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This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.

概率论 · 数学 2007-05-23 Hiroyuki Matsumoto , Marc Yor

We consider quantum Hamiltonian systems composed of mutually interacting "dynamical subsystem" with one or several degrees of freedom and "thermostat" with arbitrary many degrees of freedom, under assumptions that the interaction ensures…

统计力学 · 物理学 2012-07-03 Yu. E. Kuzovlev

The Lie-Poisson algebra so(N+1) and some of its contractions are used to construct a family of superintegrable Hamiltonians on the ND spherical, Euclidean, hyperbolic, Minkowskian and (anti-)de Sitter spaces. We firstly present a…

数学物理 · 物理学 2008-11-26 Francisco J. Herranz , Angel Ballesteros

We consider non-linear changes of variables and Fubini's theorem for certain integrals over a two-dimensional local field. An interesting example is presented in which imperfectness of a finite characteristic local field causes Fubini's…

数论 · 数学 2010-01-10 Matthew Morrow

Theories with an infinite number of derivatives are described by non-local Lagrangians for which the standard Hamiltonian formalism cannot be applied. Hamiltonians of special types of non-local theories can be constructed by means of the…

广义相对论与量子宇宙学 · 物理学 2020-06-16 Ivan Kolar , Anupam Mazumdar

An extension of the finite and infinite Lie groups properties of complex numbers and functions of complex variable is proposed. This extension is performed exploiting hypercomplex number systems that follow the elementary algebra rules. In…

数学物理 · 物理学 2007-05-23 Francesco Catoni , Paolo Zampetti

We generalize the classical Frobenius integrability theorem to plane fields of class $C^Q$, a regularity class introduced by Reimann [Rei76] for vector fields in Euclidean spaces. A $C^Q$ vector field is uniquely integrable and its flow is…

微分几何 · 数学 2024-03-28 Slobodan N. Simić

In this paper we prove a Nekhoroshev type theorem for perturbations of Hamiltonians describing a particle subject to the force due to a central potential. Precisely, we prove that under an explicit condition on the potential, the…

数学物理 · 物理学 2017-03-08 Dario Bambusi , Alessandra Fuse'

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…

数学物理 · 物理学 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

In this paper we are concerned with the existence of invariant tori in nearly integrable Hamiltonian systems \begin{equation*} H=h(y)+f(x,y,t), \end{equation*} where $y\in D\subseteq\mathbb{R}^n$ with $D$ being a closed bounded domain,…

动力系统 · 数学 2018-08-01 Peng Huang , Xiong Li

We use the G-invariant non-degenerate form on the Steinberg module to Frobenius split the cotangent bundle of a flag variety in good prime characteristics. This was previously only known for the general linear group. Applications are a…

代数几何 · 数学 2015-06-26 Shrawan Kumar , Niels Lauritzen , Jesper Funch Thomsen

The principle of covariance, a cornerstone of modern physics, asserts the equivalence of all inertial frames of reference. Fluctuation theorems, as extensions of the second law of thermodynamics, establish universal connections between…

统计力学 · 物理学 2025-06-18 Ji-Hui Pei , Jin-Fu Chen , H. T. Quan

In this paper we show how the well-know local symmetries of Lagrangeans systems, and in particular the diffeomorphism invariance, emerge in the Hamiltonian formulation. We show that only the constraints which are linear in the momenta…

高能物理 - 理论 · 物理学 2010-11-01 V. Mukhanov , A. Wipf

A classical (or quantum) superintegrable system on an n-dimensional Riemannian manifold is an integrable Hamiltonian system with potential that admits 2n-1 functionally independent constants of the motion that are polynomial in the momenta,…

可精确求解与可积系统 · 物理学 2008-04-24 Willard Miller

We prove that any faithful Frobenius functor between abelian categories preserves the Gorenstein projective dimension of objects. Consequently, it preserves and reflects Gorenstein projective objects. We give conditions on when a Frobenius…

表示论 · 数学 2022-09-26 Xiao-Wu Chen , Wei Ren

In this work we develop a theory of Vessels. This object arises in the study of overdetermined 2D systems invariant in one of the variables, which are usually called time invariant. To each overdetermined time invariant 2D systems there is…

泛函分析 · 数学 2008-12-22 Andrey Melnikov , Victor Vinnikov

In this paper we present an equivalent statement to the Jacobian conjecture. For a polynomial map F on an affine space of dimension n, we define recursively n finite sequences of polynomials. We give an equivalent condition to the…

交换代数 · 数学 2016-01-05 Elzbieta Adamus , Pawel Bogdan , Teresa Crespo , Zbigniew Hajto

We derive the Helmholtz theorem for nondifferentiable Hamiltonian systems in the framework of Cresson's quantum calculus. Precisely, we give a theorem characterizing nondifferentiable equations, admitting a Hamiltonian formulation.…

最优化与控制 · 数学 2016-05-19 Frédéric Pierret , Delfim F. M. Torres

We review some basic theorems on integrability of Hamiltonian systems, namely the Liouville-Arnold theorem on complete integrability, the Nekhoroshev theorem on partial integrability and the Mishchenko-Fomenko theorem on noncommutative…

数学物理 · 物理学 2015-05-13 Emanuele Fiorani

En s'appuyant sur un th\'eor\`me de fonctions implicites de Hamilton nous montrons la persistance d'une courbe invariante indiff\'rente pour une dynamique holomorpphe fibr\'ee en classe $C^{\infty}$. Une condition diophantienne sur la paire…

动力系统 · 数学 2007-09-13 Mario Ponce
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