Related papers: Momentum Maps and Stochastic Clebsch Action Princi…
We propose a novel stochastic optimization algorithm called STOchastic Recursive Momentum for Compositional (STORM-Compositional) optimization that minimizes the composition of expectations of two stochastic functions, the latter being an…
We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre…
Recently, a novel framework to handle stochastic processes has emerged from a series of studies in biology, showing situations beyond 'It\^o versus Stratonovich'. Its internal consistency can be demonstrated via the zero mass limit of a…
Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related…
Calculating the spectral function of two dimensional systems is arguably one of the most pressing challenges in modern computational condensed matter physics. While efficient techniques are available in lower dimensions, two dimensional…
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…
Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…
Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to improved solution theory, a phenomenon known as…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
This work investigates the dynamics of closed quantum systems in the Bloch vector representation using methods from rigid body dynamics and the theory of integrable systems. To this end, equations of motion for Bloch components are derived…
The basic work of Zaslavskii et al showed that the classical non-relativistic electromagnetically kicked oscillator can be cast into the form of an iterative map on the phase space; the resulting evolution contains a stochastic flow to…
This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite…
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…
In Part 1 of this paper, we have estimated the Fr\'echet coderivative and the Mordukhovich coderivative of the stationary point set map of a smooth parametric optimization problem with one smooth functional constraint under total…
Many features of a molecule which are of physical interest (e.g. molecular conformations, reaction rates) are described in terms of its dynamics in configuration space. This article deals with the projection of molecular dynamics in phase…
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…
This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…
We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…