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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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8.3%16.7%25.0%33.3% · Apr 199519922001200920172026
48 results for Hamiltonian constraints

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.

Study discretizes Dirac and port-Hamiltonian systems using manifolds.

problem Discretization of Dirac and port-Hamiltonian systems.
method Retraction and discretization maps on manifolds for Dirac structures, applied to port-Hamiltonian systems.
result Numerical integrators for port-Hamiltonian systems derived from discretization techniques.

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 ↗

Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.

problem Understanding dynamics of controlled magnetic Hamiltonian systems with constraints.
method Defined CMH system, derived Hamilton-Jacobi equations for different constraints.
result Invariant solutions of Hamilton-Jacobi equations under CMH-equivalence.

Generalizes Hamiltonian theory for variational problems, applied to first order gravity.

problem Formulating Hamiltonian field theory for variational problems of general nature.
method Introduces a generalized Hamiltonian formalism without requiring a Hamiltonian section.
result Develops a novel multisymplectic Hamiltonian field theory for first order gravity.

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 ↗

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.

Simplifies neural network models by explicitly enforcing constraints in Cartesian coordinates.

problem Learning dynamics of complex systems efficiently and accurately.
method Embedding systems into Cartesian coordinates and using Lagrange multipliers to enforce constraints.
result Explicitly enforcing constraints leads to a 100x improvement in accuracy and data efficiency.

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

problem Analyzing nonholonomic constraints in Hamiltonian systems.
method Deriving distributional RCH systems, geometric constraint conditions, and Hamilton-Jacobi theorems.
result Derives precise geometric constraint conditions and Hamilton-Jacobi theorems for nonholonomic systems.

Survey of recent developments in symmetric reductions and controls for Hamiltonian systems.

problem Understanding the internal relationships of geometric structures and controls in Hamiltonian systems with symmetry.
method Survey and introduction of recent developments in controlled Hamiltonian systems with symmetry.
result Reveals the relationships between geometric structures, nonholonomic constraints, dynamical vector fields, and controls.

This paper considers systems subject to nonholonomic constraints which are not uniform on the whole configuration manifold. When the constraints change, the system undergoes a transition in order to comply with the new imposed conditions. Building on previous work on the Hamiltonian theory of impact, we tackle the prob…

2004-01-27abs ↗pdf ↗

A new GP method enforces physical constraints in probabilistic terms.

problem Unbounded model in GP regression leading to infeasible values.
method Introduces a new GP method using QHMC to enforce soft inequality and monotonicity constraints.
result Improves accuracy and reduces variance in GP model.

Consider an effective Hamiltonian torus action T×MMT\times M \to M on a topologically twisted,generalized complex manifold MM of dimension 2n2n. We prove that the rank(T)n2rank(T) \leq n-2 and that the topological twisting survives Hamiltonian reduction. We then construct a large new class of such actions satisfying $rank(T) =…

2009-04-07abs ↗pdf ↗

Although conservative Hamiltonian systems with constraints can be formulated in terms of Dirac structures, a more general framework is necessary to cover also dissipative systems such as gradient and metriplectic systems with constraints. We define Leibniz-Dirac structures which lead to a natural generalization of Dira…

2012-10-03abs ↗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.

The study finds a continuous map achieving minmax area under Legendrian constraints.

problem Finding minmax areas under Legendrian constraints in 5D Sasakian manifolds.
method Continuous conformal Legendrian map with bounded multiplicity satisfying a weak Hamiltonian Minimal Equation.
result Continuous map achieving minmax area with bounded multiplicity.

When the vacuum Einstein equations are cast in the form of hamiltonian evolution equations, the initial data lie in the cotangent bundle of the manifold MΣ of riemannian metrics on a Cauchy hypersurface Σ. As in every lagrangian field theory with symmetries, the initial data must satisfy constraints. But, unlike those …

2010-03-15abs ↗pdf ↗

Hybrid quantum algorithm tackles binary optimization problems with multiple constraints.

problem Efficiently solving binary optimization problems with multiple constraints using quantum algorithms.
method Combines QAOA with penalty dephasing and Zeno effect for non-Ising constraints.
result Significant improvement in solving practical aircraft loading problems.

