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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.

169,291 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920182026
48 results for quasi-Lie systems

A quasi-Lie scheme is a geometric structure that provides t-dependent changes of variables transforming members of an associated family of systems of first-order differential equations into members of the same family. In this note we introduce two quasi-Lie schemes for studying second-order Gambier equations in a geome…

2013-03-14abs ↗pdf ↗

We propose a definition of Poisson quasi-Nijenhuis Lie algebroids as a natural generalization of Poisson quasi-Nijenhuis manifolds and show that any such Lie algebroid has an associated quasi-Lie bialgebroid. Therefore, also an associated Courant algebroid is obtained. We introduce the notion of a morphism of quasi-Lie…

2008-06-15abs ↗pdf ↗

We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a generic set of particular solutions of the system and some constants. We next study…

2010-03-18abs ↗pdf ↗

We introduce the notion of Hamiltonian spaces for Manin pairs over manifolds, using the so-called generalized Dirac structures. As an example, we describe Hamiltonian spaces of a quasi-Lie bialgebroid using this general framework. We also discuss reduction of Hamiltonian spaces of this general type.

2008-09-24abs ↗pdf ↗

In these lecture notes, we give a quick account of the theory of Poisson groupoids and Lie bialgebroids. In particular, we discuss the universal lifting theorem and its applications including integration of quasi-Lie bialgebroids, integration of Poisson Nijenhuis structures and Alekseev and Kosmann-Schwarzbach's theory…

2007-07-16abs ↗pdf ↗

We study quasi-Jacobi and Jacobi-quasi bialgebroids and their relationships with twisted Jacobi and quasi Jacobi manifolds. We show that we can construct quasi-Lie bialgebroids from quasi-Jacobi bialgebroids, and conversely, and also that the structures induced on their base manifolds are related via a quasi Poissoniza…

2006-12-06abs ↗pdf ↗

In this paper, we introduce generalized almost para-contact manifolds and obtain normality conditions in terms of classical tensor fields. We show that such manifolds naturally carry certain Lie bialgebroid/quasi-Lie algebroid structures on them and we relate this new generalized manifolds with classical almost para-co…

2014-01-21abs ↗pdf ↗

New Lie 2-algebra structure for multiplicative forms on quasi-Poisson groupoids.

problem Understanding Lie 2-algebra structures on geometric stacks.
method Construction of graded weak Lie 2-algebras from multiplicative forms and differential forms.
result Established a morphism between Lie 2-algebras and weak Lie 2-algebras of multiplicative forms.

In this dissertation we study Courant algebroids, objects that first appeared in the work of T. Courant on Dirac structures; they were later studied by Liu, Weinstein and Xu who used Courant algebroids to generalize the notion of the Drinfeld double to Lie bialgebroids. As a first step towards understanding the complic…

1999-10-15abs ↗pdf ↗

We study the natural map eta between a group of binary planar trees whose leaves are labeled by elements of a free abelian group H and a certain group D(H) derived from the free Lie algebra over H. Both of these groups arise in several different topological contexts. The map eta is known to be an isomorphism over Q, bu…

2005-04-13abs ↗pdf ↗

We introduce the notion of hypersymplectic structure on a Courant algebroid and we prove the existence of a one-to-one correspondence between hypersymplectic and hyperkähler structures. This correspondence provides a simpler way to define a hyperkähler structure on a Courant algebroid. We show that hypersymplectic stru…

2014-12-16abs ↗pdf ↗

We prove a 2-categorical analogue of a classical result of Drinfeld: there is a one-to-one correspondence between connected, simply-connected Poisson Lie 2-groups and Lie 2-bialgebras. In fact, we also prove that there is a one-to-one correspondence between connected, simply connected quasi-Poisson 2-groups and quasi-L…

2012-02-01abs ↗pdf ↗

We define the Poisson quasi-Nijenhuis structures with background on Lie algebroids and we prove that to any generalized complex structure on a Courant algebroid which is the double of a Lie algebroid is associated such a structure. We prove that any Lie algebroid with a Poisson quasi-Nijenhuis structure with background…

2008-08-29abs ↗pdf ↗

We prove the universal lifting theorem: for an αα-simply connected and αα-connected Lie groupoid $\gm$ with Lie algebroid AA, the graded Lie algebra of multi-differentials on AA is isomorphic to that of multiplicative multi-vector fields on $\gm$. As a consequence, we obtain the integration theorem for a quasi-Lie …

