Research
On-device research index

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

Trend · papers per month

65131196261 · May 202619922001200920172026
48 results for exact integrators

We construct an infinite-dimensional symplectic 2-groupoid as the integration of an exact Courant algebroid. We show that every integrable Dirac structure integrates to a "Lagrangian" sub-2-groupoid of this symplectic 2-groupoid. As a corollary, we recover a result of Bursztyn-Crainic-Weinstein-Zhu that every integrabl…

2013-10-24abs ↗pdf ↗

Study integrability of specific geometric structures on odd Courant algebroids.

problem Characterize integrability of B_n-generalized structures on odd exact Courant algebroids.
method Characterize integrability in terms of existence of adapted generalized connections.
result Describe affine spaces of adapted generalized connections for integrable structures.

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.

The paper finds non-isotopic exact Lagrangians in symplectic manifolds with C\mathbb{C}^*-actions.

problem Finding non-isotopic exact Lagrangians in symplectic manifolds.
method Using contracting C\mathbb{C}^*-actions, the paper constructs families of non-isotopic closed exact Lagrangian submanifolds.
result The Floer cohomologies of these Lagrangians are topological, recovering ordinary cohomologies of intersections.

The paper studies magnetic geodesic flows on 2-surfaces with integrable structures.

problem Analyzing magnetic geodesic flows on 2-surfaces with additional integrals.
method Constructing exact solutions to semi-Hamiltonian systems of PDEs using generalized hodograph method and Legendre transformation.
result Exact solutions constructed for semi-Hamiltonian systems of PDEs.

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

We study the topology of exact and Stein fillings of the canonical contact structure on the unit cotangent bundle of a closed surface ΣgΣ_g, where gg is at least 2. In particular, we prove a uniqueness theorem asserting that any Stein filling must be s-cobordant rel boundary to the disk cotangent bundle of ΣgΣ_g. For …

2015-10-22abs ↗pdf ↗

Let f,g:RRf,g:{\Bbb R}\to{\Bbb R} be integrable functions, ff nowhere zero, and φ(u)=du/f(u)φ(u)=\int du/f(u) be invertible. An exact solution to the generalized nonhomogeneous inviscid Burgers' equation ut+g(u).ux=f(u)u_t+g(u).u_x=f(u) is given, by quadratures.

2009-08-25abs ↗pdf ↗

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.

Under certain integrability and geometric conditions, we prove division theorems for the exact sequences of holomorphic vector bundles and improve the results in the case of Koszul complex. By introducing a singular Hermitian structure on the trivial bundle, our results recover Skoda's division theorem for holomorphic …

2011-02-19abs ↗pdf ↗

Paper constructs solutions for a class of overdetermined systems.

problem Constructing solutions for a class of overdetermined systems.
method Resolution of the solution sheaf, sufficient condition for global exactness, gluing techniques, local solvability of the Treves complex.
result Obtained a sufficient condition for global exactness, leading to gluing techniques for local solutions.

We study the extension of a Lie algebroid by a representation up to homotopy, including semidirect products of a Lie algebroid with such representations. The extension results in a higher Lie algebroid. We give exact Courant algebroids and string Lie 2-algebras as examples of such extensions. We then apply this to obta…

2011-03-30abs ↗pdf ↗

The article concerns the problem if a~given system of differential equations is identical with the Euler--Lagrange system of an~appropriate variational integral. Elementary approach is applied. The main results involve the determination of the first--order variational integrals related to the second--order Euler--Lagra…

2014-08-24abs ↗pdf ↗

An anologue of the Calabi invariant for Poisson manifolds is considered. For any Poisson manifold PP, the Poisson bracket on C(P)C^{\infty}(P) extends to a Lie bracket on the space Ω1(P)Ω^{1}(P) of all differential one-forms, under which the space Z1(P)Z^{1}(P) of closed one-forms and the space B1(P)B^{1}(P) of exact one-forms a…

1996-05-05abs ↗pdf ↗

The article provides obstructions for exact submanifolds in symplectic applications.

problem Existence of exact submanifolds with specific homology classes.
method Study of formal deformations of the de Rham complex to compute obstructions.
result Symplectic manifolds like Kähler and Kodaira-Thurston admit no non-separating exact hypersurfaces.

In this note, we study the integral of the 1-form logxdyylogydxx\log x\frac{dy}{y}-\log y\frac{dx}{x} over certain plane curves defined by A-polynomials of knots. It is quite surprising that a Chern-Simons type invariant of 3-manifolds, which can be geometrically computed, may be used to get the exact values of those integrals. Th…

2008-11-17abs ↗pdf ↗

In a number of physically important cases, the nonholonomically (nonintegrable) constrained Ricci flows can be modelled by exact solutions of Einstein equations with nonhomogeneous (anisotropic) cosmological constants. We develop two geometric methods for constructing such solutions: The first approach applies the form…

2007-05-05abs ↗pdf ↗

The paper explores how topology affects the solvability of first-order differential equations.

problem The solvability of first-order differential equations and the role of topology.
method Analysis of de Rham cohomology to determine global integrability and uniqueness of solutions.
result Triviality of the first de Rham cohomology group is a fundamental requirement for global integrability and uniqueness of solutions.

It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software a…

2019-10-23abs ↗pdf ↗

In multi-objective Bayesian optimization and surrogate-based evolutionary algorithms, Expected HyperVolume Improvement (EHVI) is widely used as the acquisition function to guide the search approaching the Pareto front. This paper focuses on the exact calculation of EHVI given a nondominated set, for which the existing …

2018-12-18abs ↗pdf ↗

We introduce symplectic Calabi-Yau caps to obtain new obstructions to exact fillings. In particular, it implies that any exact filling of the standard unit cotangent bundle of a hyperbolic surface has vanishing first Chern class and has the same integral homology and intersection form as its disk cotangent bundle. This…

2014-12-10abs ↗pdf ↗

The Wodzicki residue and the cut-off integral extend to classical symbol-valued forms. We show that they obey a Stokes' type property and that the extended Wodzicki residue can be interpreted as a complex residue like the ordinary one. In the case of cut-off integrals, Stokes' property (i.e. vanishing on exact forms) o…

2005-10-21abs ↗pdf ↗

Using the `Riemann Problem with zeros' method, Ward has constructed exact solutions to a (2+1)-dimensional integrable Chiral Model, which exhibit solitons with nontrivial scattering. We give a correspondence between what we conjecture to be all pure soliton solutions and certain holomorphic vector bundles on a compact …

1997-07-14abs ↗pdf ↗

We present the Integrated Size and Price Optimization Problem (ISPO) for a fashion discounter with many branches. Based on a two-stage stochastic programming model with recourse, we develop an exact algorithm and a production-compliant heuristic that produces small optimality gaps. In a field study we show that a distr…

2014-01-31abs ↗pdf ↗

Researchers prove integrability of magnetic systems on spheres up to dimension 6.

problem Integrability of magnetic systems on spheres restricted to their surface.
method Proved complete integrability for n ≤ 6, noncommutative integrability for n ≥ 7, conjectured integrability for all n.
result Complete integrability of magnetic flows on spheres for n ≤ 6, noncommutative integrability for n ≥ 7.

New simulation method simplifies Heston model with Poisson conditioning for better accuracy and efficiency.

problem Computational expense in exact simulation schemes for Heston model.
method Proposes a new exact simulation scheme without modified Bessel function evaluations, leveraging conditional integrated variance simplification.
result Good performance in terms of accuracy, efficiency, and reliability compared to existing methods.