Using heuristic and scaling arguments, we show that the short-time market price variation is subdiffusive with a Hurst exponent H=1/4H=1/4. Biase…

1998-11-09abs ↗pdf ↗

Develops a method for identifying structured dynamical systems from data.

problem Identifying structured dynamical systems from undersampled and noisy data.
method Sparse least-squares fitting via 12\ell_1-\ell_2 optimization with the alternating direction method of multipliers.
result The method is stable and successful under certain conditions, as shown by theoretical guarantees and computational results.

Unified analytic account of correlation emergence and Epps effect in coupled limit order books

problem Correlation emergence and Epps effect in coupled limit order books
method Discrete random-walk description of order flow with creation, cancellation, and diffusion, coupled reaction-diffusion equations with moving reaction boundary
result Realized correlations as a function of aggregation time

Framework uses optimal transport for neural architecture search.

problem Optimizing neural architectures in deep learning.
method Semi-discrete optimization using optimal transport.
result Gradient flow and minimizing movement scheme converge to reaction-diffusion equations.

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 suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional reaction-diffusion model for the dynamics of latent liquidity in financial markets, where agents are very heterogeneous i…

2017-04-09abs ↗pdf ↗

CViT learns complex physical systems using vision transformer techniques.

problem Learning maps between infinite-dimensional function spaces in scientific machine learning.
method Combines vision transformer encoder, grid-based coordinate embedding, and cross-attention mechanism.
result Achieves state-of-the-art performance on multiple benchmarks, often surpassing larger models.

New PINN architectures learn high-frequency features using Fourier features.

problem PINNs struggle with high-frequency or multi-scale features.
method Employ spatio-temporal and multi-scale random Fourier features.
result Effective PINN models for multi-scale PDEs.

Method improves simulation accuracy by mitigating distribution shift in hybrid systems.

problem Mitigating distribution shift in machine-learning augmented hybrid simulation.
method Tangent-space regularized estimator to control distribution shift.
result Marked improvements in simulation accuracy, especially for systems with high distribution shift.

Study optimizes sensor placement for accurate parameter estimation in complex systems.

problem Challenges in parameter estimation with limited or noisy data.
method Physics-Informed Neural Networks (PINNs) for optimal sensor placement and parameter estimation.
result PINNs-based framework achieves higher accuracy in parameter estimation compared to random sensor placements.

Warped product metrics are a class of Riemannian metrics on cross products B×FB \times F which have been well studied and provide a rich set of examples. In this paper we consider shrinking gradient Ricci solitons which are warped product metrics. We prove that if the curvature of the metric is bounded and the base BB

2016-02-02abs ↗pdf ↗

G-FuNK learns solutions for nonlinear PDEs on multiple domains and parameters.

problem Predicting time-dependent dynamics of complex systems governed by nonlinear PDEs with varying parameters and domains.
method Graph Fourier Neural Kernels combining domain-adapted and transferable components for non-diffusive and diffusive terms.
result G-FuNK achieves low relative errors on unseen domains and fiber fields, significantly accelerating predictions.

This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.

problem Evolution of point cloud data on smooth manifolds in higher dimensions.
method Lagrangian approach using adaptive B-Spline interpolation.
result Demonstrates the convergence of geometric quantities and the effectiveness of the approach.

In this paper, we consider the heat flow for Yang-Mills connections on R5×SO(5)\mathbb{R}^5 \times SO(5). In the SO(5)SO(5)-equivariant setting, the Yang-Mills heat equation reduces to a single semilinear reaction-diffusion equation for which an explicit self-similar blowup solution was found by Weinkove \cite{Wei04}. We prove …

2016-04-26abs ↗pdf ↗

StatFEM uses low-rank approximations to scale Bayesian statFEM for high-dimensional problems.

problem Model misspecification and scalability in high-dimensional physical systems.
method Low-rank approximation of covariance matrix, Bayesian filtering, sparse data reconstruction.
result Reconstructs sparsely observed data-generating processes with minimal loss of information.

A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth-death lattice gas model taking into account the influence of an economic environment on the fitness and concentration evolution of economic entities is nu…

2004-02-03abs ↗pdf ↗

HS-FNO models non-Markovian PDEs by learning history and future states.

problem Non-Markovian dynamics where future states depend on past history.
method History-Space Fourier Neural Operator (HS-FNO) for delay and memory-driven PDEs.
result HS-FNO achieves lowest aggregate errors across various PDE families.

Framework augments physical models with deep learning for complex dynamics forecasting.

problem Forecasting complex dynamical phenomena with partial knowledge.
method APHYNITY framework: decomposes dynamics into physical and data-driven components.
result Framework accurately forecasts system evolution and identifies relevant parameters.

We present an extended version of the recently proposed "LLOB" model for the dynamics of latent liquidity in financial markets. By allowing for finite cancellation and deposition rates within a continuous reaction-diffusion setup, we account for finite memory effects on the dynamics of the latent order book. We compute…

2017-10-10abs ↗pdf ↗

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, which allow more general discretization schemes with adaptive time stepping. Here, we propose ANODEV2, which is…

2019-06-10abs ↗pdf ↗

DeepONets combine neural networks with physics constraints for PDEs and parameter estimation.

problem Estimating parameters in PDEs with uncertainty quantification.
method Physics-informed neural networks (PINNs) integrated with Deep Operator Networks (DeepONets) for Bayesian inference.
result Robust and accurate solutions with comprehensive uncertainty quantification.