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We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…

Numerical Analysis · Mathematics 2017-10-17 Andrea Natale , Colin J. Cotter

We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…

Probability · Mathematics 2021-04-30 Charles-Edouard Bréhier

We propose a discretization of vector fields that are Hamiltonian up to multiplication by a positive function on the phase space that may be interpreted as a time reparametrization. We prove that our method is structure preserving in the…

Numerical Analysis · Mathematics 2020-08-18 Luis C. García-Naranjo , Mats Vermeeren

In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…

Dynamical Systems · Mathematics 2024-09-20 Mengyu Cheng , Zimo Hao , Xicheng Zhang

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

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 large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

A comparative discussion of the normal form and action angle variable method is presented in a tutorial way. Normal forms are introduced by Lie series which avoid mixed variable canonical transformations. The main interest is focused on…

Classical Physics · Physics 2007-05-23 Alexander Rauh

We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…

Numerical Analysis · Mathematics 2016-04-18 Janine C. Mergel , Roger A. Sauer , Sina Ober-Blöbaum

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…

Dynamical Systems · Mathematics 2023-11-14 Yanjie Zhang , Qiao Huang , Xiao Wang , Zibo Wang , Jinqiao Duan

In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…

Probability · Mathematics 2023-07-13 Ping Chen , Tusheng Zhang

The genericity of Arnold diffusion in the analytic category is an open problem. In this paper, we study this problem in the following a priori unstable Hamiltonian system with a time-periodic perturbation…

Dynamical Systems · Mathematics 2023-06-06 Qinbo Chen , Rafael de la Llave

In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate…

Probability · Mathematics 2017-12-22 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…

Probability · Mathematics 2025-05-13 Siragan Gailus , Ioannis Gasteratos

This paper considers systems subject to nonholonomic constraints which are not uniform on the whole configuration manifold. When the constraints change, the system undergoes a transition in order to comply with the new imposed conditions.…

Differential Geometry · Mathematics 2007-05-23 Jorge Cortes , Alexandre M. Vinogradov

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…

Dynamical Systems · Mathematics 2015-05-28 Abed Bounemoura

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical measure associated with the particle system converges…

Probability · Mathematics 2025-08-12 Filippo Giovagnini , Dan Crisan