Related papers: Momentum Maps and Stochastic Clebsch Action Princi…
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…
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…
We construct a Poisson map $\mathbf{M}\colon T^{*}\mathbb{C}^{2} \to \mathfrak{se}(3)^{*}$ with respect to the canonical Poisson bracket on $T^{*}\mathbb{C}^{2} \cong T^{*}\mathbb{R}^{4}$ and the $(-)$-Lie--Poisson bracket on the dual…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
An integrator for a class of stochastic Lie-Poisson systems driven by Stratonovich noise is developed. The integrator is suited for Lie-Poisson systems that also admit an isospectral formulation, which enables scalability to…
In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…
We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…
Dynamical symmetries of the collisionless Boltzmann transport equation, or Vlasov equation, but under the influence of an external driving force, are derived from non-standard representations of the $2D$ conformal algebra. In the case…
Sampling from an unnormalized probability distribution is a fundamental problem in machine learning with applications including Bayesian modeling, latent factor inference, and energy-based model training. After decades of research,…
Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are first introduced by means of suitable Doob…
We consider discrete-time dynamical systems with a linear relaxation dynamics that are driven by deterministic chaotic forces. By perturbative expansion in a small time scale parameter, we derive from the Perron-Frobenius equation the…
This text presents some basic notions in symplectic geometry, Poisson geometry, Hamiltonian systems, Lie algebras and Lie groups actions on symplectic or Poisson manifolds, momentum maps and their use for the reduction of Hamiltonian…
Vlasov kinetic theory is the dynamics of a bunch of particles flowing according to symplectic Hamiltonian dynamics. More recently, this geometry has been extended to contact Hamiltonian dynamics. In this paper, we introduce geometric…
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…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
We study the three-dimensional stochastic electron magnetohydrodynamics (EMHD) system with fractional dissipation on the torus, driven by Stratonovich transport noise acting through divergence-free first-order operators. The noise generates…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
Here it is shown that the unitary dynamics of a quantum object may be obtained as the conditional expectation of a counting process of object-clock interactions. Such a stochastic process arises from the quantization of the clock, and this…
We present a method, based on the Keldysh formalism, for deriving stochastic master equations that describe the non-Markovian dynamics of a quantum system coupled to a Gaussian environment. This approach yields a compact expression for the…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…