applied mathematics

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove convergence of the method we require a certain amount of noise in the system. We give a condition, essentially a lower bound on the covariance of the noise in terms of the model parameters, in order to guarantee convergence. We illustrate our results with numerical experiments to show that even in situations where the policy gradient method may not converge in the deterministic setting, the addition of noise leads to convergence.

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Brian D. Wood

An introduction to applied mathematics written for students in engineering and science. Focus is on a rigorous presentation that also builds understanding by discussion, analogy, and examples. Discussion of concepts involved in modeling physical processes is a central theme in the text. Updated with new chapter on feedforward neural networks.<br /><br />A full version (1.3) of this textbook can be <a href="https://open.oregonstate.education/app/uploads/sites/246/2023/06/Introduction_to_Advanced_Engineering_Mathematics_and_AnalysisA.pdf">downloaded here.</a><br /><a class="link-button" href="https://forms.office.com/Pages/ResponsePage.aspx?id=4QVtzl48Yk2HqExKJxPBE_Ob1FlDquBLm_7cjZkcdXpUMU9XMElGQ1Q3TFFTTUI1TzREVVU2TkZWMi4u">Adoption Form</a>

Stochastic gradient descent (SGD) admits diffusion approximations that replace the complicated randomness of stochastic gradients by Gaussian noise, providing a powerful tool for understanding its dynamics and long-time behavior. We investigate whether an analogous approximation principle holds for optimization over probability measures, where the objective is a functional defined on the Wasserstein space P2. The nonlinear geometry and infinite-dimensional nature of P2 prevent a direct extension of the classical Euclidean theory. Using Lions differentiability, we lift the problem to a linear Hilbert space, where higher-order differential calculus becomes available. We then construct a Gaussian random-field approximation whose velocity field matches the mean and covariance of the original stochastic gradient. By exploiting this moment matching through higher-order Taylor expansions, we show that the Gaussian approximation captures the SGD dynamics with second-order weak accuracy. Our result provides a rigorous foundation for replacing sample-driven randomness by analytically tractable Gaussian fluctuations in stochastic optimization over probability measures.

Implicitly defined, continuous, differentiable signal representations parameterized by neural networks have emerged as a powerful paradigm, offering many possible benefits over conventional representations. However, current network architectures for such implicit neural representations are incapable of modeling signals with fine detail, and fail to represent a signal's spatial and temporal derivatives, despite the fact that these are essential to many physical signals defined implicitly as the solution to partial differential equations. We propose to leverage periodic activation functions for implicit neural representations and demonstrate that these networks, dubbed sinusoidal representation networks or Sirens, are ideally suited for representing complex natural signals and their derivatives. We analyze Siren activation statistics to propose a principled initialization scheme and demonstrate the representation of images, wavefields, video, sound, and their derivatives. Further, we show how Sirens can be leveraged to solve challenging boundary value problems, such as particular Eikonal equations (yielding signed distance functions), the Poisson equation, and the Helmholtz and wave equations. Lastly, we combine Sirens with hypernetworks to learn priors over the space of Siren functions.

Brian D Wood

An introduction to applied mathematics written for students in engineering and science. Focus is on a rigorous presentation that also builds understanding by discussion, analogy, and examples. Discussion of concepts involved in modeling physical processes is a central theme in the text. Updated with new chapter on feedforward neural networks.

We develop a dynamical mean-field theory for nonreciprocal associative networks that store an extensive number of dynamical attractors, from limit cycles to strange attractors. Using a path integral calculation under quenched disorder, we derive self-consistent dynamical mean-field equations for pattern overlaps, autocorrelations and response functions. Memory retrieval capacity is governed by the spectral structure of the coupling matrices encoding stored patterns. When their eigenvalues are coherently aligned, retarded self-interactions and quenched noise feed back destructively: at zero eigenphase (fixed point attractors) the classical equilibrium capacity bound is recovered, while for limit cycles retrieval collapses far below it. In contrast, for uniformly distributed eigenphases, retarded self-interactions and much of the quenched noise cancels, reducing the dynamics to an effective single-spin process and amplifying capacity substantially. We validate the theory against microscopic simulations for limit-cycle and chaotic attractors, identifying eigenvalue decoherence as the mechanism enabling enhanced storage of dynamical memories.

