The study analyzes stochastic Lie systems and their applications in various models.
problem Analyzing stochastic differential equations on manifolds.
method Coalgebra method for Hamiltonian stochastic Lie systems.
result New examples of stochastic Lie systems and Hamiltonian stochastic Lie systems are analyzed.
Paper corrects and expands stochastic Lie systems theory.
problem Stochastic Lie systems and their properties.
method Corrected stochastic Lie theorem, introduced new stochastic Lie systems.
result Stochastic Lie systems can differ significantly between Stratonovich and Itô approaches.
SVD-based methods reduce computational cost for stochastic systems.
problem High dimensionality and Monte Carlo runs in stochastic systems.
method Extending SVD-based model reduction to stochastic differential equations.
result Preserving symplectic structures improves accuracy and energy conservation.
New method improves sampling efficiency in complex stochastic systems.
problem Sampling efficiency in nonconvex stochastic gradient cases.
method Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo.
result Quantitative Gaussian concentration bounds and convergence rates established.
Derives stochastic and dissipative dynamics preserving Gibbs measure.
problem Understanding and deriving structure-preserving stochastic systems.
method Extension of Hamilton-Pontryagin principle, symmetry reduction, and inclusion of dissipation.
result New derivation of double-bracket dissipation.
Paper introduces stochastic HJB on Jacobi structures.
problem Stochastic analysis on Jacobi manifolds.
method Global stochastic analysis techniques, extending Bismut and Lázaro-Camí work.
result Proposes a stochastic HJB framework.
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time discretizations and performs poorly if there is a mismatch between the spatial geo…
Bayesian method improves forecasting of nonseparable Hamiltonian systems with noise.
problem Forecasting nonseparable Hamiltonian systems with multiplicative noise.
method Bayesian approach using deep learning and reduced-order modeling.
result Bayesian method yields up to 724 times improvement in forecasting accuracy.
The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.
problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.
In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…
Bayesian deep learning tackles uncertainty in high-dimensional systems.
problem Uncertainty quantification in high-dimensional stochastic partial differential equations.
method Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC) for efficient sampling of posterior distributions.
result The method efficiently handles high-dimensional problems with almost independent computational cost.
Kernel methods accurately predict Hamiltonian systems from data.
problem Data-driven simulation of Hamiltonian systems.
method Two-step and one-step kernel-based methods for identifying and forecasting Hamiltonian systems.
result Framework achieves accurate, data-efficient predictions across various benchmark systems.
This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.
problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.
The paper discusses reducing Hamiltonian systems by scaling and standard symmetries, leading to Kirillov Hamiltonian systems.
problem Reduction of symplectic Hamiltonian systems by scaling and standard symmetries.
method Proof of Kirillov Hamiltonian systems and equivalence of reductions.
result Equivalent Kirillov Hamiltonian systems from different reduction orders.
Survey of recent developments in symmetric reductions and controls for Hamiltonian systems.
problem Understanding the internal relationships of geometric structures and controls in Hamiltonian systems with symmetry.
method Survey and introduction of recent developments in controlled Hamiltonian systems with symmetry.
result Reveals the relationships between geometric structures, nonholonomic constraints, dynamical vector fields, and controls.
New integrators preserve geometric structure in Hamiltonian systems.
problem Preserving geometric structure in Hamiltonian systems on Jacobi manifolds.
method Combining Poissonization and symplectic bi-realizations to construct structure-preserving integrators.
result Explicit construction and application of Jacobi Hamiltonian integrators.
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard random-walk proposals. The popularity of such methods has grown significantly in r…
This work generalizes Hamiltonian mechanics using closed differential forms.
problem Hidden invariants in classical Hamiltonian mechanics.
method Establishes a novel correspondence between generalized Hamiltonian mechanics and multisymplectic geometry.
result Key theorems linking classical and generalized Hamiltonian systems.
In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly, we derive precisely the geometric constraint conditions of the induced distribu…
SON learns SPDE solutions and uncertainty from noisy data.
problem Uncertainty quantification in SPDEs with unknown model uncertainties.
method Combining DeepONet and SNNs, SON models stochasticity and predicts uncertainty.
result SON accurately captures solution structure and quantifies predictive uncertainty.
New method improves convergence for smooth games.
problem Improving convergence for smooth games.
method Stochastic Hamiltonian Gradient Methods (SHGD).
result SHGD converges linearly to the neighbourhood of a stationary point.
Generalizes energy-momentum method for non-autonomous Hamiltonian systems.
problem Stability analysis of non-autonomous Hamiltonian systems with symmetries.
method Develops a new approach to relative equilibrium points and stability conditions for non-autonomous systems.
result Conditions ensuring stability of relative equilibrium points in non-autonomous Hamiltonian systems.
Arnold-Liouville systems cannot be bi-Hamiltonian generically.
problem The bi-Hamiltonian structure of Arnold-Liouville systems.
method Proving that a specific class of smooth functions is a meagre subset for the Fréchet topology, which implies Arnold-Liouville systems cannot be bi-Hamiltonian.
result Generically, Arnold-Liouville systems cannot be bi-Hamiltonian.
WSINDy identifies reduced Hamiltonian systems from particle interactions.
problem Coarse-graining Hamiltonian dynamics with approximate symmetries.
method WSINDy algorithm applied to Hamiltonian systems with timescale separation.
result WSINDy successfully identifies reduced Hamiltonian systems from noisy data.
Paper connects dynamics of mechanical systems to Reeb dynamics.
problem Understanding dynamics in mechanical systems with Poisson structures.
method Using Jacobi bundle metrics and linear Poisson structures.
result Extends classical results on Reeb dynamics to mechanical systems.
