Related papers: Hamiltonian stochastic Lie systems and application…
We introduce a physically relevant stochastic representation of the rotating shallow water equations. The derivation relies mainly on a stochastic transport principle and on a decomposition of the fluid flow into a large-scale component and…
A Lie system is a non-autonomous system of first-order ordinary differential equations whose general solution can be written via an autonomous function, a so-called (nonlinear) superposition rule of a finite number of particular solutions…
In this paper we prove the nonlinear orbital stability of a large class of steady states solutions to the Hamiltonian Mean Field (HMF) system with a Poisson interaction potential. These steady states are obtained as minimizers of an energy…
We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on…
In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
Different representations of dissipative Hamiltonian and port-Hamiltonian differential-algebraic equations (DAE) systems are presented and compared. Using global geometric and algebraic points of view, translations between the different…
In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. Compared to standard Milstein-type methods we…
This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…
The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…
A method to construct Hamiltonian theories for systems of both ordinary and partial differential equations is presented. The knowledge of a Lagrangian is not at all necessary to achieve the result. The only ingredients required for the…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…
This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…
We study the time-dependent Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion, and…
A new splitting is proposed for solving the Vlasov-Maxwell system. This splitting is based on a decomposition of the Hamiltonian of the Vlasov-Maxwell system and allows for the construction of arbitrary high order methods by composition…
The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…
We establish Ecalle's mould calculus in an abstract Lie-theoretic setting and use it to solve a normalization problem, which covers several formal normal form problems in the theory of dynamical systems. The mould formalism allows us to…
A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization…