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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.

168,695 papers · 148 categories

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140281421561 · Jun 202019922001200920172026
48 results for third order differential equations

We discuss contact invariant structures on the space of solutions of a third-order ordinary differential equation. Associated to any third-order differential equation modulo contact transformations, Chern introduced a degenerate conformal Lorentzian metric on the space of 2-jets of functions of one variable. When the W…

2010-01-01abs ↗pdf ↗

We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…

2011-04-05abs ↗pdf ↗

Study shows the second fundamental form of pseudospherical surfaces is universal and not dependent on specific solutions.

problem Dependence of the second fundamental form in local isometric immersions of pseudospherical surfaces.
method Analysis of third order differential equations and jets of finite order.
result The second fundamental form of pseudospherical surfaces is universal and not dependent on the specific solution.

Third-order PDEs describe spherical and pseudospherical surfaces.

problem Equations for spherical and pseudospherical surfaces.
method Classification of third-order PDEs using compatibility conditions and linear problems.
result Explicit classification of equations describing spherical and pseudospherical surfaces.

The paper studies steady motions of fibre-reinforced fluids on curved surfaces.

problem Analyzing steady motions of fibre-reinforced fluids on curved surfaces.
method Expressing kinematic equations in terms of the intrinsic Gauss equation and identifying integrable cases.
result Derives a variant of the integrable Tzitzéica equation encoding orthogonal coordinate systems on pseudospherical surfaces.

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 …

2011-11-17abs ↗pdf ↗

To a system of second order ordinary differential equations (SODE) one can assign a canonical nonlinear connection that describes the geometry of the system. In this work we develop a geometric setting that allows us to assign a canonical nonlinear connection also to a system of higher order ordinary differential equat…

2010-11-26abs ↗pdf ↗

The Cartan equivalence method is applied to provide an invariant characterization of the third-order ordinary differential equation u=f(x,u,u,u)u'''=f(x,u,u',u'') which admits a five-dimensional point symmetry Lie algebra. The invariant characterization is given in terms of the function ff in a compact form. A simple procedure …

2017-11-22abs ↗pdf ↗

New variational principles found for conformal geodesics.

problem Challenges in Lagrangian formulation for conformal geodesics.
method Enlarging the class of variations leads to a variational formulation with a third-order conformally invariant Lagrangian.
result Some integral curves of the fourth-order ODE system are spirals.

This note treats the notion of Lagrange derivative for the third order mechanics in the context of covariant Riemannian geometry. The variational differential equation for geodesic circles in two dimensions is obtained. The influence of the curvature tensor on the Lagrange derivative leads to the emergence of the notio…

2014-07-22abs ↗pdf ↗

The third moment variation of a financial asset return process is defined by the quadratic covariation between the return and square return processes. The skew and fat tail risk of an underlying asset can be hedged using a third moment variation swap under which a predetermined fixed leg and the floating leg of the rea…

2019-08-14abs ↗pdf ↗

Rediscovered by a systematic search, a forgotten class of integrable surfaces is shown to disprove the Finkel-Wu conjecture. The associated integrable nonlinear partial differential equation zyy+(1/z)xx+2=0 z_{yy} + (1/z)_{xx} + 2 = 0 possesses a zero curvature representation, a third-order symmetry, and a nonlocal transformatio…

2010-02-04abs ↗pdf ↗

The fundamental tool in the classification of orthogonal coordinate systems in which the Hamilton-Jacobi and other prominent equations can be solved by a separation of variables are second order Killing tensors which satisfy the Nijenhuis integrability conditions. The latter are a system of three non-linear partial dif…

2015-02-26abs ↗pdf ↗

We find the complete set of fundamental invariants for systems of ordinary differential equations of order 4\ge 4 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…

2013-12-02abs ↗pdf ↗

This article is dedicated to solve the equivalence problem for two third order differential operators on the line under general fiber--preserving transformation using the Cartan method of equivalence. We will do three versions of the equivalence problems: first via the direct equivalence problem, second equivalence pro…

2011-01-17abs ↗pdf ↗

New principle for optimal control with higher order differential constraints.

problem Optimal control problems with higher order differential constraints.
method Derivation of the Principle of Minimal Labour and generalization of Pontryagin Maximum Principle.
result Generalized Pontryagin Maximum Principle for higher order constraints.

Based on the theory of Poisson vertex algebras we calculate skew-symmetry conditions and Jacobi identities for a class of third-order nonlocal operators of differential-geometric type. Hamiltonian operators within this class are defined by a Monge metric and a skew-symmetric two-form satisfying a number of differential…

2018-05-02abs ↗pdf ↗

A new machine learning method solves high-dimensional Kolmogorov PDEs efficiently.

problem Solving high-dimensional Kolmogorov PDEs and SDEs.
method Stochastic weighted minimization and stochastic gradient descent with Malliavin weights.
result Accurate approximation of high-dimensional Kolmogorov PDEs and SDEs without curse of dimensionality.

We provide five examples of conformal geometries which are naturally associated with ordinary differential equations (ODEs). The first example describes a one-to-one correspondence between the Wuenschmann class of 3rd order ODEs considered modulo contact transformations of variables and (local) 3-dimensional conformal …

2004-06-21abs ↗pdf ↗

Study third order Einstein deformations for Kähler-Einstein metrics on compact manifolds.

problem Existence of non-trivial Einstein deformations of Kähler metrics.
method Explicitly determined the obstruction to third order Einstein deformation and formulated it in terms of polynomial identities.
result Third order integrability for the Einstein equation is equivalent to Maurer-Cartan type equations and polynomial identities.

The paper solves a consumption-investment problem with state-dependent lower bounds.

problem A life-time consumption-investment problem with a state-dependent lower bound on consumption.
method Transformed the problem into a state-independent control problem to apply standard theory.
result Explicit optimal strategies provided for both homogeneous and non-homogeneous constraints.

Paper studies Frobenius manifolds and quantum differential equations, proving Dubrovin Conjecture for Hirzebruch surfaces.

problem Quantum differential equations and their solutions in Gromov-Witten theory.
method Introduces cyclic strata, Borel-Laplace multitransforms, and integral representations.
result Proof of Dubrovin Conjecture for Hirzebruch surfaces.

We consider in this paper an area functional defined on submanifolds of fixed degree immersed into a graded manifold equipped with a Riemannian metric. Since the expression of this area depends on the degree, not all variations are admissible. It turns out that the associated variational vector fields must satisfy a sy…

2019-05-13abs ↗pdf ↗

New equations describe surfaces with constant curvature.

problem Characterizing and classifying third-order evolution systems for pseudospherical and spherical surfaces.
method Integrability conditions of g\mathfrak{g}-valued linear problems, with g=sl(2,R)\mathfrak{g}=\mathfrak{sl}(2,\R) or g=su(2)\mathfrak{g}=\mathfrak{su}(2).
result Characterization and classification of systems, including new families of coupled KdV and mKdV-type equations.