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.
This text explains how fiber bundle structure is fundamental for classical physics.
Study on relativistic nonholonomic mechanics with time-dependent constraints.
The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…
Local gauge freedom in relativistic quantum mechanics is derived from a measurement principle for space and time. For the Dirac equation, one obtains local U(2,2) gauge transformations acting on the spinor index of the wave functions. This local U(2,2) symmetry allows a unified description of electrodynamics and genera…
Mathisson's 'new mechanics' of a relativistic spinning particle is shown to follow, in the case of planar motion, from only general requirements of relativistic invariance and of the dependence on third order derivatives along with the 'variationality' feature. The Hamiltonian counterpart ultimately recovers the Dixon …
Black-Scholes equation, after a certain coordinate transformation, is equivalent to the heat equation. On the other hand the relativistic extension of the latter, the telegraphers equation, can be derived from the Euclidean version of the Dirac equation. Therefore the relativistic extension of the Black-Scholes model f…
A second order variational description of the autoparallel curves of some differential-geometric connection for the third order Mathisson's 'new mechanics' of a relativistic free spinning particle is suggested starting from general requirements of invariance and 'variationality'.
Examines quantum mechanics equivalence with Newtonian geometry.
We propose a modification of the cost function of the Hopfield model whose salient features shine in its Taylor expansion and result in more than pairwise interactions with alternate signs, suggesting a unified framework for handling both with deep learning and network pruning. In our analysis, we heavily rely on the H…
The classical tools which ensure the completeness of vector fields and second order differential equations for mechanical systems are revisited. Possible extensions in three directions are discussed: infinite dimensional Banach and Hilbert manifolds, Finsler metrics and pseudo-Riemannian spaces, including links with so…
In this paper we propose a geometrization of the non-relativistic quantum mechanics for mixed states. Our geometric approach makes use of the Uhlmann's principal fibre bundle to describe the space of mixed states and as a novelty tool, to define a dynamic-dependent metric tensor on the principal manifold, such that the…
Drawing insights from the triumph of relativistic over classical mechanics when velocities approach the speed of light, we explore a similar improvement to the seminal Black-Scholes (Black and Scholes (1973)) option pricing formula by considering a relativist version of it, and then finding a respective solution. We sh…
Unified geometry for relativity and beyond.
The phase space of relativistic particle mechanics is defined as the 1st jet space of motions regarded as timelike 1-dimensional submanifolds of spacetime. A Lorentzian metric and an electromagnetic 2-form define naturally on the odd-dimensional phase space a generalized contact structure. In the paper infinitesimal sy…
This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order multisymplectic field theories with constraints, such as the incompressibility constr…
The usual formulation of time-dependent mechanics implies a given splitting of an event space . This splitting, however, is broken by any time-dependent transformation, including transformations between inertial frames. The goal is the frame-covariant formulation of time-dependent mechanics on a bundle…
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…
Paper uses queue theory to model financial signals with relativistic delay.
A variational equation of the fourth order for the free relativistic top is developed starting from the Dixon's system of equations for the motion of the relativistic dipole. The obtained equation is then cast into the homogeneous space-time Hamiltonian form.
Some intrinsic tools from the formal theory of variational equations are being demonstrated at work in application to one concrete example of the third-order evolution equation of free relativistic top in three-dimensional space-time. The main goal is to introduce a combined approach consisting in the simultaneous util…
In the framework of Galilei classical mechanics (i.e., general relativistic classical mechanics on a spacetime with absolute time) developed by Jadczyk and Modugno, we analyse systematically the relations between symmetries of the geometric objects. We show that the (holonomic) infinitesimal symmetries of the cosymplec…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time discretizations and performs poorly if there is a mismatch between the spatial geo…
In this paper we study a collection of jet geometrical concepts, we refer to d-tensors, relativistic time dependent semisprays, harmonic curves and nonlinear connections on the 1-jet space J1(R;M), necessary to the construction of a Miron's-like geometrization for Lagrangians depending on a relativistic time. The geome…
We develop a method that relates the truncated cumulant-function of the fourth order with the Lévian cumulant-function. This gives us explicit formulas for the Lévy-parameters, which allow a real-time analysis of the state of a random-motion. Cumbersome procedures like maximum-likelihood or least-square methods are unn…
The algebra of transactions as fundamental measurements is constructed on the basis of the analysis of their properties and represents an expansion of the Boolean algebra. The notion of the generalized economic measurements of the economic quantity and quality of objects of transactions is introduced. It has been shown…
Using a simple and well-motivated modification of the stress-energy tensor for a viscous fluid proposed by Lichnerowicz, we prove that Einstein's equations coupled to a relativistic version of the Navier-Stokes equations are well-posed in a suitable Gevrey class if the fluid is incompressible and irrotational. These la…
We study the problem of coupling Einstein's equations to a relativistic and physically well-motivated version of the Navier-Stokes equations. Under a natural evolution condition for the vorticity, we prove existence and uniqueness in a suitable Gevrey class if the fluid is incompressible, where this condition is given …
The paper constructs a generalized metrical multi-time Lagrange space, which allows a natural development of relativistic geometrical optics theories, in a general setting.
