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Probabilistic responses of dynamical systems subjected to gaussian coloured noise excitation: foundations of a non-markovian theory 高斯有色噪声激励下动力系统的概率响应:非马尔可夫理论的基础
arXiv: Mathematical Physics Pub Date : 2020-06-08 DOI: 10.26240/heal.ntua.18569
K. Mamis, Κωνσταντίνος Ι. Μαμής
{"title":"Probabilistic responses of dynamical systems subjected to gaussian coloured noise excitation: foundations of a non-markovian theory","authors":"K. Mamis, Κωνσταντίνος Ι. Μαμής","doi":"10.26240/heal.ntua.18569","DOIUrl":"https://doi.org/10.26240/heal.ntua.18569","url":null,"abstract":"The topic of this PhD thesis is the derivation of evolution equations for probability density functions (pdfs) describing the non-Markovian response to dynamical systems under Gaussian coloured (smoothly-correlated) noise. These pdf evolution equations are derived from the stochastic Liouville equations (SLEs), which are formulated by representing the pdfs as averaged random delta functions. SLEs are exact yet non-closed, since they contain averaged terms that are expressed via higher-order pdfs. These averaged terms are further evaluated by employing generalizations of the Novikov-Furutsu (NF) theorem. After the NF theorem, SLE averages are expressed equivalently as nonlocal terms depending on the whole history of the response (in some cases, on the history of excitation too). Then, nonlocal terms are approximated by a novel closure scheme, employing the history of appropriate moments of the response (or joint response-excitation moments). Application of this scheme results in a family of novel pdf evolution equations. These equations are nonlinear and retain a tractable amount of the original nonlocality of SLEs, being also in closed form and solvable. Last, the new evolution equations for the one-time response pdf are solved numerically and their results are compared to Monte Carlo (MC) simulations, for the case of a scalar bistable random differential equation under Ornstein-Uhlenbeck excitation. The results show that the novel evolution equations are in very good agreement with the MC simulations, even for high noise intensities and large correlation times of the excitation, that is, away from the white noise limit, where the existing pdf evolution equations found in literature fail. It should be noted that the computational effort for solving the new pdf evolution equations is comparable to the effort required for solving the respective classical Fokker-Planck-Kolmogorov equation.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90850922","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Symmetries and reduction Part I — Poisson and symplectic picture 对称与约简第1部分-泊松图与辛图
arXiv: Mathematical Physics Pub Date : 2020-06-05 DOI: 10.1142/S0219887820300020
G. Marmo, Luca Schiavone, A. Zampini
{"title":"Symmetries and reduction Part I — Poisson and symplectic picture","authors":"G. Marmo, Luca Schiavone, A. Zampini","doi":"10.1142/S0219887820300020","DOIUrl":"https://doi.org/10.1142/S0219887820300020","url":null,"abstract":"Coherently with the principle of analogy suggested by Dirac, we describe a general setting for reducing a classical dynamics, and the role of the Noether theorem -- connecting symmetries with constants of the motion -- within a reduction. This is the first of two papers, and it focuses on the reduction within the Poisson and the symplectic formalism.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86153492","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Constellations and $tau$-functions for rationally weighted Hurwitz numbers 合理加权Hurwitz数的星座和$tau$-函数
arXiv: Mathematical Physics Pub Date : 2020-06-02 DOI: 10.4171/AIHPD/104
J. Harnad, B. Runov
