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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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RK4 geodesic integrator on a spacetime manifold (AGT-13 / SRFM) More...
Go to the source code of this file.
Classes | |
| struct | srfm::geodesic::GeodesicState |
| State of a particle on a geodesic: position x^μ and 4-velocity u^μ. More... | |
| class | srfm::geodesic::GeodesicSolver |
Namespaces | |
| namespace | srfm |
| namespace | srfm::geodesic |
RK4 geodesic integrator on a spacetime manifold (AGT-13 / SRFM)
Module: src/geodesic/ Owner: AGT-13 (Adversarial hardening) — 2026-03-01
Numerically integrate the geodesic equation:
d²x^λ/dτ² + Γ^λ_μν (dx^μ/dτ)(dx^ν/dτ) = 0
using a 4th-order Runge-Kutta scheme.
Key property (tested by property suite): On the flat Minkowski metric (all Γ = 0) the solution is a straight line. Geodesic deviation after 100 RK4 steps is < 1e-8 from the linear prediction.
• Must always terminate (no unbounded loops; step count is bounded). • RK4 must not produce NaN even for extreme initial conditions. • All fallible operations return std::optional. • noexcept throughout.
NOT Responsible For • Adaptive step-size control. • Parallelisation across multiple geodesics. • Non-metric coupling terms (e.g. electromagnetic).
Definition in file geodesic_solver.hpp.