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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.

168,742 papers · 148 categories

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116233349465 · Jun 202019922001200920172026
48 results for Hamiltonian Analysis

New method combines neural networks with Monte Carlo for complex system reliability.

problem Estimating small failure probabilities in complex systems.
method Subset Simulation with Hamiltonian Neural Networks.
result High acceptance rates and computational efficiency in low-probability regions.

This work extends locally conformal analysis to multi-Hamiltonian settings, providing new geometric structures and Hamiltonian dynamics.

problem Globalization problem in multi-Hamiltonian formalisms due to incompatibilities on chart overlaps.
method Investigation of locally conformally Nambu--Poisson and locally conformally generalized Poisson manifolds, constructing Hamiltonian-type evolution equations.
result Unified framework for classical, Nambu--Poisson, and generalized Poisson manifolds within a locally conformal context.

Constructs surfaces with conical singularities using variational methods.

problem Creating Hamiltonian Stationary Surfaces with specific singularities.
method Variational methods and convergence process similar to Ginzburg-Landau analysis.
result Obtained surfaces with prescribed conical singularities related to optimal Wente constants.

We take a Hamiltonian-based perspective to generalize Nesterov's accelerated gradient descent and Polyak's heavy ball method to a broad class of momentum methods in the setting of (possibly) constrained minimization in Euclidean and non-Euclidean normed vector spaces. Our perspective leads to a generic and unifying non…

2019-06-02abs ↗pdf ↗

SGNs use Hamiltonian mechanics for invertible deep generative modeling.

problem Efficient and exact likelihood evaluation for deep generative models.
method Symplectic structure in latent space, Hamiltonian dynamics for data generation.
result Exact likelihood evaluation without Jacobian calculations.

New HMC method uses asymmetrical momentum distributions and improves performance.

problem Rigorous convergence guarantees for HMC with Gaussian momentum distributions.
method New convergence analysis for HMC with general asymmetrical momentum distributions, proposing AD-HMC.
result AD-HMC exhibits geometric convergence in Wasserstein distance under certain conditions.

Refines geometric center of mass analysis for Einstein field equations.

problem Analyzing the geometric center of mass of Willmore surfaces in initial data for Einstein field equations.
method Refined Lyapunov-Schmidt analysis to study geometric center of mass of area-constrained Willmore surfaces.
result The geometric center of mass agrees with the Hamiltonian center of mass under specific conditions.

We analyse the definition of quasi-local energy in GR based on a Hamiltonian analysis of the Einstein-Hilbert action initiated by Brown-York. The role of the constraint equations, in particular the Hamiltonian constraint on the timelike boundary, neglected in previous studies, is emphasized here. We argue that a consis…

2010-08-25abs ↗pdf ↗

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

We unify slice sampling and Hamiltonian Monte Carlo (HMC) sampling, demonstrating their connection via the Hamiltonian-Jacobi equation from Hamiltonian mechanics. This insight enables extension of HMC and slice sampling to a broader family of samplers, called Monomial Gamma Samplers (MGS). We provide a theoretical anal…

2016-02-25abs ↗pdf ↗

We discuss the concepts of energy and mass in relativity. On a finitely extended spatial region, they lead to the notion of quasilocal energy/mass for the boundary 2-surface in spacetime. A new definition was found in [27] that satisfies the positivity, rigidity, and asymptotics properties. The definition makes use of …

2012-11-06abs ↗pdf ↗

Novel method for solving ODEs on k-polysymplectic manifolds.

problem Solving ordinary differential equations on k-polysymplectic manifolds.
method k-polysymplectic energy-momentum method.
result Novel stability analysis techniques applied to Hamiltonian systems.

Geodesics of contactomorphisms on a specific manifold are characterized by Hamiltonian functions.

problem Characterizing geodesics of contactomorphisms on a manifold with a standard contact structure.
method Analyzing geodesics defined by different norms on the identity component of the group of contactomorphisms.
result The norm of a geodesic contactomorphism can be expressed in terms of the maximum of the Hamiltonian function.

In this article we study the Hofer geometry of a compact Lie group KK which acts by Hamiltonian diffeomorphisms on a symplectic manifold MM. Generalized Hofer norms on the Lie algebra of KK are introduced and analyzed with tools from group invariant convex geometry, functional and matrix analysis. Several global res…

2019-07-23abs ↗pdf ↗

New method preserves convergence rates in gradient-based optimization.

problem How to discretize gradient-based optimization systems while preserving stability and convergence rates.
method Geometric framework for dissipative symplectic integration.
result Dissipative symplectic integrators preserve rates of convergence up to a controlled error.

New methods accelerate gradient descent for convex and strongly convex functions.

problem Improving convergence rates of gradient-based optimization methods.
method Formulated two classes of first-order algorithms with Lyapunov analyses and Hamiltonian assisted gradient method.
result Achieved accelerated convergence rates matching Nesterov's methods in strongly and general convex settings.

