Numerical Analysis · Cross-listed from cs.LG
PRICE: A Systematic Study of LLM Adaptation Choices for Bitcoin Price Forecasting
Maryam Fakhari and Mehran Safayani
Cryptocurrency
markets exhibit extreme
volatility and non-stationary dynamics that challenge conventional forecasting methods. Although Large
Language Models (LLMs) have shown promise for time series forecasting, the combined effects of adaptation choices remain largely unexplored in financial settings. This study introduces PRICE, a structured approach for adapting LLMs to short-term Bitcoin price forecasting. Built on a 4-bit quantized LLaMA-3 8B model, PRICE investigates how fine-tuning, numerical representation, prompting, inference, and decoding jointly influence forecasting performance. PRICE integrates Parameter-efficient fine-tuning with Low-Rank Adaptation (LoRA), Recursive multi-step inference, Integer-rounded numerical representation, Context-Task-Format (CTF) prompting, and Exact zero-temperature decoding. Ablation studies show that each component contributes to forecasting accuracy and reliability. LoRA enables efficient training on limited hardware, recursive inference improves accuracy, integer-rounded values reduce errors, CTF prompting outperforms Chain-of-Thought, Implicit Chain-of-Thought (iCoT), and few-shot prompting, and zero-temperature decoding improves stability during recursive forecasting. Comparative evaluation against eight
transformer-based and time-series foundation models shows that PRICE achieves the lowest forecasting errors on both validation and test sets while maintaining robust performance across evaluation periods. Despite being based on a model primarily pretrained on text rather than time-series data, PRICE achieves competitive or superior performance relative to specialized foundation models. These findings demonstrate that adaptation choices critically determine the accuracy and robustness of LLMs for numerical time-series forecasting.
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Numerical Analysis
A simple shallow neural network for emulating the solution to singularly perturbed problems
Christos Xenophontos and Aayushman Raina
We consider (feed-forward) Neural Networks (NNs) for the emulation of the solution to singularly perturbed second order boundary value problems, with two small parameters. We describe a shallow NN which exploits available asymptotic expansions for the solution. These additive decompositions into smooth and layer components, allow for derivative estimates which are explicit in the order of differentiation as well as the singular perturbation parameter(s) \cite{melenk, Irene, SX}. Utilizing such decompositions, we propose a simple NN for emulating the solution to such problems using the $\tanh$ activation function together with different training objectives, such as residual or energy minimization. The key idea is to augment the approximation space with suitable exponential functions, similar to enriched spaces in finite element methods, e.g.~\cite{Kellogg}. Numerical examples in one and two dimensions, including a smooth non-tensor-product domain, illustrate the resulting parameter-robust behavior over the tested perturbation ranges.
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Numerical Analysis · Cross-listed from physics.plasm-ph
Revisiting kinetic electrostatic electron non-linear (KEEN) waves in the presence of dynamical ions
Rostislav-Paul Wilhelm, Philipp Krah, Kai Schneider et al. (+2 more)
We revisit the kinetic electrostatic electron nonlinear (KEEN) waves studied by Afeyan et. al in 2014 using a hybrid flow-mapping strategy that combines the characteristic mapping method (CMM) with numerical flow iteration (NuFi). The study extends the classical setup to dynamical ions, comparing their impact on the long-time KEEN dynamics with the static-ion case. To this end, we extend the CMM-NuFI framework with a multi-map strategy, assigning one map to the ion and one to the electron characteristic flow. The resulting problem exhibits a wide separation of spatial and temporal scales, driven by the fine structures generated by the ponderomotive force and by the large ion-to-electron mass ratio, which renders it computationally prohibitive for conventional grid-based methods. Our multi-map CMM-NuFI method efficiently resolves these disparate scales, enabling long-time simulations of KEEN dynamics with fully dynamical ions.
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All authors Rostislav-Paul Wilhelm, Philipp Krah, Kai Schneider, Fabio Bacchini, Virginie Grandgirard
Numerical Analysis
Frequency-explicit convergence analysis of a multiscale finite element method for highly heterogeneous scattering problems
T. Chaumont-Frelet and Z. Kassali
We analyze the numerical approximation of time-harmonic scattering by highly heterogeneous penetrable obstacles. These problems are especially challenging in the high-frequency regime, where the size of the scatterer $L$ is much larger than the wavelength, i.e., the wavenumber $k$ is such that $kL \gg 1$. Here, we further consider the situation where the scatterer contains different materials, with a characteristic size $\varepsilon$ such that $k\varepsilon \ll 1$. We propose a high-order multiscale finite element method, and provide an error analysis that is explicit in both $k$ and $\varepsilon$. Crucially, our error estimates suggest that using a high-order method should reduce the computational cost for large frequencies, which is corroborated by numerical examples.
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Numerical Analysis
Construction of trace-preserving Fortin operators
Franziska Eickmann and Tabea Tscherpel
We present a unifying framework to construct local Fortin operators for conforming mixed finite element pairs for the Stokes equations. The operators are constructed to satisfy the divergence-preservation property, local stability and approximation properties, and certain trace-preservation properties. For the latter, some of the finite element pairs require an enrichment of the velocity space. We present the construction for the $P_d-P_0$ element, the Bernardi-Raugel element, the conforming Crouzeix-Raviart element, a modified MINI element and generalised Taylor-Hood elements. Furthermore, we discuss implications of the existence of such a Fortin operator beyond inf-sup stability. These include applications to non-Newtonian fluid flow, problems with inhomogeneous Dirichlet boundary conditions, as well as uniform inf-sup stability relevant for domain approximation and moving domains.
