From Second-Order Differential Geometry to Stochastic Geometric Mechanics
نویسندگان
چکیده
Classical geometric mechanics, including the study of symmetries, Lagrangian and Hamiltonian Hamilton-Jacobi theory, are founded on structures such as jets, symplectic contact ones. In this paper, we shall use a partly forgotten framework second-order (or stochastic) differential geometry, developed originally by L. Schwartz P.-A. Meyer, to construct counterparts those classical structures. These will allow us symmetries stochastic equations (SDEs), establish mechanics their key relations with Hamilton-Jacobi-Bellman (HJB) equations. Indeed, prolongation formulae be derived SDEs mixed-order Cartan symmetries. Stochastic Hamilton's follow from structure canonical transformations lead HJB equation. A variational problem Riemannian manifolds provide Euler-Lagrange equation compatible one equivalent version Noether's theorem also follow. The inspirational example, along rich dynamical Schr\"odinger's in optimal transport, where latter is regarded Euclidean hydrodynamical interpretation quantum mechanics.
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ژورنال
عنوان ژورنال: Journal of Nonlinear Science
سال: 2023
ISSN: ['0938-8974', '1432-1467']
DOI: https://doi.org/10.1007/s00332-023-09917-x