相关论文: Stochastic Hamiltonian dynamical systems
Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- such as contact and locally conformal symplectic manifolds --…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
Classical mechanical systems are modeled by a symplectic manifold $(M,\omega)$, and their symmetries, encoded in the action of a Lie group $G$ on $M$ by diffeomorphisms that preserves $\omega$. These actions, which are called "symplectic",…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…
In this work, we conduct a systematic study of Hamiltonian and quasi-Hamiltonian systems within the framework of nondecomposable generalized Poisson geometry. Our focus lies on the interplay between the algebraic structure of…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…
We develop Hamiltonian mechanics on Aristotelian manifolds, which lack local boost symmetry and admit absolute time and space structures. We construct invariant phase space dynamics, define free Hamiltonians, and establish a generalized…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…
The dynamic of a classical system can be expressed by means of Poisson brackets. In this paper we generalize the relation between the usual non covariant Hamiltonian and the Poisson brackets to a covariant Hamiltonian and new brackets in…
Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Langrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of…
Some positive answers to the problem of endowing a dynamical system with a Hamiltonian formulation are presented within the class of Poisson structures in a geometric framework. We address this problem on orientable manifolds and by using…
We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in…