相关论文: Stochastic Hamiltonian dynamical systems

We study the algebra Sp(n,R) of the symplectic model, in particular for the cases n=1,2,3, in a new way. Starting from the Poisson-bracket realization we derive a set of partial differential equations for the generators as functions of…

This text presents some basic notions in symplectic geometry, Poisson geometry, Hamiltonian systems, Lie algebras and Lie groups actions on symplectic or Poisson manifolds, momentum maps and their use for the reduction of Hamiltonian…

Let M be a symplectic 4-manifold. A semitoric integrable system on M is a pair of real-valued smooth functions J, H on M for which J generates a Hamiltonian S^1-action and the Poisson brackets {J,H} vanish. We shall introduce new global…

Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…

We provide an Information-Geometric formulation of Classical Mechanics on the Riemannian manifold of probability distributions, which is an affine manifold endowed with a dually-flat connection. In a non-parametric formalism, we consider…

In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. Compared to standard Milstein-type methods we…

Estimating the parameters governing the dynamics of a system is a prerequisite for its optimal control. We present a simple but powerful method that we call STEADY, for STochastic Estimation algorithm for DYnamical variables, to estimate…

The Hamiltonian formalism offers a natural framework for discussing the notion of Poisson Lie T-duality. This is because the duality is inherent in the Poisson structures alone and exists regardless of the choice of Hamiltonian. Thus one…

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

We present a Hamiltonian approach for the wellknown Eigen model of the Darwin selection dynamics. Hamiltonization is carried out by means of the embedding of the population variable space, describing behavior of the system, into the space…

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

This series of papers is devoted to an open-ended project aimed at the solution of Hilbert's sixth problem (concerning joint axiomatization of physics and probability theory) proposed to be constructed in the framework of an all-embracing…

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

Sampling occupies an important position in theories of various scientific fields, and Markov chain Monte Carlo (MCMC) provides the most common technique of sampling. In the progress of MCMC, a huge number of studies have aimed the…

We consider Hamiltonian formulation of a dynamical system forced to move on a submanifold $G_\alpha(q^A)=0$. If for some reasons we are interested in knowing the dynamics of all original variables $q^A(t)$, the most economical would be a…

Classical Hamiltonian systems with balanced loss and gain are considered in this review. A generic Hamiltonian formulation for systems with space-dependent balanced loss and gain is discussed. It is shown that the loss-gain terms may be…

On a symplectic manifold a family of generalized Poisson brackets associated with powers of the symplectic form is studied. The extreme cases are related to the Hamiltonian and Liouville dynamics. It is shown that the Dirac brackets can be…

The dynamical equation of quantum mechanics are rewritten in form of dynamical equations for the measurable, positive marginal distribution of the shifted, rotated and squeezed quadrature introduced in the so called "symplectic tomography".…

A simple generalization of the MHD model accounting for the fluctuations of the configurations due to kinetic effects in plasmas in short times small scales is considered. The velocity of conductive fluid and the magnetic field are…

We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…