Related papers: Linear Hamiltonian Systems under Microscopic Rando…
In a recent paper a slightly modified version of the Bateman system, originally proposed to describe a damped harmonic oscillator, was proposed. This system is really different from the Bateman's one, in the sense that this latter cannot be…
We study the limit of large volume equilibrium Gibbs measures for a rather general Hamiltonians. In particular we study Hamiltonians which arise in naturally in Nonlinear Elasticity and Hamiltonians (containing surface terms) which arises…
It is shown that a given non-autonomous system of two first-order ordinary differential equations can be expressed in Hamiltonian form. The derivation presented here allow us to obtain previously known results such as the infinite number of…
We upper- and lower-bound the optimal precision with which one can estimate an unknown Hamiltonian parameter via measurements of Gibbs thermal states with a known temperature. The bounds depend on the uncertainty in the Hamiltonian term…
When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…
We consider the question of existence of Hamiltonians for autonomous non-holonomic mechanical systems in this paper. The approach is elementary in the sense that the existence of a Hamiltonian for a given non-holonomic system is considered…
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…
We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…
Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…
This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as…
The recent discovery that for large Hilbert spaces, almost all (that is, typical) Hamiltonians have eigenstates that place small subsystems in thermal equilibrium, has shed much light on the origins of irreversibility and thermalization.…
We give an example of a simple mechanical system described by the generalized harmonic oscillator equation, which is a basic model in discussion of the adiabatic dynamics and geometric phase. This system is a linearized plane pendulum with…
This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…
A chaotic autonomous Hamiltonian systems, perturbed by small damping and small external force, harmonically dependent on time, can acquire a strange attractor with properties similar to that of the canonical distribution - the Gibbs…
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given…
We propose a method of quantization based on Hamilton-Jacobi theory in the presence of a random constraint due to the fluctuations of a set of hidden random variables. Given a Lagrangian, it reproduces the results of canonical quantization…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…