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We find robust obstructions to representing a Hamiltonian diffeomorphism as a full $k$-th power, $k \geq 2,$ and in particular, to including it into a one-parameter subgroup. The robustness is understood in the sense of Hofer's metric. Our…

Symplectic Geometry · Mathematics 2015-02-20 Leonid Polterovich , Egor Shelukhin

Fluid reductions of the Vlasov-Amp{\`e}re equations that preserve the Hamiltonian structure of the parent kinetic model are investigated. Hamiltonian closures using the first four moments of the Vlasov distribution are obtained, and all…

Chaotic Dynamics · Physics 2015-02-17 M Perin , C Chandre , P. J. Morrison , E Tassi

Time-delay embedding is a fundamental technique in Topological Data Analysis (TDA) for reconstructing the phase space dynamics of time-series data. Persistent homology effectively identifies global topological features, such as loops…

Statistics Theory · Mathematics 2026-04-21 Donghyun Park , Junhyun An , Taehyoung Kim , Jisu Kim

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…

Statistics Theory · Mathematics 2021-01-06 Mikkel Bennedsen , Ulrich Hounyo , Asger Lunde , Mikko S. Pakkanen

We compare the rate of convergence to the time average of a function over an integrable Hamiltonian flow with the one obtained by a stochastic perturbation of the same flow. Precisely, we provide detailed estimates in different Fourier…

Dynamical Systems · Mathematics 2012-07-23 Olga Bernardi , Franco Cardin , Massimiliano Guzzo

These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…

Probability · Mathematics 2026-02-23 Denis Denisov , Vitali Wachtel

It is known that a linear hamiltonian system has too many invariant measures, thus the problem of convergence to Gibbs measure has no sense. We consider linear hamiltonian systems of arbitrary finite dimension and prove that, under the…

Mathematical Physics · Physics 2013-02-21 A. A. Lykov , V. A. Malyshev

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

We consider the problem of determining the arrival statistics of unbiased planar random walkers to complex target configurations. In contrast to problems posed in finite domains, simple moments of the distribution, such as the mean (MFPT)…

Numerical Analysis · Mathematics 2021-12-14 Jake Cherry , Alan E. Lindsay , Adrian Navarro Hernandez , Bryan Quaife

Effective Hamiltonians arise in several problems, including homogenization of Hamilton--Jacobi equations, nonlinear control systems, Hamiltonian dynamics, and Aubry--Mather theory. In Aubry--Mather theory, related objects, Mather measures,…

Numerical Analysis · Mathematics 2020-04-20 Diogo A. Gomes , Xianjin Yang

The period of a Morse oscillator and mathematical pendulum system are obtained, accurate to 100 significant digits, by forward period analysis (FPA). From these results, the long-term [0, 10^60] (time unit) solutions, which overlap from the…

Numerical Analysis · Mathematics 2016-10-18 Pengfei Wang

Hamiltonian bifurcations in the context of noncanonical Hamiltonian matter models are described. First, a large class of 1 + 1 Hamiltonian multi-fluid models is considered. These models have linear dynamics with discrete spectra, when…

Mathematical Physics · Physics 2013-08-20 Philip J. Morrison , George I. Hagstrom

In this paper we study subdiffusion in a system with a thin membrane. At the beginning, the random walk of a particle is considered in a system with a discrete time and space variable and then the probability describing the evolution of the…

Statistical Mechanics · Physics 2015-05-21 Tadeusz Kosztołowicz

Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…

Numerical Analysis · Mathematics 2024-07-12 Anthony Gruber , Irina Tezaur

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We show that for every non-elementary hyperbolic group, an associated topological flow space admits a coding based on a transitive subshift of finite type. Applications include regularity results for Manhattan curves, the uniqueness of…

Dynamical Systems · Mathematics 2024-03-19 Stephen Cantrell , Ryokichi Tanaka

We study Hamiltonicity in random subgraphs of the hypercube $\mathcal{Q}^n$. Our first main theorem is an optimal hitting time result. Consider the random process which includes the edges of $\mathcal{Q}^n$ according to a uniformly chosen…

Combinatorics · Mathematics 2022-08-16 Padraig Condon , Alberto Espuny Díaz , António Girão , Daniela Kühn , Deryk Osthus

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We study a Floer-theoretic approach to harmonic maps from the two-torus into non-flat K\"ahler manifolds. Building on the complex-regularized polysymplectic (CRPS) formalism of [BF24], which provides a Hamiltonian description of harmonic…

Symplectic Geometry · Mathematics 2026-03-03 L. Asselle , R. Brilleslijper

In this paper, we develop a Monte Carlo based algorithm for estimating the FPT density of a time-homogeneous SDE through a time-dependent frontier. We consider Brownian bridges as well as localized Daniels curve approximations to obtain…

Probability · Mathematics 2013-07-02 Imene Allab , Francois Watier