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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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48 results for second order ODEs

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

The paper explores solving inverse problems for ODEs with and without constraints.

problem Understanding when second order ODEs can represent Lagrangian models with or without constraints.
method Geometric techniques to address the inverse problem for both constrained and unconstrained systems of second order ODEs.
result The constrained case presents more ambiguities and complexities than the unconstrained one.

We apply the Cartan equivalence method to the study of real analytic second order ODEs under the local real analytic diffeomorphism of $\C^2$ which are area-preserving. This enables us to give a characterization of the second order ODEs which are equivalent to y=0y^{\prime\prime}=0 under such transformations. Moreover w…

2012-10-10abs ↗pdf ↗

It is demonstrated that point symmetry algebras of general analytic second order ODEs, not necessary of principal type, can have all dimensions between 0 and 8 except for 7. For the symmetry dimension 8 the ODE must be locally trivializable.

2017-11-14abs ↗pdf ↗

We solve the local equivalence problem for second order (smooth or analytic) ordinary differential equations. We do so by presenting a {\em complete convergent normal form} for this class of ODEs. The normal form is optimal in the sense that it is defined up to the automorphism group of the model (flat) ODE y"=0y"=0. For…

2016-11-25abs ↗pdf ↗

These are lecture notes of the Summer school on the geometry of differential equations held in Nordfjordeid, Norway in 1996. They cover geometric structures related to scalar second order ODEs, the construction of the associated Cartan connection, techniques for computing invariants of differential equations starting f…

2016-02-02abs ↗pdf ↗

The class of second order ODE's cubic with respect to the first order derivative is considered. Using geometric structures associated with these equations, the subclasses of umbilical equations, zero mean curvature equations, and zero Gaussian curvature equations are defined. Zero mean curvature equations are studied w…

2017-05-18abs ↗pdf ↗

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

This paper investigates the relationship between a system of differential equations and the underlying geometry associated with it. The geometry of a surface determines shortest paths, or geodesics connecting nearby points, which are defined as the solutions to a pair of second-order differential equations: the Euler-L…

2006-10-02abs ↗pdf ↗

The paper improves ODE solvers by integrating diverse information types.

problem Improving accuracy and physical meaningfulness of ODE solutions.
method Leveraging probabilistic solvers to include second-order information and physical conservation laws.
result Solutions become more accurate and physically meaningful with additional information.

A systematic algorithm for building integrating factors of the form mu(x,y') or mu(y,y') for non-linear second order ODEs is presented. When such an integrating factor exists, the algorithm determines it without solving any differential equations. Examples of ODEs not having point symmetries are shown to be solvable us…

1997-11-27abs ↗pdf ↗

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth enough, we show that acceleration can be achieved by a stable discretization of this O…

2018-05-01abs ↗pdf ↗

We provide five examples of conformal geometries which are naturally associated with ordinary differential equations (ODEs). The first example describes a one-to-one correspondence between the Wuenschmann class of 3rd order ODEs considered modulo contact transformations of variables and (local) 3-dimensional conformal …

2004-06-21abs ↗pdf ↗

We find the complete set of fundamental invariants for systems of ordinary differential equations of order 4\ge 4 under the group of point transformations generalizing similar results for contact invariants of a single ODE and point invariants of systems of the second and the third order. It turns out that starting fr…

2013-12-02abs ↗pdf ↗

New symmetries found for scalar and vector ODEs of arbitrary dimensions.

problem Identifying symmetries for scalar and vector ODEs of arbitrary dimensions.
method Explicit expressions and abelian Lie algebra for non-Cartan symmetries in arbitrary dimensions.
result Non-Cartan symmetries characterize linearizable systems of ODEs but not nonlinear ones.

New method identifies physical constants from video data alone.

problem Identifying physical constants from video data.
method Proves level-set slope-coverage condition ensures local affine mapping to true physical state, enabling exact parameter recovery.
result Underdamped systems identifiable from a single video clip, other regimes require three diverse trajectories.

We study complex analytic (possibly singular) projective connections on the plane. We characterize some of them in terms of their families of integral curves. We also give a beginning of classification of second order odes polynomial in the first and second derivatives, and with holomorphic coefficients.

2014-01-10abs ↗pdf ↗

Method studies equivalence of second order ODEs under specific transformations.

problem Classifying second order ODEs modulo fibre-preserving transformations.
method Using Moser's method of normal forms and Lie algebra computations.
result Normal forms can be used to prove fibre-preserving equivalence.

In the present paper we establish the necessary and sufficient conditions for two ordinary differential equations of the form y"2+A(x,y,y)y"+B(x,y,y)=0y"{}^2+A(x,y,y') y"+B(x,y,y')=0 to be equivalent under the action of the pseudogroup of contact transformations. These conditions are formulated in terms of integrals of some one-dimensional d…

2012-06-04abs ↗pdf ↗

Classifies solutions to critical sixth order equations with a singularity.

problem Classifying entire positive singular solutions to critical sixth order equations.
method Integral sliding methods, qualitative analysis of ODEs, topological two-parameter shooting technique.
result Solutions are given by a singular radial factor times a periodic solution to a sixth order IVP with constant coefficients.

Paper proves higher-order flow matching preserves optimality in generative modeling.

problem Theoretical guarantees for higher-order flow matching in generative modeling.
method Neural network approximations with controlled depth, width, and sparsity.
result Proves worst case optimality for second-order flow matching.

We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…

2011-04-05abs ↗pdf ↗

We prove that there is a correspondence between projective structures defined by torsion-free connections with skew-symmetric Ricci tensor and Veronese webs on a plane. The correspondence is used to characterise the projective structures in terms of second order ODEs.

2013-03-20abs ↗pdf ↗

Study compares 5 ODE solvers on 3 case studies, finding varying accuracy.

problem Comparing estimation accuracy of 5 ODE solvers on 3 case studies.
method Used 5 different numerical ODE solvers (Euler's, Heun's, Midpoint, Runge-Kutta 4th order, ODE45) on 3 case studies and compared their results.
result Different solvers have varying accuracy depending on the case study.

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.

In this paper we derive a second order approximation for an infinite dimensional limit order book model, in which the dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator (e.g.~the volume standing at the top of the book). We study the fluctuations of the …

2017-08-24abs ↗pdf ↗

We discuss the twistor correspondence between path geometries in three dimensions with vanishing Wilczynski invariants and anti-self-dual conformal structures of signature (2,2)(2, 2). We show how to reconstruct a system of ODEs with vanishing invariants for a given conformal structure, highlighting the Ricci-flat case in…

2012-03-19abs ↗pdf ↗

We develop a second-order model for limit order books in a single scaling regime.

problem Modeling price and volume dynamics in a limit order book with market and limit orders at a common time scale.
method Established a first- and second-order approximation for an infinite dimensional limit order book model.
result Proved the existence and uniqueness of a solution for the second-order approximation.