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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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4997146194 · May 202619922001200920172026
48 results for Hamiltonian Mechanics

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.

In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…

2011-08-29abs ↗pdf ↗

A new description, different by the classical theory of Hamiltonian Mechanics, in the general framework of generalized Lie algebroids is presented. In the particular case of Lie algebroids, new and important results are obtained. We present the \emph{dual mechanical systems} called by use, \emph{dual mechanical}$(ρ,η) …

2011-08-25abs ↗pdf ↗

Generalizes momentum map to Courant algebroid for constrained mechanics.

problem Generalizing momentum map to new geometric structures.
method Generalized momentum section on Lie algebroid to Courant algebroid, constructed cohomological formulations.
result Identified momentum section in constrained Hamiltonian mechanics with Courant algebroid symmetry.

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

This paper extends the evolution operator to contact mechanics, linking Lagrangian and Hamiltonian formulations.

problem Translating the evolution operator to contact mechanics for mechanical systems with dissipation.
method Using the evolution operator K to connect Lagrangian and Hamiltonian formalisms in contact mechanics.
result The evolution operator provides a geometric description of evolution equations and relates constraints.

The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…

2004-04-29abs ↗pdf ↗

Develops Hamiltonian Score Matching and Generative Flows for machine learning.

problem Estimating score functions and designing generative models.
method Introduces Hamiltonian velocity predictors (HVPs) for score matching and generative flows.
result Hamiltonian Generative Flows (HGFs) rival leading generative modeling techniques.

A general, consistent and complete framework for geometrical formulation of mechanical systems is proposed, based on certain structures on affine bundles (affgebroids) that generalize Lie algebras and Lie algebroids. This scheme covers and unifies various geometrical approaches to mechanics in the Lagrangian and Hamilt…

2006-04-06abs ↗pdf ↗

We give a generalization of the Nambu mechanics based on vector Hamiltonians theory. It is shown that any divergence-free phase flow in Rn\mathbb{R}^n can be represented as a generalized Nambu mechanics with n1n-1 integral invariants. For the case when the phase flow in Rn\mathbb{R}^n has n3n-3 or less first integrals,…

2018-02-03abs ↗pdf ↗

The constraint reaction force of ideal nonholonomic constraints in time-dependent mechanics on a configuration bundle QRQ\to R is obtained. Using the vertical extension of Hamiltonian formalism to the vertical tangent bundle VQVQ of QRQ\to R, the Hamiltonian of a nonholonomic constrained system is constructed.

1998-07-13abs ↗pdf ↗

A description of time-dependent Mechanics in terms of Lagrangian submanifolds of Dirac manifolds (in particular, presymplectic and Poisson manifolds) is presented. Two new Tulczyjew triples are discussed. The first one is adapted to the restricted Hamiltonian formalism and the second one is adapted to the extended Hami…

2010-09-01abs ↗pdf ↗

The paper provides a geometric framework for understanding non-equilibrium thermodynamics.

problem Unclear geometric structure of GENERIC in non-equilibrium thermodynamics.
method Cotangent lifts of dynamics, splitting into holonomic and vertical representatives, and formulation within contact geometry.
result Physical meaning and explicit formulation of the second law of thermodynamics within evolution equations.

On the basis of Liouville theorem the generalization of the Nambu mechanics is considered. Is shown, that Poisson manifolds of n-dimensional multi-symplectic phase space have inducting by (n-1) Hamiltonian k-vector fields, each of which requires of (k)-hamiltonians.

2009-04-28abs ↗pdf ↗

The paper uses a Hamiltonian method to price barrier options under Vasicek interest rate model.

problem Option pricing under Vasicek interest rate model with time-varying interest rates.
method Splitting time to maturity into infinite steps and using quantum mechanics methods for matrix elements, derived pricing kernel and integral expression.
result Numerical results of option prices as functions of underlying asset price, floating rate, and regression rate.

We present a generalization of the Nambu mechanics on the base of Liouville's theorem. We prove that the Poisson structure of an n-dimensional multisymplectic phase space is induced by (n-1)-Hamiltonian k-vector field seach of which requires introduction of k-Hamiltonians.

2011-05-17abs ↗pdf ↗

Formulates mechanics for probability distributions on statistical manifold.

problem Formulating mechanics for probability distributions on statistical manifold.
method Information-geometric formulation of Classical Mechanics on statistical manifold, using dually-flat connection and Hilbert bundle structure.
result Provides coherent formalism for Lagrangian and Hamiltonian mechanics on statistical bundle.

Paper bridges quantum and classical mechanics for open systems.

problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.

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.

Unified geometric framework for adiabatic quantum mechanics.

problem Understanding geometric phases and exceptional points in quantum mechanics.
method Formal geometric framework for arbitrary non-degenerate Hamiltonians.
result Generalization of geometric phase to non-Hermitian Hamiltonians.

We show a constrained Hamiltonian system and a gauged sigma model have a structure of a momentum section and a Hamiltonian Lie algebroid theory recently introduced by Blohmann and Weinstein. We propose a generalization of a momentum section on a pre-multisymplectic manifold by considering gauged sigma models on a highe…

2019-05-07abs ↗pdf ↗

In some previous papers, a geometric description of Lagrangian Mechanics on Lie algebroids has been developed. In the present paper, we give a Hamiltonian description of Mechanics on Lie algebroids. In addition, we introduce the notion of a Lagrangian submanifold of a symplectic Lie algebroid and we prove that the Lagr…

2004-07-30abs ↗pdf ↗

The usual formulations of time-dependent mechanics start from a given splitting Y=R×MY=R\times M of the coordinate bundle YRY\to R. From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …

1997-02-25abs ↗pdf ↗

We develop a new geometric framework suitable for dealing with Hamiltonian field theories with dissipation. To this end we define the notions of kk-contact structure and kk-contact Hamiltonian system. This is a generalization of both the contact Hamiltonian systems in mechanics and the kk-symplectic Hamiltonian syst…

2019-05-17abs ↗pdf ↗

A natural geometric framework is proposed, based on ideas of W. M. Tulczyjew, for constructions of dynamics on general algebroids. One obtains formalisms similar to the Lagrangian and the Hamiltonian ones. In contrast with recently studied concepts of Analytical Mechanics on Lie algebroids, this approach requires much …

2005-09-27abs ↗pdf ↗

Geometrically transforms nonconservative dynamics to linearize Kepler and Manev systems.

problem Regularizing and linearizing nonconservative central force dynamics.
method Projective transformation and conformal scaling in configuration and phase spaces.
result Full linearization of Kepler and Manev dynamics in any finite dimension.

The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…

2005-06-15abs ↗pdf ↗

Gauge symmetries explain the emergence of Merton-Garman equation from Black-Scholes in finance.

problem Understanding the emergence of Merton-Garman equation from Black-Scholes in financial markets.
method Using Hamiltonian formulation and gauge symmetry to derive the Merton-Garman equation from Black-Scholes, analyzing the role of stochastic volatility.
result Gauge symmetry explains the appearance of stochastic volatility and its massivation via the Higgs mechanism.