arXiv research

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian…

We study the motion of charged particle under a natural choice of electromagnetic field in a general class of compact homogeneous spaces. As a special case we describe the motion in homogeneous Riemannian spaces $(G/H,g)$, where $g$ is any deformation of a normal metric along the fibers of a homogeneous fibration $K/H\…

The paper studies how test particles' mass and charge vary in Kaluza-Klein models.

PFPN uses particle filtering to improve character control in physics-based simulations.

We study an elementary problem of the topological robotics: collective motion of a set of $n$ distinct particles which one has to move from an initial configuration to a final configuration, with the requirement that no collisions occur in the process of motion. The ultimate goal is to construct an algorithm which will…

We consider a periodic problem for the motion of a charged particle in a magnetic field. Introducing a notion of Ricci curvature for such Lagrangian systems and using the methods of the calculus of variations in the large, we prove the existence of periodic motions for such particles under a condition of positivity of …

RNN operators solve Newton's equations with large timesteps for molecular dynamics.

Mean exit times concentrate near equators and minimal hypersurfaces in high dimensions.

The Lorentz force equations provide a partial description of the geodesic motion of a charged particle on a four-manifold. Under the hypothesis that Maxwell's equations express symmetry properties of the Ricci tensor, the full electromagnetic connection is determined. From this connection, the fourth equation of the ge…

Mathisson's 'new mechanics' of a relativistic spinning particle is shown to follow, in the case of planar motion, from only general requirements of relativistic invariance and of the dependence on third order derivatives along with the 'variationality' feature. The Hamiltonian counterpart ultimately recovers the Dixon …

We generalise the description of the dynamics of the order book of financial markets in terms of a Brownian particle embedded in a fluid of incoming, exiting and annihilating particles by presenting a model of the velocity on each side (buy and sell) independently. The improved model builds on the time-averaged number …

We consider the motion of a classical colored spinless particle under the influence of an external Yang-Mills potential $A$ on a compact manifold with boundary of dimension $\geq 3$. We show that under suitable convexity assumptions, we can recover the potential $A$, up to gauge transformations, from the lens data of t…

We show how the Dixon's system of first order equations of motion for the particle with inner dipole structure together with the side Mathisson constraint follows from rather general construction of the 'Hamilton system' developed by Weyssenhoff, Rund and Grässer to describe the phase space counterpart of the evolution…

We introduce a deep learning method to simulate the motion of particles trapped in a chaotic recirculating flame. The Lagrangian trajectories of particles, captured using a high-speed camera and subsequently reconstructed in 3-dimensional space, were used to train a variational autoencoder (VAE) which comprises multipl…

Constructs an asymptotic metric for moduli space of centred hyperbolic monopoles.

Given a domain or, more generally, a Riemannian manifold with boundary, a billiard is the motion of a particle when the field of force is absent. Trajectories of such a motion are geodesics inside the domain; and the particle reflects from the boundary making the angle of incidence equal the angle of reflection. The bi…

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically eval…

Reflective Hamiltonian Monte Carlo struggles with high-dimensional sampling.

Jointly estimates flow fields and particle properties from Lagrangian data.

Symmetries of variational problems are considered as symmetries of vector bundle valued exterior differential systems. This approach is then applied to third order ordinary variational equations of motion of the semi-classical spinning particle.

New method uses statistical physics to detect financial market manipulation.

Paper tackles rough volatility estimation from high-frequency data.

The role of Killing and Killing-Yano tensors for studying the geodesic motion of the particle and the superparticle in a curved background is reviewed. Additionally the Papadopoulos list [74] for Killing-Yano tensors in G structures is reproduced by studying the torsion types these structures admit. The Papadopoulos li…

We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their models by optimizing end-to-end state estimation performance, rather than proxy objec…

We discuss some aspects of the differential geometry of curves in Minkowski space. We establish the Serret-Frenet equations in Minkowski space and use them to give a very simple proof of the fundamental theorem of curves in Minkowski space. We also state and prove two other theorems which represent Minkowskian versions…

In this work, we use the Sternberg phase space (which may be considered as the classical phase space of particles in gauge fields) in order to explore the dynamics of such particles in the context of Hamilton-Dirac systems and their associated Hamilton-Pontryagin variational principles. For this, we develop an analogue…

GER learns particle dynamics from unpaired snapshots using physics-informed GANs.

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…

Hamilton flows on Kähler manifold for which all trajectories are $H$-planar curves (complex analog of geodesics) are considered. These flows are called $H$-planar. The equation which has to obey the Hamiltonian of $H$-planar Hamilton flow is received and the method of finding general solution of this equation is propos…

An infinite parallel tempering bouncy particle sampler improves sampling efficiency for multimodal distributions.

Study particle dynamics in non-differentiable fractal spaces.

Recently, it has been shown that Absolute Parallelism (AP) geometry admits paths that are naturally quantized. These paths have been used to describe the motion of spinning particles in a background gravitational field. In case of a weak static gravitational field limits, the paths are applied successfully to interpret…

In this paper we produce a lower bound for the number of periodic orbits of certain Hamiltonian vector fields near Bott-nondegenerate symplectic critical submanifolds. This result is then related to the problem of finding closed orbits of the motion of a charged low energy particle on a Riemannian manifold under the in…

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…

We consider the four-dimensional nonholonomic distribution defined by the 4-potential of the electromagnetic field on the manifold. This distribution has a metric tensor with the Lorentzian signature $(+,-,-,-)$, therefore, the causal structure appears as in the general relativity theory. By means of the Pontryagin's m…

Accelerates sampling from Gibbs distributions using ARWP method.

Around mid-1970s W. M. Tulczyjew discovered an approach which brings the two formalisms under a common geometric roof: the dynamics of a particle with configuration space $X$ is determined by a Lagrangian submanifold $D$ of $TT^*X$ (the total tangent space of $T^*X$), and the description of $D$ by its Hamiltonian $H$: …

The precise modeling of subatomic particle interactions and propagation through matter is paramount for the advancement of nuclear and particle physics searches and precision measurements. The most computationally expensive step in the simulation pipeline of a typical experiment at the Large Hadron Collider (LHC) is th…

Considering a Hamiltonian Dynamical System describing the motion of charged particle in a Tokamak or a Stellarator, we build a change of coordinates to reduce its dimension. This change of coordinates is in fact an intricate succession of mappings that are built using Hyperbolic Partial Differential Equations, Differen…

COCA accelerates $N$-body simulations by correcting ML errors.

It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for the stock market, based on which we analogously map massive numbers of single s…

A method for inferring motility models and heterogeneity from particle trajectories.

It is shown that Electromagnetism creates geometry different from Riemannian geometry. General geometry including Riemannian geometry as a special case is constructed. It is proven that the most simplest special case of General Geometry is geometry underlying Electromagnetism. Action for electromagnetic field and Maxwe…

Neural model predicts object states and physical parameters from visual observations.

Langmuir-Blodgett films (LB-films) consist from few LB-monolayers which are high structured nanomaterials that are very promising materials for applications. We use a geometrical approach to describe structurization into LB-monolayers. Consequently, we develop on the 1-jet space J^1([0,\infty),R^2) the single-time Lagr…

Quasi-equilibrium models for aggregate variables are widely-used throughout finance and economics. The validity of such models depends crucially upon assuming that the systems' participants behave both independently and in a Markovian fashion. We present a simplified market model to demonstrate that herding effects bet…

Geometrically represents path integral reduction Jacobian for interacting systems.