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Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…

Numerical Analysis · Mathematics 2024-11-19 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Lijin Wang

In this work we construct a stochastic contact variational integrator and its discrete version via stochastic Herglotz variational principle for stochastic contact Hamiltonian systems. A general structure-preserving stochastic contact…

Numerical Analysis · Mathematics 2023-04-26 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Yuhong Li

A Hamilton-Jacobi theory for general dynamical systems, defined on fibered phase spaces, has been recently developed. In this paper we shall apply such a theory to contact Hamiltonian systems, as those appearing in thermodynamics and on…

Differential Geometry · Mathematics 2020-02-19 S. Grillo , E. Padrón

In this work we introduce contact Hamiltonian mechanics, an extension of symplectic Hamiltonian mechanics, and show that it is a natural candidate for a geometric description of non-dissipative and dissipative systems. For this purpose we…

Mathematical Physics · Physics 2017-03-08 Alessandro Bravetti , Hans Cruz , Diego Tapias

Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We…

Numerical Analysis · Mathematics 2021-06-22 Alessandro Bravetti , Marcello Seri , Federico Zadra

The aim of this paper is to develop a Hamilton--Jacobi theory for contact Hamiltonian systems. We find several forms for a suitable Hamilton-Jacobi equation accordingly to the Hamiltonian and the evolution vector fields for a given…

Mathematical Physics · Physics 2021-07-06 Manuel de León , Manuel Laínz , Álvaro Muñiz--Brea

In this paper we study Hamiltonian systems on contact manifolds, which is an appropriate scenario to discuss dissipative systems. We prove a coisotropic reduction theorem similar to the one in symplectic mechanics.

Symplectic Geometry · Mathematics 2019-11-14 Manuel Lainz Valcázar , Manuel de León

This article is devoted to a description of the dynamics of the phase flow of monotone contact Hamiltonian systems. Particular attention is paid to locating the maximal attractor (or repeller), which could be seen as the union of compact…

Dynamical Systems · Mathematics 2021-07-07 Liang Jin , Jun Yan

In this paper, we study the integrability of contact Hamiltonian systems, both time-dependent and independent. In order to do so, we construct a Hamilton--Jacobi theory for these systems following two approaches, obtaining two different…

Mathematical Physics · Physics 2023-03-01 Manuel de León , Manuel Lainz , Asier López-Gordón , Xavier Rivas

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…

Probability · Mathematics 2025-11-11 E. Fernández-Saiz , J. de Lucas , X. Rivas , M. Zajac

Singular theories, characterised by the presence of degeneracies in their Lagrangian or Hamiltonian descriptions, require the systematic implementation of constraints in order to obtain well-defined dynamics. While the symplectic framework…

Mathematical Physics · Physics 2026-05-01 Callum Bell , David Sloan

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…

Symplectic Geometry · Mathematics 2019-04-03 A. Lesfari

We provide new insights into the contact Hamiltonian and Lagrangian formulations of dissipative mechanical systems. In particular, we state a new form of the contact dynamical equations, and we review two recently presented Lagrangian…

Mathematical Physics · Physics 2020-06-16 Jordi Gaset , Xavier Gràcia , Miguel C. Muñoz-Lecanda , Xavier Rivas , Narciso Román-Roy

Contact geometry allows to describe some thermodynamic and dissipative systems. In this paper we introduce a new geometric structure in order to describe time-dependent contact systems: cocontact manifolds. Within this setting we develop…

Mathematical Physics · Physics 2023-01-27 Manuel de León , Jordi Gaset , Xavier Gràcia , Miguel Carlos Muñoz-Lecanda , Xavier Rivas

We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…

Numerical Analysis · Mathematics 2024-12-30 François Gay-Balmaz , Meng Wu

We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

Probability · Mathematics 2015-07-23 Frédéric Pierret

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

In this article we develop a theory of contact systems with nonholonomic constraints. We obtain the dynamics from Herglotz's variational principle, by restricting the variations so that they satisfy the nonholonomic constraints. We prove…

Mathematical Physics · Physics 2019-11-14 Manuel de León , Víctor Manuel Jiménez , Manuel Lainz Valcázar

We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and…

Numerical Analysis · Mathematics 2023-06-06 Tomoki Ohsawa

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski
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