Related papers: Helmholtz theorem for stochastic Hamiltonian syste…
We derive the Helmholtz theorem for nondifferentiable Hamiltonian systems in the framework of Cresson's quantum calculus. Precisely, we give a theorem characterizing nondifferentiable equations, admitting a Hamiltonian formulation.…
We derive the Helmholtz theorem for Hamiltonian systems defined on time scales in the context of nonshifted calculus of variations which encompass the discrete and continuous case. Precisely, we give a theorem characterizing first order…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
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 extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…
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 discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…
We define discrete Hamiltonian systems in the framework of discrete embeddings. An explicit comparison with previous attempts is given. We then solve the discrete Helmholtz's inverse problem for the discrete calculus of variation in the…
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…
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…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…
We present the symplectic algorithm in the Lagrangian formalism for the Hamiltonian systems by virtue of the noncommutative differential calculus with respect to the discrete time and the Euler--Lagrange cohomological concepts. We also show…
Microscopically conserving reduced models of many-body systems have a long, highly successful history. Established theories of this type are the random-phase approximation for Coulomb fluids and the particle-particle ladder model for…
In the paper, we utilize the recent variational, abstract theorem to show the existence of homoclinic solutions to the Hamiltonian system $$ \dot{z} = J D_z H(z, t), \quad t \in \mathbb{R}, $$ where the Hamiltonian $H : \mathbb{R}^{2N}…
We prove H\"ormander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of…
We develop Hamilton-Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…