Related papers: Stochastic embedding of dynamical systems

Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…

Modeling dispersed solid phases in fluids still represents a computational challenge when considering a small-scale coupling in wide systems, such as the atmosphere or industrial processes at high Reynolds numbers. A numerical method is…

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

We examine "dynamical similarities" in the Lagrangian framework. These are symmetries of an intrinsically determined physical system under which observables remain unaffected, but the extraneous information is changed. We establish three…

This work is devoted to a systematic exposition of the dynamics of a rigid body, considered as a system with kinematic constraints. Having accepted the variational problem in accordance with this, we no longer need any additional postulates…

This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…

We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…

We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…

Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…

It is known that some equations of differential geometry are derived from variational principle in form of Euler-Lagrange equations. The equations of geodesic flow in Riemannian geometry is an example. Conversely, having Lagrangian…

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 stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

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…

We derive the dynamics of several rigid bodies of arbitrary shape in a 2-dimensional inviscid and incompressible fluid, whose vorticity field is given by point vortices. We adopt the idea of Vankerschaver et al. (2009) to derive the…

In this paper, we survey our recent results on the variational formulation of nonequilibrium thermodynamics for the finite dimensional case of discrete systems as well as for the infinite dimensional case of continuum systems. Starting with…

The least action principle, through its variational formulation, possesses a finalist aspect. It explicitly appears in the fractional calculus framework, where Euler-Lagrange equations obtained so far violate the causality principle. In…

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

Classical geometric mechanics, including the study of symmetries, Lagrangian and Hamiltonian mechanics, and the Hamilton-Jacobi theory, are founded on geometric structures such as jets, symplectic and contact ones. In this paper, we shall…

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…