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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.

168,657 papers · 148 categories

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16324763 · May 202619922001200920172026
48 results for Hamiltonian evolution

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.

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

We prove that the Kupershmidt deformation of a bi-Hamiltonian system is itself bi-Hamiltonian. Moreover, Magri hierarchies of the initial system give rise to Magri hierarchies of Kupershmidt deformations as well. Since Kupershmidt deformations are not written in evolution form, we start with an outline a geometric fram…

2008-12-29abs ↗pdf ↗

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 ↗

We develop variational integrators from discrete Hamiltonian systems with external forces.

problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.

For a scalar evolution equation ut=K(t,x,u,ux,,un),n2u_t=K(t,x,u,u_x,\ldots, u_n), n\geq 2 the cohomology spaces H1,s(R)H^{1,s}({\mathcal R}^\infty) vanishes for s3s\geq 3 while the space H1,2(R)H^{1,2}({\mathcal R}^\infty) is isomorphic to the space of variational operators. The cohomology space H1,2(R)H^{1,2}({\mathcal R}^\infty) is also shown to be …

2019-02-08abs ↗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.

Simulating the time-evolution of quantum mechanical systems is BQP-hard and expected to be one of the foremost applications of quantum computers. We consider classical algorithms for the approximation of Hamiltonian dynamics using subsampling methods from randomized numerical linear algebra. We derive a simulation tech…

2018-04-06abs ↗pdf ↗

Mackey showed that for a compact Lie group KK, the pair (K,C0(K))(K,C^{0}(K)) has a unique non-trivial irreducible covariant pair of representations. We study the relevance of this result to the unitary equivalence of quantizations for an infinite-dimensional family of K×KK\times K invariant polarizations on TKT^{\ast}K. The …

2012-11-09abs ↗pdf ↗

The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…

2005-06-15abs ↗pdf ↗

New method calculates volume-renormalized mass from Hamiltonian perspective.

problem Calculating volume-renormalized mass for asymptotically hyperbolic manifolds.
method Using Michel's mass invariants and a reduced Hamiltonian perspective, the volume-renormalized mass is deduced.
result The reduced Hamiltonian recovers the volume-renormalized mass and its variations.

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 ↗

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

Study of meromorphic connections and their spectral duals in gl3(C)\mathfrak{gl}_3(\mathbb{C}).

problem Exploring \hbar-deformed meromorphic connections and their spectral duals.
method Using apparent singularities and their dual partners as Darboux coordinates, the Hamiltonian evolutions and reductions are derived.
result Spectral duality extends to Hamiltonian evolutions, tau-functions, and Hermitian matrix models on both sides.

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…

2019-09-30abs ↗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.

This work extends locally conformal analysis to multi-Hamiltonian settings, providing new geometric structures and Hamiltonian dynamics.

problem Globalization problem in multi-Hamiltonian formalisms due to incompatibilities on chart overlaps.
method Investigation of locally conformally Nambu--Poisson and locally conformally generalized Poisson manifolds, constructing Hamiltonian-type evolution equations.
result Unified framework for classical, Nambu--Poisson, and generalized Poisson manifolds within a locally conformal context.

Canonical transformation plays a fundamental role in simplifying and solving classical Hamiltonian systems. We construct flexible and powerful canonical transformations as generative models using symplectic neural networks. The model transforms physical variables towards a latent representation with an independent harm…

2019-09-30abs ↗pdf ↗

A statistical physics model for the time evolutions of stock portfolios is proposed. In this model the time series of price changes are coded into the sequences of up and down spins. The Hamiltonian of the system is introduced and is expressed by spin-spin interactions as in spin glass models of disordered magnetic sys…

2000-11-09abs ↗pdf ↗

The local motion of a null curve in Minkowski 3-space induces an evolution equation for its Lorentz invariant curvature. Special motions are constructed whose induced evolution equations are the members of the KdV hierarchy. The null curves which move under the KdV flow without changing shape are proven to be the traje…

2009-11-23abs ↗pdf ↗

We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific …

2019-05-14abs ↗pdf ↗

SGNs use Hamiltonian mechanics for invertible deep generative modeling.

problem Efficient and exact likelihood evaluation for deep generative models.
method Symplectic structure in latent space, Hamiltonian dynamics for data generation.
result Exact likelihood evaluation without Jacobian calculations.
Quantum Financephysics.soc-ph

Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding securities and cash is taken as the basis of the Hilbert space of market states. The…

2002-03-04abs ↗pdf ↗

Paper bridges quantum and classical mechanics for open systems.

problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.

