相关论文: Stochastic embedding of dynamical systems
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
A description of how the principle of stationary action reproduces itself in terms of the intrinsic geometry of variational equations is proposed. A notion of stationary points of an internal Lagrangian is introduced. A connection between…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
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…
We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…
In this paper we have chosen to work with two different approaches to solving the inverse problem of the calculus of variation. The first approach is based on an integral representation of the Lagrangian function that uses the first…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
When learning dynamical systems from data, embedding physical structure can constrain the solution space and improve generalization, but many physics-informed models assume access to the full system state. This limits their use in partially…
The celebrated Takens' embedding theorem provides a theoretical foundation for reconstructing the full state of a dynamical system from partial observations. However, the classical theorem assumes that the underlying system is deterministic…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
Euler-Lagrange equations and variational integrators are developed for Lagrangian mechanical systems evolving on a product of two-spheres. The geometric structure of a product of two-spheres is carefully considered in order to obtain global…
Although the post-Newtonian Lagrangian formalism is widely used in relativistic dynamical and statistical studies of test bodies moving around arbitrary mass distributions, the corresponding general Hamiltonian formalism is still relatively…
The past decades have seen increasing interest in modelling uncertainty by heterogeneous methods, combining probability and interval analysis, especially for assessing parameter uncertainty in engineering models. A unifying mathematical…
The aim of the present text is twofold: to provide a compendium of Lagrangian and Hamiltonian geometries and to introduce and investigate new analytical Mechanics: Finslerian, Lagrangian and Hamiltonian. The fundamental equations (or…
A didactic and systematic derivation of Noether point symmetries and conserved currents is put forward in special relativistic field theories, without a priori assumptions about the transformation laws. Given the Lagrangian density, the…
In this paper, is used the Lagrangian classical mechanics for modeling the dynamics of an underactuated system, specifically a rotary inverted pendulum that will have two equations of motion. A basic design of the system is proposed in…
For an autonomous system the symmetries of the Lagrangian are embedded in the symmetries of the differential equation. Recently, it has been found that the modified Emden-type equations follow from non-standard Lagrangian functions which…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…