相关论文: Stochastic Hamiltonian dynamical systems

We apply the approximate dynamics derived from the Gaussian time-dependent variational principle to the Hamiltonian $ \hat H= {1/2}(\hat p_x ^2+ \hat p_y ^2)+ {1/2}\hat x^2\hat y^2$, which is strongly chaotic in the classical limit. We are…

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

In this paper, we present neural networks learning mechanical systems that are both symplectic (for instance particle mechanics) and non-symplectic (for instance rotating rigid body). Mechanical systems have Hamiltonian evolution, which…

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

We present a formalism for importing techniques from dynamical systems theory in the study of three-dimensional magnetohydrodynamic (MHD) equilibria. By treating toroidal angle as time, we reformulate the equilibrium equations as…

We study classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a probability distribution to the physical time, which is assumed to be discrete. In this way, a physical clock with discrete…

In this article, we generalize the theory of discrete Lagrangian mechanics and variational integrators in two principal directions. First, we show that Lagrangian submanifolds of symplectic groupoids give rise to discrete dynamical systems,…

We review in detail the Hamiltonian dynamics for constrained systems. Emphasis is put on the total Hamiltonian system rather than on the extended Hamiltonian system. We provide a systematic analysis of (global and local) symmetries in total…

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

In this paper we extend the standard differential geometric theory of Hamiltonian dynamics to noncommutative spaces, beginning with symplectic forms. Derivations on the algebra are used instead of vector fields, and interior products and…

We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh…

Many PDEs (Burgers' equation, KdV, Camassa-Holm, Euler's fluid equations,...) can be formulated as infinite-dimensional Lie-Poisson systems. These are Hamiltonian systems on manifolds equipped with Poisson brackets. The Poisson structure is…

Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von…

We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitably constructed metric. The framework used for the stochastic…

While the construction of symplectic integrators for Hamiltonian dynamics is well understood, an analogous general theory for Poisson integrators is still lacking. The main challenge lies in overcoming the singular and non-linear geometric…

This work presents two novel approaches for the symplectic model reduction of high-dimensional Hamiltonian systems using data-driven quadratic manifolds. Classical symplectic model reduction approaches employ linear symplectic subspaces for…

In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…

A description of Lagrangian and Hamiltonian formalisms naturally arisen from the invariance structure of given nonlinear dynamical systems on the infinite--dimensional functional manifold is presented. The basic ideas used to formulate the…

In this paper, we derive a "hamiltonian formalism" for a wide class of mechanical systems, including classical hamiltonian systems, nonholonomic systems, some classes of servomechanism... This construction strongly relies in the geometry…

The relative equilibria of a symmetric Hamiltonian dynamical system are the critical points of the so-called augmented Hamiltonian. The underlying geometric structure of the system is used to decompose the critical point equations and…