Related papers: Path signatures of ODE solutions

We explain the algebra needed to make sense of the log signature of a path, with plenty of examples. We show how the log signature can be calculated numerically, and explain some software tools which demonstrate it.

The signature of a path, as a fundamental object in Rough path theory, serves as a generating function for non-commutative monomials on path space. It transforms the path into a grouplike element in the tensor algebra space, summarising the…

The signature is a representation of a path as an infinite sequence of its iterated integrals. Under certain assumptions, the signature characterizes the path, up to translation and reparameterization. Therefore, a crucial question of…

We introduce a crossed module of piecewise linear surfaces and study the signature homomorphism, defined as the surface holonomy of a universal translation invariant $2$-connection. This provides a transform whereby surfaces are represented…

Iterated-integral signatures and log signatures are vectors calculated from a path that characterise its shape. They come from the theory of differential equations driven by rough paths, and also have applications in statistics and machine…

We characterize the signature of piecewise continuously differentiable paths transformed by a polynomial map in terms of the signature of the original path. For this aim, we define recursively an algebra homomorphism between two shuffle…

Discrete signatures are invariants computed from time series corresponding to the discretised version of the signature of paths. We study the algebraic varieties arising from their images, the discrete signature varieties. We introduce them…

Osculating paths are sets of directed lattice paths which are not allowed to cross each other or have common edges, but are allowed to have common vertices. In this work we derive a constant term formula for the number of such lattice paths…

A path system in a graph $G$ is a collection of paths, with exactly one path between any two vertices in $G$. A path system is said to be consistent if it is intersection-closed. We show that the number of consistent path systems on $n$…

Given the set of paths through a digraph, the result of uniformly deleting some vertices and identifying others along each path is coherent in such a way as to yield the set of paths through another digraph, called a \emph{path abstraction}…

We provide a recursive classification of meander graphs, showing that each meander is identified by a unique sequence of fundamental graph-theoretic moves. This sequence is called the meander's signature. The signature not only provides a…

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

In this paper, we present an algorithm that computes the topological signature for a given periodic motion sequence. Such signature consists of a vector obtained by persistent homology which captures the topological and geometric changes of…

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

We introduce a method to estimate the size of the domain of definition of the solutions of a meromorphic vector field on a neighborhood of its pole divisor. The corresponding techniques are, in a certain sense, quantitative versions of some…

Let $P$ be a set of $n \geq 5$ points in convex position in the plane. The path graph $G(P)$ of $P$ is an abstract graph whose vertices are non-crossing spanning paths of $P$, such that two paths are adjacent if one can be obtained from the…

Given a graph $G(V, E)$ and a positive integer $k$ ($k \geq 1$), a simple path on $k$ vertices is a sequence of $k$ vertices in which no vertex appears more than once and each consecutive pair of vertices in the sequence are connected by an…

In this paper, we propose a novel set of features for offline writer identification based on the path signature approach, which provides a principled way to express information contained in a path. By extracting local pathlets from…

Dynamical systems appear in nearly every aspect of the physical world. As such, understanding the properties of dynamical systems is of great importance. Typically, a dynamical system is described by a system of ordinary differential…

Binary relations are one of the standard ways to encode, characterise and reason about graphs. Relation algebras provide equational axioms for a large fragment of the calculus of binary relations. Although relations are standard tools in…