Singular dual pairs

We generalize the notions of dual pair and polarity introduced by S. Lie and A. Weinstein in order to accommodate very relevant situations where the application of these ideas is desirable. The new notion of polarity is designed to deal with the loss of smoothness caused by the presence of singularities that are encountered in many problems. We study in detail the relation between the newly introduced dual pairs, the quantum notion of Howe pair, and the symplectic leaf correspondence of Poisson manifolds in duality. The dual pairs arising in the context of symmetric Poisson manifolds are treated with special attention. We show that in this case and under very reasonable hypotheses we obtain a particularly well behaved kind of dual pairs that we call von Neumann pairs. Some of the ideas that we present in this paper shed some light on the so called optimal momentum maps.Comment: 38 pages, Theorem 7.6 has been upgrade

The symplectic reduced spaces of a Poisson action

During the last thirty years, symplectic or Marsden--Weinstein reduction has been a major tool in the construction of new symplectic manifolds and in the study of mechanical systems with symmetry. This procedure has been traditionally associated to the canonical action of a Lie group on a symplectic manifold, in the presence of a momentum map. In this note we show that the symplectic reduction phenomenon has much deeper roots. More specifically, we will find symplectically reduced spaces purely within the Poisson category under hypotheses that do not necessarily imply the existence of a momentum map. On other words, the right category to obtain symplectically reduced spaces is that of Poisson manifolds acted canonically upon by a Lie group.Comment: 8 pages. To appear in C. R. Acad. Sci. Paris S\'er. I Mat

Optimal reduction

We generalize various symplectic reduction techniques to the context of the optimal momentum map. Our approach allows the construction of symplectic point and orbit reduced spaces purely within the Poisson category under hypotheses that do not necessarily imply the existence of a momentum map. We construct an orbit reduction procedure for canonical actions on a Poisson manifold that exhibits an interesting interplay with the von Neumann condition previously introduced by the author in his study of singular dual pairs. This condition ensures that the orbits in the momentum space of the optimal momentum map (we call them polar reduced spaces) admit a presymplectic structure that generalizes the Kostant--Kirillov--Souriau symplectic structure of the coadjoint orbits in the dual of a Lie algebra. Using this presymplectic structure, the optimal orbit reduced spaces are symplectic with a form that satisfies a relation identical to the classical one obtained by Marle, Kazhdan, Kostant, and Sternberg for free Hamiltonian actions on a symplectic manifold. In the symplectic case we provide a necessary and sufficient condition for the polar reduced spaces to be symplectic. In general, the presymplectic polar reduced spaces are foliated by symplectic submanifolds that are obtained through a generalization to the optimal context of the so called Sjamaar Principle, already existing in the theory of Hamiltonian singular reduction. We use these ideas in the construction of a family of presymplectic homogeneous manifolds and of its symplectic foliation and we show that these reduction techniques can be implemented in stages in total analogy with the case of free globally Hamiltonian proper actions.Comment: 42 page

Relative normal modes for nonlinear Hamiltonian systems

An estimate on the number of distinct relative periodic orbits around a stable relative equilibrium in a Hamiltonian system with continuous symmetry is given. This result constitutes a generalization to the Hamiltonian symmetric framework of a classical result by Weinstein and Moser on the existence of periodic orbits in the energy levels surrounding a stable equilibrium.The estimate obtained is very precise in the sense that it provides a lower bound for the number of relative periodic orbits at each prescribed energy and momentum values neighboring the stable relative equilibrium in question and with any prefixed (spatiotemporal) isotropy subgroup. Moreover, it is easily computable in particular examples. It is interesting to see how in our result the existence of non trivial relative periodic orbits requires (generic) conditions on the higher order terms of the Taylor expansion of the Hamiltonian function, in contrast with the purely quadratic requirements of the Weinstein--Moser Theorem, which emphasizes the highly non linear character of the relatively periodic dynamical objects.Comment: 30 page

Symplectic Group Actions and Covering Spaces

For symplectic group actions which are not Hamiltonian there are two ways to define reduction. Firstly using the cylinder-valued momentum map and secondly lifting the action to any Hamiltonian cover (such as the universal cover), and then performing symplectic reduction in the usual way. We show that provided the action is free and proper, and the Hamiltonian holonomy associated to the action is closed, the natural projection from the latter to the former is a symplectic cover. At the same time we give a classification of all Hamiltonian covers of a given symplectic group action. The main properties of the lifting of a group action to a cover are studied.Comment: 19 page

Multivariate GARCH estimation via a Bregman-proximal trust-region method

The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as the "curse of dimensionality". For example, in the case of the VEC family, the number of parameters involved in the model grows as a polynomial of order four on the dimensionality of the problem. Moreover, these parameters are subjected to convoluted nonlinear constraints necessary to ensure, for instance, the existence of stationary solutions and the positive semidefinite character of the conditional covariance matrices used in the model design. So far, this problem has been addressed in the literature only in low dimensional cases with strong parsimony constraints. In this paper we propose a general formulation of the estimation problem in any dimension and develop a Bregman-proximal trust-region method for its solution. The Bregman-proximal approach allows us to handle the constraints in a very efficient and natural way by staying in the primal space and the Trust-Region mechanism stabilizes and speeds up the scheme. Preliminary computational experiments are presented and confirm the very good performances of the proposed approach.Comment: 35 pages, 5 figure

Universal discrete-time reservoir computers with stochastic inputs and linear readouts using non-homogeneous state-affine systems

A new class of non-homogeneous state-affine systems is introduced for use in reservoir computing. Sufficient conditions are identified that guarantee first, that the associated reservoir computers with linear readouts are causal, time-invariant, and satisfy the fading memory property and second, that a subset of this class is universal in the category of fading memory filters with stochastic almost surely uniformly bounded inputs. This means that any discrete-time filter that satisfies the fading memory property with random inputs of that type can be uniformly approximated by elements in the non-homogeneous state-affine family.Comment: 41 page