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.

We present a unified approach to constrained implicit Lagrangian and Hamiltonian systems based on the introduced concept of Dirac algebroid. The latter is a certain almost Dirac structure associated with the Courant algebroid on the dual EE^\ast to a vector bundle EE. If this almost Dirac structure is integrable (Dir…

2011-01-13abs ↗pdf ↗

Defines new canonical lifts for field theories, analyzing Klein-Gordon, Polyakov string, and Einstein-Cartan gravity.

problem Analyzing natural Noether symmetries and conserved quantities in field theories.
method Defining canonical lifts to study field theories and applying Noether's theorem.
result New geometrical interpretation of Virasoro constraint in string theory.

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 ↗

Based on the theory of Poisson vertex algebras we calculate skew-symmetry conditions and Jacobi identities for a class of third-order nonlocal operators of differential-geometric type. Hamiltonian operators within this class are defined by a Monge metric and a skew-symmetric two-form satisfying a number of differential…

2018-05-02abs ↗pdf ↗

The jet bundle description of time-dependent mechanics is revisited. The constraint algorithm for singular Lagrangians is discussed and an exhaustive description of the constraint functions is given. By means of auxiliary connections we give a basis of constraint functions in the Lagrangian and Hamiltonian sides. An ad…

2001-05-10abs ↗pdf ↗

This paper introduces equivariant hamiltonian flows, a method for learning expressive densities that are invariant with respect to a known Lie-algebra of local symmetry transformations while providing an equivariant representation of the data. We provide proof of principle demonstrations of how such flows can be learnt…

2019-09-30abs ↗pdf ↗

In the present article the geometry of semi-Riemannian manifolds with nonholonomic constraints is studied. These manifolds can be considered as analogues to the sub-Riemannian manifolds, where the positively definite metric is substituted by a nondegenerate metric. To study properties of the exponential map the Christo…

2009-01-11abs ↗pdf ↗

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a Hamiltonian Monte Carlo algorithm using a continuous time Markov jump process, and ar…

2015-09-13abs ↗pdf ↗

Clean intersections of Lagrangian knots in 3D are impossible.

problem Prohibiting clean intersections of certain knots in 3D symplectic geometry.
method Symplectic field theory and algebraic constraints on augmentation varieties.
result No Hamiltonian diffeomorphism can cleanly intersect a specific type of knot's conormal bundle.

New MMM captures hierarchical marketing effects and sign restrictions.

problem Measuring effectiveness of marketing activities with hierarchical structure and sign constraints.
method Proposes a constrained maximum likelihood approach using Hamiltonian Monte Carlo algorithm.
result Demonstrates superior performance on real datasets compared to multi-stage methods.

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general ca…

2014-03-22abs ↗pdf ↗

New method improves sampling efficiency for complex distributions.

problem Sampling from distributions with high condition numbers and constraints.
method Riemannian Hamiltonian Monte Carlo with numerical integrators.
result Convergence rate is independent of condition number and polytope geometry.

First order Hamiltonian operators of differential-geometric type were introduced by Dubrovin and Novikov in 1983, and thoroughly investigated by Mokhov. In 2D, they are generated by a pair of compatible flat metrics gg and g~\tilde g which satisfy a set of additional constraints coming from the skew-symmetry condition…

2013-12-02abs ↗pdf ↗

We investigate nn-component systems of conservation laws that possess third-order Hamiltonian structures of differential-geometric type. The classification of such systems is reduced to the projective classification of linear congruences of lines in Pn+2\mathbb{P}^{n+2} satisfying additional geometric constraints. Algeb…

2017-03-17abs ↗pdf ↗

One has not any conventional energy-momentum conservation law in Lagrangian field theory, but relations involving different stress-energy-momentum tensors associated with different connections. It is not obvious how to choose the true energy-momentum tensor. This problem is solved in the framework of the multimomentum …

1995-03-22abs ↗pdf ↗

We review the geometric formulation of the second Noether's theorem in time-dependent mechanics. The commutation relations between the dynamics on the final constraint manifold and the infinitesimal generator of a symmetry are studied. We show an algorithm for determining a gauge symmetry which is closely related to th…

2005-11-07abs ↗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 ↗