相关论文: Stochastic embedding of dynamical systems

One calls attention to the fact that the stochastic physical systems are not random completely. They have both random and regular components of their evolution. Dynamic system is considered to be a special case of physical system with…

Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

The dynamics of distributed sources is described by nonlinear partial differential equations. Lagrangian analytical solutions of these (and associated) equations are obtained and discussed in the context of Lagrangian modeling - from the…

In this paper we investigate a variational discretization for the class of mechanical systems in presence of symmetries described by the action of a Lie group which reduces the phase space to a (non-trivial) principal bundle. By introducing…

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

In real-world decision-making, uncertainty is important yet difficult to handle. Stochastic dominance provides a theoretically sound approach for comparing uncertain quantities, but optimization with stochastic dominance constraints is…

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Ability of dynamical systems to relax to equilibrium has been investigated since the invention of statistical mechanics, which establishes the connection between dynamics of many-body Hamiltonian systems and phenomenological thermodynamics.…

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

A simple mathematical procedure is introduced which allows redefining in an exact way divergent integrals and limits that appear in the basic equations of classical electrodynamics with point charges. In this way all divergences are at once…

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…

We introduce the Euler-Lagrange cohomology to study the symplectic and multisymplectic structures and their preserving properties in finite and infinite dimensional Lagrangian systems respectively. We also explore their certain difference…

We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…

We begin by presenting the classical deterministic problems of the calculus of variations, with emphasis on the necessary optimality conditions of Euler-Lagrange and the Noether theorem. As examples of application, we obtain the…

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

We present a model for the dynamics of elastic or poroelastic bodies with monopolar repulsive long-range (electrostatic) interactions at large strains. Our model respects (only) locally the non-self-interpenetration condition but can cope…