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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.

168,694 papers · 148 categories

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48 results for state equation

We prove sharp pointwise decay estimates for critical Dirac equations on Rn\mathbb{R}^n with n2n\geq 2. They appear for instance in the study of critical Dirac equations on compact spin manifolds, describing blow-up profiles, and as effective equations in honeycomb structures. For the latter case, we find excited state…

2018-09-05abs ↗pdf ↗

Study on ground states of semilinear elliptic equations with various potential wells.

problem Characterizing ground states of semilinear elliptic equations with arbitrary potential wells.
method Analyzing solutions in convex domains and manifolds with non-negative Ricci curvature, using Morse theory and min-max methods.
result Ground states are mountain-pass type with Morse index 1 in convex domains and manifolds with non-negative Ricci curvature.

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this model the particle follows a simple multi-step process in velocity space which a…

2014-05-31abs ↗pdf ↗

New model for insurance states using Markov jump processes with non-countable state space.

problem Modeling insurance states with non-countable state spaces.
method Developed a new Thiele's differential equation for continuous time rehabilitation rates.
result Allows for consistent calculation of reserves in disability insurance.

Representations of coherent state Lie algebras on coherent state manifolds as first order differential operators are presented. The explicit expressions of the differential action of the generators of semisimple Lie groups determine for linear Hamiltonians in the generators of the groups first order differential equati…

2004-08-19abs ↗pdf ↗

In this paper, we present two observations about static spherically symmetric solutions of the Einstein-Klein-Gordon equations. The first is a comment extending the well-known result of the existence of static states (i.e. standing wave solutions) of the Einstein-Klein-Gordon equations. The second more important observ…

2012-12-27abs ↗pdf ↗

Deep learning predicts nuclear equation of state from rotating core collapse GW signals.

problem Classifying the nuclear equation of state from rotating core collapse gravitational wave signals.
method Employed deep convolutional neural networks to classify visual and temporal patterns in GW signals.
result Up to 97% correct classifications of nuclear equation of state in the test set.

New estimator for SDEs is shown to be an adjoint state method.

problem Estimating gradients for overparameterized SDEs efficiently.
method Demonstrates generator gradient estimator as an adjoint state method.
result Generator gradient estimator is an adjoint state method for SDEs.

Study improves LL^{\infty} estimates and extreme value behavior in stochastic differential games.

problem Analyzing the mean-field limit of diffusive games through master equation.
method Using the Master Equation to approximate state processes and establishing LL^{\infty} estimates for the total error.
result Established NoN o \infty asymptotic behavior of upper order statistics of Nash states, initiating Extreme Value Theory for stochastic differential games.

New method infers hidden states in continuous-time phenomena better than traditional models.

problem Traditional HSMM's are limited to discrete time grids and cannot handle irregularly spaced data.
method Formulated integro-differential forward and backward equations for CTSMC's, introduced scalable Viterbi-type algorithm.
result Efficiently solved equations for posterior marginals and path estimates.

PhI-GPR improves power grid state estimation and forecasting.

problem Accurate state estimation and forecasting in power grids with sparse measurements.
method Physics-informed Gaussian process regression (PhI-GPR) for stochastic differential equations.
result PhI-GPR provides more accurate forecasts and estimates of power grid states compared to ARIMA.

Optimizes electric field to control molecule states in Hartree-Fock theory.

problem Optimizing electric field to drive molecule from initial to target state.
method Trust region optimization with gradients from adjoint state method.
result Achieves desired target states with minimal control effort.

We study (backward) stochastic differential equations with noise coming from a finite state Markov chain. We show that, for the solutions of these equations to be `Markovian', in the sense that they are deterministic functions of the state of the underlying chain, the integrand must be of a specific form. This allows u…

2011-11-24abs ↗pdf ↗

Smooth solutions and classification of Dirac-Einstein equations on 3-manifolds.

problem Analyzing solutions of Dirac-Einstein equations on R3\mathbb{R}^3.
method Proving smoothness and asymptotic behavior, classifying ground state solutions.
result Scalar part is given by Aubin-Talenti functions, spinorial part is conformal image of 12-\frac{1}{2}-Killing spinors on S3\mathbb{S}^3.

