Volume-preserving algorithms (VPAs) for the charged particles dynamics is preferred because of their long-term accuracy and conservativeness for phase space volume. Lie algebra and the Baker-Campbell-Hausdorff (BCH) formula can be used as a fundamental theoretical tool to construct VPAs. Using the Lie algebra structure of vector fields, we split the volume-preserving vector field for charged particle dynamics into three volume-preserving parts (sub-algebras), and find the corresponding Lie subgroups. Proper combinations of these subgroups generate volume preserving, second order approximations of the original solution group, and thus second order VPAs. The developed VPAs also show their significant effectiveness in conserving phase-space volume exactly and bounding energy error over long-term simulations.

We propose and analyse a method based on the Riccati transformation for solving the evolutionary Hamilton–Jacobi–Bellman equation arising from the dynamic stochastic optimal allocation problem. We show how the fully nonlinear Hamilton–Jacobi–Bellman equation can be transformed into a quasilinear parabolic equation whose diffusion function is obtained as the value function of a certain parametric convex optimization problem. Although the diffusion function need not be sufficiently smooth, we are able to prove existence and uniqueness and derive useful bounds of classical Hölder smooth solutions. Furthermore, we construct a fully implicit iterative numerical scheme based on finite volume approximation of the governing equation. A numerical solution is compared to a semi-explicit travelling wave solution by means of the convergence ratio of the method. We compute optimal strategies for a portfolio investment problem motivated by the German DAX 30 index as an example of the application of the method.

A celebrated theorem in two-dimensional dynamics due to John Franks asserts that every area-preserving homeomorphism of the sphere has either two or infinitely many periodic points. In this work we re-prove Franks’ theorem under the additional assumption that the map is smooth. Our proof uses only tools from symplectic topology and thus differs significantly from previous proofs. A crucial role is played by the results of Ginzburg and Kerman concerning resonance relations for Hamiltonian diffeomorphisms.

The classical variational analysis of curvature energy functionals, acting on spaces of curves of a Riemannian manifold, is extremely complicated, and the procedure usually can not be completely developed under such a degree of generality. Sometimes this difficulty may be overcome by focusing on specific actions in real space forms. In this note, we restrict ourselves to quadratic Lagrangian energies acting on the space of closed curves of the 2-sphere. We solve the Euler–Lagrange equation and show that there exists a two-parameter family of closed critical curves. We also discuss the stability of the circular critical points. Since, even for this class of energies, the complete variational analysis is quite involved, we use instead a numerical approach to provide a useful method of visualization of relevant aspects concerning uniqueness, stability and explicit representation of the closed critical curves.