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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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48 results for time-dependent Hamiltonian systems

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

The constraint reaction force of ideal nonholonomic constraints in time-dependent mechanics on a configuration bundle QRQ\to R is obtained. Using the vertical extension of Hamiltonian formalism to the vertical tangent bundle VQVQ of QRQ\to R, the Hamiltonian of a nonholonomic constrained system is constructed.

1998-07-13abs ↗pdf ↗

A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.

problem Challenges in processing sequential inputs with long-time dependencies in RNNs.
method A novel RNN architecture based on a Hamiltonian system of oscillators.
result The proposed RNN mitigates exploding and vanishing gradient problems, providing state-of-the-art performance.

Extends integrability to cosymplectic manifolds.

problem Integrability of Hamiltonian systems on cosymplectic manifolds.
method Extended Arnold-Liouville and noncommutative integrability to cosymplectic manifolds, proved a variant of non-commutative integrability for specific fields, constructed action-angle variables.
result Variant of non-commutative integrability for evaluation and Reeb vector fields on cosymplectic manifolds.

Generalizes energy-momentum method for non-autonomous Hamiltonian systems.

problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.

The usual formulations of time-dependent mechanics start from a given splitting Y=R×MY=R\times M of the coordinate bundle YRY\to R. From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …

1997-02-25abs ↗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.

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

The Schlesinger equations S(n,m)S_{(n,m)} describe monodromy preserving deformations of order mm Fuchsian systems with n+1n+1 poles. They can be considered as a family of commuting time-dependent Hamiltonian systems on the direct product of nn copies of m×mm\times m matrix algebras equipped with the standard linear Poisson…

2003-11-16abs ↗pdf ↗

A general, consistent and complete framework for geometrical formulation of mechanical systems is proposed, based on certain structures on affine bundles (affgebroids) that generalize Lie algebras and Lie algebroids. This scheme covers and unifies various geometrical approaches to mechanics in the Lagrangian and Hamilt…

2006-04-06abs ↗pdf ↗

A description of time-dependent Mechanics in terms of Lagrangian submanifolds of Dirac manifolds (in particular, presymplectic and Poisson manifolds) is presented. Two new Tulczyjew triples are discussed. The first one is adapted to the restricted Hamiltonian formalism and the second one is adapted to the extended Hami…

2010-09-01abs ↗pdf ↗

Starting from a bundle E over R, the dual of the first jet bundle, which is a co-dimension 1 sub-bundle of the cotangent bundle of E, is the appropriate manifold for the geometric description of time-dependent Hamiltonian systems. Based on previous work, we recall properties of the complete lifts of a type (1,1) tensor…

2014-07-18abs ↗pdf ↗

The Schlesinger equations S(n,m)S_{(n,m)} describe monodromy preserving deformations of order mm Fuchsian systems with n+1n+1 poles. They can be considered as a family of commuting time-dependent Hamiltonian systems on the direct product of nn copies of m×mm\times m matrix algebras equipped with the standard linear Poisson…

2006-10-10abs ↗pdf ↗

Improved path integral method for financial derivatives pricing.

problem Analytical intractability of financial derivative pricing models.
method Generalized semi-classical path integral approach to time-dependent Hamiltonians.
result Accuracy and computational efficiency of the path integral approach for derivatives pricing.

The closed string model in the background gravity field is considered as a bi-Hamiltonian system in assumption that string model is the integrable model for particular kind of the background fields. The dual nonlocal Poisson brackets(PB), depending of the background fields and of their derivatives, are obtained. The in…

2004-11-24abs ↗pdf ↗

Researchers tackle the globalization problem of locally cosymplectic Hamiltonian dynamics.

problem Globalization problem of locally cosymplectic Hamiltonian dynamics.
method Investigate the geometry of locally conformally cosymplectic manifolds and provide a geometric Hamilton-Jacobi theory.
result Provide a geometric Hamilton-Jacobi theory on locally conformally cosymplectic manifolds.

New geometric framework for non-conservative field theories with time-dependent terms.

problem Describing non-conservative field theories with explicit space-time dependence.
method Combining k-cosymplectic and k-contact formulations to develop Hamiltonian and Lagrangian formalisms.
result Illustrated with the nonlinear damped wave equation, demonstrating the new formalism's applicability.

In this paper Hamiltonian system of time dependent periodic Newton equations is studied. It is shown that for dimensions 33 and higher the following rigidity results holds true: If all the orbits in a neighborhood of infinity are action minimizing then the potential must be constant. This gives a generalization of the…

2015-05-29abs ↗pdf ↗

We consider a {\em Hamiltonian setup} $\sextuple$, where (M,ω)(\mathcal M,ω) is a symplectic manifold, L\mathfrak L is a distribution of Lagrangian subspaces in M\mathcal M, P\mathcal P a Lagrangian submanifold of M \mathcal M, HH is a smooth time dependent Hamiltonian function on M\mathcal M and $Γ:[a,b]\to\mathcal…

1999-11-08abs ↗pdf ↗

Study on relativistic nonholonomic mechanics with time-dependent constraints.

problem Formulating classical time-dependent nonholonomic mechanics.
method Invariant formulation using moving frames and Chaplygin systems.
result Hamiltonization of time-dependent constraints achieved.

The jet bundle description of time-dependent mechanics is revisited. The constraint algorithm for singular Lagrangians is discussed and an exhaustive description of the constraint functions is given. By means of auxiliary connections we give a basis of constraint functions in the Lagrangian and Hamiltonian sides. An ad…

2001-05-10abs ↗pdf ↗

Paper adapts causal analysis for time-dependent systems, especially energy management.

problem Challenges in root-cause analysis for systems with lagged time-dependencies, particularly in energy management.
method Adapts causal root-cause analysis method to time-dependent systems, discusses two truncation approaches.
result Extension effectively localizes root-causes in feature and time domain with enough lags.

We take a Hamiltonian-based perspective to generalize Nesterov's accelerated gradient descent and Polyak's heavy ball method to a broad class of momentum methods in the setting of (possibly) constrained minimization in Euclidean and non-Euclidean normed vector spaces. Our perspective leads to a generic and unifying non…

2019-06-02abs ↗pdf ↗

This paper studies the question of when a loop φφ in the group Symp(M,ω)(M,ω) of symplectomorphisms of a symplectic manifold (M,ω)(M,ω) is isotopic to a loop that is generated by a time-dependent Hamiltonian function. (Loops with this property are said to be Hamiltonian.) Our main result is that Hamiltonian loops are rigid …

1997-10-17abs ↗pdf ↗

Proposes a Koopman operator method for time-dependent reliability analysis of nonlinear systems.

problem Challenges in time-dependent reliability analysis of nonlinear dynamical systems.
method Koopman operator approach for transforming nonlinear systems into linear ones, combined with deep learning for intrinsic coordinates.
result Robust and generalizable approach for time-dependent reliability analysis, superior to purely data-driven methods.

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 ↗

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

1996-06-18abs ↗pdf ↗

Method learns molecular Hamiltonian for accurate electron dynamics predictions.

problem Predict electron dynamics in molecules using learned Hamiltonians.
method Combines linear statistical model with quantum Liouville equation time discretization.
result Predicted electron dynamics closely matches ground truth, even beyond training data.

Develops methods to learn correlation potentials for time-dependent Kohn-Sham systems.

problem Learning the correlation potential for time-dependent Kohn-Sham systems.
method Optimizing a least-squares objective subject to the TDKS equation using adjoints.
result Learned correlation potential models match ground truth electron densities and can have memory.

The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.

problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.

The paper discusses reducing Hamiltonian systems by scaling and standard symmetries, leading to Kirillov Hamiltonian systems.

problem Reduction of symplectic Hamiltonian systems by scaling and standard symmetries.
method Proof of Kirillov Hamiltonian systems and equivalence of reductions.
result Equivalent Kirillov Hamiltonian systems from different reduction orders.

Survey of recent developments in symmetric reductions and controls for Hamiltonian systems.

problem Understanding the internal relationships of geometric structures and controls in Hamiltonian systems with symmetry.
method Survey and introduction of recent developments in controlled Hamiltonian systems with symmetry.
result Reveals the relationships between geometric structures, nonholonomic constraints, dynamical vector fields, and controls.