Develops integrators for contact Hamiltonian systems preserving geometric structure.
problem Creating integrators for dissipative systems with geometric structure.
method Structure-preserving splitting framework based on exact-contact subflows.
result Local universality of contact splitting integrators.
Develops control and observer methods for complex systems.
problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.
We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize forward performance processes and their associated optimal trading strategies in a…
Study reveals new geometric structures for magnetic field Hamiltonian systems.
problem Understanding Hamiltonian systems in magnetic fields.
method Investigation of symplectic-Haantjes geometry.
result Non-trivial symplectic-Haantjes manifolds found.
Gaussian process model learns Hamiltonian systems from noisy data.
problem Learning Hamiltonian systems from long, noisy trajectories.
method Efficient decoupled parameterisation, energy-conserving shooting method.
result Robust inference from short and long trajectories.
Study discretizes Dirac and port-Hamiltonian systems using manifolds.
problem Discretization of Dirac and port-Hamiltonian systems.
method Retraction and discretization maps on manifolds for Dirac structures, applied to port-Hamiltonian systems.
result Numerical integrators for port-Hamiltonian systems derived from discretization techniques.
Researchers present and compare different representations of dissipative Hamiltonian DAE systems.
problem Understanding and transforming dissipative Hamiltonian DAE systems.
method Global geometric and algebraic points of view, translations between representations, characterizations, and numerical methods for computing structural information.
result A general DAE system can be transformed into a dissipative Hamiltonian or port-Hamiltonian DAE system.
New product structures encode superintegrable Hamiltonian systems in Euclidean spaces.
problem Encoding superintegrable Hamiltonian systems using product structures.
method Introducing commutative and associative product structures on Euclidean spaces of dimension at least three, satisfying specific conditions.
result All abundant superintegrable Hamiltonian systems on Euclidean space of dimension at least three arise from these product structures.
In this paper we introduce the concept of Hamiltonian system in the canonical and Poisson settings. We will discuss the quantization of the Hamiltonian systems in the Poisson context, using formal deformation quantization and quantum group theories.
Proves local bi-integrability of bi-Hamiltonian systems via bi-Poisson reduction.
problem Local bi-integrability of bi-Hamiltonian systems.
method Bi-Poisson reduction to prove local bi-integrability.
result Constructs a complete set of functions in bi-involution for bi-Hamiltonian systems.
A new tamed stochastic gradient Hamiltonian Monte Carlo algorithm for superlinearly growing stochastic gradients.
problem Sampling and stochastic optimization problems with superlinearly growing stochastic gradients.
method Tamed Stochastic Gradient Hamiltonian Monte Carlo (tSGHMC) algorithm.
result Established a non-asymptotic error bound in Wasserstein-2 distance with a convergence rate of 1/4. Reduces symplectic Hamiltonian systems to contact systems, realizing Poincaré's dream.
problem Scaling symmetries in Hamiltonian systems.
method Contact reduction of symplectic Hamiltonian systems.
result Generically possible reduction to contact Hamiltonian systems, reducing inputs needed.
Abstract: Study Hamiltonian systems on almost cosymplectic manifolds, extending contact Hamiltonian systems.
problem Extend Hamiltonian systems to almost cosymplectic manifolds.
method Determine Hamiltonian vector field on odd-dimensional almost cosymplectic manifolds.
result Extend equations of motion to generalized transitive almost cosymplectic structures.
Proposes NSSNNs to predict nonseparable Hamiltonian systems.
problem Predicting nonseparable Hamiltonian systems with coupled dynamics.
method Augmented symplectic time integrator to decouple position and momentum.
result Long-term, accurate, and robust predictions for large-scale Hamiltonian systems.
Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients evaluated on mini-batches are used as a replacement. In order to reduce the high vari…
Develops integrators for Hamiltonian systems in Jacobi manifolds.
problem Modeling conservative systems with dissipative and thermodynamic phenomena.
method Constructs structure-preserving integrators for Hamiltonian systems in Jacobi manifolds.
result Proposes a numerical integration technique compatible with Jacobi dynamics.
The Eisenhart lift connects Hamiltonian systems to geodesics in pp-wave spacetimes.
problem Studying the stability and dynamics of Hamiltonian systems.
method Eisenhart lift to pp-wave spacetimes and conformal classes of ODEs.
result Existence of a constant of the motion generalizing conservation of energy.
In this paper, we elucidate the key role played by the cosymplectic geometry in the theory of time dependent Hamiltonian systems. In particular, we generalize the cosymplectic structures to time-dependent Nambu-Poisson Hamiltonian systems and corresponding Jacobi's last multiplier for 3D systems. We illustrate our cons…
We develop variational integrators from discrete Hamiltonian systems with external forces.
problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.
In this paper, from the viewpoint of completeness of Marsden-Weinstein reduction, we illustrate how to give the definitions of a controlled Hamiltonian (CH) system and a reducible controlled Hamiltonian system with symmetry; and how to describe the dynamics of a CH system and the controlled Hamiltonian equivalence; as …
Geometrically reformulates GENERIC stochastic dynamics.
problem Unified treatment of reversible and dissipative dynamics.
method Introduces degenerate Poisson structure, co-metric, and volume form.
result Preserves Boltzmann measure, conserves energy, reduces to deterministic limit.
Study investigates Hamiltonian systems in fibered almost-symplectic manifolds.
problem Existence and properties of non-vertical fully-Hamiltonian vector fields in almost symplectic manifolds with Lagrangian fibrations.
method Investigates vector fields in 2n-dimensional almost symplectic manifolds with Lagrangian fibrations, focusing on partially-Hamiltonian and fully-Hamiltonian vector fields.
result Non-vertical fully-Hamiltonian vector fields exist under certain genericity conditions and can be reduced to families of symplectic-Hamiltonian vector fields.
The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…