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相关论文: Stochastic Hamiltonian dynamical systems

200 篇论文

Stochastic port-Hamiltonian systems represent open dynamical systems with dissipation, inputs, and stochastic forcing in an energy based form. We introduce stochastic port-Hamiltonian neural networks, SPH-NNs, which parameterize the…

机器学习 · 计算机科学 2026-03-12 Luca Di Persio , Matthias Ehrhardt , Youness Outaleb

We first consider the Hamiltonian formulation of $n=3$ systems in general and show that all dynamical systems in ${\mathbb R}^3$ are bi-Hamiltonian. An algorithm is introduced to obtain Poisson structures of a given dynamical system. We…

可精确求解与可积系统 · 物理学 2015-05-13 Metin Gurses , Gusein Sh. Guseinov , Kostyantyn Zheltukhin

We propose a coordinate-invariant geometric formulation of the GENERIC stochastic differential equation, unifying reversible Hamiltonian and irreversible dissipative dynamics within a differential-geometric framework. Our construction…

动力系统 · 数学 2025-10-14 Mark A. Peletier , Marcello Seri

This study introduces standard Cliffordian Kaehler analogue of Hamiltonian mechanic systems. In the end, the some results related to standard Cliffordian Kaehler dynamical systems are also discussed.

数学物理 · 物理学 2009-02-24 Mehmet Tekkoyun

Classical, self-consistent theory of statistical mechanics was developed for the thermodynamic and conservative Hamiltonian systems. Later there were many attempts (Sinai-Bowen-Ruelle's temperature, Tsallis' non-extensive theory) to apply…

混沌动力学 · 物理学 2008-05-06 S. G. Abaimov

We develop a new, coordinate-free formulation of Hamiltonian mechanics on the dual of a Lie algebroid. Our approach uses a connection, rather than coordinates in a local trivialization, to obtain global expressions for the horizontal and…

辛几何 · 数学 2025-06-02 Jiawei Hu , Ari Stern

The partial Hamiltonian systems of the form $\dot q^i=\frac{\partial H}{\partial p_i}, \dot p^i=-\frac{\partial H}{\partial q_i}+\Gamma^i(t,q^i,p_i)$ arise widely in different fields of the applied mathematics. The partial Hamiltonian…

动力系统 · 数学 2016-08-24 Rehana Naz

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

概率论 · 数学 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

数值分析 · 数学 2022-01-14 Christian Offen , Sina Ober-Blöbaum

In this paper, we study a Hamiltonian structure of the Vlasov-Poisson system, first mentioned by Fr\"ohlich, Knowles, and Schwarz. To begin with, we give a formal guideline to derive a Hamiltonian on a subspace of complex-valued $L^2$…

动力系统 · 数学 2018-07-11 R. A. Neiss

In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…

概率论 · 数学 2022-11-29 Sebastian Rickelhoff , Alexander Schnurr

Principles of successful Hamiltonian approaches, which were developed to describe free gravitational field(s) in the metric gravity, are formulated and discussed. By using the standard $\Gamma-\Gamma$ Lagrangian ${\cal L}_{\Gamma-\Gamma}$…

广义相对论与量子宇宙学 · 物理学 2024-11-21 Alexei M. Frolov

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

系统与控制 · 计算机科学 2018-06-29 Igor G. Vladimirov , Ian R. Petersen

Motivated by the recent connection between nonholonomic integrable systems and twisted Poisson manifolds made in \cite{balseiro_garcia_naranjo}, this paper investigates the global theory of integrable Hamiltonian systems on almost…

辛几何 · 数学 2012-07-17 Nicola Sansonetto , Daniele Sepe

In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…

概率论 · 数学 2021-12-01 Jianbo Cui , Shu Liu , Haomin Zhou

Quantum dynamics (e.g., the Schr\"odinger equation) and classical dynamics (e.g., Hamilton equations) can both be formulated in equal geometric terms: a Poisson bracket defined on a manifold. The difference between both worlds is due to the…

量子物理 · 物理学 2010-10-08 J. L. Alonso , A. Castro , J. Clemente-Gallardo , J. C. Cuchí , P. Echenique , F. Falceto

A framework for statistical-mechanical analysis of quantum Hamiltonians is introduced. The approach is based upon a gradient flow equation in the space of Hamiltonians such that the eigenvectors of the initial Hamiltonian evolve toward…

量子物理 · 物理学 2013-09-13 Dorje C. Brody , David C. P. Ellis , Darryl D. Holm

Hamilton's principle of stationary action lies at the foundation of theoretical physics and is applied in many other disciplines from pure mathematics to economics. Despite its utility, Hamilton's principle has a subtle pitfall that often…

广义相对论与量子宇宙学 · 物理学 2015-06-11 Chad R. Galley

The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…

统计方法学 · 统计学 2026-02-17 Satyaki Mazumder , Sayantan Banerjee , Sourabh Bhattacharya

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

概率论 · 数学 2021-06-09 Michael Röckner , Longjie Xie , Li Yang