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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.

168,742 papers · 148 categories

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48 results for hydrodynamic PDE

For the purpose of understanding second-order scalar PDEs and their hydrodynamic integrability, we introduce G-structures that are induced on hypersurfaces of the space of symmetric matrices (interpreted as the fiber of second-order jet space) and are defined by non-degenerate scalar second-order-only (Hessian) PDEs in…

2010-10-28abs ↗pdf ↗

New methods for solving hydrodynamic-type equations using quasi-rectifiable Lie algebras.

problem Solving systems of hydrodynamic-type equations.
method Introducing and analyzing quasi-rectifiable Lie algebras and vector fields.
result New methods for solving hydrodynamic-type equations.

For several classes of second order dispersionless PDEs, we show that the symbols of their formal linearizations define conformal structures which must be Einstein-Weyl in 3D (or self-dual in 4D) if and only if the PDE is integrable by the method of hydrodynamic reductions. This demonstrates that the integrability of t…

2012-08-13abs ↗pdf ↗

In this paper we study the deformations of bihamiltonian PDEs of hydrodynamic type with one dependent variable. The reason we study such deformations is that the deformed systems maintain an infinite number of commuting integrals of motion up to a certain order in the deformation parameter. This fact suggests that thes…

2001-08-09abs ↗pdf ↗

We introduce a geometric framework to study Newton's equations on infinite-dimensional configuration spaces of diffeomorphisms and smooth probability densities. It turns out that several important PDEs of hydrodynamical origin can be described in this framework in a natural way. In particular, the Madelung transform be…

2017-11-01abs ↗pdf ↗

The theory of Poisson Vertex Algebras (PVAs) is a good framework to treat Hamiltonian partial differential equations. A PVA consists of a pair (A,{λ})(\mathcal{A},\{\cdot_λ\cdot\}) of a differential algebra A\mathcal{A} and a bilinear operation called the λλ-bracket. We extend the definition to the class of algebras $\mat…

2013-12-06abs ↗pdf ↗

The Lagrangian representation of multi-Hamiltonian PDEs has been introduced by Y. Nutku and one of us (MVP). In this paper we focus on systems which are (at least) bi-Hamiltonian by a pair A1A_1, A2A_2, where A1A_1 is a hydrodynamic-type Hamiltonian operator. We prove that finding the Lagrangian representation is equiv…

2016-10-06abs ↗pdf ↗

The study describes metrics geodesically compatible with Nijenhuis operators and their applications to integrable systems.

problem Geodesically compatible metrics and their applications to integrable systems.
method Describes metrics geodesically compatible with a gl-regular Nijenhuis operator and shows how these metrics relate to integrable PDE systems.
result Every metric geodesically compatible with a Nijenhuis operator gives a finite-dimensional reduction of an integrable PDE system.

Hydrodynamic structures linked to F-manifolds.

problem Hydrodynamic equations and their Hamiltonian structures.
method Introducing generalised (bi-)Hamiltonian structures and associating them with (bi-)flat F-manifolds.
result Generalised (bi-)Hamiltonian structures of hydrodynamic type can be associated with (bi-)flat F-manifolds.

In integrable hydrodynamic systems, coordinates exist where generators and symmetries are simple.

problem Existence of Riemannian invariants for integrable systems of hydrodynamic type.
method Finding coordinates where the generator and all symmetries are diagonal.
result In integrable hydrodynamic systems, there exist coordinates where the generator and all symmetries are diagonal.

Develops Poisson structures on weak Sobolev loop spaces for integrable systems.

problem Analyzing integrable systems on low regularity loop spaces.
method Extending Mokhov's constructions to weak Sobolev spaces, constructing presymplectic and Poisson structures.
result Valid Poisson structures and deformations for weak Sobolev loops, extending Hamiltonian formalisms.

We investigate multi-dimensional Hamiltonian systems associated with constant Poisson brackets of hydrodynamic type. A complete list of two- and three-component integrable Hamiltonians is obtained. All our examples possess dispersionless Lax pairs and an infinity of hydrodynamic reductions.

