Related papers: Stochastic Chaplygin systems
In this paper we derive the equations of motion for nonholonomic systems subject to inequality constraints, both, in continuous-time and discrete-time. The last is done by discretizing the continuous time-variational principle which defined…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
We study the long-time behavior of non-autonomous stochastic FitzHugh-Nagumo systems on thin domains. As the $(n+ 1)$-dimensional thin domains collapses onto an n-dimensional domain, an n-dimensional limiting FitzHugh-Nagumo system is…
We consider a stochastic lattice Cahn-Hilliard equation with nonautonomous nonlinear noise. First, we prove the existence of pullback random attractors in $\ell^2$ for the generated nonautonomous random dynamical system. Then, we construct…
We study a first-order hyperbolic approximation of the nonlinear Schr\"odinger (NLS) equation. We show that the system is strictly hyperbolic and possesses a modified Hamiltonian structure, along with at least three conserved quantities…
In this paper we show how the well-know local symmetries of Lagrangeans systems, and in particular the diffeomorphism invariance, emerge in the Hamiltonian formulation. We show that only the constraints which are linear in the momenta…
The reduction of Hamiltonian systems aims to build smaller reduced models, valid over a certain range of time and parameters, in order to reduce computing time. By maintaining the Hamiltonian structure in the reduced model, certain…
Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…
In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
We extend Hamilton-Jacobi theory to Lagrange-Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer…
We study a new parametric approach for hidden discrete-time diffusion models. This method is based on contrast minimization and deconvolution and leads to estimate a large class of stochastic models with nonlinear drift and nonlinear…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
In these lectures we give an overview of nonequilibrium stochastic systems. In particular we discuss in detail two models, the asymmetric exclusion process and a ballistic reaction model, that illustrate many general features of…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
This paper develops the theory of Dirac reduction by symmetry for nonholonomic systems on Lie groups with broken symmetry. The reduction is carried out for the Dirac structures, as well as for the associated Lagrange-Dirac and…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…