In Hamiltonian mechanics, a (continuous) symmetry leads to conserved quantity, which is a function on (extended) phase space. In Nambu mechanics, a straightforward consequence of symmetry is just a relative integral invariant, a differential form which only upon integration over a cycle provides a conserved real number…
arXiv research
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.
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A new algorithm balances exploration and exploitation in online decision-making.
In this paper an approach is proposed to represent a class of dissipative mechanical systems by corresponding infinite-dimensional Hamiltonian systems. This approach is based upon the following structure: for any non-conservative classical mechanical system and arbitrary initial conditions, there exists a conservative …
DJIA is tested whether it can be described as a mechanical system conserving total energy with K (=v*v/2) + U, where U is calculated as the negative of work done by force obtained in terms of the second derivative of price, assuming unit mass.
New framework models non-conservative stochastic processes without energy conservation constraints.
This work generalizes Hamiltonian mechanics using closed differential forms.
A new method, based on the original theory of conservation of sum of kinetic and potential energy defined for prices is proposed and applied on Dow Jones Industrials Average (DJIA). The general trends averaged over months or years gave a roughly conserved total energy, with three different potential energies, i.e. posi…
We discuss two generalizations of the inverse problem of the calculus of variations, one in which a given mechanical system can be brought into the form of Lagrangian equations with non-conservative forces of a generalized Rayleigh dissipation type, the other leading to Lagrangian equations with so-called gyroscopic fo…
Predicting absolute magnitude of fluctuations of price, even if their sign remains unknown, is important for risk analysis and for option prices. In the present work, we display our predictions about absolute magnitude of daily fluctuations of the Dow Jones Industrials Average (DJIA), utilizing the original theory of c…
The abstract explores a new wave equation linking quantum mechanics and complex adaptive systems.
Studies geometric mechanics for autonomous and nonautonomous systems.
Paper analyzes dynamics of nonholonomic systems with collisions using variational techniques.
Invariant reduction preserves Poisson structures in PDEs.
Gaussian process model learns Hamiltonian systems from noisy data.
The paper integrates dissipative and curl forces using geometric methods.
This paper deals with conservation laws for mechanical systems with nonholonomic constraints. It uses a Lagrangian formulation of nonholonomic systems and a Cartan form approach. We present what we believe to be the most general relations between symmetries and first integrals. We discuss the so-called nonholonomic Noe…
Paper compares Lagrangian reduction methods for rigid body systems.
This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to , the bundle of vertically adapted linear frames over the bundle of field configurations . Specifically, the generalized field momentum obs…
Study improves understanding and performance of FA learning rules in neural networks.
We address the problem of constructing numerical integrators for nonholonomic Lagrangian systems that enjoy appropriate discrete versions of the geometric properties of the continuous flow, including the preservation of energy. Building on previous work on time-dependent discrete mechanics, our approach is based on a d…
Unified formula for arbitrary liquidity operations in weighted AMMs
The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering process. Here, we discuss the role of a class of conservative local operators, and we s…
In this note we describe how some objects from generalized geometry appear in the qualitative analysis and numerical simulation of mechanical systems. In particular we discuss double vector bundles and Dirac structures. It turns out that those objects can be naturally associated to systems with constraints -- we recall…
Deep learning is built on the foundational guarantee that gradient descent on an objective function converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, that exhibit multiple interacting losses. The behavior of gradient-based methods in games is not well under…
An original method, assuming potential and kinetic energy for prices and conservation of their sum is developed for forecasting exchanges. Connections with power law are shown. Semiempirical applications on S&P500, DJIA, and NASDAQ predict a coming recession in them. An emerging market, Istanbul Stock Exchange index IS…
This paper presents a geometric-variational approach to continuous and discrete mechanics and field theories. Using multisymplectic geometry, we show that the existence of the fundamental geometric structures as well as their preservation along solutions can be obtained directly from the variational principle. In parti…
Paper presents a new approach to continuum mechanics using port-Hamiltonian framework.
Paper proves impossible for large language models to control hallucinations without sacrificing other properties.
As the issue of freshwater shortage is increasing daily, it is critical to take effective measures for water conservation. According to previous studies, device level consumption could lead to significant freshwater conservation. Existing water disaggregation methods focus on learning the signatures for appliances; how…
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…
We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents in payment for goods and services. We focus on conceptual foundations for this …
We are concerned with underlying connections between fluids, elasticity, isometric embedding of Riemannian manifolds, and the existence of wrinkled solutions of the associated nonlinear partial differential equations. In this paper, we develop such connections for the case of two spatial dimensions, and demonstrate tha…
Paper extends Noether's Theorem to nonholonomic systems, proving conserved momentum.
Analyzes symmetries in neural networks to predict learning dynamics.
We propose and discuss some toy models of stock markets using the same operatorial approach adopted in quantum mechanics. Our models are suggested by the discrete nature of the number of shares and of the cash which are exchanged in a real market, and by the existence of conserved quantities, like the total number of s…
Unified geometric framework for integrability of conservative and dissipative systems.
Geometrically transforms nonconservative dynamics to linearize Kepler and Manev systems.
We present an avatar of the Euler obstruction to foliated structures on certain non-metric surfaces. This adumbrates (at least for the simplest 2D-configurations) that the standard mechanism---to the effect that the devil of algebra sometimes barricades the existence of angelic geometric structures (obstruction theory …
Theoretical analysis confirms non-conservative algorithms can converge to optimal policies.
Study finds conserved quantities for two types of curves on conformal sphere.
In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. We demonstrate how the Gibbs distribution emerges in c…
Survey on conservation laws for geometric PDEs.
We formulate the variational problem for AdS gravity with Dirichlet boundary conditions and demonstrate that the covariant counterterms are necessary to make the variational problem well-posed. The holographic charges associated with asymptotic symmetries are then rederived via Noether's theorem and `covariant phase sp…
The article discusses conservation laws for polyharmonic maps and their applications.
Paper presents a reduction-based framework for conservative bandits and RL with improved lower and upper bounds.
Phase segregation, the process by which the components of a binary mixture spontaneously separate, is a key process in the evolution and design of many chemical, mechanical, and biological systems. In this work, we present a data-driven approach for the learning, modeling, and prediction of phase segregation. A direct …
Algorithm learns latent variables for thermodynamically-consistent deep neural networks.
I consider the existence and structure of conservation laws for the general class of evolutionary scalar second-order differential equations with parabolic symbol. First I calculate the linearized characteristic cohomology for such equations. This provides an auxiliary differential equation satisfied by the conservatio…