We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a measurable selection but still implies the Hamilton-Jacobi-Bellman equation in the …

2011-05-04abs ↗pdf ↗

In this work we systematically analyze general properties of differential equations used as machine learning models. We demonstrate that the gradient of the loss function with respect to to the hidden state can be considered as a generalized momentum conjugate to the hidden state, allowing application of the tools of c…

2019-09-09abs ↗pdf ↗

We show that classical thermodynamics has a formulation in terms of Hamilton-Jacobi theory, analogous to mechanics. Even though the thermodynamic variables come in conjugate pairs such as pressure/volume or temperature/entropy, the phase space is odd-dimensional. For a system with n thermodynamic degrees of freedom it …

2007-11-27abs ↗pdf ↗

The paper explores geometric calculations on probability manifolds derived from master equations.

problem Understanding geometric properties of probability manifolds from master equations.
method Deriving geometric quantities like Levi-Civita connection, gradient, Hessian, parallel transport, and curvatures on probability manifolds.
result Calculation of geometric quantities in probability manifolds, including curvatures and connections.

Develops a dynamic mean field theory for reinforcement learning.

problem Finite state and action Bayesian reinforcement learning in large state spaces.
method Analogies with statistical physics, interpreting probabilities as couplings and values as spins, solving mean field equations.
result State-action values are statistically independent in the asymptotic state space limit, with exact or approximate equations for computation.

Graph neural controlled differential equations learn graph dynamics from vertex observations.

problem Predicting future states of dynamical systems on graphs with limited vertex data.
method Incorporates graph topology information into NCDE to predict graph dynamics.
result Informed NCDE requires fewer parameters and lower MAE compared to previous methods.

Researchers develop methods to learn neuron dynamics from colored noise.

problem Learning nonlocal stochastic neuron dynamics from colored noise.
method Proposed two methods for closing Fokker-Planck equations: nonlocal large-eddy-diffusivity closure and data-driven sparse regression.
result Mutual information and total correlation between stimulus and neuron states calculated for FHN neuron.

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.

Study derives new equation for reserves in non-monotone information scenarios.

problem Modeling reserves in situations where information is not always increasing.
method Infinitesimal approach to derive generalized stochastic Thiele equation.
result New equation allows for information discarding and solves open problems.

Static spherically symmetric solutions to the Einstein-Euler equations with prescribed central densities are known to exist, be unique and smooth for reasonable equations of state. Some criteria are also available to decide whether solutions have finite extent (stars with a vacuum exterior) or infinite extent. In the l…

2018-01-20abs ↗pdf ↗

New techniques improve the accuracy of identifying nonlinear systems from noisy data.

problem Identifying nonlinear dynamical systems from noisy state measurements.
method Comparative study of local and global smoothing techniques to denoise state measurements and improve sparse regression methods.
result Global smoothing methods outperform local methods in improving the accuracy of governing equation recovery.

Proves uniqueness of solutions for a nonlocal Liouville equation with finite Q-curvature.

problem Proving uniqueness of solutions for a specific nonlocal Liouville equation.
method Connection to Calogero--Moser derivative NLS and ground state solitons.
result Uniqueness of solutions in the Gaussian case and general positive, symmetric-decreasing KK.

The abstract explores a new wave equation linking quantum mechanics and complex adaptive systems.

problem Understanding the underlying mechanism of distribution formation in complex quantum entanglement.
method Exploring the logical relationship between Schrödinger's wave equation and Shi's trading volume-price wave equation in finance.
result A non-localized wave equation in quantum mechanics reveals the invariance of interaction as a universal law.

The Bellman error is a poor proxy for value function accuracy, even with all state-action pairs.

problem The Bellman error is a poor proxy for the accuracy of the value function.
method Study of the Bellman equation as a surrogate objective for value prediction accuracy.
result The magnitude of the Bellman error is only weakly related to the distance to the true value function, even with all state-action pairs.

A new model for forward curves captures behavior through a single equation.

problem Modeling forward curves in a complex function space.
method Developed a stochastic partial differential equation with locally state-dependent coefficients.
result The model retains simplicity while capturing entire forward curve behavior.

This primer explains diffusion models in general state spaces.

problem Diffusion models in general state spaces are not well-introduced.
method Develops discrete-time and continuous-time views of diffusion models, deriving Fokker-Planck and master equations.
result Unified understanding of diffusion models across continuous and discrete domains.

In this note, we derive a Liouville theorem for the complex Monge-Ampère equation. Our result states that if the global solution uu of the complex Monge-Ampère equation with constant right-hand side differs from a quadratic polynomial solution by $o(\abs{x}^2)$ at infinity, then uu is a quadratic polynomial.

2013-03-11abs ↗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.

Study of Dirac equation with non-local nonlinearity on spheres.

problem Conformally invariant Dirac equation with non-local nonlinearity.
method Investigation of compactness, bubbling, and energy quantization of energy functional; characterization of ground state solutions; proof of Aubin-type inequality and Brezis-Nirenberg type result.
result Existence of solutions to the conformal Einstein-Dirac problem in dimension 4.