
























We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group structure is compatible with Riemannian structures, via the existence of bi-invariant metrics. This structure allows for the explicit construction of Riemannian Brownian motion via symplectic techniques, which permits the study of Langevin diffusions with noise in the position coordinate as well as Langevin diffusions with noise in both momentum and position.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。