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We use Floer homology to study the Hofer-Zehnder capacity of neighborhoods near a closed symplectic submanifold M of a geometrically bounded and symplectically aspherical ambient manifold. We prove that, when the unit normal bundle of M is…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
A method is given of deriving the distribution of planar Brownian motion evaluated at certain stopping times using analytic functions. This method relies upon a generalization of the standard conformal invariance of harmonic measure. A…
In a non-compact context the first natural step in the search for periodic orbits of a hamiltonian flow is to detect bounded ones. In this paper we show that, in a non-compact setting, certain algebraic topological constraints imposed to a…
Using methods from symplectic topology, we prove existence of invariant variational measures associated to the flow $\phi_H$ of a Hamiltonian $H\in C^{\infty}(M)$ on a symplectic manifold $(M,\omega)$. These measures coincide with Mather…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
For any symplectic manifold, Hamiltonian diffeomorphism group contains a subset which consists of times one flows of autonomous(time-independent) Hamiltonian vector fields. Polterovich and Shelukhin proved that the complement of autonomous…
The main purpose of this paper is to study the length minimizing property of Hamiltonian paths on closed symplectic manifolds $(M,\omega)$ such that there are no spherical homology class $A \in H_2(M)$ with $$ \omega(A) > 0 \quad \text{and}…
We study the evolution of a passive scalar subject to molecular diffusion and advected by an incompressible velocity field on a 2D bounded domain. The velocity field is $u = \nabla^\perp H$, where H is an autonomous Hamiltonian whose level…
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…
Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…
Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…
In non-degenerate integrable Hamiltonian systems, invariant tori can be parameterized equivalently by action variables or by their fundamental frequencies. We introduce an invariant-flow formulation for extracting fundamental frequencies of…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…
Area-preserving diffeomorphisms of a 2-disc can be regarded as time-1 maps of (non-autonomous) Hamiltonian flows on solid tori, periodic flow-lines of which define braid (conjugacy) classes, up to full twists. We examine the dynamics…
In his 1989 paper, Floer established a connection between holomorphic strips with boundary on a Lagrangian $L$ and a small Hamiltonian push-off $L_{f}$, and gradient flow lines for the function $f$. The present paper studies the compactness…
Index theory revealed its outstanding role in the study of periodic orbits of Hamiltonian systems and the dynamical consequences of this theory are enormous. Although the index theory in the periodic case is well-established, very few…