Lyapunov-sign-preserving neural time stepping
Source paper: Random attractors and almost-sure stability under discretization of a stochastic autoparametric system arXiv:2608.29149 ⓘ · analyzed Sep 1, 2026
AI-generated research hypothesis, automatically tested. Not peer-reviewed.
Idea description
Equip a stochastic neural ODE or recurrent state-space model with a step-size controller that explicitly checks whether the discrete-time Lyapunov exponent has the same sign as the continuous-time exponent estimate. If discretization changes an attracting mode into an expanding one, reduce the step size or use a higher-order or semi-implicit update rather than trusting ordinary Euler integration.
Formulas
Mathematical statement
Let $z_t$ be a neural latent state driven by random input or Wiener noise, with continuous dynamics $dz_t=f_\theta(z_t,t)dt+G_\theta(z_t,t)dW_t$, where $f_\theta$ is the drift, $G_\theta$ is the diffusion matrix, $W_t$ is Brownian motion, and $\theta$ are network parameters. Let $\Phi_h(\omega,z)$ be a one-step numerical cocycle with step size $h$ and noise realization $\omega$. For a reference invariant trajectory $z_t^\star$, define the continuous top Lyapunov exponent $\lambda=\limsup_{T\to\infty}T^{-1}\log\|D\varphi(T,\omega,z_0^\star)\|$ and the discrete exponent $\lambda_h=\limsup_{N\to\infty}(Nh)^{-1}\log\|D\Phi_h^N(\omega,z_0^\star)\|$. If the discretization has exponent error $|\lambda_h-\lambda|\le Ch^p$ for order $p$, then the stability sign is preserved whenever $h<( |\lambda|/C)^{1/p}$.
Implementation notes
Use this as the solver and safety controller for a stochastic neural ODE, latent world model, or continuous-time RNN. The network supplies $f_\theta$ and $G_\theta$; initially leave the training objective unchanged and expose the integration step $h$ as a runtime control variable. Implement Euler-Maruyama and a second, more stable update such as a semi-implicit drift step. Initialize a normalized random probe $q$. For each transition compute $z_{k+1}=\Phi_h(\omega_k,z_k)$, obtain the Jacobian-vector product $v=J_kq$ using automatic differentiation, accumulate $s\leftarrow s+\log(\|v\|+10^{-12})$, and set $q\leftarrow v/(\|v\|+10^{-12})$. Every $M$ steps compute $\widehat\lambda_h=s/(Mh)$. If the estimate is close to zero, halve $h$; if a supposedly stable mode has $\widehat\lambda_h>0$, halve $h$ or switch to the stable solver. Jacobian-vector products are computed exactly; the exponent, convergence order $p$, and constant $C$ are estimated empirically using runs at $h$, $h/2$, and $h/4$. First experiment: train a two-dimensional stochastic neural ODE on noisy damped-oscillator rollouts, compare Euler-Maruyama with the controlled solver, and sweep $h$. The prediction is that the exponent sign becomes invariant under refinement and that $|\widehat\lambda_h-\widehat\lambda_{h/2}|$ scales as $h^p$; any coarse-step sign flip should disappear after halving $h.
Verification
Mechanism evidence: Not tested
Practical benchmark: Not run
Stage 1 — Mechanism check
Verdict computed by deterministic test code from paired-seed statistics — not by the language model.
Artifacts
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