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.
Paper presents a new approach to continuum mechanics using port-Hamiltonian framework.
New method combines neural networks with Monte Carlo for complex system reliability.
The paper uses a Hamiltonian method to price barrier options under Vasicek interest rate model.
New algebraic approach for approximating Hamiltonian dynamics.
Researchers present and compare different representations of dissipative Hamiltonian DAE systems.
Hamiltonian method applied to floating barrier options pricing.
A new method simplifies contact Hamiltonian mechanics.
New method uses kernel methods to approximate ground states of quantum Hamiltonians efficiently.
Proposes NSSNNs to predict nonseparable Hamiltonian systems.
Kernel methods accurately predict Hamiltonian systems from data.
Develops control and observer methods for complex systems.
Paper presents a new port-Hamiltonian model for vehicle manipulators.
This paper focuses on the port-Hamiltonian formulation of systems described by partial differential equations. Based on a variational principle we derive the equations of motion as well as the boundary conditions in the well-known Lagrangian framework. Then it is of interest to reformulate the equations of motion in a …
For Hamiltonian flows we establish the existence of periodic orbits on a sequence of level sets approaching a Bott-nondegenerate symplectic extremum of the Hamiltonian. As a consequence, we show that a charge on a compact manifold with a nondegenerate (i.e. symplectic) magnetic field has periodic orbits on a sequence o…
Symplectic GP regression models Hamiltonian systems for particle tracing.
This work extends locally conformal analysis to multi-Hamiltonian settings, providing new geometric structures and Hamiltonian dynamics.
Sprays get Hamiltonian description using Dirac structures.
New method improves performance of Hamiltonian MCMC for log Z estimation.
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…
We define partial differential (PD in the following), i.e., field theoretic analogues of Hamiltonian systems on abstract symplectic manifolds and study their main properties, namely, PD Hamilton equations, PD Noether theorem, PD Poisson bracket, etc.. Unlike in standard multisymplectic approach to Hamiltonian field the…
We consider infinite dimensional port-Hamiltonian systems. Based on a power balance relation we introduce the port-Hamiltonian system representation where we pay attention to two different scenarios, namely the non-differential operator case and the differential operator case regarding the structural mapping, the dissi…
The Hamiltonian formalism plays a central role in classical and quantum physics. Hamiltonians are the main tool for modelling the continuous time evolution of systems with conserved quantities, and they come equipped with many useful properties, like time reversibility and smooth interpolation in time. These properties…
The Lagrangian and Hamiltonian structures for an ideal gauge-charged fluid are determined. Using a Kaluza-Klein point of view, the equations of motion are obtained by Lagrangian and Poisson reductions associated to the automorphism group of a principal bundle. As a consequence of the Lagrangian approach, a Kelvin-Noeth…
Improved path integral method for financial derivatives pricing.
Unit-free approach to Jacobi geometry and Hamiltonian mechanics.
In this paper an approach is proposed to represent a class of dissipative mechanical systems by corresponding infinite-dimensional Hamiltonian systems. This approach is based upon the following structure: for any non-conservative classical mechanical system and arbitrary initial conditions, there exists a conservative …
Study Hamiltonian semisprays on Lie algebroids, extending Vaisman's work.
A new decentralized Bayesian learning method using Metropolis-adjusted Hamiltonian Monte Carlo.
We consider the geometric formulation of the Hamiltonian formalism for field theory in terms of {\em Hamiltonian connections} and {\em multisymplectic forms}. In this framework the covariant Hamilton equations for Mechanics and field theory are defined in terms of multisymplectic --forms, where is the dimens…
New method uses symmetric splitting for efficient HMC inference in large neural networks.
Develops integrators for Hamiltonian systems in Jacobi manifolds.
In this paper, we discuss the geometric integration of hamiltonian systems on Poisson manifolds, in particular, in the case, when the Poisson structure is induced by a Lie algebra, that is, it is a Lie-Poisson structure. A Hamiltonian system on a Poisson manifold is a smooth manifold equipped with a bivect…
We present a numerical approach for approximating unknown Hamiltonian systems using observation data. A distinct feature of the proposed method is that it is structure-preserving, in the sense that it enforces conservation of the reconstructed Hamiltonian. This is achieved by directly approximating the underlying unkno…
Recurrent neural networks (RNNs) have gained a great deal of attention in solving sequential learning problems. The learning of long-term dependencies, however, remains challenging due to the problem of a vanishing or exploding hidden states gradient. By exploring further the recently established connections between RN…
We consider the problem of learning an interpretable potential energy function from a Hamiltonian system's trajectories. We address this problem for classical, separable Hamiltonian systems. Our approach first constructs a neural network model of the potential and then applies an equation discovery technique to extract…
Bayesian method improves forecasting of nonseparable Hamiltonian systems with noise.
We show how to view the equations for a cohomogeneity one Ricci soliton as a Hamiltonian system with a constraint. We investigate conserved quantities and superpotentials, and use this to find some explicit formulae for Ricci solitons not of Kähler type in five dimensions.
In the case of a compact real analytic symplectic manifold M we describe an approach to the complexification of Hamiltonian flows [Se, Do1, Th1] and corresponding geodesics on the space of Kahler metrics. In this approach, motivated by recent work on quantization, the complexified Hamiltonian flows act, through the Gro…
CHMC improves HMC efficiency for multimodal distributions.
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…
Study scattering rigidity for Hamiltonian systems, proving lens rigidity for non-trapping Finsler manifolds.
HH-VAEM improves imputation and acquisition of missing data using hierarchical models and Hamiltonian Monte Carlo.
The aim of this paper is to create a large geometrical background on the dual 1-jet space J^{1*}(T,M) for a multi-time Hamiltonian approach of the electromagnetic and gravitational physical fields. Our geometric-physical construction is achieved starting only from a given quadratic Hamiltonian function of polymomenta H…
We introduce a notion of a weak Poisson structure on a manifold modeled on a locally convex space. This is done by specifying a Poisson bracket on a subalgebra $\cA \subeq C^\infty(M)$ which has to satisfy a non-degeneracy condition (the differentials of elements of $\cA$ separate tangent vectors) and we postulate …
The heat kernel for the Cauchy-Riemann subLaplacian on S(2n+1) is derived in a manner which is completely analogous to the classical derivation of elliptic heat kernels. This suggests that the classical hamiltonian construction of elliptic heat kernels, with appropriate modifications, does yield heat kernels for subell…
GIST adapts HMC by tuning parameters based on position and momentum.
Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is explicit. Global convexity of the potential is not required, and thus multimodal targ…
The static of smooth maps from the two-dimensional disc to a smooth manifold can be regarded as a simplified version of the Classical Field Theory. In this paper we construct the Tulczyjew triple for the problem and describe the Lagrangian and Hamiltonian formalism. We outline also natural generalizations of this appro…