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We study multiscale integrator numerical schemes for a class of stiff stochastic differential equations (SDEs). We consider multiscale SDEs with potentially multiple attractors that behave as diffusions on graphs as the stiffness parameter…
We develop the theory of Whitham type hierarchies integrable by hydrodynamic reductions as a theory of certain differential-geometric objects. As an application we construct Gibbons-Tsarev systems associated to moduli space of algebraic…
Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…
We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
For an integrable Hamiltonian system we construct a representation of the phase space symmetry algebra over the space of functions on a Lagrangian manifold. The representation is a result of the canonical quantization of the integrable…
This paper is dedicated to the differential Galois theory in the complex analytic context for Lie-Vessiot systems. Those are the natural generaliza- tion of linear systems, and the more general class of differential equations adimitting…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
Using older and recent results on the integrability of two-dimensional (2d) dynamical systems, we prove that the results obtained in a recent publication concerning the 2d generalized Ermakov system can be obtained as special cases of a…
We discuss a hierarchy of broken symmetries with special emphasis on partial dynamical symmetries (PDS). The latter correspond to a situation in which a non-invariant Hamiltonian accommodates a subset of solvable eigenstates with good…
Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…
The notion of integrability is discussed for classical nonautonomous systems with one degree of freedom. The analysis is focused on models which are linearly spanned by finite Lie algebras. By constructing the autonomous extension of the…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
A moving parallel frame method is applied to geometric non-stretching curve flows in the Hermitian symmetric space Sp(n)/U(n) to derive new integrable systems with unitary invariance. These systems consist of a bi-Hamiltonian modified…
We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular It\^{o}, Stratonovich, Klimontovich) in stochastic differential equations (SDEs). Building on a unified geometric framework, we…
Actions of Lie groups on presymplectic manifolds are analyzed, introducing the suitable comomentum and momentum maps. The subsequent theory of reduction of presymplectic dynamical systems with symmetry is studied. In this way, we give a…
Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…
In this paper we consider the numerical approximation of systems of Boussinesq-type to model surface wave propagation. Some theoretical properties of these systems (multi-symplectic and Hamiltonian formulations, well-posedness and existence…
We define the periodic Full Kostant-Toda on every simple Lie algebra, and show its Liouville integrability. More precisely we show that this lattice is given by a Hamiltonian vector field, associated to a Poisson bracket which results from…