arXiv research

Study cohomological equation for robotic screw motions on SE(3).

Enhances sparse coding for motion data classification.

Equations of motion for linear Hamiltonians in the real Jacobi group

Global approximation for piecewise linear paths via signatures.

New matrices link point motions to braid groups.

Abstract: Study motion of divisors on curves with topological constraints.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

Universal approximation for stochastic processes using Brownian motion.

SL(N,C) is the phase space of the Poisson SU(N). We calculate explicitly the symplectic structure of SL(N,C), define an analogue of the Hamiltonian of the free motion on SU(N) and solve the corresponding equations of motion. Velocity is related to the momentum by a non-linear Legendre transformation.

New method studies moving points on curves using rotating frames.

Representations of coherent state Lie algebras on coherent state manifolds as first order differential operators are presented. The explicit expressions of the differential action of the generators of semisimple Lie groups determine for linear Hamiltonians in the generators of the groups first order differential equati…

The paper studies MCF solutions on the Heisenberg group and finds linear affine motion functions.

Extended Regge complex for linearized Riemann-Cartan geometry and cohomology.

A new model captures option price dynamics using sub-fractional Brownian motion.

We design an algorithm writing down presentations of graph braid groups. Generators are represented in terms of actual motions of robots moving without collisions on a given graph. A key ingredient is a new motion planning algorithm whose complexity is linear in the number of edges and quadratic in the number of robots…

ES reduces high-probability regret in stochastic linear bandits.

Proposes using Dynamic Mode Decomposition with delays for short-term human motion anticipation.

Method predicts LFSM increments from past observations using codifference.

Discover equations of motion from distorted video frames.

We investigate a class of optimal stopping problems arising in, for example, studies considering the timing of an irreversible investment when the underlying follows a skew Brownian motion. Our results indicate that the local directional predictability modeled by the presence of a skew point for the underlying has a no…

Study of most probable paths for anisotropic Brownian motions on manifolds.

G-framework is presented by Peng [41] for measure risk under uncertainty. In this paper, we define fractional G-Brownian motion (fGBm). Fractional G-Brownian motion is a centered G-Gaussian process with zero mean and stationary increments in the sense of sub-linearity with Hurst index $H\in (0,1)$. This process has sta…

We show that the Wei-Norman method applied to describe the evolution on the Siegel-Jacobi disk $\mathcal{D}^J_1=\mathcal{D}_1\times\mathbb{C}^1$, where $\mathcal{D}_1$ denotes the Siegel disk, determined by a hermitian Hamiltonian linear in the generators of the Jacobi group $G^J_1$ and Berezin's scheme using coherent …

Simple probabilistic solution for optimal liquidation with linear price impact.

Improved volatility models for option pricing with weak error rates.

Introduces Neural-Brownian Motion for modeling dynamics under learned uncertainty.

Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.

In this paper, we study the pricing of contingent claims under G-expectation. In order to accomodate volatility uncertainty, the price of the risky security is supposed to governed by a general linear stochastic differential equation (SDE) driven by G-Brownian motion. Utilizing the recently developed results of Backwar…

We find the homogenous Kähler isomorphism $FC$ which expresses the Kähler two-form on the Siegel-Jacobi domain $\mathcal{D}^J_1=\mathbb{C}\times\mathcal{D}_1$ as the sum of the Kähler two-form on $\mathbb{C}$ and the one on the Siegel ball $\mathcal{D}_1$. The classical motion and quantum evolution on $\mathcal{D}^J_1$…

Geometric Bass martingales linked to Brownian motion and geometric Brownian motion.

This paper studies the large time existence for the motion of closed hypersurfaces in a radially symmetric potential. In physical, this surface can be considered as an electrically charged membrane with a constant charge per area in a radially symmetric potential. The evolution of such surface has been investigated by …

We prove that the topological complexity of (a motion planning algorithm on) the complement of generic complex essential hyperplane arrangement of $n$ hyperplanes in an $r$-dimensional linear space is min$\{n+1,2r\}$.

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

We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the projection to the manifold of Brownian motions developed in the frame bundle lead …

Unified approach to homological representations of topological groups.

RCNs match and exceed MLPs and SCNs in reinforcement learning tasks.

New trading policies preserve robust gains in presence of transaction costs.

The local motion of a null curve in Minkowski 3-space induces an evolution equation for its Lorentz invariant curvature. Special motions are constructed whose induced evolution equations are the members of the KdV hierarchy. The null curves which move under the KdV flow without changing shape are proven to be the traje…

Study reveals dynamics of neural networks with normalization, weight decay, and SGD.

We study the problem of inviscid slightly compressible fluids in a bounded domain. We find a unique solution to the initial-boundary value problem and show that it is near the analogous solution for an incompressible fluid provided the initial conditions for the two problems are close. In particular, the divergence of …

Investors' strategies in a market influenced by price impact are analyzed, showing aggressive behavior when impact exceeds a critical point.

Investor optimizes stock investments with noisy future price signals.

We study the motion of a particle in the hyperbolic plane (embedded in Minkowski space), under the action of a potential that depends only on one variable. This problem is the analogous to the spherical pendulum in a unidirectional force field. However, for the discussion of the hyperbolic plane one has to distinguish …

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

Study examines how body segments respond to random vibrations.

Extends stochastic modified equations for optimization algorithms.

In this paper, we present a Longstaff-Schwartz-type algorithm for optimal stopping time problems based on the Brownian motion filtration. The algorithm is based on Leão, Ohashi and Russo and, in contrast to previous works, our methodology applies to optimal stopping problems for fully non-Markovian and non-semimartinga…

Long-term human motion can be represented as a series of motion modes---motion sequences that capture short-term temporal dynamics---with transitions between them. We leverage this structure and present a novel Motion Transformation Variational Auto-Encoders (MT-VAE) for learning motion sequence generation. Our model j…