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We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…
In this paper, we present a relation between Jacobi-Reeb dynamics and the dynamics associated with a mechanical Hamiltonian system with respect to a linear Poisson structure on a vector bundle. For this purpose, we will use the so-called…
It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion with small Hurst parameter, provide very relevant dynamics in order to reproduce the behavior of both historical and…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
We consider a deterministic optimal control problem with a maximum running cost functional, in a finite horizon context, and propose deep neural network approximations for Bellman's dynamic programming principle, corresponding also to some…
The past few years have witnessed an increased interest in learning Hamiltonian dynamics in deep learning frameworks. As an inductive bias based on physical laws, Hamiltonian dynamics endow neural networks with accurate long-term…
Lagrangian submanifolds are becoming a very essential tool to generalize and geometrically understand results and procedures in the area of mathematical physics. Here we use general Lagrangian submanifolds to provide a geometric version of…
In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of…
The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…
The Boltzmann equation is one of the most famous equations and has vast applications in modern science. In the current study, we take the randomness of binary collisions into consideration and generalize the classical Boltzmann equation…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
We generalize the Hamilton-Jacobi formulation for higher order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraint structure present in such systems.
In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which…
In this first of a series of four articles, it is shown how a hamiltonian quantum dynamics can be formulated based on a generalization of classical probability theory using the notion of quasi-invariant measures on the classical phase space…
It is described how the standard Poisson bracket formulas should be modified in order to incorporate integrals of divergences into the Hamiltonian formalism and why this is necessary. Examples from Einstein gravity and Yang-Mills gauge…
With many Hamiltonians one can naturally associate a |Psi|^2-distributed Markov process. For nonrelativistic quantum mechanics, this process is in fact deterministic, and is known as Bohmian mechanics. For the Hamiltonian of a quantum field…
In this paper, we start with the quantum Hamilton-Jacobi approach and show that the underlying complex pole evolution of the Schr\"odinger equation is described by the quantum action in terms of a random matrix. The wave function is given…
We review here some conventional as well as less conventional aspects of the time-independent and time-dependent Hamilton-Jacobi (HJ) theory and of its connections with Quantum Mechanics. Less conventional aspects involve the HJ theory on…
In this paper, we propose a geometric Hamilton-Jacobi theory for systems of implicit differential equations. In particular, we are interested in implicit Hamiltonian systems, described in terms of Lagrangian submanifolds of $TT^*Q$…
We prove Freidlin-Wentzell type large deviation principles for various rescaled models in populations dynamics that have immigration and possibly harvesting: birth-death processes, Galton-Watson trees, epidemic SI models, and prey-predator…