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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.

168,695 papers · 148 categories

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265177102 · May 202619922001200920172026
48 results for Hamiltonian Path

Improved path integral method for financial derivatives pricing.

problem Analytical intractability of financial derivative pricing models.
method Generalized semi-classical path integral approach to time-dependent Hamiltonians.
result Accuracy and computational efficiency of the path integral approach for derivatives pricing.

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

1996-06-18abs ↗pdf ↗

In this paper, we use Floer theory to study the Hofer length functional for paths of Hamiltonian diffeomorphisms which are sufficiently short. In particular, the length minimizing properties of a short Hamiltonian path are related to the properties and number of its periodic orbits.

2007-03-02abs ↗pdf ↗

Let (Σ, ω) be a compact Riemann surface with constant curvature c. In this work, we proved that the mean curvature flow of a given Hamiltonian diffeomorphism on Σ provides a smooth path in Ham(Σ), the group of all Hamiltonian diffeomorphisms of Σ. This result gives a proof, in the case of graph of Hamiltonian diffeomor…

2012-11-05abs ↗pdf ↗

New model for visual cortex border completion using bicycle wheel motions.

problem Understanding border completion in the visual cortex V1.
method Sub-Riemannian Hamiltonian formalism and bicycle wheel analogy.
result Analogies between visual cortex border completion and bicycle wheel motions.

We introduce here a natural functional associated to any bQH(M,ω)b \in QH_* (M, ω): \emph{spectral length functional}, on the space of "generalized paths" in Ham(M,ω) \text {Ham}(M, ω), closely related to both the Hofer length functional and spectral invariants and establish some of its properties. This functional is smooth on its…

2010-07-19abs ↗pdf ↗

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.

Study of free particle's geometry and its perturbations using complex projective structures.

problem Understanding the geometry of a free particle and its perturbations.
method Use of complex projective structures and quasiconformal geometry to study perturbations.
result Main results loosely modeled on algebraic transformation theory, foundational for geometric understanding of the exact WKB method.

This paper gives a rigorous interpretation of a Feynman path integral on a Riemannian manifold M with non-positive sectional curvature. A L2L^2 Riemannian metric GPG_P is given on the space of piecewise geodesic paths HP(M)H_P(M) adapted to the partition PP of [0,1][0,1], whence a finite-dimensional approximation of Wiener …

2012-10-12abs ↗pdf ↗

We use the criteria of Lalonde and McDuff to determine a new class of examples of length minimizing paths in the group Ham(M)Ham(M). For a compact symplectic manifold MM of dimension two or four, we show that a path in Ham(M)Ham(M), generated by an autonomous Hamiltonian and starting at the identity, which induces no non-cons…

1999-05-18abs ↗pdf ↗

Proves new inequality linking spectral numbers of Lagrangians and their reductions.

problem Understanding spectral properties of Lagrangian submanifolds.
method Develops inverse reduction inequalities for spectral numbers.
result Proof of inequality between spectral numbers of Lagrangian and its reductions.

The paper characterizes potential functions whose level sets are orbits in mechanical systems.

problem Characterizing smooth potential energy functions on the plane with specific level set properties.
method Analyzing inverse curvature flow and properties of level sets.
result Analytic or functions with totally path-disconnected critical sets must be radial, while every compact convex set is a critical set of a Levi potential.

The paper studies Hamiltonian flows for pseudo-Anosov mapping classes on surfaces.

problem Understanding the dynamics of pseudo-Anosov mapping classes on Teichmüller spaces.
method Explicit formulae for Hamiltonian flows generated by invariant functions.
result Hamiltonian flows coincide with the action of pseudo-Anosov homeomorphisms at time one.

Develops a machine learning framework for computing most probable paths in stochastic systems.

problem Computing the most probable paths in stochastic dynamical systems.
method Reformulates the boundary value problem of Hamiltonian systems and uses a neural network to solve the Euler-Lagrange equation for the Onsager-Machlup action functional.
result Demonstrates the efficacy and accuracy of the machine learning approach in computing most probable paths for stochastic systems with various types of noise.

It is shown that superpositions of path integrals with arbitrary Hamiltonians and different scaling parameters v ("variances") obey the Chapman-Kolmogorov relation for Markovian processes if and only if the corresponding smearing distributions for v have a specific functional form. Ensuing "smearing" distributions subs…

2007-12-03abs ↗pdf ↗

Topology of the Generic Hamiltonian Dynamical Systems on the Riemann Surfaces given by the real part of the generic holomorphic 1-forms, is studied. Our approach is based on the notion of Transversal Canonical Basis of Cycles (TCB). This approach allows us to present a convenient combinatorial model of the whole topolo…

2005-05-16abs ↗pdf ↗

We use techniques from functorial quantum field theory to provide a geometric description of the parity anomaly in fermionic systems coupled to background gauge and gravitational fields on odd-dimensional spacetimes. We give an explicit construction of a geometric cobordism bicategory which incorporates general backgro…

2017-09-12abs ↗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.

The SL(2)-character variety X of a closed surface M enjoys a natural complex-symplectic structure invariant under the mapping class group G of M. Using the ergodicity of G on the SU(2)-character variety, we deduce that every G-invariant meromorphic function on X is constant. The trace functions of closed curves on M de…

2003-04-21abs ↗pdf ↗

In this paper we explore the idea of looking at the Dirac quantisation conditions as \hbar-dependent constraints on the tangent bundle to phase-space. Starting from the path-integral version of classical mechanics and using the natural Poisson brackets structure present in the cotangent bundle to the tangent bundle o…

1997-03-26abs ↗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.

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.

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.

The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.

problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.

This paper studies the geometry of the group of all co-Hamiltonian diffeomorphisms of a compact cosymplectic manifold (M,ω,η)(M, ω, η). The fix-point theory for co-Hamiltonian diffeomorphisms is studied, and we use Arnold's conjecture to predict the exact minimum number of fix point that such a diffeomorphism must have (thi…

2019-12-29abs ↗pdf ↗

New integrators preserve geometric structure in Hamiltonian systems.

problem Preserving geometric structure in Hamiltonian systems on Jacobi manifolds.
method Combining Poissonization and symplectic bi-realizations to construct structure-preserving integrators.
result Explicit construction and application of Jacobi Hamiltonian integrators.