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.
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…
With the growth of renewable generation (RG) and the development of associated ride through curves serving as operating limits, during disturbances, on violation of these limits, the power system is at risk of losing large amounts of generation. In order to identify preventive control measures that avoid such scenarios…
We briefly review the notion of second order constrained (continuous) system (SOCS) and then propose a discrete time counterpart of it, which we naturally call discrete second order constrained system (DSOCS). To illustrate and test numerically our model, we construct certain integrators that simulate the evolution of …
Consider a physical system for which a mathematically rigorous geometric quantization procedure exists. Now subject the system to a finite set of irreducible first class (bosonic) constraints. It is shown that there is a mathematically rigorous BRST quantization of the constrained system whose cohomology at ghost numbe…
This paper presents a geometric description on Lie algebroids of Lagrangian systems subject to nonholonomic constraints. The Lie algebroid framework provides a natural generalization of classical tangent bundle geometry. We define the notion of nonholonomically constrained system, and characterize regularity conditions…
Constrained sequence codes have been widely used in modern communication and data storage systems. Sequences encoded with constrained sequence codes satisfy constraints imposed by the physical channel, hence enabling efficient and reliable transmission of coded symbols. Traditional encoding and decoding of constrained …
We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter corresponding to the finite volume of the reservoirs. Following the recent level-se…
Variational calculus on a vector bundle E equipped with a structure of a general algebroid is developed, together with the corresponding analogs of Euler-Lagrange equations. Constrained systems are introduced in the variational and in the geometrical setting. The constrained Euler-Lagrange equations are derived for ana…
We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through persistent excitation, while maintaining safety by guaranteeing the satisfaction of st…
The infinitesimal period relation (also known as Griffiths' transversality) is the system of partial differential equations constraining variations of Hodge structure. This paper presents a study of the characteristic cohomology associated with that system of pde.
The control and sensing of large-scale systems results in combinatorial problems not only for sensor and actuator placement but also for scheduling or observability/controllability. Such combinatorial constraints in system design and implementation can be captured using a structure known as matroids. In particular, the…
Service-induced congestion in memory-constrained LLM serving
problem Service-induced congestion in memory-constrained large language model (LLM) serving
method Developing a discrete-time dynamical model of memory-constrained LLM inference
result The system converges to a unique worst-case limit cycle that is asymptotically stable outside a Lebesgue-measure-zero exact-capture set, with throughput losses as large as 50%.
The aim of this paper is to study the relationship between Hamiltonian dynamics and constrained variational calculus. We describe both using the notion of Lagrangian submanifolds of convenient symplectic manifolds and using the so-called Tulczyjew's triples. The results are also extended to the case of discrete dynamic…
We prove that a constrained Willmore immersion of a 2-torus into the conformal 4-sphere is either of "finite type", that is, has a spectral curve of finite genus, or is of "holomorphic type" which means that it is super conformal or Euclidean minimal with planar ends. This implies that all constrained Willmore tori in …
Optimizes power systems with energy storage under uncertainty using scenario-based method.
problem Optimizing power systems with energy storage, intermittent renewable generation, and uncontrollable loads under uncertainty.
method Developed a novel solution method based on scenario optimization and strategic sampling to solve the chance-constrained optimal power system operation problem.
result The strategic sampling method significantly improves computational efficiency and data-driven convex approximation of power flow.
This is an introduction to the author's recent work on constrained systems. Firstly, a generalization of the Marsden-Weinstein reduction procedure in symplectic geometry is presented - this is a reformulation of ideas of Mikami-Weinstein and Xu. Secondly, it is shown how this procedure is quantized by Rieffel induction…
We study long wave limits for general Schrodinger maps systems into Kahler manifolds with a constraining potential vanishing on a Lagrangian submanifold. We obtain KdV type systems set on the tangent space of the submanifold. Our general theory is applied to study the long wave limit of the Gross-Pitaevskii equation, a…
We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex coupling among contexts over time.Such coupling effects make it difficult to obtai…
In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the controlled dynamics is given by nonholonomic mechanical system. In our paper, the co…