Frank Nielsen

In this survey, we describe the fundamental differential-geometric structures of information manifolds, state the fundamental theorem of information geometry, and illustrate some use cases of these information manifolds in information sciences. The exposition is self-contained by concisely introducing the necessary concepts of differential geometry, but proofs are omitted for brevity.

We study the large-depth behavior of residual networks whose weights are correlated across layers at initialization. Our results confirm and extend a conjecture of Marion et al. [2025], according to which correlated initializations should interpolate continuously between the Brownian stochastic differential equation arising from independent initialization and the ordinary differential equation arising from perfectly correlated initialization. When the initialization is obtained from the application of a feature function to a stationary Gaussian sequence with regularly varying correlation, we prove that there exists a unique critical scaling such that the infinite-depth limit is the solution of a Young differential equation driven by a Hermite process. Hermite processes reduce to the fractional Brownian motion if the feature function generating the initialization has Hermite rank one, which is the case for the identity function, for example. We show that the critical scaling and asymptotic limit are uniquely determined by the decay of correlations together with the Hermite rank of the feature function. Consequently, the correlation structure and Hermite rank of the initialization represent meaningful hyperparameters in the asymptotic regime. By contrast, under finite-variance iid initialization, the asymptotic driver is universally Brownian up to normalization regardless of the choice of distribution. Our proofs rely on a collection of novel results establishing a robust stability theory for Young differential equations in Banach spaces.

Matrix-based optimizers have demonstrated immense potential in training Large Language Models (LLMs), however, designing an ideal optimizer remains a formidable challenge. A superior optimizer must satisfy three core desiderata: efficiency, achieving Muon-like preconditioning to accelerate optimization; stability, strictly adhering to the scale-invariance inherent in neural networks; and speed, minimizing computational overhead. While existing methods address these aspects to varying degrees, they often fail to unify them, either incurring prohibitive computational costs like Muon, or allowing radial jitters that compromise stability like RMNP. To bridge this gap, we propose Nora, an optimizer that rigorously satisfies all three requirements. Nora achieves training stability by explicitly stabilizing weight norms and angular velocities through row-wise momentum projection onto the orthogonal complement of the weights. Simultaneously, by leveraging the block-diagonal dominance of the Transformer Hessian, Nora effectively approximates structured preconditioning while maintaining an optimal computational complexity of $\mathcal{O}(mn)$. Furthermore, we prove that Nora is a scalable optimizer and establish its corresponding scaling theorems. With a streamlined implementation requiring only two lines of code, our preliminary experiments validate Nora as an efficient and highly promising optimizer for large-scale training.

We present an extension and comprehensive real-world validation of Co-Scientist, a Gemini-based multi-agent system designed to accelerate end-to-end scientific research across hypothesis generation, experimentation, and manuscript generation. Moving beyond in silico hypothesis generation, this specialized configuration transitions Co-Scientist into an execution-grounded research partner advancing closed-loop scientific workflows across materials science, biology, and computer science. In materials science, Co-Scientist interfaced with a semi-automated chemical vapor deposition reactor to design a safe precursor route for MXenes; experimental execution produced a lamellar 2D material sharing key structural similarities with the Ti3C2Tx MXene lattice, although further experiments are needed to confirm the atomic structure. Leveraging Gemini 3 Deep Think for rapid, lab-in-the-loop execution, it also tailored growth recipes to laboratory constraints in minutes, enabling single-attempt growth of monolayer MoS2, MoSe2, and WS2 semiconductors. In biology, Co-Scientist predicted emergent swarming phenotypes of engineered E. coli across inducer (IPTG) gradients from sparse imaging data, quantitatively matching unpublished wet-lab morphological measurements. In computer science, Co-Scientist autonomously discovered an inference-time scaling architecture that outperformed six frontier models on HealthBench (Hard and Professional) while reducing potential clinical harm under blinded physician evaluation. Finally, a double-blind study of end-to-end generated papers with 30 domain experts across 450 reviews demonstrates that Co-Scientist's reliability modules reduce hallucination and plagiarism while improving research safety. Together, these results demonstrate progress toward closed-loop multi-agent scientific AI systems capable of accelerating real-world scientific discovery.

