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We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…

Computation · Statistics 2012-07-17 Babak Shahbaba , Shiwei Lan , Wesley O. Johnson , Radford M. Neal

Helicity plays a unique role as an integral invariant of a dynamical system. In this paper, the concept of helicity in the general setting of Hamiltonian dynamics is discussed. It is shown, through examples, how the conservation of overall…

Classical Physics · Physics 2024-02-14 Michael E. Glinsky , Poul G. Hjorth

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…

Optimization and Control · Mathematics 2024-04-23 Michael Herty , Hicham Kouhkouh

In this paper we extend the standard differential geometric theory of Hamiltonian dynamics to noncommutative spaces, beginning with symplectic forms. Derivations on the algebra are used instead of vector fields, and interior products and…

Quantum Algebra · Mathematics 2007-05-23 Edwin J. Beggs

We present a discrete analog of the recently introduced Hamilton-Pontryagin variational principle in Lagrangian mechanics. This unifies two, previously disparate approaches to discrete Lagrangian mechanics: either using the discrete…

Symplectic Geometry · Mathematics 2020-03-19 Ari Stern

With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…

Methodology · Statistics 2011-12-20 Michael Betancourt , Leo C. Stein

This paper focuses on rate-independent damage in elastic bodies. Since the driving energy is nonconvex, solutions may have jumps as a function of time, and in this situation it is known that the classical concept of energetic solutions for…

Analysis of PDEs · Mathematics 2014-02-06 Dorothee Knees , Riccarda Rossi , Chiara Zanini

It is shown that the Rayleigh's dissipation function can be successfully applied in the solution of mechanical problems involving friction non-linear in the velocities. Through the study of surfaces at contact we arrive at a simple integral…

Classical Physics · Physics 2015-04-10 E. Minguzzi

In this paper, we study a Hamiltonian structure of the Vlasov-Poisson system, first mentioned by Fr\"ohlich, Knowles, and Schwarz. To begin with, we give a formal guideline to derive a Hamiltonian on a subspace of complex-valued $L^2$…

Dynamical Systems · Mathematics 2018-07-11 R. A. Neiss

We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…

Probability · Mathematics 2008-06-06 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

We sketch out a new geometric framework to construct Hamiltonian operators for generic, non-evolutionary partial differential equations. Examples on how the formalism works are provided for the KdV equation, Camassa-Holm equation, and…

Differential Geometry · Mathematics 2009-10-04 Paul Kersten , Iosif Krasil'shchik , Alexander Verbovetsky , Raffaele Vitolo

Accelerated gradient methods have had significant impact in machine learning -- in particular the theoretical side of machine learning -- due to their ability to achieve oracle lower bounds. But their heuristic construction has hindered…

Computation · Statistics 2018-02-16 Michael Betancourt , Michael I. Jordan , Ashia C. Wilson

We examine the problem of integrability of two-dimensional Hamiltonian systems by means of separation of variables. The systematic approach to construction of the special non-pure coordinate separation of variables for certain natural…

solv-int · Physics 2009-10-30 S. Rauch-Wojciechowski , A. V. Tsiganov

A methodology for deriving dual variational principles for the classical Newtonian mechanics of mass points in the presence of applied forces, interaction forces, and constraints, all with a general dependence on particle velocities and…

Mathematical Physics · Physics 2024-07-02 Amit Acharya , Ambar N. Sengupta

The Hamiltonian approach to the theory of dual isomonodromic deformations is developed within the framework of rational classical R-matrix structures on loop algebras. Particular solutions to the isomonodromic deformation equations…

solv-int · Physics 2009-10-30 J. Harnad

The objective of this work is to examine the integrability of Hamiltonian systems in $2D$ spaces with variable curvature of certain types. Based on the differential Galois theory, we announce the necessary conditions of the integrability.…

Exactly Solvable and Integrable Systems · Physics 2026-02-26 Wojciech Szumiński , Adel A. Elmandouh

Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…

Mathematical Physics · Physics 2009-11-10 Michele Pavon

Extremal principles can generally be divided into two rather distinct classes. There are, on the one hand side, formulations based on the Lagrangian or Hamiltonian mechanics, respectively, dealing with time dependent problems, but…

Computational Engineering, Finance, and Science · Computer Science 2023-11-08 Klaus Hackl , Jiří Svoboda , Franz Dieter Fischer

Hamiltonian integration methods for the Vlasov-Maxwell equations are developed by a Hamiltonian splitting technique. The Hamiltonian functional is split into five parts, i.e., the electrical energy, the magnetic energy, and the kinetic…

Computational Physics · Physics 2016-01-20 Yang He , Hong Qin , Yajuan Sun , Jianyuan Xiao , Ruili Zhang , Jian Liu