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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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48 results for Hamilton's identity

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

problem Analyzing Hamilton-Jacobi theory across different geometric backgrounds.
method Geometric review of Hamilton-Jacobi theory, focusing on Jacobi and Leibniz identities.
result Novel Hamilton-Jacobi equation for conformal Hamiltonian vector fields.

We use the exterior product of double forms to reformulate celebrated classical results of linear algebra about matrices and bilinear forms namely the Cayley-Hamilton theorem, Laplace expansion of the determinant, Newton identities and Jacobi's formula for the determinant. This new formalism is then used to naturally g…

2011-12-06abs ↗pdf ↗

We show that classical thermodynamics has a formulation in terms of Hamilton-Jacobi theory, analogous to mechanics. Even though the thermodynamic variables come in conjugate pairs such as pressure/volume or temperature/entropy, the phase space is odd-dimensional. For a system with n thermodynamic degrees of freedom it …

2007-11-27abs ↗pdf ↗

The closed string model in the background gravity field is considered as a bi-Hamiltonian system in assumption that string model is the integrable model for particular kind of the background fields. The dual nonlocal Poisson brackets(PB), depending of the background fields and of their derivatives, are obtained. The in…

2004-11-24abs ↗pdf ↗

Study of gyroscopic Chaplygin systems and magnetic flows on spheres.

problem Integrability and Hamiltonization of magnetic geodesic flows on spheres.
method Analysis of gyroscopic Chaplygin systems with magnetic forces, Hamiltonization, invariant measure existence.
result Integrable magnetic geodesic flows on spheres Sn1S^{n-1} for n>3n>3.

This paper optimizes reinsurance contracts with belief differences between insurer and reinsurer.

problem Dynamic reinsurance design with heterogeneous beliefs under mean-variance framework.
method Modeling surplus process, applying partitioned domain optimization, solving HJB system.
result Optimal reinsurance contracts with belief heterogeneity are more complex than standard contracts.

Compact Ricci solitons on surfaces have at most two cone points, and are known as Hamilton's footballs. In this note we completely describe the degenerations of these footballs as one or both of the cone angles approaches zero. In particular, we show that Hamilton's famous non-compact cigar soliton is the Gromov--Hausd…

2019-05-02abs ↗pdf ↗

We study power expansions of the characteristic function of a linear operator AA in a pqp|q-dimensional superspace VV. We show that traces of exterior powers of AA satisfy universal recurrence relations of period qq. `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. The…

2003-09-10abs ↗pdf ↗

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its own. Moreover, the construction of several symplectic integrators rely on approxim…

2015-09-01abs ↗pdf ↗

Study optimal portfolio strategy with sporadic bankruptcy for isoelastic utility.

problem Maximizing expected isoelastic utility in a stock with potential bankruptcy.
method Coupled Hamilton-Jacobi-Bellman (HJB) equations, stochastic integral approach.
result Non-myopic optimal weights for non-logarithmic utilities.

Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field theoretic version of the geometric Hamilton-Jacobi theory.

2011-04-01abs ↗pdf ↗

A few generalizations of a Poisson algebra to field theory canonically formulated in terms of the polymomentum variables are discussed. A graded Poisson bracket on differential forms and an (n+1)(n+1)-ary bracket on functions are considered. The Poisson bracket on differential forms gives rise to various generalizations o…

1997-10-08abs ↗pdf ↗

In this paper we develop a Hamilton-Jacobi theory in the setting of almost Poisson manifolds. The theory extends the classical Hamilton-Jacobi theory and can be also applied to very general situations including nonholonomic mechanical systems and time dependent systems with external forces.

2012-09-24abs ↗pdf ↗

This paper provides a geometric description for Lie--Hamilton systems on R2\mathbb{R}^2 with locally transitive Vessiot--Guldberg Lie algebras through two types of geometric models. The first one is the restriction of a class of Lie--Hamilton systems on the dual of a Lie algebra to even-dimensional symplectic leaves re…

2019-11-04abs ↗pdf ↗

Paper confirms Hamilton-Tian conjecture for specific Sasakian manifolds.

problem Hamilton-Tian conjecture for specific Sasakian manifolds.
method Sasaki-Ricci flow, compact transverse Fano Sasakian 5-manifolds, klt foliation singularities.
result Confirmed Hamilton-Tian conjecture for compact transverse Fano Sasakian 5-manifolds.

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.

We derive an interpolation version of constrained matrix Li-Yau-Hamilton estimate on Kähler manifolds. As a result, we first get a constrained matrix Li-Yau-Hamilton estimate for heat equation on a Kähler manifold with fixed Kähler metric. Secondly, we get a corresponding estimate for forward conjugate heat equation on…

2014-07-01abs ↗pdf ↗

The paper proves estimates for a specific flow on compact manifolds.

problem Proving estimates for the Ricci-Bourguignon flow.
method Hamilton-Ivey estimates for the Ricci-Bourguignon flow on compact manifolds with n=3n=3 and ρ<0ρ<0.
result Compact ancient solutions have nonnegative sectional curvature for all negative ρρ.

In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem utΔu=aulogu,  u>0 u_t-Δu=au\log u, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative (Bakry-Emery)-Ricci curvature. Here…

2010-09-03abs ↗pdf ↗

Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.

problem Understanding dynamics of controlled magnetic Hamiltonian systems with constraints.
method Defined CMH system, derived Hamilton-Jacobi equations for different constraints.
result Invariant solutions of Hamilton-Jacobi equations under CMH-equivalence.

Develops Hamilton-Jacobi theory for non-conservative field theories in k-contact geometry.

problem Analyzes non-conservative field theories, especially dissipative systems.
method Introduces evolution k-contact k-vector fields and develops two Hamilton-Jacobi theories.
result Recover ordinary contact Hamilton-Jacobi theory as k=1, and enlarges application range.