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Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation

Giuseppe Da Prato, Arnaud Debussche (1998)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

We consider a stochastic Burgers equation. We show that the gradient of the corresponding transition semigroup P t φ does exist for any bounded φ ; and can be estimated by a suitable exponential weight. An application to some Hamilton-Jacobi equation arising in Stochastic Control is given.

Diffusion times and stability exponents for nearly integrable analytic systems

Pierre Lochak, Jean-Pierre Marco (2005)

Open Mathematics

For a positive integer n and R>0, we set B R n = x n | x < R . Given R>1 and n≥4 we construct a sequence of analytic perturbations (H j) of the completely integrable Hamiltonian h r = 1 2 r 1 2 + . . . 1 2 r n - 1 2 + r n on 𝕋 n × B R n , with unstable orbits for which we can estimate the time of drift in the action space. These functions H j are analytic on a fixed complex neighborhood V of 𝕋 n × B R n , and setting ε j : = h - H j C 0 ( V ) the time of drift of these orbits is smaller than (C(1/ɛ j)1/2(n-3)) for a fixed constant c>0. Our unstable orbits stay close to a doubly resonant surface,...

Dirac structures and dynamical r -matrices

Zhang-Ju Liu, Ping Xu (2001)

Annales de l’institut Fourier

The purpose of this paper is to establish a connection between various objects such as dynamical r -matrices, Lie bialgebroids, and Lagrangian subalgebras. Our method relies on the theory of Dirac structures and Courant algebroids. In particular, we give a new method of classifying dynamical r -matrices of simple Lie algebras 𝔤 , and prove that dynamical r -matrices are in one-one correspondence with certain Lagrangian subalgebras of 𝔤 𝔤 .

Discrete time markovian agents interacting through a potential

Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler (2013)

ESAIM: Probability and Statistics

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition probability kernel that depends on the ‘gradient’ of the potential field. The particles, in turn, dynamically modify the potential field through their cumulative input. Interacting Markov processes of the above form have been suggested as models for active biological transport...

Distinguished Riemann-Hamilton geometry in the polymomentum electrodynamics

Alexandru Oană, Mircea Neagu (2012)

Communications in Mathematics

In this paper we develop the distinguished (d-) Riemannian differential geometry (in the sense of d-connections, d-torsions, d-curvatures and some geometrical Maxwell-like and Einstein-like equations) for the polymomentum Hamiltonian which governs the multi-time electrodynamics.

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