2007-10-10abs ↗pdf ↗

We study the general structure of formal perturbative solutions to the Hamiltonian perturbations of spatially one-dimensional systems of hyperbolic PDEs. Under certain genericity assumptions it is proved that any bihamiltonian perturbation can be eliminated in all orders of the perturbative expansion by a change of coo…

2004-10-01abs ↗pdf ↗

We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process of fluctuations of the empirical cumulative distribution functions converges to t…

2016-08-02abs ↗pdf ↗

The paper studies geometric properties of hydrodynamical density manifolds.

problem Understanding the geometry of hydrodynamical density manifolds.
method Formulating connections, gradients, Hessians, parallel transports, and curvatures on these manifolds.
result Closed-form formulas for sectional curvatures in one-dimensional density manifolds.

The paper proves conditions for Darboux integrability in diagonal hydrodynamic systems.

problem Conditions for Darboux integrability in diagonal hydrodynamic systems.
method Proof of conditions using Laplace transformation sequences and geometric interpretations.
result Diagonal systems of hydrodynamic type are Darboux integrable if and only if the corresponding systems for commuting flows are Darboux integrable.

New integrable systems constructed for non-diagonal Killing tensors.

problem Constructing integrable Hamiltonian systems with quadratic momenta.
method Using Nijenhuis geometry and gl-regular Nijenhuis operators.
result Reproduces classical Stäckel construction and finds new systems for n≥3.

We investigate non-degenerate Lagrangians of the form f(ux,uy,ut)dxdydt \int f(u_x, u_y, u_t) dx dy dt such that the corresponding Euler-Lagrange equations (fux)x+(fuy)y+(fut)t=0 (f_{u_x})_x+ (f_{u_y})_y+ (f_{u_t})_t=0 are integrable by the method of hydrodynamic reductions. We demonstrate that the integrability conditions, which constitute an invol…

2007-07-23abs ↗pdf ↗

Extends method for solving certain hydrodynamic systems.

problem Solving non-diagonalisable integrable systems of hydrodynamic type.
method Generalised hodograph method applied to F-manifolds with compatible connections.
result Provides general solution under certain assumptions.

Simplified Ricci curvature for spherical fluid dynamics models.

problem Studying stability in incompressible fluid dynamics on a sphere.
method Definition and calculation of Ricci curvature for two-dimensional hydrodynamics using finite-dimensional Zeitlin models.
result Strong numerical evidence suggests convergence of finite-dimensional approximations to infinite-dimensional limit, indicating average instability for high-frequency modes.

The Madelung transform connects quantum mechanics and hydrodynamics.

problem Quantum mechanics and hydrodynamics equivalence for generic wave functions.
method Poisson geometry and coadjoint orbits of semidirect extensions of diffeomorphism groups.
result The Madelung transform provides a natural infinite-dimensional version of convexity results.

Study the geometry of hydrodynamics equations using diffeomorphism groups.

problem Investigate the Euler equations and surface quasi-geostrophic equation family.
method Realize equations as geodesic equations on diffeomorphism groups and analyze Riemannian exponential maps.
result Show precise conditions for non-linear Fredholm maps of index 0.

We draw connections between the field of contact topology and the study of Beltrami fields in hydrodynamics on Riemannian manifolds in dimension three. We demonstrate an equivalence between Reeb fields (vector fields which preserve a transverse nowhere-integrable plane field) up to scaling and rotational Beltrami field…

1997-08-22abs ↗pdf ↗

We investigate the role of Hertling-Manin condition on the structure constants of an associative commutative algebra in the theory of integrable systems of hydrodynamic type. In such a framework we introduce the notion of F-manifold with compatible connection generalizing a structure introduced by Manin.

2009-05-25abs ↗pdf ↗

Study identifies numerical signs of blow-up in hydrodynamic equations.

problem Determining if numerical results of blow-up are genuine or artifacts.
method Geometrically consistent spatiotemporal discretization of complexified Euler equations.
result Identification of a signature based on supremum norm growth rates of vorticity.