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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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53106158211 · Jun 202019922001200920172026
48 results for unknown equations

The paper presents a method to infer unknown forcing functions in differential equations using Gaussian processes and adjoints.

problem Inferring unknown forcing functions in differential equations from noisy observations.
method Using adjoint methods to efficiently infer Gaussian process (GP) driven differential equations, with truncated basis expansions of the GP kernel.
result Efficient Bayesian inference of forcing functions modeled as GPs using adjoints, with lower computation than MCMC methods.

New method uses PINNs to solve complex PDEs with sparse measurements.

problem Joint estimation of source and parameters in advection-diffusion equations with limited data.
method Weighted adaptive approach based on neural tangent kernel of PINNs.
result Successful estimation of source function, velocity, and diffusion parameters.

Study methods to recover unknown processes in PDEs from data.

problem Identifying unknown processes in time-dependent PDEs using observational data.
method Theoretical analysis and numerical approaches including Galerkin and collocation algorithms.
result The Galerkin algorithm is more suitable for practical situations with noisy data.

Deep neural networks with memory learn reduced equations from partial data.

problem Constructing governing equations for unknown dynamical systems from limited data.
method Formulate a discrete approximation of memory integrals, use deep neural networks to incorporate history terms.
result Deep neural networks can learn reduced equations with memory from partial data.

New method solves tensor equations including parity odd and even terms in 4D.

problem Solving linear tensor equations with parity odd and even terms in 4D.
method Extending previous results, solving a 30-parameter linear tensor equation step by step.
result Explicit solution for tensor field components in terms of known components.

MAntRA combines machine learning and Bayesian methods for time-dependent reliability analysis of unknown systems.

problem Time-dependent reliability analysis of systems with unknown governing physics.
method Combines machine learning, Bayesian statistics, and stochastic integration to discover and analyze SDEs from data.
result Demonstrates the effectiveness of MAntRA on three numerical examples, indicating its potential for in-situ and heritage structure analysis.

Develops ΦΦ-DVAE for assimilating unstructured data into physical models.

problem Challenges in incorporating unstructured data into physical models.
method Physics-informed dynamical variational autoencoder (ΦΦ-DVAE) combining latent state-space model and VAE.
result Demonstrates data-efficient dynamics encoding with competitive performance and uncertainty quantification.

Let GG be a non-trivial torsion free group and tt be an unknown. In this paper we consider three equations (over GG) of arbitrary length and show that they have a solution (over GG) provided two relations among their coefficients hold. Such equations appear for all lengths greater than or equal to eight and the res…

2019-03-15abs ↗pdf ↗

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the underlying dynamics. In these settings, parametric ODE model cannot be formulated. Her…

2018-03-12abs ↗pdf ↗

Develops a neural network approach to solve inverse stochastic problems from particle observations.

problem Inference of Fokker-Planck equation coefficients from sparse particle data.
method Physics-informed neural networks (PINNs) with Kullback-Leibler divergence loss.
result Simultaneous inference of Fokker-Planck equation and multi-dimensional PDF from few particle observations.

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t)X(t) and a \emph{predictive mean-field} backward SDE (BSDE) in the unknowns Y(t),Z(t),K(t,)Y(t), Z(t), K(t,\cdot). The driver of …

2015-05-19abs ↗pdf ↗

We study non-variational degenerate elliptic equations with high order singular structures. No boundary data are imposed and singularities occur along an {\it a priori} unknown interior region. We prove that positive solutions have a universal modulus of continuity that does not depend on their infimum value. We furthe…

2013-07-08abs ↗pdf ↗

This paper presents a new algorithm, termed \emph{truncated amplitude flow} (TAF), to recover an unknown vector x\bm{x} from a system of quadratic equations of the form yi=ai,x2y_i=|\langle\bm{a}_i,\bm{x}\rangle|^2, where ai\bm{a}_i's are given random measurement vectors. This problem is known to be \emph{NP-hard} in genera…

2016-05-26abs ↗pdf ↗

Complex manifold describes solvable Pell-Abel equations with fixed degrees.

problem Understanding the space of solvable Pell-Abel equations with fixed degrees.
method Described the space of Pell-Abel equations as a complex manifold and computed its connected components.
result The space of Pell-Abel equations with fixed degrees forms a complex manifold with connected components described by an invariant.

