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arXiv research

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.

168,695 papers · 148 categories

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64127191254 · May 202619922001200920172026
48 results for constrained Hamiltonian mechanics

Generalizes momentum map to Courant algebroid for constrained mechanics.

problem Generalizing momentum map to new geometric structures.
method Generalized momentum section on Lie algebroid to Courant algebroid, constructed cohomological formulations.
result Identified momentum section in constrained Hamiltonian mechanics with Courant algebroid symmetry.

The constraint reaction force of ideal nonholonomic constraints in time-dependent mechanics on a configuration bundle QRQ\to R is obtained. Using the vertical extension of Hamiltonian formalism to the vertical tangent bundle VQVQ of QRQ\to R, the Hamiltonian of a nonholonomic constrained system is constructed.

1998-07-13abs ↗pdf ↗

We show a constrained Hamiltonian system and a gauged sigma model have a structure of a momentum section and a Hamiltonian Lie algebroid theory recently introduced by Blohmann and Weinstein. We propose a generalization of a momentum section on a pre-multisymplectic manifold by considering gauged sigma models on a highe…

2019-05-07abs ↗pdf ↗

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…

2004-04-29abs ↗pdf ↗

This paper considers systems subject to nonholonomic constraints which are not uniform on the whole configuration manifold. When the constraints change, the system undergoes a transition in order to comply with the new imposed conditions. Building on previous work on the Hamiltonian theory of impact, we tackle the prob…

2004-01-27abs ↗pdf ↗

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.

We present a unified approach to constrained implicit Lagrangian and Hamiltonian systems based on the introduced concept of Dirac algebroid. The latter is a certain almost Dirac structure associated with the Courant algebroid on the dual EE^\ast to a vector bundle EE. If this almost Dirac structure is integrable (Dir…

2011-01-13abs ↗pdf ↗

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…

2011-08-29abs ↗pdf ↗

A new description, different by the classical theory of Hamiltonian Mechanics, in the general framework of generalized Lie algebroids is presented. In the particular case of Lie algebroids, new and important results are obtained. We present the \emph{dual mechanical systems} called by use, \emph{dual mechanical}$(ρ,η) …

2011-08-25abs ↗pdf ↗

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

New framework models non-conservative stochastic processes without energy conservation constraints.

problem Existing Schrödinger Bridge methods are limited by energy-conservation assumptions.
method Introduces non-conservative generalized Schrödinger bridge (NCGSB) based on contact Hamiltonian mechanics.
result Contact Wasserstein geodesic (CWG) provides a broader class of real-world stochastic processes.

This paper extends the evolution operator to contact mechanics, linking Lagrangian and Hamiltonian formulations.

problem Translating the evolution operator to contact mechanics for mechanical systems with dissipation.
method Using the evolution operator K to connect Lagrangian and Hamiltonian formalisms in contact mechanics.
result The evolution operator provides a geometric description of evolution equations and relates constraints.

Dirac structures are geometric objects that generalize both Poisson structures and presymplectic structures on manifolds. They naturally appear in the formulation of constrained mechanical systems. In this paper, we show that the evolution equa- tions for nonequilibrium thermodynamics admit an intrinsic formulation in …

2017-04-12abs ↗pdf ↗

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.

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…

2006-04-06abs ↗pdf ↗

We give a generalization of the Nambu mechanics based on vector Hamiltonians theory. It is shown that any divergence-free phase flow in Rn\mathbb{R}^n can be represented as a generalized Nambu mechanics with n1n-1 integral invariants. For the case when the phase flow in Rn\mathbb{R}^n has n3n-3 or less first integrals,…

2018-02-03abs ↗pdf ↗

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…

2010-09-01abs ↗pdf ↗

The paper provides a geometric framework for understanding non-equilibrium thermodynamics.

problem Unclear geometric structure of GENERIC in non-equilibrium thermodynamics.
method Cotangent lifts of dynamics, splitting into holonomic and vertical representatives, and formulation within contact geometry.
result Physical meaning and explicit formulation of the second law of thermodynamics within evolution equations.

On the basis of Liouville theorem the generalization of the Nambu mechanics is considered. Is shown, that Poisson manifolds of n-dimensional multi-symplectic phase space have inducting by (n-1) Hamiltonian k-vector fields, each of which requires of (k)-hamiltonians.

2009-04-28abs ↗pdf ↗

In this paper we study a Hamiltonian function on the cotangent bundle of the space of Riemannian metrics on a 3-manifold MM and prove the orbits of the constrained Hamiltonian dynamical system correspond to G2G_2-manifolds foliated by hypersurfaces diffeomorphic to M×SO(3)M\times \mathrm{SO}(3).

2018-06-01abs ↗pdf ↗

In this paper we explore the idea of looking at the Dirac quantisation conditions as \hbar-dependent constraints on the tangent bundle to phase-space. Starting from the path-integral version of classical mechanics and using the natural Poisson brackets structure present in the cotangent bundle to the tangent bundle o…

1997-03-26abs ↗pdf ↗

The paper uses a Hamiltonian method to price barrier options under Vasicek interest rate model.

problem Option pricing under Vasicek interest rate model with time-varying interest rates.
method Splitting time to maturity into infinite steps and using quantum mechanics methods for matrix elements, derived pricing kernel and integral expression.
result Numerical results of option prices as functions of underlying asset price, floating rate, and regression rate.

We present a generalization of the Nambu mechanics on the base of Liouville's theorem. We prove that the Poisson structure of an n-dimensional multisymplectic phase space is induced by (n-1)-Hamiltonian k-vector field seach of which requires introduction of k-Hamiltonians.

2011-05-17abs ↗pdf ↗

Formulates mechanics for probability distributions on statistical manifold.

problem Formulating mechanics for probability distributions on statistical manifold.
method Information-geometric formulation of Classical Mechanics on statistical manifold, using dually-flat connection and Hilbert bundle structure.
result Provides coherent formalism for Lagrangian and Hamiltonian mechanics on statistical bundle.

A scalable framework optimizes multi-asset portfolios with constraints.

problem Optimizing multi-asset portfolios with inequality constraints.
method Integrates neural policies with Pontryagin's Maximum Principle, enforcing feasibility via log-barrier regularization.
result Recover KKT-optimal policies in high-dimensional problems without violating constraints.

Paper bridges quantum and classical mechanics for open systems.

problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.

SGNs use Hamiltonian mechanics for invertible deep generative modeling.

problem Efficient and exact likelihood evaluation for deep generative models.
method Symplectic structure in latent space, Hamiltonian dynamics for data generation.
result Exact likelihood evaluation without Jacobian calculations.

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.

Refines geometric center of mass analysis for Einstein field equations.

problem Analyzing the geometric center of mass of Willmore surfaces in initial data for Einstein field equations.
method Refined Lyapunov-Schmidt analysis to study geometric center of mass of area-constrained Willmore surfaces.
result The geometric center of mass agrees with the Hamiltonian center of mass under specific conditions.