2005-07-19abs ↗pdf ↗

In his study of the group of homology cylinders, J. Levine made the conjecture that a certain homomorphism eta': T -> D' is an isomorphism. Here T is an abelian group on labeled oriented trees, and D' is the kernel of a bracketing map on a quasi-Lie algebra. Both T and D' have strong connections to a variety of topolog…

2010-12-13abs ↗pdf ↗

We extend the classical characterization of a finite-dimensional Lie algebra g in terms of its Maurer-Cartan algebra-the familiar differential graded algebra of alternating forms on g with values in the ground field, endowed with the standard Lie algebra cohomology operator-to sh Lie-Rinehart algebras. To this end, we …

2013-03-19abs ↗pdf ↗

Overview of integrable systems with symmetries, focusing on toric and semitoric systems.

problem Classifying and understanding integrable systems with symmetries.
method Using decorated polygons and controlled bifurcations in one-parameter families of systems.
result Construction of explicit semitoric systems with prescribed invariants.

Learning to control linear systems is statistically hard, especially for underactuated systems.

problem Statistical difficulty of learning to control linear systems, especially underactuated ones.
method Utilized minimax lower bounds and structural assumptions to prove learning complexity can be exponential.
result Learning complexity can be at most exponential with the controllability index of the system.

Discrete-time systems can be characterized by simple flat coordinates and their shifts.

problem Characterizing flatness of discrete-time systems.
method Developed a map from flat coordinates and their shifts to system state and input, fulfilling system equations identically.
result Derived necessary conditions for a system to be flat, without requiring differential geometry methods.

The paper explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.

Flat systems of up to 2 dimensions have flat subsystems.

problem Characterizing flat subsystems in flat systems of differential dimension 2.
method Analyzing subsystems of a flat system of differential dimension at most 2.
result Flat subsystems of a flat system of differential dimension at most 2 exist and can have independent time-uniform outputs.

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.

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

problem Analyzing nonholonomic constraints in Hamiltonian systems.
method Deriving distributional RCH systems, geometric constraint conditions, and Hamilton-Jacobi theorems.
result Derives precise geometric constraint conditions and Hamilton-Jacobi theorems for nonholonomic systems.

A new financial system with ethics risk modeled using fractional calculus.

problem Modeling financial systems with ethical considerations and market confidence.
method Introduced a five-dimensional conformable derivative financial system and a discretization scheme.
result Numerical solutions of the conformable derivative system were tested for hyperchaos.

Paper analyzes CCT sensitivity in constrained power systems, offering insights into system stability and parameter changes.

problem Identifying preventive control measures to avoid large generation losses during disturbances.
method Derived first-order CCT sensitivity for generic constrained power systems using trajectory sensitivity computation.
result Sensitivity of CCT to system parameters, providing insights into feasibility and stability.

Estimates input from output of nonlinear systems using ANN.

problem Estimating unknown compositional input from system output.
method Artificial Neural Networks (ANNs) for nonlinear system inversion.
result ANNs can compete with optimal bounds for linear systems and demonstrate promising results for nonlinear systems.

This paper considers control systems defined on Lie algebroids. After deriving basic controllability tests for general control systems, we specialize our discussion to the class of mechanical control systems on Lie algebroids. This class of systems includes mechanical systems subject to holonomic and nonholonomic const…

2004-02-26abs ↗pdf ↗

Solves new quadratic BSDE systems for market performance analysis.

problem Characterizing forward performance processes in regime switching markets.
method Introduces and solves ergodic BSDE systems in infinite time horizon.
result Connection between ergodic BSDE solutions and long-term growth rates of utility maximization.

Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of systemic risk requires the design and implementation of tools for the efficient macroprudential regulation of financial institutions. The current paper proposes a…

2015-02-27abs ↗pdf ↗

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

Paper develops reduction theory for controlled Lagrangian systems with symmetry and momentum map.

problem Reduction of controlled Lagrangian systems with symmetry and momentum map.
method Using Legendre transformation and Euler-Lagrange vector field, the paper extends symmetric reduction theory.
result Established regular reduction theory for RCL systems with symmetry and momentum map.

This paper proposes a system-agnostic policy for dynamic scheduling.

problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.