Related papers: An averaging principle for a completely integrable…
We study the long-term average evolution of the random ensemble along integrable Hamiltonian systems with time $T$-periodic transitions. More precisely, for any observable $G$, it is demonstrated that the ensemble under $G$ in long time…
This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…
In a real Hilbert space setting, we study the convergence properties of an inexact gradient algorithm featuring both viscous and Hessian driven damping for convex differentiable optimization. In this algorithm, the gradient evaluation can…
This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…
We consider the behaviour of a critical system in the presence of a gradient perturbation of the couplings. In the direction of the gradient an interface region separates the ordered phase from the disordered one. We develop a scaling…
In the presence of an inhomogeneous oscillatory electric field, charged particles experience a net force, averaged over the oscillatory timescale, known as the ponderomotive force. We derive a one-dimensional Hamiltonian model which…
We consider time-periodically perturbed 1D Hamiltonian systems possessing one or more separatrices. If the perturbation is weak, then the separatrix chaos is most developed when the perturbation frequency lies in the logarithmically small…
Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…
Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…
In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…
We consider in this work a system of two stochastic differential equations named the perturbed compositional gradient flow. By introducing a separation of fast and slow scales of the two equations, we show that the limit of the slow motion…
In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…
Recent advances in analog and digital quantum-simulation platforms have enabled exploration of the spectrum of entanglement Hamiltonians via variational algorithms. In this work we analyze the convergence properties of the variationally…
This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell uniform large deviation principle for these equations…
For perturbations of integrable Hamiltonians systems, the Nekhoroshev theorem shows that all solutions are stable for an exponentially long interval of time, provided the integrable part satisfies a steepness condition and the system is…
We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…