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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.

168,695 papers · 148 categories

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89177266354 · Jun 202019922001200920172026
48 results for second-order systems

New superintegrable systems derived from Frobenius structures.

problem Constructing second-order superintegrable systems.
method Using conification and direct product construction, applying to semi-simple and nilpotent algebras.
result Explicitly constructed second-order superintegrable systems in three dimensions.

The paper studies connections in superintegrable systems, revealing geometric insights.

problem Understanding non- and semi-degenerate superintegrable systems.
method Analyzes two torsion-free connections associated with superintegrable systems.
result Semi-degenerate secondary structure tensor is the Ricci curvature of a natural torsion-free connection.

New connections share geodesics with superintegrable systems.

problem Understanding geodesics in affine connections related to superintegrable systems.
method Analyzing dual-geodesics and comparing them across different connections.
result Certain torsion-free affine connections associated with second order superintegrable systems share the same dual-geodesics.

The paper classifies second-order superintegrable systems with torsion and semi-degeneracy.

problem Classifying second-order superintegrable systems with torsion and semi-degeneracy.
method Information-geometric structure and geometric conditions for non-degeneracy.
result A (n+1)(n+1)-parameter potential is non-degenerate if a certain trace-free tensor field vanishes.

Superintegrable systems on surfaces are classified geometrically.

problem Classifying superintegrable systems on conformal surfaces.
method Geometric structures on conformal surfaces, conformal covariant structural equations.
result Explicit set of algebraic equations defining superintegrable systems on all constant curvature surfaces.

Unified asymptotic treatment for VaR- and expectile-based systemic risk measures.

problem Analyzing systemic risk measures under extreme system-wide disasters.
method Classified systemic risk measures into VaR- and expectile-based families, introduced new ICE and SICE measures, and provided second-order asymptotic results.
result Second-order asymptotics provide more accurate tail approximations for systemic risk measures.

Study reveals geometric context of second-order superintegrable systems.

problem Understanding second-order superintegrable systems and their Weylian geometry.
method Re-examined second-order maximally conformally superintegrable Hamiltonian systems, revealing their Weyl structure.
result Extended conformal superintegrability to Weyl structures, interpreting systems as semi-Weyl structures.

New Lagrangian approach for optimal control of second-order systems.

problem Optimal control of second-order differential equations derived from force-controlled Lagrangian systems.
method Proposes a new hyperregular control Lagrangian and control Hamiltonian, providing necessary optimality conditions.
result Defines an extended Tulczyjew's triple with controls and studies the relationship between Noether symmetries.

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 …

2013-12-06abs ↗pdf ↗

Clarifies method of phase synchronization for decoupling linear differential equations.

problem Velocity-dependent transformations in linear second-order differential equations.
method Linear transformation of coordinates and velocities.
result Velocity-dependent transformations do not preserve second-order character and define their own system.

Study finds Stäckel equivalence for superintegrable systems via invariant quadrics.

problem Understanding Stäckel equivalence in superintegrable systems.
method Using invariant quadrics to determine Stäckel classes of superintegrable systems.
result Stäckel classes of superintegrable systems can be derived from associated invariant quadrics.

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…

2007-06-29abs ↗pdf ↗

Study on Haantjes tensors for superintegrable systems, focusing on vanishing properties.

problem Understanding the vanishing of Haantjes tensors in superintegrable systems.
method Investigating Killing tensor fields associated with second-order superintegrable systems.
result Characterization of Haantjes-zero Killing tensor fields.

The paper explores solving inverse problems for ODEs with and without constraints.

problem Understanding when second order ODEs can represent Lagrangian models with or without constraints.
method Geometric techniques to address the inverse problem for both constrained and unconstrained systems of second order ODEs.
result The constrained case presents more ambiguities and complexities than the unconstrained one.

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 ↗

Solves second-order PDEs using quotients and differential invariants.

problem Solving second-order PDEs with first-order quotients.
method Solve the quotient PDE using differential invariants, then add new constraints to solve the original PDE.
result New method for solving second-order scalar PDEs with infinite-dimensional symmetry algebras.

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 …

1999-09-24abs ↗pdf ↗

New algebraic approach classifies conformally superintegrable systems in arbitrary dimensions.

problem Classifying conformally superintegrable systems in arbitrary dimensions.
method Algebraic geometric approach extended to conformally superintegrable systems.
result An algebraic equation governs the classification under conformal equivalence for a prolific class of second order conformally superintegrable systems.

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…

2006-10-02abs ↗pdf ↗

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 …

2016-06-24abs ↗pdf ↗

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…

2007-12-05abs ↗pdf ↗

The linearizability of differential equations was first considered by Lie for scalar second order semi-linear ordinary differential equations. Since then there has been considerable work done on the algebraic classification of linearizable equations and even on systems of equations. However, little has been done in the…

2007-11-06abs ↗pdf ↗

Unified kernel framework extends to stochastic systems, improving numerical stability.

problem Extending kernel methods to stochastic dynamical systems with diffusion.
method Unified kernel framework, Feynman-Kac path-integral representations, collocation-based computational framework.
result Kernel equivalence under uniform ellipticity assumptions and improved numerical stability with moderate diffusion.

New product structures encode superintegrable Hamiltonian systems in Euclidean spaces.

problem Encoding superintegrable Hamiltonian systems using product structures.
method Introducing commutative and associative product structures on Euclidean spaces of dimension at least three, satisfying specific conditions.
result All abundant superintegrable Hamiltonian systems on Euclidean space of dimension at least three arise from these product structures.

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…

2017-07-18abs ↗pdf ↗

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…

2014-08-24abs ↗pdf ↗

The elastica is a curve in R3\R^3 that is stationary under variations of the integral of the square of the curvature. Elastica is viewed as a dynamical system that arises from the second order calculus of variations, and its quantization is discussed.

2015-07-06abs ↗pdf ↗

The aim of this paper is to geometrize time dependent Lagrangian mechanics in a way that the framework of second order tangent bundles plays an essential role. To this end, we first introduce the concepts of time dependent connections and time dependent semisprays on a manifold MM and their induced vector bundle struc…

2016-07-08abs ↗pdf ↗

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

2005-07-05abs ↗pdf ↗

We develop a second-order model for limit order books in a single scaling regime.

problem Modeling price and volume dynamics in a limit order book with market and limit orders at a common time scale.
method Established a first- and second-order approximation for an infinite dimensional limit order book model.
result Proved the existence and uniqueness of a solution for the second-order approximation.