arXiv subjects

Joan-Andreu Lázaro-Camí

Publications and source records attributed to Joan-Andreu Lázaro-Camí.

6 recordsLinked to original sources

arXiv2009

Antithetic variates in higher dimensions

We introduce the concept of multidimensional antithetic as the absolute minimum of the covariance defined on the orthogonal group by $A\mapsto Cov(f(ξ),f(Aξ))$ where $ξ$ is a standard $N$-dimensional normal random variable and $f:\mathbb{R}^{N}\to\mathbb{R}$ is an almost everywhere differentiable function. The antithetic matrix is designed to optimise the calculation of $E[f(ξ)]$ in a Monte Carlo simulation. We present an iterative annealing algorithm that dynamically incorporates the estimation of the antithetic matrix within the Monte Carlo calculation.

math.NA↗

arXiv2008

Monopoles in arbitrary dimension

A self-contained study of monopole configurations of pure Yang-Mills theories and a discussion of their charges is carried out in the language of principal bundles. A n-dimensional monopole over the sphere S^n is a particular type of principal connection on a principal bundle over a symmetric space K/H which is K-invariant, where K=SO(n+1) and H=SO(n). It is shown that principal bundles over symmetric spaces admit a unique K-invariant principal connection called canonical, which also satisfy Yang-Mills equations. The geometrical framework enables us to describe their associated field strengths in purely algebraic terms and compute the charge of relevant (Yang-type) monopoles avoiding the use of coordinates. Besides, two corrections on known results are performed in this paper. First, it is proven that the Yang monopole should be considered a connection invariant by Spin(5) instead of by SO(5), as Yang did in his original article J. Math. Phys. 19(1), pp. 320-328 (1978). Second, unlike the way suggested in Class. Quantum Grav. 23, pp. 4873-4885 (2006), we give the correct characteristic class to be used to calculate the charge of the monopoles studied by Gibbons and Townsend.

hep-th↗

arXiv2008

The stochastic Hamilton-Jacobi equation

We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical situation, it is written as a function of the configuration space using a regular Lagrangian submanifold. Additionally, we will use a variation of the Hamilton-Jacobi equation to characterize the generating functions of one-parameter groups of symplectomorphisms that allow to rewrite a given stochastic Hamiltonian system in a form whose solutions are very easy to find; this result recovers in the stochastic context the classical solution method by reduction to the equilibrium of a Hamiltonian system.

math.PR↗

arXiv2008

Superposition rules and stochastic Lie-Scheffers systems

This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution properties of the distribution generated by the vector fields that define it. When stated in the particular case of standard deterministic systems, our main theorem improves various aspects of the classical Lie-Scheffers result. We show that the stochastic analog of the classical Lie-Scheffers systems can be reduced to the study of Lie group valued stochastic Lie-Scheffers systems; those systems, as well as those taking values in homogeneous spaces are studied in detail. The developments of the paper are illustrated with several examples.

math.PR↗

arXiv2008

Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations

We present reduction and reconstruction procedures for the solutions of symmetric stochastic differential equations, similar to those available for ordinary differential equations. Additionally, we use the local tangent-normal decomposition, available when the symmetry group is proper, to construct local skew-product splittings in a neighborhood of any point in the open and dense principal orbit type. The general methods introduced in the first part of the paper are then adapted to the Hamiltonian case, which is studied with special care and illustrated with several examples. The Hamiltonian category deserves a separate study since in that situation the presence of symmetries implies in most cases the existence of conservation laws, mathematically described via momentum maps, that should be taken into account in the analysis.

math.PR↗

arXiv2007

Stochastic Hamiltonian dynamical systems

We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a natural critical action principle similar to the one encountered in classical mechanics. Several features and examples in relation with the solution semimartingales of these equations are presented.

math.PR↗