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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.

169,181 papers · 148 categories

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48 results for Hamiltonian boundary value problems

Study of Hamiltonian boundary value problems with symplectic symmetries.

problem Bifurcations of solutions in Hamiltonian boundary value problems.
method Convenient, coordinate-free framework for separated Lagrangian boundary value problems; analysis of conformal symplectic symmetries.
result Existence of obstructions due to conformal symplectic symmetries on bifurcation behavior.

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 ↗

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.

We develop a theory of "quasi"-Hamiltonian G-spaces for which the moment map takes values in the group G itself rather than in the dual of the Lie algebra. The theory includes counterparts of Hamiltonian reductions, the Guillemin-Sternberg symplectic cross-section theorem and of convexity properties of the moment map. …

1997-07-26abs ↗pdf ↗

We develop a method for preserving pseudoholomorphic curves in contact 3-manifolds under surgery along transverse links. This makes use of a geometrically natural boundary value problem for holomorphic curves in a 3-manifold with stable Hamiltonian structure, where the boundary conditions are defined by 1-parameter fam…

2006-11-17abs ↗pdf ↗

The study finds conditions for free boundary Hamiltonian stationary discs in complex 2-space.

problem Conditions for free boundary Hamiltonian stationary Lagrangian discs in complex 2-space.
method Established conditions for weakly conformal, branched ΩΩ-free boundary Hamiltonian stationary Lagrangian immersions of discs.
result If conditions are met, a disc is a free boundary minimal immersion.

Introduces Lax-Kirchhoff moduli spaces for quivers and Lie groups.

problem Constructing moduli spaces for quivers and Lie groups.
method Introduces Lax equations and Kirchhoff conditions, constructs slices, and uses Marsden-Weinstein reduction.
result Proves M(Γ)\mathcal{M}(Γ) is a finite-dimensional smooth symplectic manifold with a Hamiltonian action of GΓG^{\partialΓ}.

Hamiltonian dynamical systems tend to have infinitely many periodic orbits. For example, for a broad class of symplectic manifolds almost all levels of a proper smooth Hamiltonian carry periodic orbits. The Hamiltonian Seifert conjecture is the existence problem for regular compact energy levels without periodic orbits…

2000-04-04abs ↗pdf ↗

This paper is a discussion of relations between some free-boundary problems and infinite dimensional Lie groups; particularly a version of Nahm's equations for the group of Hamiltonian diffeomorphisms in two dimensions.

2007-09-03abs ↗pdf ↗

Quantum algorithm solves financial option pricing using Hamiltonian simulation.

problem Efficiently solving the Black-Scholes equation for option pricing dynamics.
method Mapped Black-Scholes equation to Schrödinger equation, used efficient Hamiltonian simulation techniques.
result Quantum algorithm shows feasible approach for solving financial derivatives on a quantum computer.

Study scattering rigidity for Hamiltonian systems, proving lens rigidity for non-trapping Finsler manifolds.

problem Scattering rigidity for Hamiltonian systems on manifolds with boundary.
method Linearization of travel times, X-ray transform over Hamiltonian curves, Hamiltonian light ray transform.
result Prove semiglobal lens rigidity of non-trapping Finsler manifolds.

The space of positive Lagrangians in an almost Calabi-Yau manifold is an open set in the space of all Lagrangian submanifolds. A Hamiltonian isotopy class of positive Lagrangians admits a natural Riemannian metric ΥΥ, which gives rise to a notion of geodesics. We study geodesics of positive On(R)O_n(\mathbb{R}) invariant…

2015-01-05abs ↗pdf ↗

A normal form for edge metrics is derived under the necessary conditions that the metric be normalized and exact. The normal forms for such an edge metric are shown to be in 1-1 correspondence with representative metrics for a reduced conformal infinity on the boundary. The normal form is constructed via solution of a …

2012-07-05abs ↗pdf ↗

Researchers found a way to measure energy in black hole perturbations.

problem Lack of positive-definite and conserved energy in black hole stability.
method Dimensional reduction and construction of a positive-definite energy functional.
result Conserved Hamiltonian energy for axially symmetric perturbations of Kerr black holes.

Clarifies global structure of Stokes-Dirac structures on manifolds.

problem Global structure of Stokes-Dirac structures on manifolds with non-trivial topology.
method Clarification through consistent boundary conditions.
result Clearer understanding of Stokes-Dirac structures on manifolds.

