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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.

168,657 papers · 148 categories

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14274154 · May 202619922001200920172026
48 results for Hamiltonian PDEs

In \cite{LZ2} it is proved that for certain class of perturbations of the hyperbolic equation ut=f(u)uxu_t=f(u) u_x, there exist changes of coordinate, called quasi-Miura transformations, that reduce the perturbed equations to the unperturbed one. We prove in the present paper that if in addition the perturbed equations posse…

2007-11-16abs ↗pdf ↗

We sketch out a new geometric framework to construct Hamiltonian operators for generic, non-evolutionary partial differential equations. Examples on how the formalism works are provided for the KdV equation, Camassa-Holm equation, and Kupershmidt's deformation of a bi-Hamiltonian system.

2008-12-29abs ↗pdf ↗

It is shown that the characteristic vector field associated to a first order PDE has the same form of an infinitesimal generator of an odd-symplectic transformation with contact Hamiltonian the given PDE. It is considered under which condition such PDE has a characteristic vector field commuting with a generator of an …

2002-10-04abs ↗pdf ↗

Proposes ENOs for learning PDE solutions that conserve energy.

problem Learning dynamics that obey physical laws, especially in super-resolution settings.
method Energy-consistent Neural Operators (ENOs) with a novel penalty function inspired by energy-based theory.
result ENOs outperform existing DNN models in predicting solutions from data, especially in super-resolution settings.

Veronese webs are closely related to bi-Hamiltonian systems, as was shown by Gelfand and Zakharevich. Recently a correspondence between Veronese three-dimensional webs and three-dimensional Einstein-Weyl structures of hyper-CR type was established. The latter were parametrized by Dunajski and Krynski via the solutions …

2016-02-23abs ↗pdf ↗

New machine learning methods solve complex PDEs with improved accuracy.

problem Solving fully nonlinear PDEs with convex Hamiltonian.
method Rewriting PDE in dual stochastic control form, estimating optimal feedback control with neural network, approximating value function with neural networks.
result Improved estimation of PDE solution and its derivatives, especially the second derivative.

An efficient method to construct Hamiltonian structures for nonlinear evolution equations is described. It is based on the notions of variational Schouten bracket and l*-covering. The latter serves the role of the cotangent bundle in the category of nonlinear evolution PDEs. We first consider two illustrative examples …

2003-04-17abs ↗pdf ↗

The Lagrangian representation of multi-Hamiltonian PDEs has been introduced by Y. Nutku and one of us (MVP). In this paper we focus on systems which are (at least) bi-Hamiltonian by a pair A1A_1, A2A_2, where A1A_1 is a hydrodynamic-type Hamiltonian operator. We prove that finding the Lagrangian representation is equiv…

2016-10-06abs ↗pdf ↗

Develops geometric framework for dissipative field equations.

problem Dissipative field equations and their geometric analysis.
method Canonical kk-contact manifolds, kk-contactifications, splitting results, regularity conditions, criteria for PDEs.
result Explicit Hamiltonian descriptions for various nonlinear PDEs.

The paper studies magnetic geodesic flows on 2-surfaces with integrable structures.

problem Analyzing magnetic geodesic flows on 2-surfaces with additional integrals.
method Constructing exact solutions to semi-Hamiltonian systems of PDEs using generalized hodograph method and Legendre transformation.
result Exact solutions constructed for semi-Hamiltonian systems of PDEs.

In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian evolutionary PDEs. We prove that our class of infinite dimensional Jacobi structu…

2009-10-12abs ↗pdf ↗

The Rusk-Skinner formalism was developed in order to give a geometrical unified formalism for describing mechanical systems. It incorporates all the characteristics of Lagrangian and Hamiltonian descriptions of these systems (including dynamical equations and solutions, constraints, Legendre map, evolution operators, e…

2002-12-02abs ↗pdf ↗

This paper concerns the development and application of the multisymplectic Lagrangian and Hamiltonian formalism for nonlinear partial differential equations. In this theory, solutions of a PDE are sections of a fiber bundle YY over a base manifold XX of dimension nn+$1, typically taken to be spacetime. Given a conn…

1998-07-16abs ↗pdf ↗

Neural networks solve high-dimensional HJB PDEs with asymptotic guarantees.

problem Solving high-dimensional Hamilton-Jacobi-Bellman PDEs in stochastic control theory.
method Actor-critic machine learning algorithm with a structured critic and biased gradient actor.
result The training dynamics converge to an ODE, ensuring solutions to the original problem.

Secondary Calculus formalizes PDEs using cohomology, simplifying their study.

problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.

