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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.

168,695 papers · 148 categories

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326395126 · May 202619922001200920172026
48 results for stiff equations

This paper presents a new method for solving systems with polynomial stiffness.

problem Finding analytical solutions to nonlinear differential equations with polynomial stiffness is challenging.
method The paper introduces a geometric/algebraic method using generating series and shuffle product.
result The method provides a recursive schematic that can be automated and applied to systems with polynomial stiffness.

Study gauge freedoms in elastic wave equations and Dirichlet-to-Neumann map.

problem Recover stiffness tensor and density from Dirichlet-to-Neumann map.
method Analyze invariance under coordinate transformations and gauge freedoms.
result Present gauge freedoms in the Dirichlet-to-Neumann map for Riemannian elastic wave equation.

LiLaN uses linear latent networks to solve stiff ODEs efficiently.

problem Solving stiff ordinary differential equations (StODEs) requires expensive methods.
method LiLaN integrates latent dynamics analytically, avoiding explicit/implicit integration.
result LiLaN can approximate stiff nonlinear systems to any accuracy epsilon.

Physics-informed model predicts beam stiffness and monitors structural health.

problem Predicting and monitoring the stiffness of Euler-Bernoulli beams.
method Physics-informed Gaussian process model using the Euler-Bernoulli beam equation.
result Model accurately predicts bending stiffness and detects structural damage.

Researchers reconstruct stiffness tensors from limited data in anisotropic elasticity.

problem Reconstructing stiffness tensors from partial data around one polarization.
method Using algebraic geometry and slowness surfaces, the approach leverages the algebraic geometry of families of slowness surfaces.
result For tensors in a dense open subset, a small amount of data around one polarization uniquely determines the entire slowness surface and stiffness tensor.

Efficiently infers latent SDEs with scalable memory and time costs.

problem Inference of latent SDEs with high time and memory complexity.
method Amortized reparametrization of expectations under linear SDEs, coupled with efficient gradient approximation.
result Achieves similar performance to adjoint sensitivities with fewer model evaluations.

Certain solutions of a sextic sigma-model Lagrangian reminiscent of Skyrme model correspond to perfect fluids with stiff matter equation of state. We analyse from a differential geometric perspective this correspondence extended to general barotropic fluids.

2010-06-06abs ↗pdf ↗

In this paper we develop a new perspective on generalization of neural networks by proposing and investigating the concept of a neural network stiffness. We measure how stiff a network is by looking at how a small gradient step in the network's parameters on one example affects the loss on another example. Higher stiff…

2019-01-28abs ↗pdf ↗

Physics-informed GANs estimate elastic moduli from mechanical tests.

problem Estimating spatially-varying elastic moduli from measured deformations.
method Physics-informed Generative Adversarial Networks (PI-GANs) with PDE constraints.
result Generated stiffness samples match true distribution statistics.

AMORE uses neural operators to efficiently predict multiple thermochemical states in stiff chemical kinetics.

problem Efficiently integrating stiff chemical kinetics systems to reduce computational cost.
method Developed AMORE, a framework of adaptive multi-output operator network with two adaptive loss functions.
result Demonstrated improved accuracy and efficiency in predicting thermochemical states from initial conditions.

A novel method optimizes variable-stiffness structures for better strength and weight.

problem Optimizing variable-stiffness structures for higher strength and lighter weight.
method A novel multi-stage concurrent topology optimization scheme combining DMO, S-BPTO, and CFAO.
result The method ensures better fibre angle convergence and stable optimization.

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…

2009-03-04abs ↗pdf ↗

In our previous article [Rad16], we investigated the asymptotic behaviour of orthogonal Bianchi class B perfect fluids close to the initial singularity and proved the Strong Cosmic Censorship conjecture in this setting. In several of the statements, the case of a stiff fluid had to be excluded. The present paper fills …

2017-12-07abs ↗pdf ↗

LIQSS method improves accuracy and efficiency for power system simulations.

problem Accurately modeling and simulating long-duration mission profiles of Naval power systems.
method Linear Implicit Quantized State System (LIQSS) method for stiff, nonlinear, differential algebraic equations.
result LIQSS1 method yields results within 1% accuracy of continuous methods and increases efficiency logarithmically with quantization size.

Fourier Neural Operators accurately predict dynamics of high-dimensional ionic models.

problem Approximating stiff, multiscale ionic models using neural networks.
method Fourier Neural Operators for learning dynamics of high-dimensional ionic models.
result Fourier Neural Operators can accurately predict dynamics of high-dimensional ionic models.

