Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
From MaRDI portal
Publication:2223321
DOI10.1016/j.physd.2019.05.013zbMath1453.60110arXiv1812.11395OpenAlexW2907355147MaRDI QIDQ2223321
Ying Chao, Pingyuan Wei, Jin-qiao Duan
Publication date: 28 January 2021
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.11395
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Relations of finite-dimensional Hamiltonian and Lagrangian systems with topology, geometry and differential geometry (symplectic geometry, Poisson geometry, etc.) (37J39)
Related Items
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion, Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus, Formulation of stochastic contact Hamiltonian systems, Periodic averaging principle for neutral stochastic delay differential equations with impulses, Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An averaging principle for diffusions in foliated spaces
- Averaging along foliated Lévy diffusions
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Foliations, the ergodic theorem and Brownian motion
- An averaging principle for stochastic dynamical systems with Lévy noise
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
- Exponential ergodicity of the solutions to SDE's with a jump noise
- The speed of convergence in the ergodic theorem
- Mécanique aléatoire
- On the speed of convergence in the ergodic theorem
- Inequalities for differential and integral equations
- Stratonovich stochastic differential equations driven by general semimartingales
- Stochastic stabilization of quasi-partially integrable Hamiltonian systems by using Lyapunov exponent
- Invariant measures and symmetry property of Lévy type operators
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Conserved quantities and symmetries related to stochastic dynamical systems
- Barriers to transport and mixing in volume-preserving maps with nonzero flux
- Random Perturbations of Dynamical Systems
- Stochastic embedding of dynamical systems
- Lévy Processes and Stochastic Calculus
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Symplectic Integration of Hamiltonian Systems with Additive Noise
- Extracting macroscopic dynamics: model problems and algorithms
- Deriving the Hamilton equations of motion for a nonconservative system using a variational principle
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure
- Hamilton’s principle in stochastic mechanics
- On stochastic behavior of perturbed Hamiltonian systems
- An averaging principle for a completely integrable stochastic Hamiltonian system
