Hamiltonian Equation with High curvature
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Hamiltonian equation is defined
$$H(x,y) = U(x)+K(y); fracdxdt = y, fracdydt = -x$$
One example would be define
$$U(x) = fracx^22; K(y) = fracy^22$$
Solution to the differential equation can be
$$x(t) = rcos(a+t); y(t) = -rsin(a+t)$$
In this case; if one draw the graph; it's a circle.
My question is :
how do we construct Hamiltonian system where its graph will have very high curvature (sharp corner such as heart shape) ? Can you give me such example?
I'm experimenting Hamiltonian Monte Carlo algorithms on one dimension space.(by introducing momentum; it will be two dimension). I'm interesting to see how does HMC behave when there is high curvature in the momentum-position space
differential-equations differential-geometry markov-chains
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up vote
1
down vote
favorite
Hamiltonian equation is defined
$$H(x,y) = U(x)+K(y); fracdxdt = y, fracdydt = -x$$
One example would be define
$$U(x) = fracx^22; K(y) = fracy^22$$
Solution to the differential equation can be
$$x(t) = rcos(a+t); y(t) = -rsin(a+t)$$
In this case; if one draw the graph; it's a circle.
My question is :
how do we construct Hamiltonian system where its graph will have very high curvature (sharp corner such as heart shape) ? Can you give me such example?
I'm experimenting Hamiltonian Monte Carlo algorithms on one dimension space.(by introducing momentum; it will be two dimension). I'm interesting to see how does HMC behave when there is high curvature in the momentum-position space
differential-equations differential-geometry markov-chains
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Hamiltonian equation is defined
$$H(x,y) = U(x)+K(y); fracdxdt = y, fracdydt = -x$$
One example would be define
$$U(x) = fracx^22; K(y) = fracy^22$$
Solution to the differential equation can be
$$x(t) = rcos(a+t); y(t) = -rsin(a+t)$$
In this case; if one draw the graph; it's a circle.
My question is :
how do we construct Hamiltonian system where its graph will have very high curvature (sharp corner such as heart shape) ? Can you give me such example?
I'm experimenting Hamiltonian Monte Carlo algorithms on one dimension space.(by introducing momentum; it will be two dimension). I'm interesting to see how does HMC behave when there is high curvature in the momentum-position space
differential-equations differential-geometry markov-chains
Hamiltonian equation is defined
$$H(x,y) = U(x)+K(y); fracdxdt = y, fracdydt = -x$$
One example would be define
$$U(x) = fracx^22; K(y) = fracy^22$$
Solution to the differential equation can be
$$x(t) = rcos(a+t); y(t) = -rsin(a+t)$$
In this case; if one draw the graph; it's a circle.
My question is :
how do we construct Hamiltonian system where its graph will have very high curvature (sharp corner such as heart shape) ? Can you give me such example?
I'm experimenting Hamiltonian Monte Carlo algorithms on one dimension space.(by introducing momentum; it will be two dimension). I'm interesting to see how does HMC behave when there is high curvature in the momentum-position space
differential-equations differential-geometry markov-chains
asked Jul 28 at 15:38
ElleryL
708515
708515
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