We describe a procedure naturally associating relativistic Klein-Gordon equations in static curved spacetimes to non-relativistic quantum motion on curved spaces in the presence of a potential. Our procedure is particularly attractive in application to (typically, superintegrable) problems whose energy spectrum is give…
The notion of relativistic observer is confronted with Naveira's classification of (pseudo-)Riemannian almost-product structures on space-time manifolds. Some physical properties and their geometrical counterparts are shortly discussed.
The relativistic quantum mechanic approach is used to develop a stock market dynamics. The relativistic is conceptional here as the meaning of big external volatility or volatility shock on a financial market. We used a differential geometry approach with the parallel transport of the prices to obtain a direct shift of…
A parameter-invariant variational problem with a manifestly covariant Lagrangian function of second order is considered, which covers the case of the free relativistic top at constraint manifold of constant acceleration
The paper decomposes spacelike hypersurface properties for general relativistic vacuum equations.
In this article we consider the motion of relativistic strings in the Minkowski space . Those surfaces are known as a timelike minimal surface, and described by a system with nonlinear wave equations of Born-Infeld type. By constructing a suitable Nash-Moser iteration scheme, we prove that the …
Geometrically describes pseudo-gauge freedom in relativistic hydrodynamics.
The pseudo-Finsleroid relativistic metric was constructed upon assuming that the involved vector field is time-like. In the present paper it is shown that the metric admits just the alternative counterpart in which the field is space-like. The entailed pseudo-Finsleroid-spatial framework is systematically describ…
We develop a suitable generalization of Almgren's theory of varifolds in a lorentzian setting, focusing on area, first variation, rectifiability, compactness and closure issues. Motivated by the asymptotic behaviour of the scaled hyperbolic Ginzburg-Landau equations, and by the presence of singularities in lorentzian m…
The structure of a diffeomorphism invariant Lagrangians for an extended object W embedded in a bulk space M is discussed by following a close analogy with the relativistic particle in electromagnetic field as a system that is reparametrization-invariant. The current construction naturally contains, relativistic point p…
Complex geometry and symplectic geometry are mirrors in string theory. The recently developed generalised complex geometry interpolates between the two of them. On the other hand, the classical and quantum mechanics of a finite number of degrees of freedom are respectively described by a symplectic structure and a comp…
The aim of this paper is to study the local components of the relativistic time dependent d-linear connections, d-torsions, d-curvatures and deflection d-tensors with respect to an adapted basis on the 1-jet space . The Ricci identities, together with their corresponding identities of deflection d-tensors, …
Weyl-type theorems extended to Galilei and Carroll geometries.
We develop a non-relativistic twistor theory, in which Newton--Cartan structures of Newtonian gravity correspond to complex three-manifolds with a four-parameter family of rational curves with normal bundle . We show that the Newton--Cartan space-times are unstable under the general K…
We study in details the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a curved Lorentzian manifold, namely a spatially flat and fast expanding Robertson-Walker space-time. We prove in particular that the Poisson boundary of the diffusion can be identified with …
Starting from a relativistic phenomenology of anyons in crystals, we discuss the concept of relativistic interaction and the need to unify electromagnetism and gravitation within the Spencer cohomology of Lie equations. Then, from the sophisticated non-linear Spencer complex of the Poincaré and conformal Lie pseudogrou…
We determine the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a Robertson-Walker space-time. We prove in particular that when approaching the explosion time of the diffusion, its projection on the base manifold almost surely converges to a random point of the …
We give an explicit formula for the probability distribution based on a relativistic extension of Brownian motion. The distribution 1) is properly normalized and 2) obeys the tower law (semigroup property), so we can construct martingales and self-financing hedging strategies and price claims (options). This model is a…
Study of timelike surfaces with time-minimizing rulings in Newtonian and relativistic spacetimes.
In standard generative adversarial network (SGAN), the discriminator estimates the probability that the input data is real. The generator is trained to increase the probability that fake data is real. We argue that it should also simultaneously decrease the probability that real data is real because 1) this would accou…