Related papers: Stochastic Chaplygin systems
There has been increasing interest in methodologies that incorporate physics priors into neural network architectures to enhance their modeling capabilities. A family of these methodologies that has gained traction are Hamiltonian neural…
We show that a pair of coupled nonlinear oscillators, of which one oscillator has positive and the other one negative damping of equal rate, can form a Hamiltonian system. Small-amplitude oscillations in this system are governed by a…
This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…
After a brief survey of the definition and the properties of Lambda-symmetries in the general context of dynamical systems, the notion of "Lambda-constant of motion'' for Hamiltonian equations is introduced. If the Hamiltonian problem is…
We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…
We investigate linear dynamical systems of second order. Uncertainty quantification is applied, where physical parameters are substituted by random variables. A stochastic Galerkin method yields a linear dynamical system of second order…
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic…
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…
This paper is concerned with the nonholonomic Suslov problem and its generalization proposed by Chaplygin. The issue of the existence of an invariant measure with singular density (having singularities at some points of phase space) is…
We study the dynamics of countable groups on their respective spaces of quasimorphisms. For cohomologically non-trivial quasimorphisms we show that there are no invariant measures and classify stationary measures. Within the equivalence…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We discuss the Poisson structures, Lax matrices, $r$-matrices, bi-hamiltonian structures, the variables of separation and other attributes of the modern theory of dynamical systems in application to the integrable Euler top and to the…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
In this paper we study the relation between conserved quantities of nonholonomic systems and the hamiltonization problem employing the geometric methods of [1,3]. We illustrate the theory with classical examples describing the dynamics of…
Recently, there has been an increasing interest in modelling and computation of physical systems with neural networks. Hamiltonian systems are an elegant and compact formalism in classical mechanics, where the dynamics is fully determined…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
We introduce a method which allows one to recover the equations of motion of a class of nonholonomic systems by finding instead an unconstrained Hamiltonian system on the full phase space, and to restrict the resulting canonical equations…
We present the noncanonical Hamiltonian structure of the relativistic Euler equations for a perfect fluid in Minkowski spacetime. By identifying the system's noncanonical Poisson bracket and Hamiltonian, we show that relativistic fluid…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…