Sébastien Bubeck

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural optimization and stochastic optimization. Our presentation of black-box optimization, strongly influenced by Nesterov's seminal book and Nemirovski's lecture notes, includes the analysis of cutting plane methods, as well as (accelerated) gradient descent schemes. We also pay special attention to non-Euclidean settings (relevant algorithms include Frank-Wolfe, mirror descent, and dual averaging) and discuss their relevance in machine learning. We provide a gentle introduction to structural optimization with FISTA (to optimize a sum of a smooth and a simple non-smooth term), saddle-point mirror prox (Nemirovski's alternative to Nesterov's smoothing), and a concise description of interior point methods. In stochastic optimization we discuss stochastic gradient descent, mini-batches, random coordinate descent, and sublinear algorithms. We also briefly touch upon convex relaxation of combinatorial problems and the use of randomness to round solutions, as well as random walks based methods.

Routing policies for multi-model systems are evaluated almost exclusively on task accuracy and inference cost. We argue that two properties, orthogonal to performance, determine whether routing is meaningful. First, the society of actors must be behaviourally differentiated: if all actors respond identically, routing is vacuous. Second, the routing policy must be stable: surface-form variants of a query should be assigned to the same actor. High task accuracy is compatible with violating both properties, since a router can operate over a redundant society or assign queries inconsistently, preventing specialisation regardless of performance. We adapt Hierarchic Social Entropy (HSE) to language-model societies and introduce a perturbation-based robustness metric to diagnose these failure modes. Applied to EmbedLLM and RouterBench, we find that HSE exhibits strong diminishing returns, suggesting that a curated subset of fewer than ten agents recovers most available diversity in a large pool -- a practical coreset heuristic for society design. We further find that KNN routers gain accuracy from specialist societies but collapse in robustness under perturbation, while prompted routing remains stable across all perturbation types -- illustrating that accuracy and meaningfulness can sharply diverge.

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called stochastic interpolants to bridge any two probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent density function of the interpolant is shown to satisfy a transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also construct estimators for the likelihood and the cross entropy of interpolant-based generative models, and we discuss connections with other methods such as score-based diffusion models, stochastic localization, probabilistic denoising, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schrödinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.

Inspired by the Kolmogorov-Arnold representation theorem, we propose Kolmogorov-Arnold Networks (KANs) as promising alternatives to Multi-Layer Perceptrons (MLPs). While MLPs have fixed activation functions on nodes ("neurons"), KANs have learnable activation functions on edges ("weights"). KANs have no linear weights at all -- every weight parameter is replaced by a univariate function parametrized as a spline. We show that this seemingly simple change makes KANs outperform MLPs in terms of accuracy and interpretability. For accuracy, much smaller KANs can achieve comparable or better accuracy than much larger MLPs in data fitting and PDE solving. Theoretically and empirically, KANs possess faster neural scaling laws than MLPs. For interpretability, KANs can be intuitively visualized and can easily interact with human users. Through two examples in mathematics and physics, KANs are shown to be useful collaborators helping scientists (re)discover mathematical and physical laws. In summary, KANs are promising alternatives for MLPs, opening opportunities for further improving today's deep learning models which rely heavily on MLPs.

Real-world text applications often involve composing a wide range of text control operations, such as editing the text w.r.t. an attribute, manipulating keywords and structure, and generating new text of desired properties. Prior work typically learns/finetunes a language model (LM) to perform individual or specific subsets of operations. Recent research has studied combining operations in a plug-and-play manner, often with costly search or optimization in the complex sequence space. This paper proposes a new efficient approach for composable text operations in the compact latent space of text. The low-dimensionality and differentiability of the text latent vector allow us to develop an efficient sampler based on ordinary differential equations (ODEs) given arbitrary plug-in operators (e.g., attribute classifiers). By connecting pretrained LMs (e.g., GPT2) to the latent space through efficient adaption, we then decode the sampled vectors into desired text sequences. The flexible approach permits diverse control operators (sentiment, tense, formality, keywords, etc.) acquired using any relevant data from different domains. Experiments show that composing those operators within our approach manages to generate or edit high-quality text, substantially improving over previous methods in terms of generation quality and efficiency.