Noise and dissipation on coadjoint orbits (Q1702989)
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English | Noise and dissipation on coadjoint orbits |
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Noise and dissipation on coadjoint orbits (English)
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1 March 2018
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The paper consists of eight sections. After an introduction, Section 2 deals with the incorporation of stochasticity into finite-dimensional mechanical systems admitting Lie group symmetry reduction. The standard approach to Lie group reduction by symmetry for finite-dimensional systems is reviewed. Furthermore, using the Clebsch approach [the last author, Proc. A, R. Soc. Lond. 471, No. 2176, Article ID 20140963, 19 p. (2015; Zbl 1371.35219)], noise is incorporated into the Euler-Poincaré equation for the momentum map. The semidirect extension is described. A study of the associated Fokker-Planck equations and stationary distribution is performed. In Section 3 the selective decay mechanism for dissipation is introduced. In order to study the balance between multiplicative noise and nonlinear dissipation, the Fokker-Planck equation for the dissipative stochastic Euler-Poincaré equation written in Hamiltonian form is computed. The following conjecture is stated: the complete stationary distribution is concentrated around the minimal energy region, as in the Euler-Poincaré setting. In Section 4 the existence of random attractors in the considered stochastic dissipative systems is studied. An estimation formula for the sum of the Lyapunov exponents is presented. In Sections 5, the stochastic rigid body is introduced, and a double bracket dissipation is pointed out. Moreover, the exact value of the sum of the Lyapunov exponents is computed, and using numerical simulations, a realisation of a random attractor is displayed. Finally, the existence of the limit cycles for the stochastic three-dimensional rigid body obtained by making the replacement of the noise by a periodic kicking is emphasized. In Section 6, the stochastic heavy top is introduced as an example of semidirect product motion. In particular, the integrable stochastic Lagrange top is presented. In addition, two instances of an attractor of the heavy top are displayed. In Section 7, the \(\mathrm{SO}(4)\) free rigid body and the spring pendulum are briefly analyzed. In Section 8, some open problems are listed.
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stochastic geometric mechanics
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Euler-Poincaré theory
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coadjoint orbit
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invariant measure
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random attractor
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Lyapunov exponent
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