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This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

It is well known that the Gaussian wave packet dynamics can be written in terms of Hamilton equations in the extended phase space that is twice as large as in the corresponding classical system. We construct several generalizations of this…

Quantum Physics · Physics 2009-06-02 Andrey Pereverzev , Eric R. Bittner

From the integer quantum Hall effect, to swimming at low Reynolds number, geometric phases arise in the description of many different physical systems. In many of these systems the temporal evolution prescribed by the geometric phase can be…

Chaotic Dynamics · Physics 2025-03-17 Ana Silva , Efi Efrati

A powerful method for calculating the eigenvalues of a Hamiltonian operator consists of converting the energy eigenvalue equation into a matrix equation by means of an appropriate basis set of functions. The convergence of the method can be…

Quantum Physics · Physics 2007-05-23 Paolo Amore , Alfredo Aranda , Francisco Fernandez , Hugh Jones

The anharmonic lattice is a representative example of an interacting bosonic many-body system. The self-consistent harmonic approximation has proven versatile for the study of the equilibrium properties of anharmonic lattices. However, the…

Materials Science · Physics 2021-07-28 Jae-Mo Lihm , Cheol-Hwan Park

We present an inverse method to construct large classes of chaotic invariant sets together with their exact statistics. The associated dynamical systems are characterized by a probability distribution and a two-form. While our emphasis is…

Chaotic Dynamics · Physics 2009-11-13 Zachary Guralnik

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

Statistical Mechanics · Physics 2016-02-17 Freddy Bouchet , Tobias Grafke , Tomás Tangarife , Eric Vanden-Eijnden

Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…

Mathematical Physics · Physics 2007-05-23 Yuri A. Rylov

The paper gives a symplectic-geometric account of semiclassical Gaussian wave packet dynamics. We employ geometric techniques to "strip away" the symplectic structure behind the time-dependent Schr\"odinger equation and incorporate it into…

Mathematical Physics · Physics 2013-09-20 Tomoki Ohsawa , Melvin Leok

In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…

Probability · Mathematics 2013-09-18 Jingchen Liu , Xiang Zhou

Quantum chaotic dynamics is obtained for a tight-binding model in which the energies of the atomic levels at the boundary sites are chosen at random. Results for the square lattice indicate that the energy spectrum shows a complex behavior…

chao-dyn · Physics 2009-10-28 E. Cuevas , E. Louis , J. A. Verges

In this paper, we construct the wavelet eigenvalue regression methodology in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a low-dimensional $r$-variate ($r \ll p$) fractional…

Statistics Theory · Mathematics 2022-08-01 Patrice Abry , B. Cooper Boniece , Gustavo Didier , Herwig Wendt

An effective characterization of chaotic conservative Hamiltonian systems in terms of the curvature associated with a Riemannian metric tensor derived from the structure of the Hamiltonian has been extended to a wide class of potential…

Chaotic Dynamics · Physics 2015-05-18 Yossi Ben Zion , Lawrence Horwitz

Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…

Methodology · Statistics 2019-04-01 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Dynamical Systems · Mathematics 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We compute numerically eigenvalues and eigenfunctions of the quantum Hamiltonian that describes the quantum mechanics of a point particle moving freely in a particular three-dimensional hyperbolic space of finite volume and investigate the…

Mathematical Physics · Physics 2016-09-07 H. Then

In this paper [published in Phys. Rev. E 102, 042210 (2020)], a new method for the calculation of excited chaotic eigenfunctions in arbitrary energy windows is presented. We demonstrate the feasibility of using wavefunctions localized on…

Quantum Physics · Physics 2020-11-05 F. Revuelta , E. Vergini , R. M. Benito , F. Borondo

We develop novel methods to compute auto-correlation functions, or power spectral densities, for chaotic dynamical systems generated by an inverse method whose starting point is an invariant distribution and a two-form. In general, the…

Chaotic Dynamics · Physics 2008-09-02 Gerald Guralnik , Zachary Guralnik , Cengiz Pehlevan

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

Computation · Statistics 2014-06-18 José Miguel Pasini , Tuhin Sahai