{"title":"Constellations and $tau$-functions for rationally weighted Hurwitz numbers","authors":"J. Harnad, B. Runov","doi":"10.4171/AIHPD/104","DOIUrl":"https://doi.org/10.4171/AIHPD/104","url":null,"abstract":"Weighted constellations give graphical representations of weighted branched coverings of the Riemann sphere. They were introduced to provide a combinatorial interpretation of the $2$D Toda $tau$-functions of hypergeometric type serving as generating functions for weighted Hurwitz numbers in the case of polynomial weight generating functions. The product over all vertex and edge weights of a given weighted constellation, summed over all configurations, reproduces the $tau$-function. In the present work, this is generalized to constellations in which the weighting parameters are determined by a rational weight generating function. The associated $tau$-function may be expressed as a sum over the weights of doubly labelled weighted constellations, with two types of weighting parameters associated to each equivalence class of branched coverings. The double labelling of branch points, referred to as \"colour\" and \"flavour\" indices, is required by the fact that, in the Taylor expansion of the weight generating function, a particular colour from amongst the denominator parameters may appear multiply, and the flavour labels indicate this multiplicity.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85034429","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
ON THE THREE-DIMENSIONAL PAULI EQUATION IN NONCOMMUTATIVE PHASE-SPACE 非交换相空间中的三维泡利方程
arXiv: Mathematical Physics Pub Date : 2020-06-01 DOI: 10.14311/AP.2021.61.0230
Ilyas Haouam
{"title":"ON THE THREE-DIMENSIONAL PAULI EQUATION IN NONCOMMUTATIVE PHASE-SPACE","authors":"Ilyas Haouam","doi":"10.14311/AP.2021.61.0230","DOIUrl":"https://doi.org/10.14311/AP.2021.61.0230","url":null,"abstract":"In this paper, we obtained the three-dimensional Pauli equation for a spin-1/2 particle in the presence of an electromagnetic field in noncommutative phase-space, as well the corresponding deformed continuity equation, where the cases of a constant and non-constant magnetic field are considered. Due to the absence of the current magnetization term in the deformed continuity equation as expected, we had to extract it from the noncommutative Pauli equation itself without modifying the continuity equation. It is shown that the non-constant magnetic field lifts the order of the noncommutativity parameter in both the Pauli equation and the corresponding continuity equation. However, we successfully examined the effect of the noncommutativity on the current density and the magnetization current. By using a classical treatment, we derived the semi-classical noncommutative partition function of the three-dimensional Pauli system of the one-particle and N-particle systems. Then, we employed it for calculating the corresponding Helmholtz free energy followed by the magnetization and the magnetic susceptibility of electrons in both commutative and noncommutative phase-spaces. Knowing that with both the three-dimensional Bopp-Shift transformation and the Moyal-Weyl product, we introduced the phase-space noncommutativity in the problems in question.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80614518","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Infinitesimal quantum group from helicity in fluid mechanics 流体力学中螺旋的无穷小量子群
arXiv: Mathematical Physics Pub Date : 2020-05-25 DOI: 10.1142/S0217732320502454
S. Rajeev
{"title":"Infinitesimal quantum group from helicity in fluid mechanics","authors":"S. Rajeev","doi":"10.1142/S0217732320502454","DOIUrl":"https://doi.org/10.1142/S0217732320502454","url":null,"abstract":"Arnold showed that the Euler equations of an ideal fluid describe geodesics in the Lie algebra of incompressible vector fields. We will show that helicity induces a splitting of the Lie algebra into two isotropic subspaces, forming a Manin triple. Viewed another way, this shows that there is an infinitesimal quantum group (a.k.a. Lie bi-algebra) underlying classical fluid mechanics.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82625857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Dark Fields do Exist in Weyl Geometry 暗场确实存在于Weyl几何中
arXiv: Mathematical Physics Pub Date : 2020-05-25 DOI: 10.13140/RG.2.2.30758.55364
F. Sabetghadam