The theory of Poisson Vertex Algebras (PVAs) is a good framework to treat Hamiltonian partial differential equations. A PVA consists of a pair (A,{λ})(\mathcal{A},\{\cdot_λ\cdot\}) of a differential algebra A\mathcal{A} and a bilinear operation called the λλ-bracket. We extend the definition to the class of algebras $\mat…

2013-12-06abs ↗pdf ↗

Study integrable geodesic flows on 2-surfaces with high-degree polynomial first integrals.

problem Integrable geodesic flows on 2-surfaces with high-degree polynomial first integrals.
method Semi-Hamiltonian systems of PDEs and generalized hodograph method.
result Construction of many local explicit and implicit integrable examples with polynomial first integrals of degrees 3, 4, 5.

We study the general structure of formal perturbative solutions to the Hamiltonian perturbations of spatially one-dimensional systems of hyperbolic PDEs. Under certain genericity assumptions it is proved that any bihamiltonian perturbation can be eliminated in all orders of the perturbative expansion by a change of coo…

2004-10-01abs ↗pdf ↗

An overview of some recent results on the geometry of partial differential equations in application to integrable systems is given. Lagrangian and Hamiltonian formalism both in the free case (on the space of infinite jets) and with constraints (on a PDE) are discussed. Analogs of tangent and cotangent bundles to a diff…

2010-01-30abs ↗pdf ↗

Study optimal investment strategies with entropy regularization in volatile markets.

problem Optimal portfolio selection under stochastic volatility with constraints.
method Entropy-regularized relaxed controls, dynamic programming, nonlinear PDEs.
result Existence of classical solutions to nonlinear HJB equation for value function.

A scalable framework optimizes multi-asset portfolios with constraints.

problem Optimizing multi-asset portfolios with inequality constraints.
method Integrates neural policies with Pontryagin's Maximum Principle, enforcing feasibility via log-barrier regularization.
result Recover KKT-optimal policies in high-dimensional problems without violating constraints.

Bayesian deep learning tackles uncertainty in high-dimensional systems.

problem Uncertainty quantification in high-dimensional stochastic partial differential equations.
method Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC) for efficient sampling of posterior distributions.
result The method efficiently handles high-dimensional problems with almost independent computational cost.

A new AI optimization method uses energy-conserving dynamics inspired by Born-Infeld theory.

problem Optimization challenges in non-convex loss functions and machine learning tasks.
method Discretization of Born-Infeld dynamics for energy-conserving Hamiltonian optimization.
result The method avoids high local minima and outperforms traditional methods in shallow valleys.

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical measure δ(EH)δ(E-H), or rather some regularization thereof, where H is the configu…

2000-02-22abs ↗pdf ↗
Dirac Torimath.DG

We consider conformal immersions f:T2R3f: T^2\rightarrow \mathbb{R}^3 with the property that H2fgR3H^2 f^*g_{\mathbb{R}^3} is a flat metric. These so called Dirac tori have the property that its Willmore energy is uniformly distributed over the surface and can be obtained using spin transformations of the plane by eigenvectors…

2014-01-29abs ↗pdf ↗

Quantum computer method for pricing lookback options with jumps.

problem Pricing lookback options with discrete monitoring and jump conditions.
method Variational Quantum Imaginary Time Evolution (VarQITE) method to solve non-Hermitian Schrodinger equation.
result Quantum algorithm can handle jump conditions in lookback options pricing.

New methods for solving hydrodynamic-type equations using quasi-rectifiable Lie algebras.

problem Solving systems of hydrodynamic-type equations.
method Introducing and analyzing quasi-rectifiable Lie algebras and vector fields.
result New methods for solving hydrodynamic-type equations.

Bayesian framework calibrates imperfect models using physics-informed priors and Hamiltonian Monte Carlo.

problem Quantifying uncertainty in imperfect computer models described by differential equations.
method Physics-informed Gaussian process priors, discrepancy function, Hamiltonian Monte Carlo, data approximations.
result Framework accurately recovers true parameters and produces accurate predictions.

We investigate the T2\mathbb{T}^2-quotient of a torsion free Spin(7)Spin(7)-structure on an 88-manifold under the assumption that the quotient 66-manifold is Kähler. We show that there exists either a Hamiltonian S1S^1 or T2\mathbb{T}^2 action on the quotient preserving the complex structure. Performing a Kähler reduction…

2020-02-09abs ↗pdf ↗

For a Hamiltonian KC2(RN×n)K \in C^2(\mathbb{R}^{N \times n}) and a map u:ΩRnRNu:Ω\subseteq \mathbb{R}^n \longrightarrow \mathbb{R}^N, we consider the supremal functional \[ \label{1} \tag{1} E_\infty (u,Ω) \ :=\ \big\|K(Du)\big\|_{L^\infty(Ω)} . \] The "Euler-Lagrange" PDE associated to \eqref{1} is the quasilinear system \[ \lab…

2012-06-26abs ↗pdf ↗

New integrable systems constructed for non-diagonal Killing tensors.

problem Constructing integrable Hamiltonian systems with quadratic momenta.
method Using Nijenhuis geometry and gl-regular Nijenhuis operators.
result Reproduces classical Stäckel construction and finds new systems for n≥3.