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  • Search: subject:"Hamiltonian dynamics"
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Year of publication
Subject
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Hamiltonian dynamics 15 Long-range interactions 10 Nonextensive statistical mechanics 3 Vlasov equation 3 Anomalous diffusion 2 Gaussian measure 2 Metastability in Hamiltonian dynamics 2 Nonlinear stability 2 Out-of-equilibrium statistical mechanics 2 Central Limit Theorem behavior 1 Chaotic dynamics 1 Constrained Hamiltonian dynamics 1 Constrained dynamical systems 1 Covariance operator 1 Deterministic chaos 1 Diffusion process 1 Dirac bracket 1 Dirac submanifold 1 Dissipative dynamics 1 Dynamical temperature 1 Forced Burgers equation 1 Game theory 1 Glassy dynamics 1 Heisenberg model 1 Long-range interaction 1 Lyapunov exponents 1 Lévy walks 1 Mathematica 1 Metastable states 1 Metriplectic 1 Mixing time 1 Nash equilibrium 1 Non-Hamiltonian dynamics 1 Non-extensive statistical mechanics 1 Nonlinearity 1 Poisson structure 1 Power-law correlations 1 Relaxation times 1 Relaxation to equilibrium 1 Standard map 1
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Online availability
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Undetermined 16 Free 1
Type of publication
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Article 16 Book / Working Paper 2
Language
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Undetermined 18
Author
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Rapisarda, Andrea 5 Tsallis, Constantino 5 Pluchino, Alessandro 4 Barré, Julien 3 Dauxois, Thierry 3 Latora, Vito 3 Ruffo, Stefano 3 Beskos, Alexandros 2 Bouchet, Freddy 2 Kalogeropoulos, Konstantinos 2 Pazos, Erik 2 Yamaguchi, Yoshiyuki Y. 2 Akiyama, Eizo 1 Antonello, Paola 1 Borges, Ernesto P 1 Borges, Ernesto P. 1 Campa, Alessandro 1 Farmer, J. Doyne 1 Giansanti, Andrea 1 Latora, V 1 Moroni, Daniele 1 Nguyen, Sonnet Hung Q. 1 Nobre, Fernando D. 1 Rapisarda, A 1 Ruffo, S 1 Sato, Yuzuru 1 Shevchenko, I.I. 1 Turski, Łukasz A. 1
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Institution
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London School of Economics (LSE) 1 Santa Fe Institute 1
Published in...
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Physica A: Statistical Mechanics and its Applications 14 Economic Systems Research 1 LSE Research Online Documents on Economics 1 Stochastic Processes and their Applications 1 Working Papers / Santa Fe Institute 1
Source
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RePEc 18
Showing 1 - 10 of 18
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Advanced MCMC methods for sampling on diffusion pathspace
Beskos, Alexandros; Kalogeropoulos, Konstantinos; … - London School of Economics (LSE) - 2013
The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte-Carlo methods. We study here an advanced version of familiar Markov-chain Monte-Carlo (MCMC) algorithms that sample from target...
Persistent link: https://www.econbiz.de/10010745211
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Recursive properties of Dirac and metriplectic Dirac brackets with applications
Nguyen, Sonnet Hung Q.; Turski, Łukasz A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 2, pp. 91-103
In this article, we prove that Dirac brackets for Hamiltonian and non-Hamiltonian constrained systems can be derived recursively. We then study the applicability of that formulation in analysis of some interesting physical models. Particular attention is paid to the feasibility of implementation...
Persistent link: https://www.econbiz.de/10011062132
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Advanced MCMC methods for sampling on diffusion pathspace
Beskos, Alexandros; Kalogeropoulos, Konstantinos; … - In: Stochastic Processes and their Applications 123 (2013) 4, pp. 1415-1453
The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte-Carlo methods. We study here an advanced version of familiar Markov-chain Monte-Carlo (MCMC) algorithms that sample from target...
Persistent link: https://www.econbiz.de/10010617277
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A closer look at the indications of q-generalized Central Limit Theorem behavior in quasi-stationary states of the HMF model
Pluchino, Alessandro; Rapisarda, Andrea; Tsallis, … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 13, pp. 3121-3128
We give a closer look at the Central Limit Theorem (CLT) behavior in quasi-stationary states of the Hamiltonian Mean Field model, a paradigmatic one for long-range-interacting classical many-body systems. We present new calculations which show that, following their time evolution, we can observe...
Persistent link: https://www.econbiz.de/10010588423
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The dynamical temperature and the standard map
Shevchenko, I.I. - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 1, pp. 85-91
Numerical experiments with the standard map at high values of the stochasticity parameter reveal the existence of simple analytical relations connecting the volume and the dynamical temperature of the chaotic component of the phase space.
Persistent link: https://www.econbiz.de/10010874693
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On the non-Boltzmannian nature of quasi-stationary states in long-range interacting systems
Tsallis, Constantino; Rapisarda, Andrea; Pluchino, … - In: Physica A: Statistical Mechanics and its Applications 381 (2007) C, pp. 143-147
We discuss the non-Boltzmannian nature of quasi-stationary states in the Hamiltonian mean field (HMF) model, a paradigmatic model for long-range interacting classical many-body systems. We present a theorem excluding the Boltzmann–Gibbs exponential weight in Gibbs Γ-space of microscopic...
Persistent link: https://www.econbiz.de/10011060761
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The Vlasov equation and the Hamiltonian mean-field model
Barré, Julien; Bouchet, Freddy; Dauxois, Thierry; … - In: Physica A: Statistical Mechanics and its Applications 365 (2006) 1, pp. 177-183
We show that the quasi-stationary states of homogeneous (zero magnetization) states observed in the N-particle dynamics of the Hamiltonian mean-field (HMF) model are nothing but Vlasov stable homogeneous states. There is an infinity of Vlasov stable homogeneous states corresponding to different...
Persistent link: https://www.econbiz.de/10010872516
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Dynamical anomalies and the role of initial conditions in the HMF model
Pluchino, Alessandro; Latora, Vito; Rapisarda, Andrea - In: Physica A: Statistical Mechanics and its Applications 338 (2004) 1, pp. 60-67
We discuss the role of the initial conditions for the dynamical anomalies observed in the quasi-stationary states of the Hamiltonian mean field (HMF) model.
Persistent link: https://www.econbiz.de/10010872954
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Glassy dynamics in the HMF model
Pluchino, Alessandro; Latora, Vito; Rapisarda, Andrea - In: Physica A: Statistical Mechanics and its Applications 340 (2004) 1, pp. 187-195
We discuss the glassy dynamics recently found in the meta-equilibrium quasi-stationary states (QSS) of the HMF model. The relevance of the initial conditions and the connection with Tsallis nonextensive thermostatistics is also addressed.
Persistent link: https://www.econbiz.de/10010874747
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Stability criteria of the Vlasov equation and quasi-stationary states of the HMF model
Yamaguchi, Yoshiyuki Y.; Barré, Julien; Bouchet, Freddy; … - In: Physica A: Statistical Mechanics and its Applications 337 (2004) 1, pp. 36-66
We perform a detailed study of the relaxation towards equilibrium in the Hamiltonian Mean-Field model, a prototype for long-range interactions in N-particle dynamics. In particular, we point out the role played by the infinity of stationary states of the associated N→∞ Vlasov dynamics. In...
Persistent link: https://www.econbiz.de/10011062939
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