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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 Lax pairs

New method for geodesics of multivariate normals, derived from a Toda lattice.

problem Computing geodesics of multivariate normal distributions.
method Using block Cholesky decomposition and a natural Riemannian submersion, a new Toda lattice type Lax pair is derived.
result A new Toda lattice type Lax pair derived from geodesics and block Cholesky decomposition.

We introduce a novel systematic construction for integrable (3+1)-dimensional dispersionless systems using nonisospectral Lax pairs that involve contact vector fields. In particular, we present new large classes of (3+1)-dimensional integrable dispersionless systems associated to the Lax pairs which are polynomial and …

2014-01-09abs ↗pdf ↗

Nous montrons que les équations du repère mobile des surfaces de Bonnet conduisent à une paire de Lax matricielle isomonodromique d'ordre deux pour la sixième équation de Painlevé. We show that the moving frame equations of Bonnet surfaces can be extrapolated to a second order, isomonodromic matrix Lax pair of the sixt…

2016-07-05abs ↗pdf ↗

In the framework of the theory of differential coverings \cite{KV}, we discuss a general geometric construction that serves the base for the so-called Lax pairs containing differentiation with respect to the spectral parameter \cite{OS}. Such kind of objects arise, for example, when studying integrability properties of…

2014-01-03abs ↗pdf ↗

Study path geometries with constant torsion and cone structures.

problem Characterizing path geometries with nontrivial torsion.
method Introducing constant torsion, establishing correspondence with cone structures, describing in terms of integrable systems.
result Path geometries with constant torsion correspond to cone structures on homogeneous ruled surfaces.

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.

We provide a Lax pair for the surfaces of Voss and Guichard, and we show that such particular surfaces considered by Gambier are characterized by a third Painlevé function.

2018-05-26abs ↗pdf ↗

The paper explores reductions of self-dual conformal structure equations.

problem Integrating the general local form of self-dual conformal structure.
method Using Lax pair, hierarchy structure, and dressing scheme to discuss reductions.
result Constructs solutions for the SDCS equations and presents type B SDCS system.

The space-time monopole equation is obtained from a dimension reduction of the anti-self dual Yang-Mills equation on R2,2\R^{2,2}. A family of Ward equations is obtained by gauge fixing from the monopole equation. In this paper, we give an introduction and a survey of the space-time monopole equation. Included are altern…

2006-02-27abs ↗pdf ↗

We investigate multi-dimensional Hamiltonian systems associated with constant Poisson brackets of hydrodynamic type. A complete list of two- and three-component integrable Hamiltonians is obtained. All our examples possess dispersionless Lax pairs and an infinity of hydrodynamic reductions.

2007-10-10abs ↗pdf ↗

We generalize the Toda lattice hierarchy by considering N+M dependent variables. We construct roots and logarithms of the Lax operator which are uniquely defined operators with coefficients that are εε-series of differential polynomials in the dependent variables, and we use them to provide a Lax pair definition of th…

2006-04-11abs ↗pdf ↗

The paper studies a gradient system on a beta statistical manifold, proving integrability and deriving explicit expressions.

problem Investigating the geometry and integrability of a gradient system on a bivariate beta statistical manifold.
method Proving the system is Hamiltonian and admitting a Lax pair representation, deriving explicit expressions using Stirling's approximation, and identifying the Hamiltonian function.
result The gradient flow is linearizable in dual affine coordinates, and the system is completely integrable.

Introduces intrinsic Hopf-Lax semigroup linking to intrinsic slope.

problem Understanding intrinsic Hopf-Lax semigroup and its relation to intrinsic slope.
method Introduces and proves the link between intrinsic Hopf-Lax semigroup and intrinsic slope.
result Intrinsic Hopf-Lax semigroup is a subsolution of Hamilton-Jacobi type equality.

