arXiv research

Study cohomological equation for robotic screw motions on SE(3).

Derives equations of motion for systems with angular momentum on Finsler geometries.

We construct explicit solutions to continuous motion of discrete plane curves described by a semi-discrete potential modified KdV equation. Explicit formulas in terms the $τ$ function are presented. Bäcklund transformations of the discrete curves are also discussed. We finally consider the continuous limit of discrete …

This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of the non-analytic solution, this paper obtains the transition probability density function of the random variable that i…

New method solves discrete mKdV equation from curve motions.

New geometric transformations link discrete and continuous curve motions.

Equations for minimal surfaces from rigid motions in high dimensions.

Discover equations of motion from distorted video frames.

We construct explicit compact supersymmetric solutions with non-zero field strength, non-flat instanton and constant dilaton to the heterotic string equations in dimension five. We present a quadratic condition on the curvature which is necessary and sufficient the heterotic supersymmetry and the anomaly cancellation t…

Equations of motion for linear Hamiltonians in the real Jacobi group

New Brownian motion defined in Minkowski normed spaces.

We construct explicit compact solutions with non-zero field strength, non-flat instanton and constant dilaton to the heterotic string equations in dimensions seven and eight. We present a quadratic condition on the curvature which is necessary and sufficient the heterotic supersymmetry and the anomaly cancellation to i…

A variational principle is proposed for obtaining the Jacobi equations in systems admitting a Lagrangian description. The variational principle gives simultaneously the Lagrange equations of motion and the Jacobi variational equations for the system. The approach can be of help in finding constants of motion in the Jac…

New equations for Cosserat media motions derived from bundle automorphisms.

We derive an equation of motion for interest-rate yield curves by applying a minimum Fisher information variational approach to the implied probability density. By construction, solutions to the equation of motion recover observed bond prices. More significantly, the form of the resulting equation explains the success …

New minimal surfaces derived from helicoids.

Representations of coherent state Lie algebras on coherent state manifolds as first order differential operators are presented. The explicit expressions of the differential action of the generators of semisimple Lie groups determine for linear Hamiltonians in the generators of the groups first order differential equati…

Modeling stock price fluctuations using Brownian motion and stochastic differential equations.

Recent technological development has enabled researchers to study social phenomena scientifically in detail and financial markets has particularly attracted physicists since the Brownian motion has played the key role as in physics. In our previous report (arXiv:1703.06739; to appear in Phys. Rev. Lett.), we have prese…

The equation of a motion of curves in the projective plane is deduced. Local flows are defined in terms of polynomial differential functions. A family of local flows inducing the Kaup-Kupershmidt hierarchy is constructed. The integration of the congruence curves is discussed. Local motions defined by the traveling wave…

New method calculates geometric Brownian motion with affine drift and its integral.

Global approximation for piecewise linear paths via signatures.

Abstract: Study Hamiltonian systems on almost cosymplectic manifolds, extending contact Hamiltonian systems.

Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.

We show that the heterotic supersymmetry (Killing spinor equations) and the anomaly cancellation imply the heterotic equations of motion in dimensions five, six, seven, eight if and only if the connection on the tangent bundle is an instanton. For heterotic compactifications in dimension six this reduces the choice of …

There are several types of equation of motion of elastic wires. In this paper, we treat an equation taking account of the thickness of wire. The equation was introduced by Caflisch and Maddocks on plane curves, and they proved the existence of solutions. Koiso and Sugimoto generalized the result to any dimensional Eucl…

We study the free boundary Euler equations in two spatial dimensions. We prove that if the boundary is sufficiently regular, then solutions of the free boundary fluid motion converge to solutions of the Euler equations in a fixed domain when the coefficient of surface tension tends to infinity.

Paper introduces a modified Allen-Cahn equation for better energy equipartition.

Universal approximation for stochastic processes using Brownian motion.

Differential invariants of a (pseudo)group action can vary when restricted to invariant submanifolds (differential equations). The algebra is still governed by the Lie-Tresse theorem, but may change a lot. We describe in details the case of the motion group $O(n)\ltimes\R^n$ acting on the full (unconstraint) jet-space …

The paper studies steady motions of fibre-reinforced fluids on curved surfaces.

We construct many new invariant solutions to the Strominger system with respect to a 2-parameter family of metric connections $\nabla^{\varepsilon,ρ}$ in the anomaly cancellation equation. The ansatz $\nabla^{\varepsilon,ρ}$ is a natural extension of the canonical 1-parameter family of Hermitian connections found by Ga…

SL(N,C) is the phase space of the Poisson SU(N). We calculate explicitly the symplectic structure of SL(N,C), define an analogue of the Hamiltonian of the free motion on SU(N) and solve the corresponding equations of motion. Velocity is related to the momentum by a non-linear Legendre transformation.

Study null curves and their motion in 3D flat space-time, leading to integrable hierarchies.

Paper provides closed-form time derivatives for rigid body systems.

In this article we model a financial derivative price as an observable on the market state function. We apply geometric techniques to integrating the Heisenberg Equation of Motion. We illustrate how the non-commutative nature of the model introduces quantum interference effects that can act as either a drag or a boost …

We introduce Hermite fractional financial markets, where market uncertainties are described by multidimensional Hermite motions. Hermite markets include as particular cases financial markets driven by multivariate fractional Brownian motion and multivariate Rosenblatt motion. Conditions for no-arbitrage and market comp…

RNN operators solve Newton's equations with large timesteps for molecular dynamics.

Recently, it has been shown that Absolute Parallelism (AP) geometry admits paths that are naturally quantized. These paths have been used to describe the motion of spinning particles in a background gravitational field. In case of a weak static gravitational field limits, the paths are applied successfully to interpret…

Poisson plane and sphere --- homogeneous spaces of Poisson groups E(2) and SU(2) (resp.) --- have phase spaces (corresponding symplectic groupoids), in which a free Hamiltonian is naturally defined. We solve the equations of motion and point out some unexpected features: free motion on the plane is bounded (periodic) a…

This paper surveys options pricing under arithmetic Brownian motion and derives formulas for various types of options.

Second derivative pinching estimates are proved for a class of elliptic and parabolic equations, including motion of hypersurfaces by curvature functions such as quotients of elementary symmetric functions of curvature. The estimates imply convergence of convex hypersurfaces to spheres under these flows, improving earl…

Paper derives and applies a parallel transport equation on Lie groups.

Study of most probable paths for anisotropic Brownian motions on manifolds.

Model rough volatility using RDEs with correlated Brownian motion and fractional Brownian motion.

Derives EoM for DNNs to describe GD dynamics precisely.

Estimates on Einstein manifolds improve Brownian motion behavior and curvature limits.

We show that the Wei-Norman method applied to describe the evolution on the Siegel-Jacobi disk $\mathcal{D}^J_1=\mathcal{D}_1\times\mathbb{C}^1$, where $\mathcal{D}_1$ denotes the Siegel disk, determined by a hermitian Hamiltonian linear in the generators of the Jacobi group $G^J_1$ and Berezin's scheme using coherent …