Diferenciální geometrie a fyzikální teorie
We consider a stochastic Burgers equation. We show that the gradient of the corresponding transition semigroup does exist for any bounded ; and can be estimated by a suitable exponential weight. An application to some Hamilton-Jacobi equation arising in Stochastic Control is given.
For a positive integer n and R>0, we set . Given R>1 and n≥4 we construct a sequence of analytic perturbations (H j) of the completely integrable Hamiltonian on , 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 , and setting 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,...
The purpose of this paper is to establish a connection between various objects such as dynamical -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 -matrices of simple Lie algebras , and prove that dynamical -matrices are in one-one correspondence with certain Lagrangian subalgebras of .
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...
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.