Diffusion models simulate molecular dynamics with adjustable accuracy.

problem Simulating molecular dynamics with high accuracy and efficiency.
method Diffusion models as Euler-Maruyama integrators for Langevin dynamics, learning forces from static snapshots.
result Diffusion models generate molecular trajectories with temporal correlations similar to MD simulations.

In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." In this manuscript we introduce the SciML software ecosystem as a tool for mixing the information of physical laws and scientific models with data-driven machine learning approache…

2020-01-13abs ↗pdf ↗

Study of Riemann solitons and ηη-hyperbolic Ricci solitons on Bochner-flat Lorentzian Kähler spacetime manifolds.

problem Analyzing soliton behaviors on Bochner-flat Lorentzian Kähler spacetime manifolds.
method Deriving explicit formulas for soliton parameters and analyzing their behaviors.
result Criteria for shrinking, steady, and expanding behaviors of solitons.

The simplest field theory description of the multivariate statistics of forward rate variations over time and maturities, involves a quadratic action containing a gradient squared rigidity term. However, this choice leads to a spurious kink (infinite curvature) of the normalized correlation function for coinciding matu…

2004-03-29abs ↗pdf ↗

Physics-informed deep learning approximates strain gradient plasticity solutions.

problem Stiffness and computational challenges in solving strain gradient plasticity models.
method Physics-informed deep learning (PIDL) with modified loss functions and optimization schemes.
result PIDL methods address stiffness and computational challenges in strain gradient plasticity.

Neural Laplace models diverse DEs in the Laplace domain for better dynamics.

problem Inadequate ODEs for long-range dependencies and discontinuities.
method Unified framework in Laplace domain, using stereographic map for smoothness.
result Superior performance in diverse DEs, including complex history dependency and abrupt changes.

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

Prob-GParareal adds uncertainty quantification to PinT solvers for differential equations.

problem Uncertainty in numerical solutions of differential equations.
method Prob-GParareal uses Gaussian processes to model Parareal correction function, providing probabilistic forecasts.
result Prob-GParareal yields accurate and robust probabilistic forecasts on various ODE systems.

A linkage is a finite graph with lengths assigned to each edge. A planar realization is a map to the plane which preserves edge lengths. It can be thought of as a mechanical device formed from stiff rods and rotating joints. We look at the configuration space of all planar realizations of a linkage (following work of K…

1998-07-04abs ↗pdf ↗

We propose Symplectic Recurrent Neural Networks (SRNNs) as learning algorithms that capture the dynamics of physical systems from observed trajectories. An SRNN models the Hamiltonian function of the system by a neural network and furthermore leverages symplectic integration, multiple-step training and initial state op…

2019-09-29abs ↗pdf ↗

Optimizes natural frequencies of cellular composites with various microstructures.

problem Designing cellular composites with diverse microstructures for maximizing natural frequencies.
method Data-driven topology optimization with a latent-variable Gaussian process model.
result Cellular designs with multiclass microstructures achieve higher natural frequencies.

We consider a disk-shaped thin elastic sheet bonded to a compliant sphere. (Our sheet can slip along the sphere; the bonding controls only its normal displacement.) If the bonding is stiff (but not too stiff), the geometry of the sphere makes the sheet wrinkle to avoid azimuthal compression. The total energy of this sy…

2016-11-06abs ↗pdf ↗

Paper analyzes Langevin dynamics for multimodal Gaussian mixtures, controlling errors across dimensions.

problem Challenges in obtaining stable diffusion-based samplers in high- and infinite-dimensional settings.
method Study of preconditioned Annealed Langevin Dynamics (ALD) for Gaussian mixtures, focusing on Euler-Maruyama (EM) and exponential-integrator schemes.
result Proves dimension-uniform KL bounds for the exponential-integrator scheme, allowing arbitrarily small divergence with dimension.

Develops a framework for distilling flow models from few steps.

problem Improving few-step sampling in diffusion models for better performance.
method Local approximation errors and dynamical amplification controlled through analytical tractability.
result Deep residual compositions efficiently approximate long-horizon transport with controlled global error.

New method uses machine learning to estimate drug parameters in brain models.

problem Estimating unknown parameters in complex brain drug models.
method Physics-Informed Neural Networks (PINNs) for inverse problem solving.
result Accurate parameter estimation leads to precise drug concentration profiles.

GH-PID uses guided harmonic paths for efficient SOT with interpretable diagnostics.

problem Efficiently solving Stochastic Optimal Transport with hard terminal distributions and soft costs.
method Guided Harmonic Path-Integral Diffusion (GH-PID) framework with low-dimensional guidance.
result GH-PID generates geometry-aware, cost-reducing trajectories that match terminal distributions.