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.
New method learns population dynamics from snapshots, outperforming existing models.
CLWF improves time series imputation speed and accuracy.
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…
Paper develops a new method for differential privacy sampling using Wasserstein distance.
In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…
Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.
The purpose of this paper is describe Lagrangian Mechanics for constrained systems on Lie algebroids, a natural framework which covers a wide range of situations (systems on Lie groups, quotients by the action of a Lie group, standard tangent bundles...). In particular, we are interested in two cases: singular Lagrangi…
This paper extends the evolution operator to contact mechanics, linking Lagrangian and Hamiltonian formulations.
The aim of the present text is twofold: to provide a compendium of Lagrangian and Hamiltonian geometries and to introduce and investigate new analytical Mechanics: Finslerian, Lagrangian and Hamiltonian. The fundamental equations (or evolution equations) of these Mechanics are derived from the variational calculus appl…
The paper simplifies complex mechanical systems with external forces.
Survey of Lagrangian reduction for discrete mechanical systems.
We deal with Lagrangian systems that are invariant under the action of a symmetry group. The mechanical connection is a principal connection that is associated to Lagrangians which have a kinetic energy function that is defined by a Riemannian metric. In this paper we extend this notion to arbitrary Lagrangians. We the…
Neural networks are vulnerable to adversarial examples and researchers have proposed many heuristic attack and defense mechanisms. We address this problem through the principled lens of distributionally robust optimization, which guarantees performance under adversarial input perturbations. By considering a Lagrangian …
New mechanics on non-associative octonions discovered.
In this study, it is generalized the concept of Lagrangian mechanics with constraints to complex case. To be beginning, it is considered a Kaehlerian manifold as a velocity-phase space. Then a non-holonomic constraint is given by 1-form on it. If the form is closed, it is found that the constraint is (locally) holonomi…
New curvature measure for optimal transport with specific cost function.
The geometry of a Lagrangian mechanical system is determined by its associated evolution semispray. We uniquely determine this semispray using the symplectic structure and the energy of the Lagrange space and the external force field. We study the variation of the energy and Lagrangian functions along the evolution and…
In this paper, we explore dynamics of the nonholonomic system called vakonomic mechanics in the context of Lagrange-Dirac dynamical systems using a Dirac structure and its associated Hamilton-Pontryagin variational principle. We first show the link between vakonomic mechanics and nonholonomic mechanics from the viewpoi…
This paper develops a generalized formulation of Lagrangian mechanics on fibered manifolds, together with a reduction theory for symmetries corresponding to Lie groupoid actions. As special cases, this theory includes not only Lagrangian reduction (including reduction by stages) for Lie group actions, but also classica…
Researchers developed a differentially private method for computing Wasserstein distances.
Classically time is kept fixed for infinitesimal variations in problems in mechanics. Apparently, there appears to be no mathematical justification in the literature for this standard procedure. This can be explained canonically by unveiling the intrinsic mathematical structure of time in Lagrangian mechanics. Moreover…
A general, consistent and complete framework for geometrical formulation of mechanical systems is proposed, based on certain structures on affine bundles (affgebroids) that generalize Lie algebras and Lie algebroids. This scheme covers and unifies various geometrical approaches to mechanics in the Lagrangian and Hamilt…
A variational proof is provided of the existence and uniqueness of evolutions of regular Lagrangian systems.
In some previous papers, a geometric description of Lagrangian Mechanics on Lie algebroids has been developed. In the present paper, we give a Hamiltonian description of Mechanics on Lie algebroids. In addition, we introduce the notion of a Lagrangian submanifold of a symplectic Lie algebroid and we prove that the Lagr…
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…
A description of time-dependent Mechanics in terms of Lagrangian submanifolds of Dirac manifolds (in particular, presymplectic and Poisson manifolds) is presented. Two new Tulczyjew triples are discussed. The first one is adapted to the restricted Hamiltonian formalism and the second one is adapted to the extended Hami…
This paper deals with conservation laws for mechanical systems with nonholonomic constraints. It uses a Lagrangian formulation of nonholonomic systems and a Cartan form approach. We present what we believe to be the most general relations between symmetries and first integrals. We discuss the so-called nonholonomic Noe…
We are able to derive the equations of motion for forced mechanical systems in a purely variational setting, both in the context of Lagrangian or Hamiltonian mechanics, by duplicating the variables of the system as introduced by Galley [2013], Galley, Tsang, and Stein [2014]. We show that this construction is useful to…
In this paper we develop a geometric approach to higher order mechanics on graded bundles in both, the Lagrangian and Hamiltonian formalism, via the recently discovered weighted algebroids. We present the corresponding Tulczyjew triple for this higher order situation and derive in this framework the phase equations fro…
Studies geometric mechanics for autonomous and nonautonomous systems.
Formulates mechanics for probability distributions on statistical manifold.
In this paper we propose a process of lagrangian reduction and reconstruction for nonholonomic discrete mechanical systems where the action of a continuous symmetry group makes the configuration space a principal bundle. The result of the reduction process is a discrete dynamical system that we call the discrete reduce…
On the basis of Liouville theorem the generalization of the Nambu mechanics is considered. For three-dimensional phase space the concept of vector hamiltonian and vector lagrangian is entered.
In this paper the notion of Tulczyjew's triples in classical mechanics is extended to classical field theories, using the so-called multisymplectic formalism, and a convenient notion of lagrangian submanifold in multisymplectic geometry. Accordingly, the dynamical equations are interpreted as the local equations defini…
Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an -divergence (-GANs) or an integral probability metric (Wasserstein GANs) between the model and the data distribution using a discriminator. Wasserstein GANs en…
This work extends reduction processes for nonholonomic discrete mechanical systems.
Using supervector fields and graded forms along a morphism, we study the geometry of ordinary differential superequations, extend the formalism of higher order Lagrangian mechanics to the graded context and prove a generalization of Noether's theorem.
The usual formulations of time-dependent mechanics start from a given splitting of the coordinate bundle . From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …
In this work we introduce a category of discrete Lagrange--Poincare systems LP_d and study some of its properties. In particular, we show that the discrete mechanical systems and the discrete mechanical systems obtained by the Lagrangian reduction of symmetric discrete mechanical systems are objects in LP_d. We introdu…
A natural geometric framework is proposed, based on ideas of W. M. Tulczyjew, for constructions of dynamics on general algebroids. One obtains formalisms similar to the Lagrangian and the Hamiltonian ones. In contrast with recently studied concepts of Analytical Mechanics on Lie algebroids, this approach requires much …
This paper investigates calculations of robust XVA, in particular, credit valuation adjustment (CVA) and funding valuation adjustment (FVA) for over-the-counter derivatives under distributional uncertainty using Wasserstein distance as the ambiguity measure. Wrong way counterparty credit risk and funding risk can be ch…
Study on relativistic nonholonomic mechanics with time-dependent constraints.
We extend the geometric Hamilton-Jacobi formalism for hamiltonian mechanics to higher order field theories with regular lagrangian density. We also investigate the dependence of the formalism on the lagrangian density in the class of those yelding the same Euler-Lagrange equations.
Proposes a new category of bundles for Lagrangian reduction in field theory.
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…
Exact discrete mechanics for nonholonomic systems defined.
Pairs (Hamiltonian system, Lagrangian distribution), called dynamical Lagrangian distributions, appear naturally in Differential Geometry, Calculus of Variations and Rational Mechanics. The basic differential invariants of a dynamical Lagrangian distribution w.r.t. the action of the group of symplectomorphisms of the a…
New framework models non-conservative stochastic processes without energy conservation constraints.