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 | Public Attributes | Friends | List of all members
srfm::tensor::GeodesicState Struct Reference

Position and 4-velocity state on the manifold. More...

#include <tensor.hpp>

Public Member Functions

GeodesicState operator+ (const GeodesicState &o) const noexcept
 Pointwise addition of two states (used internally by RK4).
 

Public Attributes

SpacetimePoint position
 x^μ: position in financial spacetime
 
FourVelocity velocity
 u^μ = dx^μ/dτ: four-velocity tangent vector
 
Eigen::VectorXd x
 Position coordinates.
 
Eigen::VectorXd u
 Tangent vector (4-velocity, dx/dτ).
 

Friends

GeodesicState operator* (double s, const GeodesicState &g) noexcept
 Scalar multiplication (used internally by RK4).
 

Detailed Description

Position and 4-velocity state on the manifold.

Phase-space state for the geodesic ODE: position x^μ and velocity u^μ.

The geodesic equation is a second-order ODE. We reduce it to first order by treating (x, u) as the state vector: dx^λ/dτ = u^λ du^λ/dτ = −Γ^λ_μν u^μ u^ν

Both vectors must have length equal to the manifold dimension (N+1).

Definition at line 521 of file tensor.hpp.

Member Function Documentation

◆ operator+()

GeodesicState srfm::tensor::GeodesicState::operator+ ( const GeodesicState &  o) const
inlinenoexcept

Pointwise addition of two states (used internally by RK4).

Definition at line 526 of file tensor.hpp.

Friends And Related Symbol Documentation

◆ operator*

GeodesicState operator* ( double  s,
const GeodesicState &  g 
)
friend

Scalar multiplication (used internally by RK4).

Definition at line 531 of file tensor.hpp.

Member Data Documentation

◆ position

SpacetimePoint srfm::tensor::GeodesicState::position

x^μ: position in financial spacetime

Definition at line 522 of file tensor.hpp.

◆ u

Eigen::VectorXd srfm::tensor::GeodesicState::u

Tangent vector (4-velocity, dx/dτ).

Definition at line 49 of file geodesic_n.hpp.

◆ velocity

FourVelocity srfm::tensor::GeodesicState::velocity

u^μ = dx^μ/dτ: four-velocity tangent vector

Definition at line 523 of file tensor.hpp.

◆ x

Eigen::VectorXd srfm::tensor::GeodesicState::x

Position coordinates.

Definition at line 48 of file geodesic_n.hpp.


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