Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Public Member Functions | List of all members
srfm::tensor::ChristoffelSymbols Class Reference

#include <tensor.hpp>

Public Member Functions

 ChristoffelSymbols (const MetricTensor &metric, double h=constants::DEFAULT_FD_STEP)
 
ChristoffelArray compute (const SpacetimePoint &x) const
 
FourVelocity contract (const ChristoffelArray &gamma, const FourVelocity &u) const
 

Detailed Description

Computes the Christoffel symbols of the second kind Γ^λ_μν at a spacetime point by numerically differentiating the metric tensor.

The Christoffel symbols measure how the metric — and therefore the market covariance structure — changes from one market state to another. They are the "connection" that converts coordinate changes into physical changes in the correlation geometry.

Formula (Einstein summation): Γ^λ_μν = ½ g^λσ (∂_μ g_νσ + ∂_ν g_μσ − ∂_σ g_μν)

Partial derivatives are computed via central finite differences: ∂g_μν/∂x^σ ≈ [g_μν(x + h·ê_σ) − g_μν(x − h·ê_σ)] / (2h)

Definition at line 356 of file tensor.hpp.

Constructor & Destructor Documentation

◆ ChristoffelSymbols()

srfm::tensor::ChristoffelSymbols::ChristoffelSymbols ( const MetricTensor &  metric,
double  h = constants::DEFAULT_FD_STEP 
)
explicit

Construct from a metric tensor.

Arguments

  • metric — The position-dependent metric (held by const-reference)
  • h — Finite-difference step for metric derivatives (default 1e-5)

Definition at line 14 of file christoffel.cpp.

Member Function Documentation

◆ compute()

ChristoffelArray srfm::tensor::ChristoffelSymbols::compute ( const SpacetimePoint &  x) const

Compute all 4³ = 64 Christoffel symbols at point x.

Arguments

  • x — Spacetime point at which to evaluate Γ^λ_μν

Returns

Array indexed as result[lambda](mu, nu) = Γ^λ_μν. Returns all-zero array if the metric is singular at x.

Definition at line 33 of file christoffel.cpp.

◆ contract()

FourVelocity srfm::tensor::ChristoffelSymbols::contract ( const ChristoffelArray &  gamma,
const FourVelocity &  u 
) const

Contract the Christoffel symbols with a four-velocity: result^λ = Γ^λ_μν u^μ u^ν

This is the RHS of the geodesic acceleration equation (negated).

Definition at line 79 of file christoffel.cpp.


The documentation for this class was generated from the following files: