A framework for computing holonomy groups of hybrid systems to achieve forward motion.
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.
Trend · papers per month
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 …
We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional low-contrast periodic environment, by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuum analysis. As in a recent paper by Braides and Scilla dealing with high-contrast pe…
New findings on magnetic geodesic flows and periodic motions.
In this paper we prove the existence of a periodic motion of a charge on a large class of manifolds under the action of the magnetic fields. Our methods also give a class of closed manifolds whose cotangent bundle contain no the closed exact Lagrangian submanifolds.
With the aid of a computer, we provide a motion picture of the twist-spun trefoil which exhibits the periodicity well.
We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional periodic environment by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuous analysis. The case of a homogeneous environment has been recently treated by Braides, Gelli and…
In this article we consider the motion of relativistic strings in the Minkowski space . Those surfaces are known as a timelike minimal surface, and described by a system with nonlinear wave equations of Born-Infeld type. By constructing a suitable Nash-Moser iteration scheme, we prove that the …
It is an interesting question whether a given equation of motion has a periodic solution or not, and in the positive case to describe them. We investigate periodic magnetic curves in elliptic Sasakian space forms and we obtain a quantization principle for periodic magnetic flowlines on Berger spheres. We give a criteri…
Poisson plane and sphere --- homogeneous spaces of Poisson groups E(2) and SU(2) (resp.) --- have phase spaces (corresponding symplectic groupoids), in which a free Hamiltonian is naturally defined. We solve the equations of motion and point out some unexpected features: free motion on the plane is bounded (periodic) a…
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…
New method separates market motion from stock correlations.
We propose a dynamical model for business cycle based on an optimal DI model. In the model there exists a conserved quantity, which corresponds to the total energy in a dynamical system. We found that the business cycle with the period 6 or 7 years is nicely reproduced, since the model predicts a periodic motion in the…
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…
In the present paper we construct a Z^{3}-periodic surface in R^{3} whose almost all plane sections of a certain direction consist of exactly one connected component. This question originates from a problem of Novikov on the semi- classical motion of an electron in strong magnetic field. Our main tool is the Rips machi…
We study the motion of a charge on a conformally flat Riemannian torus in the presence of magnetic field. We prove that for any non-zero magnetic field there always exist orbits of this motion which have conjugate points. We conjecture that the restriction of conformal flatness of the metric is not essential for this r…
In this paper we define a small variation of the Taylor method and a formula for the global error of this new numerical method that allows us to keep track of the round-off error and does not require previous knowledge of the exact solution. As an application we provide a rigorous proof of the construction/existence of…
Various neural network based methods are capable of anticipating human body motions from data for a short period of time. What these methods lack are the interpretability and explainability of the network and its results. We propose to use Dynamic Mode Decomposition with delays to represent and anticipate human body mo…
We describe the curves of constant (geodesic) curvature and torsion in the three-dimensional round sphere. These curves are the trajectory of a point whose motion is the superposition of two circular motions in orthogonal planes. The global behavior may be periodic or the curve may be dense in a Clifford torus embedded…
We prove that a primitive harmonic map is equivariant if and only if it admits a holomorphic potential of degree one. We investigate when the equivariant harmonic map is periodic, and as an application discuss constant mean curvature cylinders with screw motion symmetries.
Existence of Q-processes for Brownian motion on hyperbolic spaces with Poissonian potentials shown.
Consider the infinite dimensional flag manifold corresponding to the simple Lie group of rank and with maximal torus . We show that, for of type , or , if we endow the space $H^*(LK/T)\otimes \bR[q_1,...,q_{l+1}]$ (where are multiplicative variables) with an $\bR[\{q_j\…
The paper analyzes optimal dividend strategies for risky businesses, considering both periodic and extraordinary payments.
We prove existence and multiplicity of periodic motions for the forced 2-body problem under conditions of topological character. In the different cases, the lower bounds obtained for the number of solutions are related to the winding number of a curve in the plane, the homology of a space in , the knot type of a …
We show that the Lagrangian of classical mechanics on a Riemannian manifold of bounded geometry carries a periodic solution of motion with rescribed energy, provided the potential satisfies an asymptotic growth condition, changes sign, and the negative set of the potential is non-trivial in the relative homology.
A new Fourier model improves ODE prediction.
This paper explores non-periodic folding of Spidron units, revealing nonlinear dynamics.
New proof confirms rolling objects can follow any path.
The Hamiltonian flow of the standard metric Hamiltonian with respect to the twisted symplectic structure on the cotangent bundle describes the motion of a charged particle on the base. We prove that under certain natural hypotheses the number of periodic orbits on low energy levels for this flow is at least the sum of …
In this study we introduce a new technique for symbolic regression that guarantees global optimality. This is achieved by formulating a mixed integer non-linear program (MINLP) whose solution is a symbolic mathematical expression of minimum complexity that explains the observations. We demonstrate our approach by redis…
We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.
The low velocity dynamic of a doubly periodic monopole, also called a monopole wall or monowall for short, is described by geodesic motion on its moduli space. This moduli space is hyperkaehler and non-compact. We establish a relation between the Kaehler potential of this moduli space and the volume of a region in Eucl…
Researchers develop a generalised geometric Brownian motion for better asset pricing.
Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…
This work uses QPGPs to improve ILC performance in repetitive tasks.
We establish an analogy between the motion of spring whose mass increases linearly with time and volatile stock markets dynamics within an economic model based on simple temporal demand and supply functions [J. Phys. A: Math. Gen. 33, 3637 (2000)]. The total system energy E_t is shown to be proportional to a decreasing…
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with vanishing risk, of the form of waiting to buy and selling the next period, with no shorting, and furthermore for weak conv…
Deep learning predicts path-dependent processes from historical data.
The Kepler-Heisenberg problem is that of determining the motion of a planet around a sun in the sub-Riemannian Heisenberg group. The sub-Riemannian Hamiltonian provides the kinetic energy, and the gravitational potential is given by the fundamental solution to the sub-Laplacian. This system is known to admit closed orb…
Study contact geometry of energy hypersurface in symmetric 3-body problem on S^2.
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, …
We solve integrable systems to describe the motion of Kaleidocycles.
Robo-advisors use MPC to create dynamic investment strategies.
Measures collectivity in financial covariances and correlations to reveal trends and precursors.
This paper connects billiards in ellipses to focal billiards in ellipsoids.
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…
Introduces Motion Programs for better video analysis of human motion.
NYSE stock prices show persistent correlations over years, exploitable through arbitrage strategies.