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Numerical Analysis · Cross-listed from cs.LG
Fast Gauss Sums via Flash Attention
Nicolaj Rux and Sebastian Neumayer
Gaussian kernel sums are the computational core of maximum mean discrepancies (MMDs), kernel gradient flows, Stein variational gradient descent (SVGD), and many other kernel methods. At the same time, softmax
attention has received an extraordinary amount of hardware-aware code engineering, culminating in flash
attention. We show that Gauss kernel sums with arbitrary, signed weights can be evaluated via flash
attention: two small input augmentations turn the normalized softmax reduction into the unnormalized Gauss sum, without writing a single line of custom GPU code. For feature dimension D>8 in fp16, this approach beats compiled PyTorch code as well as PyKeOps kernels (often significantly) in speed,
memory-overhead and accuracy. Indeed, its
memory scaling remains linear.
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Numerical Analysis
Energy-Consistent Splitting and Decomposition Approaches for Coupled port-Hamiltonian ODEs
Marius Mönch, Nicole Marheineke, Andreas Bartel et al. (+2 more)
Operator splitting provides an attractive approach for the numerical integration of (coupled) port-
Hamiltonian systems, as it allows the underlying system structure to be exploited at the level of the individual subproblems. However, the choice of the decomposition is not unique and may strongly affect both the computational efficiency and the preservation of the energy behavior of the original system. In this work, we investigate this interplay systematically and introduce energy consistency as a criterion for assessing splitting methods for port-
Hamiltonian ordinary differential equations. We derive sufficient conditions under which a splitting based on a given decomposition inherits the energy behavior of the continuous system and use these conditions to analyze several decomposition strategies for coupled port-
Hamiltonian systems. In particular, we compare decompositions that preserve the structure with approaches that exploit lower-dimensional subsystem dynamics or separated time scales. The analysis is complemented by numerical experiments using Strang splitting and its multiple-time-stepping extension. A scalable electro-thermal
benchmark with fast electrical and slow thermal dynamics is employed to assess accuracy, energy behavior, and computational efficiency. The results demonstrate that preserving the port-
Hamiltonian structure of the subflows is essential for energy-consistent splitting, whereas decompositions that exploit subsystem structure or time-scale separation can provide substantial computational advantages. In particular, the time-scale decomposition yields significant efficiency gains for systems with pronounced multirate characteristics, while structure-destroying decompositions may lead to undesirable energy behavior.
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All authors Marius Mönch, Nicole Marheineke, Andreas Bartel, Kevin Schäfers, Michael Günther
Numerical Analysis · Cross-listed from math.NT
Numerical experiments on the Hardy conjecture for the Gauss circle problem
Satoshi Yamaguchi, Shoichi Fujima, Shigehiko Kuratsubo et al. (+2 more)
The classical unsolved Gauss circle problem concerns estimating the error between the number of
lattice points inside a circle and the area of the circle as its radius tends to infinity. About a century ago, Hardy proposed a
conjecture concerning this problem. In this paper, we attempt to provide numerical evidence in support of the Hardy
conjecture through large-scale numerical computations.
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All authors Satoshi Yamaguchi, Shoichi Fujima, Shigehiko Kuratsubo, Eiichi Nakai, Tsuyoshi Yoneda
Numerical Analysis
A class of high-order discontinuous-Galerkin methods satisfying infinitely many entropy conditions with provable error estimates and strong convergence for general nonlinear conservation laws
Yuanzhe Wei and Chi-Wang Shu
We propose a novel framework for deriving semi-discrete discontinuous-Galerkin (DG) methods using operator semigroups for scalar conservation laws, then apply it to construct a class of high-order OFDG-type schemes [13] satisfying infinitely many local
entropy inequalities with general E-fluxes on non-uniform meshes. Such schemes are further generalized to systems of conservation laws in any number of space dimensions by using
entropy stable numerical fluxes in the sense of [1]. Finally, we prove optimal error estimates for smooth solutions to nonlinear scalar conservation laws, and prove strong convergence for discontinuous solutions to strictly convex conservation laws via compensated compactness.
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Numerical Analysis
A Complete Resolution of Forsythe's Conjecture for Restarted Conjugate Gradients
Matthew J. Colbrook, George Stepaniants and Alex Townsend
Forsythe's
conjecture, published in 1968, asserts that for each restart length $s$, every exact-arithmetic restarted conjugate-gradient iteration on a real symmetric positive definite problem either terminates or has normalised residuals that converge separately along the even and odd restart subsequences. Apart from the classical steepest-descent case, this asymptotic question remained unresolved in full generality for nearly six decades. We give a complete classification by restart length in the original finite-dimensional setting and identify a sharp threshold. For $s=2$ and $s=3$, every problem either terminates or has convergent even and odd residual directions. For every $s\ge4$, there is a diagonal positive definite counterexample of dimension $s+4$ which never terminates and whose even residual directions do not converge. Together with Akaike's
theorem for $s=1$, this shows that the conjectured universal conclusion is true precisely for $s\in\{1,2,3\}$ and false for every $s\ge4$. The positive results follow from a degree-independent double-orthogonality identity and an analysis of the low-degree fixed-point sets. At restart length four, rational interval arithmetic and Sturm sequences certify a transverse Hopf point of the leading vector field of the rescaled squared-weight map. Analytic periodic-orbit and shadowing arguments yield the counterexample at restart length four, and degree elevation extends the construction to every larger restart length. The classification for all $s\ge2$ is also formally verified in Lean.
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