It is shown that self-locomotion is possible for a body in Euclidian space, provided its dynamics corresponds to a non-quadratic Hamiltonian, and that the body contains at least 3 particles. The efficiency of the driver of such a system is defined. The existence of an optimal (most efficient) driver is proved.
Let be a complete Riemannian manifold, an open subset whose closure is diffeomorphic to an annulus. If is smooth and it satisfies a strong concavity assumption, then it is possible to prove that there are at least two geometrically distinct geodesics in starting orthogonally to one connected component of and arriving orthogonally onto the other one. The results given in [5] allow to obtain a proof of the existence of two distinct homoclinic orbits for an autonomous Lagrangian system emanating...
We study the zero-temperature limit for Gibbs measures associated to Frenkel–Kontorova models on . We prove that equilibrium states concentrate on configurations of minimal energy, and, in addition, must satisfy a variational principle involving metric entropy and Lyapunov exponents, a bit like in the Ruelle–Pesin inequality. Then we transpose the result to certain continuous-time stationary stochastic processes associated to the viscous Hamilton–Jacobi equation. As the viscosity vanishes, the...
In this paper we give examples of value functions in Bolza problem that are not bilateral or viscosity solutions and an example of a smooth value function that is even not a classic solution (in particular, it can be neither the viscosity nor the bilateral solution) of Hamilton-Jacobi-Bellman equation with upper semicontinuous Hamiltonian. Good properties of value functions motivate us to introduce approximate solutions of equations with such type Hamiltonians. We show that the value function is...
2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.In this work we will study a problem of optimal investment in financial markets with stochastic volatility with small parameter. We used the averaging method of Bogoliubov for limited development for the optimal strategies when the small parameter of the model tends to zero and the limit for the optimal strategy and demonstrated the convergence of these optimal strategies.
Orbits of complete families of vector fields on a subcartesian space are shown to be smooth manifolds. This allows a description of the structure of the reduced phase space of a Hamiltonian system in terms of the reduced Poisson algebra. Moreover, one can give a global description of smooth geometric structures on a family of manifolds, which form a singular foliation of a subcartesian space, in terms of objects defined on the corresponding family of vector fields. Stratified...
We report our recent results concerning integrability of Hamiltonian systems governed by Hamilton’s function of the form , where the potential V is a finite sum of homogeneous components. In this paper we show how to find, in the differential Galois framework, computable necessary conditions for the integrability of such systems. Our main result concerns potentials of the form , where and are homogeneous functions of integer degrees k and K > k, respectively. We present examples of integrable...