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.
Study stabilizes second-order systems to first-order dynamics.
New superintegrable systems derived from Frobenius structures.
Superintegrable systems on curved manifolds found to have Hessian structures.
Unified asymptotic treatment for VaR- and expectile-based systemic risk measures.
The paper studies connections in superintegrable systems, revealing geometric insights.
New connections share geodesics with superintegrable systems.
The paper classifies second-order superintegrable systems with torsion and semi-degeneracy.
A dynamical system on the total space of the fibre bundle of second order accelerations, , is defined as a third order vector field on , called semispray, which is mapped by the second order tangent structure into one of the Liouville vector field. For a regular Lagrangian of second order we prove that …
Superintegrable systems on surfaces are classified geometrically.
Study reveals geometric context of second-order superintegrable systems.
New Lagrangian approach for optimal control of second-order systems.
We briefly review the notion of second order constrained (continuous) system (SOCS) and then propose a discrete time counterpart of it, which we naturally call discrete second order constrained system (DSOCS). To illustrate and test numerically our model, we construct certain integrators that simulate the evolution of …
Clarifies method of phase synchronization for decoupling linear differential equations.
A complete solution to the multiplier version of the inverse problem of the calculus of variations is given for a class of hyperbolic systems of second-order partial differential equations in two independent variables. The necessary and sufficient algebraic and differential conditions for the existence of a variational…
We show that, for mechanical system with external forces, the equations of deviations of solution curves of the corresponding Lagrange equations,determine a nonlinear connection on the second order osculator (second order tangent) bundle. In particular, Jacobi equations in Finsler and Riemann spaces determine such a no…
In this paper we study a class of physical systems that combine a finite number of mechanical and thermodynamic observables. We call them finite dimensional thermo-mechanical systems. We introduce these systems by means of simple examples. The evolution equations of the involved observables are obtained in each example…
Study finds Stäckel equivalence for superintegrable systems via invariant quadrics.
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…
Develops unbiased averaging methods for second order optimization in distributed systems.
We examine the reduction process of a system of second-order ordinary differential equations which is invariant under a Lie group action. With the aid of connection theory, we explain why the associated vector field decomposes in three parts and we show how the integral curves of the original system can be reconstructe…
Solves second-order PDEs using quotients and differential invariants.
SONODEs and ANODEs improve learning of second order dynamics.
The paper explores solving inverse problems for ODEs with and without constraints.
Study on Haantjes tensors for superintegrable systems, focusing on vanishing properties.
This paper investigates the relationship between a system of differential equations and the underlying geometry associated with it. The geometry of a surface determines shortest paths, or geodesics connecting nearby points, which are defined as the solutions to a pair of second-order differential equations: the Euler-L…
We show that Plebanski's second heavenly equation, when written as a first-order nonlinear evolutionary system, admits multi-Hamiltonian structure. Therefore by Magri's theorem it is a completely integrable system. Thus it is an example of a completely integrable system in four dimensions.
The purpose of this present paper is to investigate the geometric structure of regular overdetermined systems of second order with two independent and one dependent variables from the point of view of rank 2 prolongations. Utilizing this notion of prolongations, we characterize the type of these overdetermined systems.…
We express the first jet bundle of curves in Euclidean space as homogeneous spaces associated to a Galilean-type group. Certain Cartan connections on a manifold with values in the Lie algebra of the Galilean group are characterized as geometries associated to systems of second order ordinary differential equations. We …
New algebraic approach classifies conformally superintegrable systems in arbitrary dimensions.
We find the complete set of fundamental invariants for systems of ordinary differential equations of order under the group of point transformations generalizing similar results for contact invariants of a single ODE and point invariants of systems of the second and the third order. It turns out that starting fr…
In 1883, as an early result, Sophus Lie established an explicit necessary and sufficient condition for an analytic second order ordinary differential equation y_xx = F(x,y,y_x) to be equivalent, through a point transformation (x,y) --> (X(x,y), Y(x,y)), to the Newtonian free particle equation Y_XX = 0. This result, pre…
Second-order superintegrable systems in dimensions two and three are essentially classified. With increasing dimension, however, the non-linear partial differential equations employed in current methods become unmanageable. Here we propose a new, algebraic-geometric approach to the classification problem - based on a p…
The article concerns the problem if a~given system of differential equations is identical with the Euler--Lagrange system of an~appropriate variational integral. Elementary approach is applied. The main results involve the determination of the first--order variational integrals related to the second--order Euler--Lagra…
In this paper we consider an alternative approach to "un-reduction". This is the process where one associates to a Lagrangian system on a manifold a dynamical system on a principal bundle over that manifold, in such a way that solutions project. We show that, when written in terms of second-order ordinary differential …
We study the Lie and Noether point symmetries of a class of systems of second-order differential equations with independent and dependent variables ( systems). We solve the symmetry conditions in a geometric way and determine the general form of the symmetry vector and of the Noetherian conservation …
The notion that economies should normally be in equilibrium is by now well-established; equally well-established is that economies are almost never precisely in equilibrium. Using a very general formulation, we show that under dynamics that are second-order in time a price system can remain away from equilibrium with p…
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.
We address the problem of second order conformal deformation of spacelike surfaces in compactified Minkowski 4-space. We explain the construction of the exterior differential system of conformal deformations and discuss its general and singular solutions. In particular, we show that isothermic surfaces are singular sol…
Superposition rules form a class of functions that describe general solutions of systems of first-order ordinary differential equations in terms of generic families of particular solutions and certain constants. In this work we extend this notion and other related ones to systems of higher-order differential equations …
We recall the notion of Jacobi fields, as it was extended to systems of second-order ordinary differential equations. Two points along a base integral curve are conjugate if there exists a non-trivial Jacobi field along that curve that vanishes on both points. Based on arguments that involve the eigendistributions of t…
This paper studies an unsupervised deep learning-based numerical approach for solving partial differential equations (PDEs). The approach makes use of the deep neural network to approximate solutions of PDEs through the compositional construction and employs least-squares functionals as loss functions to determine para…
New theory for nonsmooth systems helps optimize and control complex functions.
Unified kernel framework extends to stochastic systems, improving numerical stability.
Using agent-based modelling, empirical evidence and physical ideas, such as the energy function and the fact that the phase space must have twice the dimension of the configuration space, we argue that the stochastic differential equations which describe the motion of financial prices with respect to real world probabi…
We develop a second-order model for limit order books in a single scaling regime.
Develops control and observer methods for complex systems.
In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on Lie groups, deriving a discrete version of the second-order Euler-Lagrange equatio…
We show how the tangent bundle decomposition generated by a system of ordinary differential equations may be generalized to the case of a system of second order PDEs `of connection type'. Whereas for ODEs the decomposition is intrinsic, for PDEs it is necessary to specify a closed 1-form on the manifold of independent …