Searcharxiv⌕ Search

arXiv subjects

Nicola Sottocornola

Publications and source records attributed to Nicola Sottocornola.

2 recordsLinked to original sources

Canonical separating coordinates in the generalized cubic Hénon-Heiles systems

We study the three classical integrable generalized cubic Hénon--Heiles systems -- Kaup--Kupershmidt, KdV$_5$, and Sawada--Kotera -- from the viewpoint of bi-Hamiltonian geometry and separation of variables. On the standard symplectic manifold $T^*\mathbb R^2$, we construct compatible Poisson deformations $P_1=L_XP_0$, compute the associated recursion operators $N=P_1P_0^{-1}$, and analyze the action of $N^*$ on the codistribution generated by the first integrals. This yields the corresponding control matrices, whose eigenvalues provide the separating coordinates. For the generalized Kaup--Kupershmidt case we carry out the construction explicitly: we determine a deformation vector field, the compatible Poisson tensor, the torsionless recursion operator, the control matrix, the separating coordinates, and, crucially, the conjugate momenta. We then derive the separated relations and write the Hamilton equations in canonical separated variables, thus decomposing the original Hamiltonian system into two separated subsystems. To the best of our knowledge, this explicit derivation of the separating variables and, in particular, of the conjugate momenta for the generalized Kaup--Kupershmidt system is new. For the KdV$_5$ and Sawada--Kotera cases we show how the same bi-Hamiltonian scheme applies, emphasizing both the common geometric mechanism and the features peculiar to each system. In this way, the three generalized cubic Hénon--Heiles systems are treated within a unified framework based on compatible Poisson structures, recursion operators, control matrices, and Darboux--Nijenhuis coordinates.

nlin.SI↗

A Characterization of a Subclass of Separate Ratio-Type Copulas

Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas have gained significant attention due to their flexibility in modeling joint distributions. This paper focuses on Separate Ratio-Type Copulas, where the dependence function is a separate product of univariate functions. We revisit a theorem characterizing the validity of these copulas under certain assumptions, generalize it to broader settings, and examine the conditions for reversing the theorem in the case of concave generating functions. To address its limitations, we propose new assumptions that ensure the validity of separate copulas under specific conditions. These results refine the theoretical framework for separate copulas, extending their applicability to pure mathematics and applied fields such as finance, risk management, and machine learning.

math.ST↗