Related papers: Stochastic Euler-Poincar\'e reduction

The Wigner-Eckart theorem is a well known result for tensor operators of SU(2) and, more generally, any compact Lie group. This paper generalises it to arbitrary Lie groups, possibly non-compact. The result relies on knowledge of recoupling…

The quasi-invariance is proved for the distributions of Poisson point processes under a random shift map on the path space. This leads to a natural Dirichlet form of jump type on the path space. Differently from the O-U Dirichlet form on…

Recent theoretical work has developed the Hamilton's-principle analog of Lie-Poisson Hamiltonian systems defined on semidirect products. The main theoretical results are twofold: (1) Euler-Poincar\'e equations (the Lagrangian analog of…

Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. The…

A new derivation of the quantum deformation of the 2 dimensional Euclidean Poincare group (cf S. Zakrzewski) is proposed. It is based on a contraction of the Hopf algebra Fun(SO_q(3)). The deformation parameter q is sent to one, as in the…

We exhibit a cocycle in the simplicial de Rham complex which represents the Euler class. As an application, we construct a Lie algebra cocycle on $L\mathfrak{so}(4)$.

Given strong uniqueness for an It\^o's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approximations. Stochastic equations in $\mathbb{R}^{d}$ and in…

Based on the Euler-Lagrange cohomology groups $H_{EL}^{(2k-1)}({\cal M}^{2n}) (1 \leqslant k\leqslant n)$ on symplectic manifold $({\cal M}^{2n}, \omega)$, their properties and a kind of classification of vector fields on the manifold, we…

We present the derivation of the 6-dimensional Eulerian Lie group of the form SO(3,C). We describe our derivation process, which involves the creation of a finite group by using permutation matrices, and the exponentiation of the adjoint…

ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…

In this paper we initiate a general classification for Lie algebras of order 3 and we give all Lie algebras of order 3 based on $\mathfrak{sl}(2,\mathbb C)$ and $\mathfrak{iso}(1,3)$ the Poincar\'e algebra in four-dimensions. We then set…

By one of the most fundamental principles in physics, a dynamical system will exhibit those motions which extremise an action functional. This leads to the formation of the Euler-Lagrange equations, which serve as a model of how the system…

We consider a specific class of infinite dimensional $p$-adic Lie groups, i.e., a sort of diffeomorphism groups on $p$-adic ball $\operatorname{Diff}^{\operatorname{an}}(B_\epsilon)$. It turns out that this group has a natural logarithmic…

We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…

This paper surveys results found by the authors in the previous papers (see for example, A. Duyunova, V. Lychagin, S. Tychkov, Differential invariants for spherical layer flows of a viscid fluid, Journal of Geometry and Physics, 130,…

This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

We prove that the Navier-Stokes, the Euler and the Stokes equations admit a Lagrangian structure using the stochastic embedding of Lagrangian systems. These equations coincide with extremals of an explicit stochastic Lagrangian functional,…

It is known that Bernoulli scheme of independent trials with two outcomes is connected with the binomial coefficients. The aim of this paper is to indicate stochastic processes which are connected with the $q$-polynomial coefficients (in…

We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…

By considering suitable Poisson groupoids, we develop an approach to obtain Lie group structures on (subgroups of) the Poisson diffeomorphism groups of various classes of Poisson manifolds. As applications, we show that the Poisson…