Analyzes perturbed contact instantons with Legendrian boundary conditions using geometric analysis.

problem Analyzing nonlinear elliptic systems associated with contact Hamiltonian trajectories.
method Identifies correct action and energy functionals, develops elliptic regularity theory, and proves asymptotic convergence.
result Established CC^\infty convergence of perturbed contact instantons under finite energy hypothesis.

FA-HMC improves Bayesian federated learning with rigorous guarantees.

problem Parameter estimation and uncertainty quantification in non-iid distributed data.
method Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC) with convergence guarantees.
result FA-HMC achieves better convergence and communication efficiency than existing methods.

Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) is a momentum version of stochastic gradient descent with properly injected Gaussian noise to find a global minimum. In this paper, non-asymptotic convergence analysis of SGHMC is given in the context of non-convex optimization, where subsampling techniques are used o…

2019-03-25abs ↗pdf ↗

New method uses quantum computing to process classical data efficiently.

problem Inefficient quantum machine learning due to data loading and trainability issues.
method Linear Hamiltonian-based machine learning with ground state problems for k-local Hamiltonians.
result Demonstrated the effectiveness and scalability of the method on up to 50 qubits.

We study the ellipticity and the ``Nekhoroshev stability'' (stability properties for finite, but very long, time scales) of the Riemann ellipsoids. We provide numerical evidence that the regions of ellipticity of the ellipsoids of types II and III are larger than those found by Chandrasekhar in the 60's and that all Ri…

2000-02-01abs ↗pdf ↗

We present a classification of compact Kaehler manifolds admitting a hamiltonian 2-form (which were classified locally in part I of this work). This involves two components of independent interest. The first is the notion of a rigid hamiltonian torus action. This natural condition, for torus actions on a Kaehler manifo…

2004-01-23abs ↗pdf ↗

RHMC improves sampling polytopes defined by inequalities with barriers.

problem Sampling polytopes defined by inequalities efficiently.
method Riemannian Hamiltonian Monte Carlo (RHMC) with a hybrid of Lewis weights and logarithmic barriers.
result RHMC achieves mixing rate of ildeO(m1/3n4/3) ilde O(m^{1/3}n^{4/3}) for polytopes defined by mm inequalities in Rn\R^n.

Paper analyzes SGHMC for non-convex optimization with discontinuous gradients.

problem Training neural networks with ReLU activation.
method Non-asymptotic convergence analysis of SGHMC with discontinuous gradients.
result Explicit upper bounds for expected excess risk in non-convex optimization.

A new method uses Hamiltonian Monte Carlo for imputation and augmentation of healthcare data.

problem Missing values in clinical studies lead to biased results and loss of statistical power.
method Folded Hamiltonian Monte Carlo (F-HMC) with Bayesian inference to handle high-dimensional, small sample size datasets.
result The method enriches the quality of data in precision, accuracy, recall, F1 score, and propensity metric.

In the present work, the optimal portfolio minimizing the investment risk with cost is discussed analytically, where this objective function is constructed in terms of two negative aspects of investment, the risk and cost. We note the mathematical similarity between the Hamiltonian in the mean-variance model and the Ha…

2018-02-09abs ↗pdf ↗

This work generalizes Hamiltonian mechanics using closed differential forms.

problem Hidden invariants in classical Hamiltonian mechanics.
method Establishes a novel correspondence between generalized Hamiltonian mechanics and multisymplectic geometry.
result Key theorems linking classical and generalized Hamiltonian systems.

Defines new canonical lifts for field theories, analyzing Klein-Gordon, Polyakov string, and Einstein-Cartan gravity.

problem Analyzing natural Noether symmetries and conserved quantities in field theories.
method Defining canonical lifts to study field theories and applying Noether's theorem.
result New geometrical interpretation of Virasoro constraint in string theory.

Study investigates Hamiltonian systems in fibered almost-symplectic manifolds.

problem Existence and properties of non-vertical fully-Hamiltonian vector fields in almost symplectic manifolds with Lagrangian fibrations.
method Investigates vector fields in 2n-dimensional almost symplectic manifolds with Lagrangian fibrations, focusing on partially-Hamiltonian and fully-Hamiltonian vector fields.
result Non-vertical fully-Hamiltonian vector fields exist under certain genericity conditions and can be reduced to families of symplectic-Hamiltonian vector fields.

We introduce the problem of hidden Hamiltonian cycle recovery, where there is an unknown Hamiltonian cycle in an nn-vertex complete graph that needs to be inferred from noisy edge measurements. The measurements are independent and distributed according to $\calP_n$ for edges in the cycle and $\calQ_n$ otherwise. This …

2018-04-15abs ↗pdf ↗