Study continuity and Hölder estimates for solutions on Stein spaces.

problem Continuity and Hölder estimates for solutions to degenerate complex Monge-Ampère equations.
method Prove continuity up to the boundary and local Hölder estimates on the regular locus.
result Local Hölder estimates on the regular locus for solutions to degenerate complex Monge-Ampère equations.

Researchers solve an inverse problem for a semilinear elliptic equation on complex manifolds.

problem Determining an unknown function in a semilinear elliptic equation on complex manifolds.
method Analyzing higher order linearizations and interactions of Gaussian quasimode solutions.
result An unknown smooth function can be uniquely determined from the Dirichlet-to-Neumann map.

Bayesian algorithm stabilizes unknown continuous-time systems from unstable data.

problem Learning and stabilizing unknown continuous-time systems with uncertain dynamics.
method Bayesian learning algorithm that learns from unstable data to stabilize the system in finite time.
result The algorithm stabilizes unknown continuous-time stochastic linear systems effectively after a short time period.

We present effective numerical algorithms for locally recovering unknown governing differential equations from measurement data. We employ a set of standard basis functions, e.g., polynomials, to approximate the governing equation with high accuracy. Upon recasting the problem into a function approximation problem, we …

2018-09-24abs ↗pdf ↗

Bayesian framework integrates prior and data knowledge for nonlinear dynamical systems.

problem Fusing diverse prior knowledge with data for accurate model learning.
method General-purpose Bayesian inference and learning framework combining explicit and implicit prior knowledge.
result Efficient parameter marginalization and closed-form densities for online and offline inference.

We analyse the definition of quasi-local energy in GR based on a Hamiltonian analysis of the Einstein-Hilbert action initiated by Brown-York. The role of the constraint equations, in particular the Hamiltonian constraint on the timelike boundary, neglected in previous studies, is emphasized here. We argue that a consis…

2010-08-25abs ↗pdf ↗

Method learns dynamics of slow variables from stochastic data.

problem Modeling unknown multiscale stochastic systems with limited data.
method Data-driven approach to learn effective dynamics from bursts of observation data.
result Generative model accurately captures effective dynamics of slow variables.

Hyperbolic conservation laws posed on manifolds arise in many applications to geophysical flows and general relativity. Recent work by the author and his collaborators attempts to set the foundations for a study of weak solutions defined on Riemannian or Lorentzian manifolds and includes an investigation of the existen…

2007-11-02abs ↗pdf ↗

MAGI-X learns unknown dynamics from data without numerical integration.

problem Difficult to propose ODEs in closed-form for complex systems.
method MAGI-X uses neural networks within a manifold-constrained Gaussian process framework.
result MAGI-X achieves competitive accuracy in fitting and forecasting with reduced computational time.

The paper studies hyperbolic equations in a spacetime foliation, proving existence and uniqueness.

problem Existence and uniqueness of solutions for first-order linear hyperbolic systems in a double null foliation.
method Proves global existence and uniqueness for first-order linear hyperbolic systems with initial data on a past null hypersurface.
result Derives a novel algebraic constraint for tensorfields satisfying the linearized Bianchi equations.

Despite significant effort in understanding complex systems (CS), we lack a theory for modeling, inference, analysis and efficient control of time-varying complex networks (TVCNs) in uncertain environments. From brain activity dynamics to microbiome, and even chromatin interactions within the genome architecture, many …

2018-11-02abs ↗pdf ↗

RODE-Net learns ODEs from data with random parameters using neural networks and GANs.

problem Learning ODEs from data with unknown and random parameters.
method RODE-Net combines symbolic networks and GANs to estimate both the ODE and its parameters.
result RODE-Net can accurately estimate the distribution of model parameters and make reliable predictions.

Self-test loss functions improve data-driven modeling of weak-form operators and gradient flows.

problem Challenges in selecting test functions for data-driven modeling involving weak-form operators and gradient flows.
method Introducing self-test loss functions that depend on unknown parameters and are quadratic.
result Self-test loss functions conserve energy for gradient flows and coincide with log-likelihood ratios for stochastic differential equations.