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This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
A stratified Lie system is a nonautonomous system of first-order ordinary differential equations on a manifold $M$ described by a $t$-dependent vector field $X=\sum_{\alpha=1}^rg_\alpha X_\alpha$, where $X_1,\ldots,X_r$ are vector fields on…
A Lie system is a nonautonomous system of first-order differential equations possessing a superposition rule, i.e. a map expressing its general solution in terms of a generic finite family of particular solutions and some constants.…
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a…
A Lie system is a system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of vector fields: a so-called Vessiot-Guldberg Lie…
A Lie system is a system of differential equations admitting a superposition rule, i.e., a function describing its general solution in terms of any generic set of particular solutions and some constants. Following ideas going back to the…
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…
A Lie system is a system of differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of vector fields, a Vessiot-Guldberg Lie algebra. We define and analyze…
A Lie system is the non-autonomous system of differential equations describing the integral curves of a non-autonomous vector field taking values in a finite-dimensional Lie algebra of vector fields, a so-called Vessiot--Guldberg Lie…
A Lie system is a non-autonomous system of ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra of vector fields. Lie systems have been generalised…
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…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of Hamiltonian vector…
This work concerns the definition and analysis of a new class of Lie systems on Poisson manifolds enjoying rich geometric features: the Lie--Hamilton systems. We devise methods to study their superposition rules, time independent constants…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…
We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…
Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…