We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians. It is also shown that the effective Black-Scholes Hamiltonian and its partner form a pseudo supersymmetric system.
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48 results for “Non-Hermitian Hamiltonians”
Unified geometric framework for adiabatic quantum mechanics.
problem Understanding geometric phases and exceptional points in quantum mechanics.
method Formal geometric framework for arbitrary non-degenerate Hamiltonians.
result Generalization of geometric phase to non-Hermitian Hamiltonians.
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.
This paper analyzes the probability flow in the stock market using the Black-Scholes model.
problem The non-conservation of probability in the stock market.
method Expressed the Black-Scholes equation in Hamiltonian form and analyzed the flow of probability.
result Conditions under which probability might be conserved in the market, challenging the non-Hermitian nature of the Black-Scholes Hamiltonian.
Construct a Hermitian metric on non-Hermitian Yang--Mills moduli spaces near the Hermitian locus.
problem Moduli space of non-Hermitian Yang--Mills connections over a compact Kähler manifold
method Using normalized harmonic metrics
result Near the Hermitian locus, the unobstructed locus carries an almost hypercomplex structure compatible with the associated Riemannian metric.
Study on existence of harmonic metrics for non-Hermitian Yang-Mills bundles.
problem Existence of harmonic metrics in non-Hermitian Yang-Mills bundles.
method Examined compact Kähler manifolds and equivalence to semisimplicity of NHYM bundles.
result Existence of harmonic metrics is equivalent to semisimplicity of NHYM bundles.
Quantum algorithm solves financial option pricing using Hamiltonian simulation.
problem Efficiently solving the Black-Scholes equation for option pricing dynamics.
method Mapped Black-Scholes equation to Schrödinger equation, used efficient Hamiltonian simulation techniques.
result Quantum algorithm shows feasible approach for solving financial derivatives on a quantum computer.
Nonreversible Gauge Fields in Fokker--Planck Dynamics: Supersymmetric Hamiltonians and Learned Finite Forcescond-mat.dis-nn
New gauge fields modify Fokker-Planck dynamics without changing the stationary state.
problem Understanding and modifying nonreversible dynamics in Fokker-Planck models.
method Formulate nonreversible perturbations as gauge fields, mapping to supersymmetric Hamiltonians, and learning finite forces.
result Learned finite forces can recover the optimal Lyapunov-equation solution in nonconvex landscapes.
The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master equations for the most general multivariate Gaussian system, secondly for seven part…
We study Yang-Mills connections on holomorphic bundles over complex Kähler manifolds of arbitrary dimension, in the spirit of Hitchin's and Simpson's study of flat connections. The space of non-Hermitian Yang-Mills (NHYM) connections has dimension twice the space of Hermitian Yang-Mills connections, and is locally isom…
Study on neural networks with non-normal interactions reveals unique spectral properties.
problem Understanding episodic memory encoding in the brain.
method Developed a neural network model with non-Hermitian couplings and applied random matrix theory.
result Spectral density of the model is non-uniform and can transition to chaos, providing computational benefits.
Survey of recent progress in gravitational instantons
problem Classification of hyperkähler and Hermitian gravitational instantons
method Survey of recent progress in gravitational instantons
result Survey of recent progress in gravitational instantons
A Quantum Approach to Stock Price Fluctuationsphysics.soc-ph
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals this amplitude is proportional to a Cauchy-distribution and satisfies the Schroedi…
We prove that refined analytic torsion on a manifold with boundary is an analytic section of the determinant line bundle over the representation variety. As a fundamental application we establish a gluing formula for refined analytic torsion on connected components of the complex representation space which contain a un…
A hypercomplex structure on a differentiable manifold consists of three integrable almost complex structures that satisfy quaternionic relations. If, in addition, there exists a metric on the manifold which is Hermitian with respect to the three structures, and such that the corresponding Hermitian forms are closed, th…
Develops harmonic metrics for Hull-Strominger system stability.
problem Existence of solutions to the Hull-Strominger system with balanced class.
method Uses non-Hermitian Yang-Mills connections and holomorphic Courant algebroids, introduces harmonic metrics.
result Expected existence of a numerical stability condition for generic families of solutions.
Hermitian null locimath.CV
The paper extends Nakamaye's theorem to non-closed forms on complex manifolds.
problem Analyzing non-closed -forms on compact complex manifolds.
method Developed analytic technique by Collins and Tosatti to study non-Hermitian loci.
result Non-Hermitian locus equals union of positive-dimensional null subvarieties.
This work generalizes Hamiltonian mechanics using closed differential forms.
problem Hidden invariants in classical Hamiltonian mechanics.
method Establishes a novel correspondence between generalized Hamiltonian mechanics and multisymplectic geometry.
result Key theorems linking classical and generalized Hamiltonian systems.
Study investigates Hamiltonian systems in fibered almost-symplectic manifolds.
problem Existence and properties of non-vertical fully-Hamiltonian vector fields in almost symplectic manifolds with Lagrangian fibrations.
method Investigates vector fields in 2n-dimensional almost symplectic manifolds with Lagrangian fibrations, focusing on partially-Hamiltonian and fully-Hamiltonian vector fields.
result Non-vertical fully-Hamiltonian vector fields exist under certain genericity conditions and can be reduced to families of symplectic-Hamiltonian vector fields.
Holographic energy equals Hamiltonian energy.
problem Equating holographic and Hamiltonian energies.
method Relative holographic and Hamiltonian energy comparison.
result Holographic energy is identical to Hamiltonian energy.
Develops Hamiltonian Score Matching and Generative Flows for machine learning.
problem Estimating score functions and designing generative models.
method Introduces Hamiltonian velocity predictors (HVPs) for score matching and generative flows.
result Hamiltonian Generative Flows (HGFs) rival leading generative modeling techniques.
Sum of Hamiltonian manifoldsmath.SG
Summing Hamiltonian manifolds with a common submanifold.
problem Combining Hamiltonian manifolds with a shared submanifold.
method Establishing symplectic reduction and comparing Chern classes.
result Symplectic reduction of the sum agrees with the sum of reductions.
The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.
problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.
The paper studies co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.
problem Fix-point theory and co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.
method Fix-point theory, Arnold's conjecture, co-Hofer norms, topologies, approximations lemmas.
result Minimum number of fix points for co-Hamiltonian diffeomorphisms is at least 1.
New algorithms improve MCMC efficiency for complex distributions.
problem High variance and low effective sample size in MCMC samplers.
method Antithetic Riemannian Manifold and Quantum-Inspired Hamiltonian Monte Carlo.
result Improved effective sample size and variance reduction.
The paper explores deformations of quasi-Hamiltonian spaces to Hamiltonian spaces.
problem Deforming quasi-Hamiltonian spaces to Hamiltonian spaces.
method Introducing and proving examples of deformations, including Lie groups and conjugacy classes.
result Moduli space of flat G-connections deforms to T*G^r+g.
Let (M,w) be a compact symplectic 2n-manifold, and g a Riemannian metric on M compatible with w. For instance, g could be Kahler, with Kahler form w. Consider compact Lagrangian submanifolds L of M. We call L Hamiltonian stationary, or H-minimal, if it is a critical point of the volume functional under Hamiltonian defo…
New integrators preserve geometric structure in Hamiltonian systems.
problem Preserving geometric structure in Hamiltonian systems on Jacobi manifolds.
method Combining Poissonization and symplectic bi-realizations to construct structure-preserving integrators.
result Explicit construction and application of Jacobi Hamiltonian integrators.
The paper develops a theory linking Hamiltonian and quasi-Hamiltonian manifolds.
problem Understanding the deformation of Hamiltonian quasi-Poisson manifolds to Hamiltonian Poisson manifolds.
method Introduces a generalized Hamiltonian deformation theory and constructs a topological quantum field theory.
result Shows that the imploded cross section of the double $D(G)_\imp$ deforms to the implosion of the cotangent bundle $T^*G_\imp$.
Gauss diagrams' properties can change with Hamiltonian cycle choice.
problem The impact of Hamiltonian cycle choice on Gauss diagrams.
method Examined realizable and unrealizable Gauss diagrams, and proved preservation of realizability under certain Hamiltonian cycle changes.
result Properties of Gauss diagrams can vary with Hamiltonian cycle choice.
