Related papers: Stochastic Chaplygin systems
Over the past two decades, open systems that are described by a non-Hermitian Hamiltonian have become a subject of intense research. These systems encompass classical wave systems with balanced gain and loss, semiclassical models with mode…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
We discuss a version of Hamiltonian (2+1)-dimensional dynamics, in which one allows nonvanishing Poisson brackets also between the coordinates, and between the momenta. The resulting equations of motion are not any more derivable from a…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
Number-non-conserving terms in quadratic bosonic Hamiltonians can induce unwanted dynamical instabilities. By exploiting the pseudo-Hermitian structure built in to these Hamiltonians, we show that as long as dynamical stability holds, one…
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…
We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…
Many theories of physical interest, which admit a Hamiltonian description, exhibit symmetries under a particular class of non - strictly canonical transformation, known as dynamical similarities. The presence of such symmetries allows a…
Statistical mechanics of the discrete nonlinear Schr\"odinger equation is studied by means of analytical and numerical techniques. The lower bound of the Hamiltonian permits the construction of standard Gibbsian equilibrium measures for…
For a linear non-Hermitian system, I demonstrate that a Hamiltonian can be constructed such that the non-Hermitian equations can be expressed exactly in the form of Hamilton's canonical equations. This is first shown for discrete systems…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…
Non-deterministic chaos is a form of low-dimensional dynamics which is characterized by the existence of a countable set of {\em sensitive decision points} (SDP's). Away from these points, the dynamics is well-behaved. Near these points,…
We review in detail the Hamiltonian dynamics for constrained systems. Emphasis is put on the total Hamiltonian system rather than on the extended Hamiltonian system. We provide a systematic analysis of (global and local) symmetries in total…
We study the stochastic motion of a droplet in a stochastic Cahn-Hilliard equation in the sharp interface limit for sufficiently small noise. The key ingredient in the proof is a deterministic slow manifold, where we show its stability for…
We consider two strongly hyperbolic Hamiltonian formulations of general relativity and their numerical integration with a free and a partially constrained symplectic integrator. In those formulations we use hyperbolic drivers for the shift…
We perform a numerical analysis of a class of randomly perturbed {H}amiltonian systems and {P}oisson systems. For the considered additive noise perturbation of such systems, we show the long time behavior of the energy and quadratic…
Although it is now understood that chaos in complex classical systems is the foundation of thermodynamic behavior, the detailed relations between the microscopic properties of the chaotic dynamics and the macroscopic thermodynamic…
We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…
In this article, we use a mechanism introduced by Herman, Marco and Sauzin to show that if a perturbation of a quasi-convex integrable Hamiltonian system is not too small with respect to the number of degrees of freedom, then the classical…