Building on stochastic geometric mechanics on Riemannian manifolds, we shall focus on extensions of the classical Maupertuis’s variational principle to a class of diffusion processes as extremals of a stochastic action functional preserving the expectation of energy. We shall also mention a recent and related stochastic Jacobi integration theorem, whose consequence will be analyzed elsewhere.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Stochastic Maupertuis’s Principles and Jacobi’s Integration Theorem

  • Qiao Huang,
  • Jean-Claude Zambrini

摘要

Building on stochastic geometric mechanics on Riemannian manifolds, we shall focus on extensions of the classical Maupertuis’s variational principle to a class of diffusion processes as extremals of a stochastic action functional preserving the expectation of energy. We shall also mention a recent and related stochastic Jacobi integration theorem, whose consequence will be analyzed elsewhere.