Stochastic Hamiltonian dynamical systems

DOI10.1016/S0034-4877(08)80003-1zbMATH Open1147.37032arXivmath/0702787OpenAlexW2105805106MaRDI QIDQ931885FDOQ931885

Authors: Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega 

Publication date: 3 July 2008

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

Abstract: We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a natural critical action principle similar to the one encountered in classical mechanics. Several features and examples in relation with the solution semimartingales of these equations are presented.

Full work available at URL: https://arxiv.org/abs/math/0702787

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zbMATH Keywords

stabilityconservation lawsenergy methodstochastic differential equationssymplectic manifoldvariational principlesemimartingalesclassical mechanicsPoisson manifoldstochastic mechanicsequations on manifoldscritical action principlestochastic Hamiltonian dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability problems for finite-dimensional Hamiltonian and Lagrangian systems (37J25) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic stability in control theory (93E15) Random dynamical systems (37H99)

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Cited In (60)

• On Dirac structure of Infinite-dimensional stochastic port-Hamiltonian systems
• The stochastic Hamilton-Jacobi equation
• New μ‐Space Stochastic Equation for Dynamical Systems in Liouville Form
• From second-order differential geometry to stochastic geometric mechanics
• Stochastic canonical flows
• Momentum maps and stochastic Clebsch action principles
• Stochastic embedding of dynamical systems
• On the construction of a set of stochastic differential equations on the basis of a given integral manifold independent of velocities
• Data-driven structure-preserving model reduction for stochastic Hamiltonian systems
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• Stochastic Euler-Poincaré reduction
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• On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
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• A weak approach to the stochastic deformation of classical mechanics
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• Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems
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• A Hamiltonian mean field system for the Navier-Stokes equation
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