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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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48 results for thermodynamic properties

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.

Study geometric rigidity of surfaces in negative curvature manifolds.

problem Geometric rigidity of surfaces in negative curvature manifolds.
method Interpretation of surface space as geodesic flow and thermodynamic properties.
result Rigidity of the hyperbolic marked area spectrum.

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 ↗

A gas of NN Bogomol'nyi vortices in the Abelian Higgs model is studied on a compact Riemann surface of genus gg and area AA. The volume of the moduli space is computed and found to depend on N,gN, g and AA, but not on other details of the shape of the surface. The volume is then used to find the thermodynamic partit…

1998-07-02abs ↗pdf ↗

Unified thermodynamic approach to Transformer attention dynamics.

problem Understanding the statistical mechanics of Transformer attention.
method Constructing a Lagrangian on the information manifold to analyze attention dynamics.
result Establishes a formal correspondence between scaled dot-product attention and canonical ensemble statistics.

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.

The paper clarifies thermodynamics on non-compact symmetric spaces using Kähler geometry.

problem Formulating thermodynamics on non-compact symmetric spaces U/H\mathrm{U/H}.
method Introducing a distinction between thermodynamics of dynamical systems and Gibbs distributions, proving only Kähler spaces support Gibbs distributions, solving the temperature space problem.
result Only Kähler spaces support Gibbs distributions on non-compact symmetric spaces U/H\mathrm{U/H}.

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.

Modified Gibbs-Helmholtz equation geometric models for thermodynamics.

problem Geometric interpretation of Gibbs-Helmholtz equation in thermodynamics.
method Developed new holonomic and non-holonomic geometric models associated to Gibbs-Helmholtz equation.
result Characterized equivalence between Gibbs-Helmholtz entropy and other entropies.

By treating the financial market as a thermodynamic system, we establish a one-to-one correspondence between thermodynamic variables and economic quantities. Measured by the expected loss under the worst-case scenario, financial risk caused by model uncertainty is regarded as a result of the interaction between financi…

2019-03-30abs ↗pdf ↗

New method models aptamer libraries as Boltzmann-weighted graph ensembles for better affinity predictions.

problem Anomalous candidates in SELEX datasets obscure true aptamer-ligand affinity.
method Boltzmann graph ensemble embeddings for thermodynamically parameterized exponential-family random graphs.
result Proposed embedding enables robust community detection and subgraph-level explanations for aptamer ligand affinity.

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.

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.

Learning three data points can generate all types of periodic orbits in a neural network.

problem Can learning three data points generate all types of periodic orbits in a neural network?
method Investigated a continuous one-dimensional map with period three in a random neural network in its thermodynamic limit.
result Almost all learned periods are unstable, and each network has its own characteristic attractors.

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.

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 ↗

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.

In this work we offer a framework for reasoning about a wide class of existing objectives in machine learning. We develop a formal correspondence between this work and thermodynamics and discuss its implications.

2018-07-11abs ↗pdf ↗

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.

Machine learning improves implicit solvent models for molecular dynamics.

problem Accurate modeling of solvent effects for biological molecules is challenging.
method Leveraging machine learning and multi-scale coarse graining, ISSNet models implicit solvent potentials.
result ISSNet models outperform traditional methods in reproducing protein thermodynamics.

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.

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 ↗

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.

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.

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 ↗

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 ↗

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.

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.

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 ↗

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.

Unified framework for understanding TVO and improving model learning.

problem Improving the tightness and efficiency of variational inference bounds.
method Exponential family interpretation and equal spacing in moment parameters.
result Unified framework and improved gradient estimator for TVO.

We introduce thermodynamic response functions for singular Bayesian models.

problem Singular Bayesian models violate regular asymptotics due to non-identifiability and degenerate Fisher geometry.
method Posterior tempering induces thermodynamic response functions, linking WAIC, WBIC, and singular fluctuation.
result WAIC, WBIC, and singular fluctuation are unified within a thermodynamic response framework.