arXiv research

Study on MHD equilibria on curved spaces without symmetries.

Study of MHD equilibria with orientation-reversing symmetry, showing all orbits are periodic.

Building on previous results on the quadratic helicity in magnetohydrodynamics (MHD) we investigate particular minimum helicity states. Those are eigenfunctions of the curl operator and are shown to constitute solutions of the quasi-stationary incompressible ideal MHD equations. We then show that these states have inde…

Derives a Hamiltonian model for 3D axially symmetric magnetohydrodynamics.

New method preserves MHD equations on sphere without costly matrix exponentials.

Formula derived for a magnetic line invariant.

A solution of a problem by V.I.Arnol'd about higher analog of the asymptotic Hopf invariant of divergence-free vector fields is presented. A higher invariant of magnetic fields, which is not expressed from the asymptotic linking numbers of magnetic lines is constructed and examples of an asymptotic invariants is constr…

We prove that any regular Casimir in 3D magnetohydrodynamics is a function of the magnetic helicity and cross-helicity. In other words, these two helicities are the only independent regular integral invariants of the coadjoint action of the MHD group $\text{SDiff}(M)\ltimes\mathfrak X^*(M)$, which is the semidirect pro…

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and infinite player versions of the game often admit multiple equilibria. We show that me…

Study shows randomized strategies can't be Nash equilibria in markets with transient price impact.

The study examines different types of equilibria for stopping problems in one-dimensional diffusion processes.

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due to the existence of non-Nash stationary points. By taking advantage of the differ…

For a symmetric Hamiltonian system, lower bounds for the number of relative equilibria surrounding stable and formally unstable relative equilibria on nearby energy levels are given.

Paper develops efficient algorithms for learning rationalizable equilibria in multiplayer games.

A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows for unambiguous economic interpretation. The terms "strong equilibria" and "weak …

Study global geometry of dynamical systems with entire vector fields.

New results on financial equilibria in markets with general semimartingales.

We prove a criterion for stability of relative equilibria in symmetric Hamiltonian systems at singular points of the momentum map. This generalizes a theorem of G.W. Patrick. The method of the proof is also useful in studying the bifurcation of relative equilibria.

The dynamics of an ideal fluid or plasma is constrained by topological invariants such as the circulation of (canonical) momentum or, equivalently, the flux of the vorticity or magnetic fields. In the Hamiltonian formalism, topological invariants restrict the orbits to submanifolds of the phase space. While the coadjoi…

This paper analyzes complex equilibria in a networked bivirus epidemic model.

New findings show pure strategy equilibria are more robust in a war of attrition game.

We discuss the characterization of relative equilibria of Lagrangian systems with symmetry.

Under risk, Arrow-Debreu equilibria can be implemented as Radner equilibria by continuous trading of few long-lived securities. We show that this result generically fails if there is Knightian uncertainty in the volatility. Implementation is only possible if all discounted net trades of the equilibrium allocation are m…

In this paper the possibility of computing equilibrium in pure exchange and production economies by a homotopy method is investigated. The performance of the algorithm is tested on examples with known equilibria taken from the literature on general equilibrium models and numerical results are presented. In computing eq…

The study examines Nash equilibria in utility maximization games with multiplicative performance criteria.

Study on symmetries and equilibria in Poisson manifolds, with applications to rigid body dynamics.

New method finds all Nash equilibria via vector optimization.

We obtain a formula for the number of horizontal equilibria of a planar convex body $K$ with respect to a center of mass $O$ in terms of the winding number of the evolute of $\partial K$ with respect to $O$. The formula extends to the case where $O$ lies on the evolute of $\partial K$ and a suitably modified version ho…

We present applications of the notion of isomorphic vector fields to the study of nonlinear stability of relative equilibria. Isomorphic vector fields were introduced by Hepworth [Theory Appl. Categ. 22 (2009), 542-587] in his study of vector fields on differentiable stacks. Here we argue in favor of the usefulness of …

Study optimal stopping times for multi-dimensional processes with non-exponential discounting.

We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk in networks of financial institutions interconnected by mutual obligations and is…

Inhomogeneous plasmas filaments instabilities are investigated by using the techniques of classical differential geometry of curves where Frenet torsion and curvature describe completely the motion of curves. In our case the Frenet frame changes in time and also depends upon the other coordinates taking into account th…

New approach tackles non-stationary multi-agent games with black-box methods.

We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.

This work finds mixed equilibria in zero-sum games using interacting particle dynamics.

Given a multifunction from $X$ to the $k-$fold symmetric product $Sym_k(X)$, we use the Dold-Thom Theorem to establish a homological selection Theorem. This is used to establish existence of Nash equilibria. Cost functions in problems concerning the existence of Nash Equilibria are traditionally multilinear in the mixe…

Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal constraints.We deal with random endowment density streams which admit jumps and g…

In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A continuous-action graphical game can possibly have an uncountable set of Nash euqilibria. We p…

Study explores optimal strategies in games with multiple players and mean-field interactions.

The paper solves portfolio optimization problems with risk constraints.

Optimal fees for CFMMs prevent liquidity pools from competing to the bottom.

Method locates equilibria on unknown Riemannian manifolds using iterative sampling and parallel transport.

A new game-theoretic approach balances downside risk with expected reward.

The paper explores the geometry of holomorphic flows and orbits.

New methods learn correlated equilibria in large games without structural assumptions.

Cauchy invariants are now viewed as a powerful tool for investigating the Lagrangian structure of three-dimensional (3D) ideal flow (Frisch & Zheligovsky, Commun. Math. Phys., vol. 326, 2014, pp. 499-505, Podvigina et al., J. Comput. Phys., vol. 306, 2016, pp. 320-342). Looking at such invariants with the modern tools …

This work finds mixed equilibria in machine learning problems using measures and simultaneous gradient ascent-descent.

We determine the equilibria of a rigid loop in the plane, subject to the constraints of fixed length and fixed enclosed area. Rigidity is characterized by an energy functional quadratic in the curvature of the loop. We find that the area constraint gives rise to equilibria with remarkable geometrical properties: not on…