Research
On-device research index

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

Trend · papers per month

144287431574 · Jun 202019922001200920182026
48 results for thermodynamic efficiency

Modeling urban transformations, researchers identify phase transitions and thermodynamic efficiency.

problem Urban transformations and their effects on social interactions, transport, and income distribution.
method Developed a statistical-mechanical model of urban transformations, considering fast and slow dynamics.
result Identified phase transitions between dispersed and polycentric urban phases, quantified thermodynamic cost of transformation.

Work maximization guides machine learning models in adaptive systems.

problem How machine learning models can be optimized for thermodynamic efficiency.
method Introducing thermodynamic principle to compare with maximum-likelihood principle.
result Maximum-work models are equivalent to maximum-likelihood models in adaptive systems.

Proposes a thermodynamic work minimization framework for guiding generative models.

problem Guiding generative models in sparse-data regimes with limited target samples or constraints.
method Regularization framework inspired by thermodynamic work, introducing Path Guidance and Observable Guidance.
result Improves sample efficiency and reduces bias in molecular simulations.

The paper applies thermodynamics to financial markets to prove no-arbitrage constraints.

problem No arbitrage in financial markets under price impact.
method Stochastic thermodynamics applied to financial trading cycles.
result Proves any round-trip trading strategy yields non-positive expected profit.

The formal structure of geometrical thermodynamics is reviewed with particular emphasis on the geometry of equilibria submanifolds. On these submanifolds thermodynamic metrics are defined as the Hessian of thermodynamic potentials. Links between geometry and thermodynamics are explored for single and multiple component…

2005-07-08abs ↗pdf ↗

Financial market risk is modeled using thermodynamics, linking economic quantities to thermodynamic variables.

problem Model risk in financial markets caused by external information sources.
method Established a thermodynamic analogy between financial market variables and economic quantities, linking financial risk to entropy changes.
result Derivation of worst-case risk characterization rules using thermodynamics, leading to equilibrium and non-equilibrium thermodynamic evaluations.

TANNs integrate thermodynamics into ANN models for accurate, consistent predictions.

problem Lack of rigorous physics-based approach in ANN constitutive modeling.
method TANNs encode thermodynamics principles in neural network architecture using automatic differentiation.
result TANNs produce thermodynamically consistent predictions without requiring large datasets.

This study compares different thermodynamic structure-informed neural networks for solving differential equations.

problem Improving the accuracy and physical consistency of neural network solutions to differential equations.
method Comprehensive evaluation of various thermodynamic formulations in physics-informed neural networks.
result Newtonian-residual-based PINNs fail to reliably recover physical quantities, while structure-preserving formulations enhance accuracy and robustness.

Geometric approach to quantum thermodynamics models state spaces and processes.

problem Quantum thermodynamics in the regime of non-equilibrium states.
method Contact geometry and principal fiber bundles to model quantum state spaces and processes.
result Geometric formulation reveals the fundamental thermodynamic relations and unattainability of the third law.

BMTI method estimates densities without bins, outperforming traditional estimators.

problem Nonparametric, robust, and data-efficient density estimation in high-dimensional spaces.
method BMTI integrates log-density differences between neighboring points, weighted by uncertainties, using a maximum-likelihood formulation.
result BMTI reconstructs smooth profiles in high-dimensional spaces, outperforming traditional estimators.

A new method uses heat diffusion to efficiently solve combinatorial optimization problems.

problem Challenges in combinatorial optimization due to discrete nature and limited search scope.
method Transforming the target function through heat diffusion to enable information flow and more efficient navigation.
result Superior performance across various combinatorial optimization problems.

Diffusion models' speed-accuracy relations derived from thermodynamics.

problem Understanding the trade-off between model speed and accuracy.
method Connecting diffusion models to thermodynamics and optimal transport.
result Speed-accuracy relations derived, providing insights into optimal learning protocols.

Software tool enhances sampling efficiency in neural networks.

problem Efficiently sampling from posterior distributions in machine learning models.
method Ensemble quasi-Newton preconditioning method for Langevin dynamics.
result Significant improvement in sampling efficiency demonstrated.

Physics methods improve derivatives pricing accuracy and efficiency.

problem Developing accurate and efficient approximations for derivatives pricing.
method Effective-potential path-integrals methods from physics.
result The method provides remarkably accurate results for high volatility and multi-year time horizons.

Paper uses referenced thermodynamic integration for Bayesian model selection in a complex COVID-19 transmission model.

problem Bayesian model selection with uncertainty and misleading metrics.
method Referenced thermodynamic integration for intractable high-dimensional distributions.
result Favourable convergence performance in model selection for COVID-19 transmission.