We propose a geometric approach to dynamical equations of physics, based on the idea of the Tulczyjew triple. We show the evolution of these concepts, starting with the roots lying in the variational calculus for statics, through Lagrangian and Hamiltonian mechanics, and concluding with Tulczyjew triples for classical …

2013-06-12abs ↗pdf ↗

The paper provides a geometric framework for understanding non-equilibrium thermodynamics.

problem Unclear geometric structure of GENERIC in non-equilibrium thermodynamics.
method Cotangent lifts of dynamics, splitting into holonomic and vertical representatives, and formulation within contact geometry.
result Physical meaning and explicit formulation of the second law of thermodynamics within evolution equations.

Symplectic GP regression models Hamiltonian systems for particle tracing.

problem Efficiently modeling long-term Hamiltonian flow maps for charged particles.
method Multi-output Gaussian process regression with symplectic matrix-valued covariance function.
result Symplectic methods outperform existing approaches in learning Hamiltonian functions.

We study the relation between the centro-affine geometry of star-shaped planar curves and the projective geometry of parametrized maps into $\RP^1$. We show that projectivization induces a map between differential invariants and a bi-Poisson map between Hamiltonian structures. We also show that a Hamiltonian evolution …

2008-08-26abs ↗pdf ↗

We propose a version of the non-relativistic quantum mechanics in which the pure states of a quantum system are described as sections of a Hilbert (generally infinitely-dimensional) fibre bundle over the space-time. There evolution is governed via (a kind of) a parallel transport in this bundle. Some problems concernin…

1998-03-29abs ↗pdf ↗

New method preserves unitarity for Schrödinger equation learning, reducing errors and improving time generalization.

problem Learning the evolution operator for time-dependent Schrödinger equation with varying Hamiltonians.
method Linear estimator preserving weak unitarity, with theoretical error bounds and time generalization.
result Achieves up to two orders of magnitude smaller relative errors than existing methods.

The paper connects isomonodromic and isospectral deformations for sl2(C)\mathfrak{sl}_2(\mathbb{C}) connections.

problem Connecting isomonodromic and isospectral deformations for sl2(C)\mathfrak{sl}_2(\mathbb{C}) connections.
method Explicitly constructing Lax pairs and Darboux coordinates to bridge isomonodromic and isospectral deformations.
result Explicit change of Darboux coordinates to match spectral invariants, solving an open issue.

Study chaotic dynamics in social stratification models leading to thermalization and turbulence.

problem Understanding social stratification dynamics through chaotic nonlinear systems.
method Modeling social network links with oscillators and energies, studying Hamiltonian evolution and nonlinear interactions.
result Chaotic dynamics leads to dynamical thermalization and Kolmogorov-Zakharov turbulence, with implications for wealth inequality.

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but are solutions of an ordinary differential equation (ODE); however, these network…

2019-09-06abs ↗pdf ↗

New method for studying tt-dependent Hamilton equations on cosymplectic manifolds.

problem Existence and stability of solutions of tt-dependent Hamilton equations.
method Develops a cosymplectic energy-momentum method for Hamilton equations with more types of symmetries.
result Provides a more general framework for studying tt-dependent Hamilton equations.

Study of four-dimensional Lorentzian manifolds with real Killing spinors.

problem Characterizing and understanding four-dimensional Lorentzian manifolds with Killing spinors.
method Differential geometry and topology, Killing spinor equations, flow equations.
result Proves that the evolution flow defined by a real Killing spinor preserves the Hamiltonian and momentum constraints of the Einstein equation with negative curvature.

In previous work with M.C. Fernandes, we found a Lie algebroid symmetry for the Einstein evolution equations of general relativity. The present work was motivated by the effort to explain the coisotropic structure of the constraint subset for the initial value problem by extending the notion of hamiltonian structure fr…

2018-11-27abs ↗pdf ↗