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We consider general hamiltonian systems with quadratic interaction potential and $N<\infty$ degrees of freedom, only $m$ of which have contact with external world, that is subjected to damping and random stationary external forces. We show…
In this paper, we study a class of multilinear Gibbs measures with Hamiltonian given by a generalized $\mathrm{U}$-statistic and with a general base measure. Expressing the asymptotic free energy as an optimization problem over a space of…
We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…
We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…
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…
Hamiltonian systems with linearly dependent constraints (irregular systems), are classified according to their behavior in the vicinity of the constraint surface. For these systems, the standard Dirac procedure is not directly applicable.…
This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…
We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a…
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…
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…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
Nonlinearity in many systems is heavily dependent on component variation and environmental factors such as temperature. This is often overcome by keeping signals close enough to the device's operating point that it appears approximately…
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…
In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff…
It is shown that the variance of a perturbation Hamiltonian density vanishes in the infinite-volume limit of the perturbed spin systems with quenched disorder. This is proven in a simpler way and under less assumptions than before. A…
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…
In this paper, we show that the methods of mathematical statistical physics can be successfully applied to random fields in finite volumes. As a result, we obtain simple necessary and sufficient conditions for the existence and uniqueness…
An equation is obtained to find the Lagrangian for a one-dimensional autonomous system. The continuity of the first derivative of its constant of motion is assumed. This equation is solved for a generic nonconservative autonomous system…
We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…
A harmonic oscillator under influence of the noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to…