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Related papers: Stochastic Hamiltonian dynamical systems

200 papers

The pure-quantum self-consistent harmonic approximation (PQSCHA) permits to study a quantum system by means of an effective classical Hamiltonian - depending on quantum coupling and temperature - and classical-like expressions for the…

Statistical Mechanics · Physics 2009-10-31 A. Cuccoli , V. Tognetti , R. Giachetti , R. Maciocco , R. Vaia

We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

Analysis of PDEs · Mathematics 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

We study a class of ordinary differential equations with a non-Lipschitz point singularity, which admit non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on the parameter…

Dynamical Systems · Mathematics 2024-11-20 Theodore D. Drivas , Alexei A. Mailybaev , Artem Raibekas

This paper showed that Poisson brackets in quaternion variables can be obtained directly from canonical Poisson brackets on cotangent bundle of $SE(3)$ (or $SO(3)$) endowed by canonical symplectic geometry. Quaternion parameters in our case…

Mathematical Physics · Physics 2015-08-13 Stanislav S. Zub , Sergiy I. Zub

We study the statistical mechanics of a general Hamiltonian system in the context of symplectic structure of the corresponding phase space. This covariant formalism reveals some interesting correspondences between properties of the phase…

General Relativity and Quantum Cosmology · Physics 2015-07-10 V. Hosseinzadeh , M. A. Gorji , K. Nozari , B. Vakili

Classical Hamiltonian mechanics, characterized by a single conserved Hamiltonian (energy) and symplectic geometry, `hides' other invariants into symmetries of the Hamiltonian or into the kernel of the Poisson tensor. Nambu mechanics aims to…

Differential Geometry · Mathematics 2025-02-14 Nathan Duignan , Naoki Sato

In some recent papers, the so called $(H,\rho)$-induced dynamics of a system $\mathcal{S}$ whose time evolution is deduced adopting an operatorial approach, has been introduced. According to the formal mathematical apparatus of quantum…

Mathematical Physics · Physics 2021-08-05 Rosa Di Salvo , Matteo Gorgone , Francesco Oliveri

In this paper we develope, in a geometric framework, a Hamilton-Jacobi Theory for general dynamical systems. Such a theory contains the classical theory for Hamiltonian systems on a cotangent bundle and recent developments in the framework…

Differential Geometry · Mathematics 2016-09-21 Sergio Grillo , Edith Padrón

In this paper we present a novel approach to the geometric formulation of solid and fluid mechanics within the port-Hamiltonian framework, which extends the standard Hamiltonian formulation to non-conservative and open dynamical systems.…

Mathematical Physics · Physics 2024-04-19 Ramy Rashad , Stefano Stramigioli

A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…

Numerical Analysis · Mathematics 2020-10-16 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Yuhong Li

Given a first order dynamical system possessing a commutative algebra of dynamical symmetries, we show that, under certain conditions, there exists a Poisson structure on an open neighbourhood of its regular (not necessarily compact)…

Dynamical Systems · Mathematics 2015-06-26 G. Giachetta , L. Mangiarotti , G. Sardanashvily

Quantum Hamiltonians that are fine-tuned to their so-called Rokhsar-Kivelson (RK) points, first presented in the context of quantum dimer models, are defined by their representations in preferred bases in which their ground state wave…

Strongly Correlated Electrons · Physics 2007-11-30 Claudio Castelnovo , Claudio Chamon , Christopher Mudry , Pierre Pujol

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…

Probability · Mathematics 2016-08-16 Jacky Cresson , Sébastien Darses

We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…

Probability · Mathematics 2022-01-13 Aleš Černý , Johannes Ruf

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…

Quantum Physics · Physics 2009-11-13 Daniel F. V. James , Jonathan Jerke

This paper presents a study using the Bayesian approach in stochastic volatility models for modeling financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use of other distributions for the errors in the…

Applications · Statistics 2017-12-07 David S. Dias , Ricardo S. Ehlers

We consider a nonlinear pendulum whose suspension point undergoes stochastic vibrations in its plane of motion. Stochastic vibrations are constructed by stochastic differential equations with random periodic solutions. Averaging over these…

Dynamical Systems · Mathematics 2024-12-24 Yan Luo , Kaicheng Sheng

We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…

Data Analysis, Statistics and Probability · Physics 2016-12-06 Juan M. Restrepo , Shankar C. Venkataramani

We sketch out a new geometric framework to construct Hamiltonian operators for generic, non-evolutionary partial differential equations. Examples on how the formalism works are provided for the KdV equation, Camassa-Holm equation, and…

Differential Geometry · Mathematics 2009-10-04 Paul Kersten , Iosif Krasil'shchik , Alexander Verbovetsky , Raffaele Vitolo

Causal variational principles, which are the analytic core of the physical theory of causal fermion systems, are found to have an underlying Hamiltonian structure, giving a formulation of the dynamics in terms of physical fields in…

Mathematical Physics · Physics 2017-10-17 Felix Finster , Johannes Kleiner