arXiv subjects

Gamal Mograby

Publications and source records attributed to Gamal Mograby.

11 recordsLinked to original sources

arXiv2025

Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach

We introduce a novel approach to portfolio optimization that leverages hierarchical graph structures and the Schur complement method to systematically reduce computational complexity while preserving full covariance information. Inspired by Lopez de Prados hierarchical risk parity and Cottons Schur complement methods, our framework models the covariance matrix as an adjacency-like structure of a hierarchical graph. We demonstrate that portfolio optimization can be recursively reduced across hierarchical levels, allowing optimal weights to be computed efficiently by inverting only small submatrices regardless of portfolio size. Moreover, we translate our results into a recursive algorithm that constructs optimal portfolio allocations. Our results reveal a transparent and mathematically rigorous connection between classical Markowitz mean-variance optimization, hierarchical clustering, and the Schur complement method.

q-fin.PM↗

arXiv2023

Gaps labeling theorem for the Bubble-diamond self-similar graphs

Motivated by the appearance of fractals in several areas of physics, especially in solid state physics and the physics of aperiodic order, and in other sciences, including the quantum information theory, we present a detailed spectral analysis for a new class of fractal-type diamond graphs, referred to as bubble-diamond graphs, and provide a gap-labeling theorem in the sense of Bellissard for the corresponding probabilistic graph Laplacians using the technique of spectral decimation. Labeling the gaps in the Cantor set by the normalized eigenvalue counting function, also known as the integrated density of states, we describe the gap labels as orbits of a second dynamical system that reflects the branching parameter of the bubble construction and the decimation structure. The spectrum of the natural Laplacian on limit graphs is shown generically to be pure point supported on a Cantor set, though one particular graph has a mixture of pure point and singularly continuous components.

math-ph↗

arXiv2022

Quantitative approach to Grover's quantum walk on graphs

In this paper, we study Grover's search algorithm focusing on continuous-time quantum walk on graphs. We propose an alternative optimization approach to Grover's algorithm on graphs that can be summarized as follows: instead of finding specific graph topologies convenient for the related quantum walk, we fix the graph topology and vary the underlying graph Laplacians. As a result, we search for the most appropriate analytical structure on graphs endowed with fixed topologies yielding better search outcomes. We discuss strategies to investigate the optimality of Grover's algorithm and provide an example with an easy tunable graph Laplacian to investigate our ideas.

math-ph↗

arXiv2022

Spectral decimation of piecewise centrosymmetric Jacobi operators on graphs

We study the spectral theory of a class of piecewise centrosymmetric Jacobi operators defined on an associated family of substitution graphs. Given a finite centrosymmetric matrix viewed as a weight matrix on a finite directed path graph and a probabilistic Laplacian viewed as a weight matrix on a locally finite strongly connected graph, we construct a new graph and a new operator by edge substitution. Our main result proves that the spectral theory of the piecewise centrosymmetric Jacobi operator can be explicitly related to the spectral theory of the probabilistic Laplacian using certain orthogonal polynomials. Our main tools involve the so-called spectral decimation, known from the analysis on fractals, and the classical Schur complement. We include several examples of self-similar Jacobi matrices that fit into our framework.

math.SP↗

arXiv2021

Spectral decimation of a self-similar version of almost Mathieu-type operators

We introduce self-similar versions of the one-dimensional almost Mathieu operators. Our definition is based on a class of self-similar Laplacians instead of the standard discrete Laplacian, and includes the classical almost Mathieu operators as a particular case. Our main result establishes that the spectra of these self-similar almost Mathieu operators can be completely described by the spectra of the corresponding self-similar Laplacians through the spectral decimation framework used in the context of spectral analysis on fractals. In addition, the self-similar structure of our model provides a natural finite graph approximation model. This approximation is not only helpful in executing the numerical simulation, but is also useful in finding the spectral decimation function via Schur complement computations of given finite-dimensional matrices. The self-similar Laplacians used in our model were considered recently by Chen and Teplyaev who proved the emergence of singularly continuous spectra for specific parameters. We use this result to arrive at similar conclusions in the context of the self-similar almost Mathieu operators. Finally, we derive an explicit formula of the integrated density of states of the self-similar almost Mathieu operators as the weighted pre-images of the balanced invariant measure on a specific Julia set.

math.SP↗

arXiv2021

Spectra of three-peg Hanoi towers graphs

We consider the relationship between the Laplacians on two sequences of planar graphs, one from the theory of self-similar groups and one from analysis on fractals. By establishing a spectral decimation map between these sequences we give an elementary calculation of the spectrum of the former, which was first computed by Grigorchuk and Šunić. Our method also gives a full description of the eigenfunctions.

math.CO↗

arXiv2021

Hamiltonian systems, Toda lattices, Solitons, Lax Pairs on weighted Z-graded graphs

We consider discrete one dimensional nonlinear equations and present the procedure of lifting them to Z-graded graphs. We identify conditions which allow one to lift one dimensional solutions to solutions on graphs. In particular, we prove the existence of solitons {for static potentials} on graded fractal graphs. We also show that even for a simple example of a topologically interesting graph the corresponding non-trivial Lax pairs and associated unitary transformations do not lift to a Lax pair on the Z-graded graph.

math-ph↗

arXiv2020

Spectra of Perfect State Transfer Hamiltonians on Fractal-Like Graphs

In this paper we study the spectral features, on fractal-like graphs, of Hamiltonians which exhibit the special property of perfect quantum state transfer: the transmission of quantum states without dissipation. The essential goal is to develop the theoretical framework for understanding the interplay between perfect quantum state transfer, spectral properties, and the geometry of the underlying graph, in order to design novel protocols for applications in quantum information science. We present a new lifting and gluing construction, and use this to prove results concerning an inductive spectral structure, applicable to a wide variety of fractal-like graphs. We illustrate this construction with explicit examples for several classes of diamond graphs.

math-ph↗

arXiv2020

Perfect quantum state transfer on diamond fractal graphs

In the quest for designing novel protocols for quantum information and quantum computation, an important goal is to achieve perfect quantum state transfer for systems beyond the well-known one dimensional cases, such as 1d spin chains. We use methods from fractal analysis and probability to find a new class of quantum spin chains on fractal-like graphs (known as diamond fractals) which support perfect quantum state transfer, and which have a wide range of different Hausdorff and spectral dimensions. The resulting systems are spin networks combining Dyson hierarchical model structure with transverse permutation symmetries of varying order.

math-ph↗

arXiv2020

Discretization of the Koch Snowflake Domain with Boundary and Interior Energies

We study the discretization of a Dirichlet form on the Koch snowflake domain and its boundary with the property that both the interior and the boundary can support positive energy. We compute eigenvalues and eigenfunctions, and demonstrate the localization of high energy eigenfunctions on the boundary via a modification of an argument of Filoche and Mayboroda. Hölder continuity and uniform approximation of eigenfunctions are also discussed.

math.NA↗

arXiv2019

Harmonic Gradients on Higher Dimensional Sierpinski Gaskets

We consider criteria for the differentiability of functions with continuous Laplacian on the Sierpinski Gasket and its higher-dimensional variants $SG_N$, $N>3$, proving results that generalize those of Teplyaev. When $SG_N$ is equipped with the standard Dirichlet form and measure $μ$ we show there is a full $μ$-measure set on which continuity of the Laplacian implies existence of the gradient $\nabla u$, and that this set is not all of $SG_N$. We also show there is a class of non-uniform measures on the usual Sierpinski Gasket with the property that continuity of the Laplacian implies the gradient exists and is continuous everywhere, in sharp contrast to the case with the standard measure.

math.CA↗