Related papers: Leveraging Hamiltonian Structure for Accurate Unce…
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
Effective Hamiltonians are usually constructed by using canonical transformations or projection techniques. In contrast to this, we present a method for systems with arbitrary Hilbert space based on the introduction of cumulants. Cumulants…
For chaotic systems there is a theory for the decay of the survival probability, and for the parametric dependence of the local density of states. This theory leads to the distinction between "perturbative" and "non-perturbative" regimes,…
In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…
Microscopically conserving reduced models of many-body systems have a long, highly successful history. Established theories of this type are the random-phase approximation for Coulomb fluids and the particle-particle ladder model for…
We study the propagation of ultra-short short solitons in a cubic nonlinear medium modeled by nonlinear Maxwell's equations with stochastic variations of media. We consider three cases: variations of (a) the dispersion, (b) the phase…
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
A Cahn-Hilliard-Allen-Cahn phase-field model coupled with a heat transfer equation, particularly with full non-diagonal mobility matrices, is studied. After reformulating the problem w.r.t. the inverse of temperature, we proposed and…
An interacting lattice model describing the subspace spanned by a set of strongly-correlated bands is rigorously coupled to density functional theory to enable ab initio calculations of geometric and topological material properties. The…
A canonical Hamiltonian formalism is derived for a class of Ermakov systems specified by several different frequency functions. This class of systems comprises all known cases of Hamiltonian Ermakov systems and can always be reduced to…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
As a proof of principle, we show how a classical nonlinear Hamiltonian system can be driven resonantly over reasonably long times by appropriately shaped pulses. To keep the parameter space reasonably small, we limit ourselves to a driving…
This paper investigates the problem of data-driven modeling of port-Hamiltonian systems while preserving their intrinsic Hamiltonian structure and stability properties. We propose a novel neural-network-based port-Hamiltonian modeling…
Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…
In this paper we consider a representative a priori unstable Hamiltonian system with 2+1/2 degrees of freedom, to which we apply the geometric mechanism for diffusion introduced in the paper Delshams et al., Mem. Amer. Math. Soc. 2006, and…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
We develop an algebraic approach for finding the eigenfunctions of a large class of few and many-body Hamiltonians, in one and higher dimensions, having linear spectra. The method presented enables one to exactly map these interacting…
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…