We explore the geometry of the Nahm-Schmid equations, a version of Nahm's equations in split signature. Our discussion ties up different aspects of their integrable nature: dimensional reduction from the Yang--Mills anti-self-duality equations, explicit solutions, Lax-pair formulation, conservation laws and spectral cu…

2017-11-07abs ↗pdf ↗

In this paper we show that if one writes down the structure equations for the evolution of a curve embedded in an (n)-dimensional Riemannian manifold with constant curvature this leads to a symplectic, a Hamiltonian and an hereditary operator. This gives us a natural connection between finite dimensional geometry, infi…

2003-01-20abs ↗pdf ↗

We study integrable geodesic flows on Stiefel varieties Vn,r=SO(n)/SO(nr)V_{n,r}=SO(n)/SO(n-r) given by the Euclidean, normal (standard), Manakov-type, and Einstein metrics. We also consider natural generalizations of the Neumann systems on Vn,rV_{n,r} with the above metrics and proves their integrability in the non-commutative sense b…

2010-11-08abs ↗pdf ↗

The geometric non-linear Schrodinger equation (GNLS) on the complex Grassmannian manifold M is the Hamiltonian equation for the energy functional on C(R,M) with respect to the symplectic form induced from the Kahler form on M. It has a Lax pair that is gauge equivalent to the Lax pair of the matrix non-linear Schroding…

1999-01-21abs ↗pdf ↗

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the CP1CP^1 topological sigma model and the extended Toda hierarchy. We al…

2003-06-29abs ↗pdf ↗

Some general properties of compatible Poisson brackets of hydrodynamic type are discussed, in particular: (1) an invariant differential-geometric criterion of the compatibility based on the Nijenhuis tensor; (2) the Lax pair with a spectral parameter governing compatible Poisson brackets in the diagonalizable case; (3)…

2000-05-23abs ↗pdf ↗

We define Cayley structures as a field of Cayley's ruled cubic surfaces over a four dimensional manifold and motivate their study by showing their similarity to indefinite conformal structures and their link to differential equations. In particular, for Cayley structures an extension of certain notions defined for inde…

2019-01-04abs ↗pdf ↗

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.

We review the subject of four dimensional anti-self-dual conformal structures with signature (+ + - -). Both local and global questions are discussed. Most of the material is well known in the literature and we present it in a way which underlines the connection with integrable systems. Some of the results - e.g. the L…

2006-10-09abs ↗pdf ↗

We introduce two families of soliton hierarchies: the twisted hierarchies associated to symmetric spaces. The Lax pairs of these two hierarchies are Laurent polynomials in the spectral variable. Our constructions gives a hierarchy of commuting flows for the generalized sine-Gordon equation (GSGE), which is the Gauss-Co…

2010-10-27abs ↗pdf ↗

The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…

2006-11-03abs ↗pdf ↗

Some of the most important classes of surfaces in projective 3-space are reviewed: these are isothermally asymptotic surfaces, projectively applicable surfaces, surfaces of Jonas, projectively minimal surfaces, etc. It is demonstrated that the corresponding projective "Gauss-Codazzi" equations reduce to integrable syst…

1999-03-25abs ↗pdf ↗

Study the Lax equation in infinite-dimensional Lie algebras and Lie groups.

problem Investigate the Lax equation in infinite-dimensional Lie algebras and Lie groups.
method Derived integral expansions and generalized Baker-Campbell-Hausdorff formula for Lie groups.
result Explicit representation of product integral in terms of exponential map.

The equations governing anti-self-dual and Einstein-Weyl conformal geometries can be regarded as `master dispersionless systems' in four and three dimensions respectively. Their integrability by twistor methods has been established by Penrose and Hitchin. In this note we present, in specially adapted coordinate systems…

2014-05-30abs ↗pdf ↗

We study second-order PDEs in 4D for which the conformal structure defined by the characteristic variety of the equation is half-flat (self-dual or anti-self-dual) on every solution. We prove that this requirement implies the Monge-Ampere property. Since half-flatness of the conformal structure is equivalent to the exi…

2020-02-02abs ↗pdf ↗

The Lax-Hopf formula simplifies the value function of an intertemporal optimization (infinite dimensional) problem associated with a convex transaction-cost function which depends only on the transactions (velocities) of a commodity evolution: it states that the value function is equal to the marginal fonction of a fin…

2014-01-08abs ↗pdf ↗

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}.

We give a survey of the following six closely related topics: (i) a general method for constructing a soliton hierarchy from a splitting of a loop algebra into positive and negative subalgebras, together with a sequence of commuting positive elements, (ii) a method---based on (i)---for constructing soliton hierarchies …

2010-10-27abs ↗pdf ↗