arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2201.03706math-phmath.DGmath.MPmath.PR
收藏

从二阶微分几何到随机几何力学

From Second-Order Differential Geometry to Stochastic Geometric Mechanics

Qiao Huang, Jean-Claude Zambrini

AI总结:

本文借助Schwartz–Meyer二阶随机微分几何,重建随机情形下的辛、Lagrangian、Hamiltonian、HJB与Noether等结构,并以最优传输中的Schrödinger问题为贯穿示例。

摘要:

经典几何力学(包括对称性、Lagrangian力学和Hamiltonian力学以及Hamilton–Jacobi理论的研究)建立在射流、辛结构和切触结构等几何结构之上。本文将使用一个在一定程度上被遗忘的二阶(或随机)微分几何框架,该框架最初由L. Schwartz和P.-A. Meyer发展,用以构造这些经典结构的二阶对应物。它们将使我们能够研究随机微分方程(SDE)的对称性,建立随机Lagrangian力学和Hamiltonian力学,以及它们与二阶Hamilton–Jacobi–Bellman(HJB)方程的关键关系。具体而言,将推导随机延拓公式,以研究SDE的对称性和混合阶Cartan对称性。随机Hamilton方程将由二阶辛结构导出,而正则变换将引出HJB方程。Riemann流形上的随机变分问题将给出一个与HJB方程相容、并等价于随机Hamilton方程之Riemann版本的随机Euler–Lagrange方程。文中还将得出一个随机Noether定理。贯穿全文的启发性例子是最优传输中Schrödinger问题的丰富动力学结构;后者也被视为量子力学流体动力学解释的Euclidean版本。

英文摘要:

Classical geometric mechanics, including the study of symmetries, Lagrangian and Hamiltonian mechanics, and the Hamilton-Jacobi theory, are founded on geometric structures such as jets, symplectic and contact ones. In this paper, we shall use a partly forgotten framework of second-order (or stochastic) differential geometry, developed originally by L. Schwartz and P.-A. Meyer, to construct second-order counterparts of those classical structures. These will allow us to study symmetries of stochastic differential equations (SDEs), to establish stochastic Lagrangian and Hamiltonian mechanics and their key relations with second-order Hamilton-Jacobi-Bellman (HJB) equations. Indeed, stochastic prolongation formulae will be derived to study symmetries of SDEs and mixed-order Cartan symmetries. Stochastic Hamilton's equations will follow from a second-order symplectic structure and canonical transformations will lead to the HJB equation. A stochastic variational problem on Riemannian manifolds will provide a stochastic Euler-Lagrange equation compatible with HJB one and equivalent to the Riemannian version of stochastic Hamilton's equations. A stochastic Noether's theorem will also follow. The inspirational example, along the paper, will be the rich dynamical structure of Schrödinger's problem in optimal transport, where the latter is also regarded as a Euclidean version of hydrodynamical interpretation of quantum mechanics.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