{"title":"Dark Fields do Exist in Weyl Geometry","authors":"F. Sabetghadam","doi":"10.13140/RG.2.2.30758.55364","DOIUrl":"https://doi.org/10.13140/RG.2.2.30758.55364","url":null,"abstract":"A generalized Weyl integrable geometry (GWIG) is obtained from simultaneous affine transformations of the tangent and cotangent bundles of a (pseudo)-Riemannian manifold. In comparison with the classical Weyl integrable geometry (CWIG), there are two generalizations here: interactions with an arbitrary dark field, and, anisotropic dilation. It means that CWIG already has interactions with a {it null} dark field. Some classical mathematics and physics problems may be addressed in GWIG. For example, by derivation of Maxwell's equations and its sub-sets, the conservation, hyperbolic, and elliptic equations on GWIG; we imposed interactions with arbitrary dark fields. Moreover, by using a notion analogous to Penrose conformal infinity, one can impose boundary conditions canonically on these equations. As a prime example, we did it for the elliptic equation, where we obtained a singularity-free potential theory. Then we used this potential theory in the construction of a non-singular model for a point charged particle. It solves the difficulty of infinite energy of the classical vacuum state.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82501175","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Some Recent Results on Contact or Point Supported Potentials 接触或点支持电位的一些最新结果
arXiv: Mathematical Physics Pub Date : 2020-05-20 DOI: 10.1007/978-3-030-53305-2_14
L. Nieto, M. Gadella, J. Mateos-Guilarte, J. M. Muñoz-Castañeda, C. Romaniega
{"title":"Some Recent Results on Contact or Point Supported Potentials","authors":"L. Nieto, M. Gadella, J. Mateos-Guilarte, J. M. Muñoz-Castañeda, C. Romaniega","doi":"10.1007/978-3-030-53305-2_14","DOIUrl":"https://doi.org/10.1007/978-3-030-53305-2_14","url":null,"abstract":"","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87300937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Results and Conjectures on a Toy Model of Depinning 玩具脱屑模型的结果与猜想
arXiv: Mathematical Physics Pub Date : 2020-05-20 DOI: 10.17323/1609-4514-2020-20-4-695-709
B. Derrida, Zhan Shi
{"title":"Results and Conjectures on a Toy Model of Depinning","authors":"B. Derrida, Zhan Shi","doi":"10.17323/1609-4514-2020-20-4-695-709","DOIUrl":"https://doi.org/10.17323/1609-4514-2020-20-4-695-709","url":null,"abstract":"We review recent results and conjectures for a simplified version of the depinning problem in presence of disorder which was introduced by Derrida and Retaux in 2014. For this toy model, the depinning transition has been predicted to be of the Berezinskii--Kosterlitz--Thouless type. Here we discuss under which integrability conditions this prediction can be proved and how it is modified otherwise.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77593950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
A Feynman–Kac formula for magnetic monopoles 磁单极子的费曼-卡茨公式
arXiv: Mathematical Physics Pub Date : 2020-05-19 DOI: 10.1142/s0219025721500156
J. Dimock
{"title":"A Feynman–Kac formula for magnetic monopoles","authors":"J. Dimock","doi":"10.1142/s0219025721500156","DOIUrl":"https://doi.org/10.1142/s0219025721500156","url":null,"abstract":"We consider the quantum mechanics of a charged particle in the presence of Dirac's magnetic monopole. Wave functions are sections of a complex line bundle and the magnetic potential is a connection on the bundle. We establish a Feynman-Kac formula expressing solutions of the imaginary time Schrodinger equation as stochastic integrals.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90771256","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Quantization of Lax integrable systems and Conformal Field Theory Lax可积系统的量子化与共形场论
arXiv: Mathematical Physics Pub Date : 2020-05-06 DOI: 10.4064/BC123-4
O. Sheinman
{"title":"Quantization of Lax integrable systems and Conformal Field Theory","authors":"O. Sheinman","doi":"10.4064/BC123-4","DOIUrl":"https://doi.org/10.4064/BC123-4","url":null,"abstract":"We present the correspondence between Lax integrable systems with spectral parameter on a Riemann surface, and Conformal Field Theories, in quite general set-up suggested earlier by the author. This correspondence turns out to give a prequantization of the integrable systems in question.","PeriodicalId":8469,"journal":{"name":"arXiv: Mathematical Physics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81282838","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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