For simple and simply-connected complex algebraic group G, we conjecture the existence of a functor eta_G from the category of 2-bordisms to the category of holomorphic symplectic varieties with Hamiltonian action, such that gluing of boundaries corresponds to the holomorphic symplectic quotient with respect to the dia…

2011-06-28abs ↗pdf ↗

Hamiltonian RNN controls hidden states gradient for long-term dependencies.

problem Challenges in learning long-term dependencies in RNNs.
method Symplectic discretization of Hamiltonian system to control gradient.
result Hamiltonian RNN outperforms other RNNs without hyperparameter optimization.

We define a class of boundary value problems on manifolds with fibered boundary. This class is in a certain sense a deformation between the classical boundary value problems and the Atiyah-Patodi-Singer problems in subspaces. The boundary conditions in this theory are taken as elements of the C^*-algebra generated by p…

2002-07-20abs ↗pdf ↗

It is shown that the new Poisson brackets proposed in Part I of this work (J. Math. Phys. 34, 5747(hep-th/9305133)) arise naturally in an extension of the formal variational calculus incorporating divergences. The linear spaces of local functionals, evolutionary vector fields, functional forms, multi-vectors and differ…

1995-01-13abs ↗pdf ↗

We consider the problem Pcurve\mathbf{P_{curve}} of minimizing 0Lξ2+κ2(s)ds\int \limits_0^L \sqrt{ξ^2 + κ^2(s)} \, {\rm d}s for a curve x\mathbf{x} on R\mathbb R with fixed boundary points and directions. Here the total length L0L\geq 0 is free, ss denotes the arclength parameter, κκ denotes the absolute curvature of $\mathbf{x}…

2013-05-26abs ↗pdf ↗

Method learns molecular Hamiltonian for accurate electron dynamics predictions.

problem Predict electron dynamics in molecules using learned Hamiltonians.
method Combines linear statistical model with quantum Liouville equation time discretization.
result Predicted electron dynamics closely matches ground truth, even beyond training data.

Study boundary value problems for elliptic operators on manifolds.

problem Characterize and analyze boundary conditions for first-order elliptic differential operators.
method Develops a new framework for elliptic boundary conditions, proving equivalence and regularity of solutions.
result Elliptic boundary conditions yield a Fredholm operator on compact manifolds.

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

problem Fixed horizon linear quadratic covariance steering in continuous time with a specific terminal cost.
method Formulates necessary conditions as a coupled matrix ODE two-point boundary value problem, designs a matricial recursive algorithm, and proves convergence.
result Proposes and proves the convergence of a matricial recursive algorithm for solving the steering problem.

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.

We prove a spectral flow formula for one-parameter families of Hamiltonian systems under homoclinic boundary conditions, which relates the spectral flow to the relative Maslov index of a pair of curves of Lagrangians induced by the stable and unstable subspaces, respectively. Finally, we deduce sufficient conditions fo…

2014-06-14abs ↗pdf ↗

Paper extends port-Hamiltonian model to include internal energy for compressible and incompressible flow.

problem Modeling fluid flow dynamics with internal energy and constraints.
method Derived port-Hamiltonian model using interconnection maps and added internal energy and constraint forces.
result Model accurately represents both compressible and incompressible fluid flow.

Study of boundary value problems in 7, 4, and 3 dimensions with G2 and holonomy structures.

problem Boundary value problems for G2 structures in 7-manifolds with prescribed 3-forms.
method General observations and detailed study of reductions to 4 and 3 dimensions by imposing symmetry.
result 3-dimensional reduction admits a dual variational formulation using the real Monge-Ampere equation.

Transforms input design for probabilistic models into optimal control of a Hamiltonian system.

problem Designing inputs for probabilistic models with intractable posterior distributions.
method Representing posterior as Hamiltonian system trajectories, solving optimal control problem.
result Parameter posterior concentrates around true parameter values.

Paper connects minimal and maximal surfaces' boundary value problems.

problem Existence and uniqueness of minimal surfaces' boundary value problems.
method One-to-one correspondence between minimal and maximal surfaces' solutions.
result One-to-one correspondence between minimal and maximal surfaces' boundary value problems.

In this paper, we study the Lagrangian F-stability and Hamiltonian F-stability of Lagrangian self-shrinkers. We prove a characterization theorem for the Hamiltonian F-stability of nn-dimensional complete Lagrangian self-shrinkers without boundary, with polynomial volume growth and with the second fundamental form sati…

2013-12-30abs ↗pdf ↗

Develops control and observer methods for complex systems.

problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.