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.
This text explains how fiber bundle structure is fundamental for classical physics.
This work generalizes Hamiltonian mechanics using closed differential forms.
Study topological quantum mechanics on orbifolds with geometric interpretation.
Paper revises power theory using classical mechanics concepts.
We formulate a class of minimal tori in S^3 in terms of classical mechanics, reveal a curious property of the Clifford torus, and note that the question of periodicity can be made more explicit in a simple way.
New theoretical approaches about forecasting stock markets are proposed. A mathematization of the stock market in terms of arithmetical relations is given, where some simple (non-differential, non-fractal) expressions are also suggested as general stock price formuli in closed forms which are able to generate a variety…
These notes grew out of a lecture course on mathematical methods of classical physics for students of mathematics and mathematical physics at the master's level. Also, physicists with a strong interest in mathematics may find this text useful as a resource complementary to existing textbooks on classical physics. Topic…
The well-known problem of classical mechanics considered by Bertrand (1857) and Darboux (1901) is reviewed in the context of Cartan's geometry.
In the framework of Galilei classical mechanics (i.e., general relativistic classical mechanics on a spacetime with absolute time) developed by Jadczyk and Modugno, we analyse systematically the relations between symmetries of the geometric objects. We show that the (holonomic) infinitesimal symmetries of the cosymplec…
The existence of the theory of `twisted cotangent bundles' (symplectic groupoids) allows to study classical mechanical systems which are generalized in the sense that their configurations form a Poisson manifold. It is natural to study from this point of view first such systems which arise in the context of some basic …
The homogeneous canonical formalism of Rund is applied to the second-order Lagrangian model of the self-interacting particle of Bopp. The quasi-classical free spinning particle of Mathisson appears then as a constrained subsystem of the previous system. Differential-geometric mechanisms offered in this work are formula…
Study on relativistic nonholonomic mechanics with time-dependent constraints.
A solution for the Weinstein's Problem in the general framework of generalized Lie algebroids is the target of this paper. We present the mechanical systems called by use, mechanical (?; ?)-systems, Lagrange mechanical (?; ?)-systems or Finsler mechanical (?; ?)-systems and we develop their geometries. We obtain the ca…
Paper connects dynamics of mechanical systems to Reeb dynamics.
The aim of the present text is twofold: to provide a compendium of Lagrangian and Hamiltonian geometries and to introduce and investigate new analytical Mechanics: Finslerian, Lagrangian and Hamiltonian. The fundamental equations (or evolution equations) of these Mechanics are derived from the variational calculus appl…
Classically time is kept fixed for infinitesimal variations in problems in mechanics. Apparently, there appears to be no mathematical justification in the literature for this standard procedure. This can be explained canonically by unveiling the intrinsic mathematical structure of time in Lagrangian mechanics. Moreover…
The Yukawa term in statistical mechanics quantifies information generation.
In this paper the notion of Tulczyjew's triples in classical mechanics is extended to classical field theories, using the so-called multisymplectic formalism, and a convenient notion of lagrangian submanifold in multisymplectic geometry. Accordingly, the dynamical equations are interpreted as the local equations defini…
Model financial markets using open quantum systems to understand market imperfections.
A new description, different by the classical theory of Hamiltonian Mechanics, in the general framework of generalized Lie algebroids is presented. In the particular case of Lie algebroids, new and important results are obtained. We present the \emph{dual mechanical systems} called by use, \emph{dual mechanical}$(ρ,η) …
In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…
We propose a new input perturbation mechanism for publishing a covariance matrix to achieve -differential privacy. Our mechanism uses a Wishart distribution to generate matrix noise. In particular, We apply this mechanism to principal component analysis. Our mechanism is able to keep the positive semi-definitene…
A new constructivist approach to modeling in economics and theory of consciousness is proposed. The state of elementary object is defined as a set of its measurable consumer properties. A proprietor's refusal or consent for the offered transaction is considered as a result of elementary economic measurement. We were al…
Quantum mechanics models for financial Black-Scholes model.
In the jet-bundle description of first-order classical field theories there are some elements, such as the lagrangian energy and the construction of the hamiltonian formalism, which require the prior choice of a connection. Bearing these facts in mind, we analyze the situation in the jet-bundle description of time-depe…
Introduces Q-structures for mechanics using advanced geometry.
Paper uses second-order differential geometry to study stochastic mechanics.
Analyzes the concept of fields in classical and quantum physics.
Estimates classical potential from stock price data using quantum mechanics.
In this paper we review the recently proposed path-integral counterpart of the Koopman-von Neumann operatorial approach to classical Hamiltonian mechanics. We identify in particular the geometrical variables entering this formulation and show that they are essentially a basis of the cotangent bundle to the tangent bund…
Local gauge freedom in relativistic quantum mechanics is derived from a measurement principle for space and time. For the Dirac equation, one obtains local U(2,2) gauge transformations acting on the spinor index of the wave functions. This local U(2,2) symmetry allows a unified description of electrodynamics and genera…
Paper generalizes Hamiltonian mechanics using line bundles.
Develops new instance-optimality concepts in differential privacy.
The abstract discusses connecting quantum mechanics and algebraic index theories.
The Gaussian mechanism is an essential building block used in multitude of differentially private data analysis algorithms. In this paper we revisit the Gaussian mechanism and show that the original analysis has several important limitations. Our analysis reveals that the variance formula for the original mechanism is …
A close relationship between the classical Hamilton-Jacobi theory and the kinematic reduction of control systems by decoupling vector fields is shown in this paper. The geometric interpretation of this relationship relies on new mathematical techniques for mechanics defined on a skew-symmetric algebroid. This geometric…
Complex geometry and symplectic geometry are mirrors in string theory. The recently developed generalised complex geometry interpolates between the two of them. On the other hand, the classical and quantum mechanics of a finite number of degrees of freedom are respectively described by a symplectic structure and a comp…
We discuss the quantization of mechanical systems for which the Hamiltonian vector fields of observables form the deformation of -dimensional oscilator algebra. Because of this fact these systems can be considered as "deformations" of the harmonic oscillator. The set of abovementioned mechanical systems are realized…
Unified framework for subsampling mechanisms with tighter privacy guarantees.
Paper bridges quantum and classical mechanics for open systems.
These notes were inspired by the course ''Quantum Field Theory from a Functional Integral Point of View'' given at the University of Zurich in Spring 2017 by Santosh Kandel. We describe Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view, where the mai…
The classical tools which ensure the completeness of vector fields and second order differential equations for mechanical systems are revisited. Possible extensions in three directions are discussed: infinite dimensional Banach and Hilbert manifolds, Finsler metrics and pseudo-Riemannian spaces, including links with so…
In several experimental reports on nonconvex optimization problems in machine learning, stochastic gradient descent (SGD) was observed to prefer minimizers with flat basins in comparison to more deterministic methods, yet there is very little rigorous understanding of this phenomenon. In fact, the lack of such work has…
An example of mechanical system whose configuration space is direct product of a curved space and the local group of rotations, is presented. The system is considered as a model of spinning particle moving in the space. The Hamiltonian formalism for this system and possible method for its quantization are discussed. It…
This paper examines allocation mechanisms in markets with transfer costs, showing how these costs affect economic efficiency.
Sturm theory applied to symplectic geometry and mechanics.
Schrödinger and Onsager's ideas linked in nonequilibrium thermodynamics.
This paper proposes an alternative to the classical price-adjustment mechanism (called "tâtonnement" after Walras) that is second-order in time. The proposed mechanism, an analogue to the damped harmonic oscillator, provides a dynamic equilibration process that depends only on local information. We show how such a proc…