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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.

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48 results for Lagrange problems

Discrete Lagrange problems solved with Lie group constraints.

problem Solving discrete Lagrange problems with Lie group constraints.
method Proving critical sections are solutions of unconstrained variational problems, applying Noether theory and multisymplectic forms.
result Critical sections of discrete Lagrange problems are solutions of unconstrained variational problems.

Paper derives invariantised Euler-Lagrange equations for Herglotz problems.

problem Nonconservative Herglotz variational problems.
method Invariant calculus of variations and moving frames.
result Derivation of generalised Euler-Lagrange equations and conserved quantities.

The article concerns the problem if a~given system of differential equations is identical with the Euler--Lagrange system of an~appropriate variational integral. Elementary approach is applied. The main results involve the determination of the first--order variational integrals related to the second--order Euler--Lagra…

2014-08-24abs ↗pdf ↗

Study nonholonomic systems with collisions using variational principles.

problem Variational problems on nonholonomic systems with collisions.
method Extended variational principle, introduced connection on principal bundles, applied Lagrange–Poincaré–Pontryagin reduction.
result Implicit Lagrange–d'Alembert–Pontryagin equations for nonholonomic systems with collisions.

Researchers use Gaussian processes to approximate Lagrange multipliers for Maximum-Entropy distributions.

problem Finding Lagrange multipliers for Maximum-Entropy distributions is computationally challenging.
method Employed Gaussian processes to approximate the Lagrange multipliers as a map of moments. Optimized hyperparameters by maximizing log-likelihood.
result Data-driven Maximum-Entropy closure performs well in approximating non-equilibrium distributions.

Schwarzian derivative connects to Euler-Lagrange equations in variational calculus.

problem Understanding the relationship between the Schwarzian derivative and variational equations.
method Analyzing the Schwarzian derivative as a first integral and Euler-Lagrange operator for specific variations.
result The Schwarzian derivative is both a first integral and the Euler-Lagrange operator for a certain class of variations.

If a Lagrangian defining a variational problem has order kk then its Euler-Lagrange equations generically have order 2k2k. This paper considers the case where the Euler-Lagrange equations have order strictly less than 2k2k, and shows that in such a case the Lagrangian must be a polynomial in the highest-order derivati…

2018-01-21abs ↗pdf ↗

The goal of this paper is to encode equivalently the fractional Lagrange dynamics as a nonholonomic almost Kahler geometry. We use the fractional Caputo derivative generalized for nontrivial nonlinear connections (N-connections) originally introduced in Finsler geometry, with further developments in Lagrange and Hamilt…

2010-06-29abs ↗pdf ↗

A solution for the Weinstein's Problem in the general framework of generalized Lie algebroids is the target of this paper. We present the mechanical systems called by use, mechanical (?; ?)-systems, Lagrange mechanical (?; ?)-systems or Finsler mechanical (?; ?)-systems and we develop their geometries. We obtain the ca…

2011-08-14abs ↗pdf ↗

For a system of second order differential equations we determine a nonlinear connection that is compatible with a given generalized Lagrange metric. Using this nonlinear connection, we can find the whole family of metric nonlinear connections that can be associated with a system of SODE and a generalized Lagrange struc…

2004-12-06abs ↗pdf ↗

In this paper are studied the harmonic maps between two generalized Lagrange spaces. At the same time, it is proved that the solutions of C2C^2 class of certain ODEs or PDEs are harmonic maps between certain convenient generalized Lagrange spaces.

2000-09-14abs ↗pdf ↗

Extends Newton's minimal resistance problem to Lorentz-Minkowski space.

problem Minimal resistance in Lorentz-Minkowski space.
method Derived functional energy, determined Euler-Lagrange equation, analyzed maximum principle, found separable and radial solutions.
result Obtained solutions with conical singularities at the origin and analyzed the Single Shock Condition.

Paper shows geometric frequency and Lagrange derivative equivalence for electric and fluid systems.

problem Understanding and classifying system operating conditions based on electric quantity waveform distortions.
method Demonstrates equivalence between geometric frequency and Lagrange derivative through numerical examples.
result Identifies components of Lagrange derivative that relate to geometric frequency and waveform distortions.

Dirac structures on tangent bundles provide a unified framework for Lagrange--Dirac dynamical systems.

problem Unified geometric framework for Lagrange--Dirac dynamical systems
method Introducing a Lagrange--Dirac structure on the tangent bundle
result Unified framework for nonholonomic, degenerate Lagrangian, and symmetric systems

Study variational problems for integral invariants of maps between pseudo-Riemannian manifolds.

problem Understanding variational properties of integral invariants defined from the second fundamental form.
method Derive first variational formulae for integral invariants of degree two, show Euler-Lagrange equation for Chern-Federer energy, and provide examples of submanifolds.
result The Euler-Lagrange equation of the Chern-Federer energy functional reduces to a second order PDE.

Lagrange geometry is the geometry of the tensor field defined by the fiberwise Hessian of a non degenerate Lagrangian function on the total space of a tangent bundle. Finsler geometry is the geometrically most interesting case of Lagrange geometry. In this paper we study a generalization, which consists of replacing th…

2002-12-05abs ↗pdf ↗

The paper introduces discrete Dirac structures for mechanics, simplifying dynamics.

problem Formulating discrete mechanics with constraints.
method Developed (±)(\pm)-discrete Dirac structures and induced Dirac structures.
result Discrete Lagrange--Dirac systems are equivalent to (±)(\pm)-discrete Lagrange--d'Alembert equations.

This article is concerned with the question: For which pairs of hyperbolic Euler-Lagrange systems in the plane does there exist a rank-11 Bäcklund transformation relating them? We express some obstructions to such existence in terms of the local invariants of the Euler-Lagrange systems. In addition, we discover a clas…

2019-04-04abs ↗pdf ↗

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

Study S-shaped utility maximization with VaR constraint and unobservable drift.

problem Maximizing utility with a Value at Risk (VaR) constraint and unknown drift.
method Bayesian filter, concavification principle, change of measure, semi-closed integral representation, algorithms (Lagrange, simulation, deep neural network).
result Critical wealth level determining solution feasibility and optimal solution existence.

The aim of this paper is to write explicit expression in terms of a given principal connection of the Lagrange-d'Alembert-Poincarè equations in several stages. This is obtained by using a reduced Lagrange-d'Alembert's Principle in several stages, extending methods introduced for the case of two stages by one of the aut…

2014-06-27abs ↗pdf ↗

In this paper we investigate the following question: under what conditions can a second-order homogeneous ordinary differential equation (spray) be the geodesic equation of a Finsler space. We show that the Euler-Lagrange partial differential system on the energy function can be reduced to a first order system on this …

2006-02-17abs ↗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 ↗

Variational calculus on a vector bundle E equipped with a structure of a general algebroid is developed, together with the corresponding analogs of Euler-Lagrange equations. Constrained systems are introduced in the variational and in the geometrical setting. The constrained Euler-Lagrange equations are derived for ana…

2007-12-17abs ↗pdf ↗

Generalized Lagrange-Weyl structures and compatible connections are introduced as a natural generalization of similar notions from Riemannian geometry. Exactly as in Riemannian case, the compatible connection is unique if certain symmetry conditions with respect to vertical and horizontal Christoffel symbols are impose…

2006-05-24abs ↗pdf ↗