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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.

168,657 papers · 148 categories

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109218327436 · Jun 202019922001200920172026
48 results for discrete Hamiltonian systems

Study discretizes Dirac and port-Hamiltonian systems using manifolds.

problem Discretization of Dirac and port-Hamiltonian systems.
method Retraction and discretization maps on manifolds for Dirac structures, applied to port-Hamiltonian systems.
result Numerical integrators for port-Hamiltonian systems derived from discretization techniques.

We develop variational integrators from discrete Hamiltonian systems with external forces.

problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.

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…

2005-06-15abs ↗pdf ↗

New method preserves convergence rates in gradient-based optimization.

problem How to discretize gradient-based optimization systems while preserving stability and convergence rates.
method Geometric framework for dissipative symplectic integration.
result Dissipative symplectic integrators preserve rates of convergence up to a controlled error.

Hamiltonian dynamical systems tend to have infinitely many periodic orbits. For example, for a broad class of symplectic manifolds almost all levels of a proper smooth Hamiltonian carry periodic orbits. The Hamiltonian Seifert conjecture is the existence problem for regular compact energy levels without periodic orbits…

2000-04-04abs ↗pdf ↗

Recent research on accelerated gradient methods of use in optimization has demonstrated that these methods can be derived as discretizations of dynamical systems. This, in turn, has provided a basis for more systematic investigations, especially into the geometric structure of those dynamical systems and their structur…

2019-12-06abs ↗pdf ↗

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but are solutions of an ordinary differential equation (ODE); however, these network…

2019-09-06abs ↗pdf ↗

Bayesian method improves forecasting of nonseparable Hamiltonian systems with noise.

problem Forecasting nonseparable Hamiltonian systems with multiplicative noise.
method Bayesian approach using deep learning and reduced-order modeling.
result Bayesian method yields up to 724 times improvement in forecasting accuracy.

New method improves sampling efficiency in complex stochastic systems.

problem Sampling efficiency in nonconvex stochastic gradient cases.
method Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo.
result Quantitative Gaussian concentration bounds and convergence rates established.

New method solves optimization problems on manifolds using symplectic integrators.

problem Optimization tasks on manifolds with nonlinear constraints.
method Dissipative extension of Dirac's theory of constrained Hamiltonian systems and geometric/symplectic numerical integrators.
result Developed algorithms achieve optimal convergence rates locally.

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.

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.

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.

Survey of recent developments in symmetric reductions and controls for Hamiltonian systems.

problem Understanding the internal relationships of geometric structures and controls in Hamiltonian systems with symmetry.
method Survey and introduction of recent developments in controlled Hamiltonian systems with symmetry.
result Reveals the relationships between geometric structures, nonholonomic constraints, dynamical vector fields, and controls.

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.

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.

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…

2016-09-14abs ↗pdf ↗

Arguably, the two most popular accelerated or momentum-based optimization methods in machine learning are Nesterov's accelerated gradient and Polyaks's heavy ball, both corresponding to different discretizations of a particular second order differential equation with friction. Such connections with continuous-time dyna…

2019-03-11abs ↗pdf ↗

Generalizes energy-momentum method for non-autonomous Hamiltonian systems.

problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.

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.

Derives a Hamiltonian model for 3D axially symmetric magnetohydrodynamics.

problem Modeling of 3D axially symmetric magnetohydrodynamics.
method Hamiltonian formulation and matrix discretization.
result First discrete model for 3D magnetohydrodynamics compatible with underlying Lie-Poisson structure.

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.

Develops control and observer methods for complex systems.

problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.

Researchers present and compare different representations of dissipative Hamiltonian DAE systems.

problem Understanding and transforming dissipative Hamiltonian DAE systems.
method Global geometric and algebraic points of view, translations between representations, characterizations, and numerical methods for computing structural information.
result A general DAE system can be transformed into a dissipative Hamiltonian or port-Hamiltonian DAE system.

New product structures encode superintegrable Hamiltonian systems in Euclidean spaces.

problem Encoding superintegrable Hamiltonian systems using product structures.
method Introducing commutative and associative product structures on Euclidean spaces of dimension at least three, satisfying specific conditions.
result All abundant superintegrable Hamiltonian systems on Euclidean space of dimension at least three arise from these product structures.

A new AI optimization method uses energy-conserving dynamics inspired by Born-Infeld theory.

problem Optimization challenges in non-convex loss functions and machine learning tasks.
method Discretization of Born-Infeld dynamics for energy-conserving Hamiltonian optimization.
result The method avoids high local minima and outperforms traditional methods in shallow valleys.

A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.

problem Challenges in processing sequential inputs with long-time dependencies in RNNs.
method A novel RNN architecture based on a Hamiltonian system of oscillators.
result The proposed RNN mitigates exploding and vanishing gradient problems, providing state-of-the-art performance.

In this paper we introduce the concept of Hamiltonian system in the canonical and Poisson settings. We will discuss the quantization of the Hamiltonian systems in the Poisson context, using formal deformation quantization and quantum group theories.

2015-02-26abs ↗pdf ↗

Abstract: Study Hamiltonian systems on almost cosymplectic manifolds, extending contact Hamiltonian systems.

problem Extend Hamiltonian systems to almost cosymplectic manifolds.
method Determine Hamiltonian vector field on odd-dimensional almost cosymplectic manifolds.
result Extend equations of motion to generalized transitive almost cosymplectic structures.