Financial market dynamics compared to thermodynamics.

problem Understanding the dynamics of financial markets through thermodynamic principles.
method Analogy with Szilárd information engine to derive market temperature and information extraction.
result Informed traders' gains are bounded by market temperature and information.

The paper explores how organisms and machines learn from their environment using machine learning, information theory, and thermodynamics.

problem How organisms and machines adapt to their environment.
method Machine learning, information theory, and thermodynamics approaches to understanding and modeling adaptation.
result Unified view of adaptation in organisms and machines based on principles of machine learning, information theory, and thermodynamics.

Derives fluctuation theorems and thermodynamic uncertainty relations for systems modeled as Bayes nets.

problem Entropy production in interacting systems modeled as Bayes nets.
method Derives fluctuation theorems and thermodynamic uncertainty relations for arbitrary sets and conditioned sets of systems in Bayes nets.
result Relates the entropy production of the overall system to the precisions of probability currents in individual systems.

New Holder bounds improve variational inference by flattening thermodynamic curves.

problem Improving variational inference by addressing performance gaps between theory and practice.
method Generalizing thermodynamic integration to weighted Holder mean, introducing Holder bounds.
result Holder bounds promise a one-step approximation of exact marginal log-likelihood.

We propose a new method of valuation of portfolios and their respective investing strategies. To this end we define a canonical ensemble of portfolios that allows to use the formalism thermodynamics.

2000-11-16abs ↗pdf ↗

Essay combines thermodynamics, economics, and geobiodynamics to model complex systems.

problem Understanding complex evolutionary systems in economics and geobiodynamics.
method Defines Roegenian Economy, links thermodynamics and economics, analyzes phase equilibrium, and discusses economic black holes.
result Roegenian economic systems are described as Carnot groups with phase equilibrium analysis.

Schrödinger and Onsager's ideas linked in nonequilibrium thermodynamics.

problem Linking Schrödinger's variational problem with Onsager's nonequilibrium statistical mechanics.
method Analyzing the historical context and comparing the two approaches.
result Schrödinger's ideas have not yet been fully integrated into the classical context of Onsager's work.

The paper provides a geometric framework for understanding non-equilibrium thermodynamics.

problem Unclear geometric structure of GENERIC in non-equilibrium thermodynamics.
method Cotangent lifts of dynamics, splitting into holonomic and vertical representatives, and formulation within contact geometry.
result Physical meaning and explicit formulation of the second law of thermodynamics within evolution equations.

Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.

problem Analyzing quasimorphisms on negatively curved spaces.
method Thermodynamic formalism framework, Banach isomorphism, weak Livšic cohomology.
result Establishes Central Limit Theorem and invariance principle for unbounded quasimorphisms.

TorsionNet uses reinforcement learning to efficiently generate conformers of flexible molecules.

problem Efficiently generating diverse and representative conformer sets for flexible molecules.
method Sequential conformer search technique based on reinforcement learning under the rigid rotor approximation, trained via curriculum learning.
result TorsionNet outperforms chemoinformatics methods by 4x on large branched alkanes and several orders of magnitude on biopolymer lignin.

This work develops a machine learning approach to EOS models that accounts for thermodynamic constraints and model uncertainty.

problem Developing accurate equation of state models for high energy-density experiments with inherent uncertainties.
method Physics-informed Gaussian process regression (GPR) framework to capture model uncertainty and thermodynamic constraints.
result The proposed framework reduces prediction uncertainty by incorporating thermodynamic constraints, as demonstrated for diamond carbon EOS.

Dirac structures are geometric objects that generalize both Poisson structures and presymplectic structures on manifolds. They naturally appear in the formulation of constrained mechanical systems. In this paper, we show that the evolution equa- tions for nonequilibrium thermodynamics admit an intrinsic formulation in …

2017-04-12abs ↗pdf ↗

Develops neural networks for learning physics of complex systems by enforcing thermodynamics principles.

problem Learning physics of complex systems from incomplete experimental data.
method Integrates port-metriplectic formalism with neural networks to enforce thermodynamics principles.
result Neural networks can learn physics of complex systems by parts, reducing learning burden.

Rate GENERIC extends thermodynamics principles to non-equilibrium systems.

problem Understanding non-equilibrium thermodynamics and its relation to equilibrium thermodynamics.
method Developed a geometrical framework for rate GENERIC, extending Onsager's variational principle.
result Rate GENERIC structure provides a new perspective on thermodynamics in non-equilibrium systems.

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 ↗

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic variables and their determination is reduced to the computation of the partition…

2009-03-25abs ↗pdf ↗

New method learns stochastic thermodynamics from system currents.

problem Understanding entropy production in complex dynamical systems.
method Constructs learning framework using currents and machine learning loss functions.
result Derives loss functions for thermodynamic functions directly from dynamics.

The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenom…

2015-05-03abs ↗pdf ↗