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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 product

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 ↗

Model analyzes competitive pricing strategies in large markets of perishable products.

problem Maximizing profits in a competitive market of perishable products.
method Mean-field competition model, Hamilton-Jacobi-Bellman equation, iterative numerical algorithm.
result Properties of equilibrium pricing strategies and market dynamics.

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 ↗

Unified product Lie groups and their quotient spaces are analyzed for dynamics.

problem Analyzing dynamics over homogeneous spaces using Lie group theory.
method Reduction and extension of Lie group structures to quotient spaces, formulation of Euler-Lagrange, Hamilton, and Euler-Poincaré equations.
result Unified product Lie groups and their quotient spaces provide a framework for formulating dynamics equations.

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…

1997-03-14abs ↗pdf ↗

We prove that the restricted holonomy group of a complete smooth solution to the Ricci flow of uniformly bounded curvature cannot spontaneously contract in finite time; it follows, then, from an earlier result of Hamilton that the holonomy group is exactly preserved by the equation. In particular, a solution to the Ric…

2011-05-18abs ↗pdf ↗

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 ↗

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 ↗

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.

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 ↗

In common finance literature, Black-Scholes partial differential equation of option pricing is usually derived with no-arbitrage principle. Considering an asset market, Merton applied the Hamilton-Jacobi-Bellman techniques of his continuous-time consumption-portfolio problem, deriving general equilibrium relationships …

1998-05-10abs ↗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.

We study the four dimensional Ricci flow with the help of local invariants. If (M4,g(t))(M^4, g(t)) is a solution to the Ricci flow and xM4x \in M^4, we can associate to the point xx a one-parameter family of curves, which lie in the product of two projective lines. This allows us to reformulate the Cheeger-Gromov-Hamilton Co…

2018-01-22abs ↗pdf ↗

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.

Let (M,g) be a Riemannian manifold with an isometric action of the Lie group G. Let g_G be a left invariant metric on G. Consider the diagonal G action on the product M×GM \times G with the metric g+g_G. In this paper we calculate the formula for the metric h on the quotient space (M×G)/G(M \times G) / G; the map from g to h…

2003-03-11abs ↗pdf ↗

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.