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Related papers: The Stochastic Energy-Casimir Method

200 papers

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…

Numerical Analysis · Mathematics 2023-07-19 Erwin Luesink , Sagy Ephrati , Paolo Cifani , Bernard Geurts

This paper includes results centered around three topics, all of them related with the nonlinear stability of equilibria in Poisson dynamical systems. Firstly, we prove an energy-Casimir type sufficient condition for stability that uses…

Dynamical Systems · Mathematics 2016-08-16 Juan-Pablo Ortega , Víctor Planas-Bielsa , Tudor S. Ratiu

We develop a general stability theory for equilibrium points of Poisson dynamical systems and relative equilibria of Hamiltonian systems with symmetries, including several generalisations of the Energy-Casimir and Energy-Momentum methods.…

Dynamical Systems · Mathematics 2007-05-23 George W. Patrick , Mark Roberts , Claudia Wulff

We present an equivariant Liapunov stability criterion for dynamical systems with symmetry. This result yields a simple proof of the energy-momentum-Casimir stability analysis of relative equilibria of equivariant Hamiltonian systems.

Differential Geometry · Mathematics 2007-05-23 Eric T. Matsui

The stability of static solutions of the spherically symmetric, asymptotically flat Einstein-Vlasov system is studied using a Hamiltonian approach based on energy-Casimir functionals. The main result is a coercivity estimate for the…

Mathematical Physics · Physics 2015-06-05 Mahir Hadzic , Gerhard Rein

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

Dynamical Systems · Mathematics 2022-06-17 Matti Leimbach , Jonathan C. Mattingly , Michael Scheutzow

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

Probability · Mathematics 2025-08-06 Hung D. Nguyen , Lekun Wang

We introduce a stochastic perturbation of the Camassa-Holm equation such that, unlike previous formulations, energy is conserved by the stochastic flow. We compare this to a complementary approach which preserves Casimirs of the Poisson…

Statistical Mechanics · Physics 2025-07-22 Darryl D. Holm , Maneesh Kumar Singh , Oliver D. Street

We construct steady states of the Euler-Poisson system with a barotropic equation of state as minimizers of a suitably defined energy functional. Their minimizing property implies the non-linear stability of such states against general,…

Mathematical Physics · Physics 2009-11-07 Gerhard Rein

In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…

Dynamical Systems · Mathematics 2019-12-12 F. Cipriano , H. Ouerdiane , R. Vilela Mendes

We introduce a structure preserving discretization of stochastic rotating shallow water equations, stabilized with an energy conserving Casimir (i.e. potential enstrophy) dissipation. A stabilization of a stochastic scheme is usually…

Numerical Analysis · Mathematics 2023-07-19 Werner Bauer , Rüdiger Brecht

The present paper completes our earlier results on nonlinear stability of stationary solutions of the Vlasov-Poisson system in the stellar dynamics case. By minimizing the energy under a mass-Casimir constraint we construct a large class of…

Mathematical Physics · Physics 2009-10-31 Yan Guo , Gerhard Rein

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

We prove the existence and nonlinear stability of steady states of the Vlasov-Poisson system in the stellar dynamics case. The steady states are obtained as minimizers of an energy-Casimir functional from which fact their dynamical…

Mathematical Physics · Physics 2009-10-31 Yan Guo , Gerhard Rein

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…

Numerical Analysis · Mathematics 2016-03-07 Jialin Hong , Lihai Ji , Liying Zhang , Jiaxiang Cai

We consider the Schr\"odinger-Poisson system in the attractive (plasma physics) Coulomb case. Given a steady state from a certain class we prove its nonlinear stability, using an appropriately defined energy-Casimir functional as Lyapunov…

Mathematical Physics · Physics 2007-05-23 Peter A. Markowich , Gerhard Rein , Gershon Wolansky

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

Certain steady states of the Vlasov-Poisson system can be characterized as minimizers of an energy-Casimir functional, and this fact implies a nonlinear stability property of such steady states. In previous investigations by Y. Guo and the…

Mathematical Physics · Physics 2009-10-31 Gerhard Rein

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly
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