We classify compact, connected Hamiltonian and quasi-Hamiltonian manifolds of cohomogeneity one (which is the same as being multiplicity free of rank one). Here the group acting is a compact connected Lie group (simply connected in the quasi-Hamiltonian case). This work is a concretization of the more general classific…
Classifies compact multiplicity free quasi-Hamiltonian manifolds.
problem Classifying compact, multiplicity free, quasi-Hamiltonian manifolds.
method Symplectic reductions and Lie group analysis.
result Recover old and find new examples of these structures.
Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.
problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.
Arnold-Liouville systems cannot be bi-Hamiltonian generically.
problem The bi-Hamiltonian structure of Arnold-Liouville systems.
method Proving that a specific class of smooth functions is a meagre subset for the Fréchet topology, which implies Arnold-Liouville systems cannot be bi-Hamiltonian.
result Generically, Arnold-Liouville systems cannot be bi-Hamiltonian.
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.
Survey on strong closing lemmas in Hamiltonian dynamics.
problem Understanding dynamics in Hamiltonian systems.
method Use spectral invariants in symplectic geometry.
result Proofs of strong closing lemmas in various dimensions.
Hamiltonian Monte Carlo converges to target distributions under mild conditions.
problem Establishing convergence of Hamiltonian Monte Carlo algorithms.
method Analyzing convergence for Hamiltonian Monte Carlo under mild conditions.
result Outputs converge to target distributions under specified conditions.
The paper discusses reducing Hamiltonian systems by scaling and standard symmetries, leading to Kirillov Hamiltonian systems.
problem Reduction of symplectic Hamiltonian systems by scaling and standard symmetries.
method Proof of Kirillov Hamiltonian systems and equivalence of reductions.
result Equivalent Kirillov Hamiltonian systems from different reduction orders.
The purpose of this short note is to prove the uniqueness of Hamiltonian volume minimizing Lagrangian submanifolds which are Hamiltonian isotopic to RP^n in CP^n modulo isometric group actions.
Develops integrators for contact Hamiltonian systems preserving geometric structure.
problem Creating integrators for dissipative systems with geometric structure.
method Structure-preserving splitting framework based on exact-contact subflows.
result Local universality of contact splitting integrators.
Differentiable simulations control molecular Hamiltonians for desired outcomes.
problem Control and learning of molecular Hamiltonians for desired outcomes.
method Differentiable simulations to differentiate Hamiltonians with respect to target observables.
result Control and learning of molecular Hamiltonians for desired outcomes.
We revisit the initialization of deep residual networks (ResNets) by introducing a novel analytical tool in free probability to the community of deep learning. This tool deals with non-Hermitian random matrices, rather than their conventional Hermitian counterparts in the literature. As a consequence, this new tool ena…
Paper studies invariant distributions of bi-Hamiltonian structures.
problem Integrability of invariant distributions in bi-Hamiltonian structures.
method Description and investigation of invariant distributions.
result All invariant distributions of non-degenerate bi-Hamiltonian structures are described.
Researchers tackle the globalization problem of locally cosymplectic Hamiltonian dynamics.
problem Globalization problem of locally cosymplectic Hamiltonian dynamics.
method Investigate the geometry of locally conformally cosymplectic manifolds and provide a geometric Hamilton-Jacobi theory.
result Provide a geometric Hamilton-Jacobi theory on locally conformally cosymplectic manifolds.
Generalizes Hamiltonian structures to Dirac structures for new mechanics models.
problem Extending Hamiltonian structures to non-symplectic manifolds.
method Introduces Hamiltonian Lie algebroids and momentum sections over Dirac structures.
result Constructs new sigma models based on these structures.
All principal orbits of the standard Hamiltonian -action on the complex projective space are Lagrangian tori.In this article, we prove that most of them are not volume minimizing under Hamiltonian isotopies of if the complex dimension is greater than two, although they are Ham…
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.
Proof confirms Hamiltonian isotopy of submanifolds.
problem Hamiltonian isotopy of submanifolds in symplectic geometry.
method Complete proof of isotopy lemma for symplectic submanifolds.
result All submanifolds are Hamiltonian isotopic.