Related papers: Stochastic Hamiltonian dynamical systems
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
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…
By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…
We use Moser's normal forms to study chaotic motion in two-degree hamiltonian systems near a saddle point. Besides being convergent, they provide a suitable description of the cylindrical topology of the chaotic flow in that vicinity. Both…
Since the basic theoretical framework of generalized Hamilton system is not perfect and complete, there are often some practical problems that can not be expressed by generalized Hamilton system. The generalized gradient operator is defined…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
This work contains a brief and elementary exposition of the foundations of Poisson and symplectic geometries, with an emphasis on applications for Hamiltonian systems with second-class constraints. In particular, we clarify the geometric…
The aim of this paper is to study the relationship between Hamiltonian dynamics and constrained variational calculus. We describe both using the notion of Lagrangian submanifolds of convenient symplectic manifolds and using the so-called…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
In this paper we study a generalized symplectic fixed point problem, first considered by J. Moser in \cite{M}, from the point of view of some relatively recently discovered symplectic rigidity phenomena. This problem has interesting…
The classical Hamilton equations of motion yield a structure sufficiently general to handle an almost arbitrary set of ordinary differential equations. Employing elementary algebraic methods, it is possible within the Hamiltonian structure…
Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…
Stochastic geometric mechanics (SGM) is known for its potential utility in quantifying uncertainty in global climate modelling of the Earth's ocean and atmosphere while also preserving the fundamental advective transport properties of ideal…
Nonlinear Hamiltonian systems describing the abstract Vlasov and Hartree equations are considered in the framework of algebraic Poissonian theory. The concept of uniformization is introduced; it generalizes the method of second quantization…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
We present a detailed account of the technical aspects of stochastic quantum molecular dynamics, an approach introduced recently by the authors [H. Appel and M. Di Ventra, Phys. Rev. B 80 212303 (2009)] to describe coupled electron-ion…
We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…