scholarly journals THERE EXISTS A BUNDLE FUNCTOR OF JET BUNDLE TYPE OF INFINITE ORDER IN THE FIRST FACTOR

2005 ◽  
Vol 38 (4) ◽  
pp. 961-964
Author(s):  
Włodzimierz M. Mikulski
Keyword(s):  
Infinite Order ◽  
Jet Bundle ◽  
Bundle Functor

Autonomous Geometrical Mechanics

2018 ◽  
Author(s):  
Peter Mann
Keyword(s):  
Phase Space ◽  
Contact Structure ◽  
Invariant Tori ◽  
Time Dependent ◽  
Contact Structures ◽  
Natural Setting ◽  
Adiabatic Invariance ◽  
Jet Bundle ◽  
Integrability Theorem ◽  
Extended Phase

This chapter examines the structure of the phase space of an integrable system as being constructed from invariant tori using the Arnold–Liouville integrability theorem, and periodic flow and ergodic flow are investigated using action-angle theory. Time-dependent mechanics is formulated by extending the symplectic structure to a contact structure in an extended phase space before it is shown that mechanics has a natural setting on a jet bundle. The chapter then describes phase space of integrable systems and how tori behave when time-dependent dynamics occurs. Adiabatic invariance is discussed, as well as slow and fast Hamiltonian systems, the Hannay angle and counter adiabatic terms. In addition, the chapter discusses foliation, resonant tori, non-resonant tori, contact structures, Pfaffian forms, jet manifolds and Stokes’s theorem.

scholarly journals Identification of an unstable ARMA equation

2001 ◽  
Vol 7 (1) ◽  
pp. 97-112 ◽  
Author(s):  
Yulia R. Gel ◽  
Vladimir N. Fomin
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Infinite Order ◽  
Time Series Model ◽  
Identification Algorithm ◽  
Data Handling ◽  
Stochastic Time Series ◽  
Stochastic Time ◽  
Strongly Consistent ◽  
Minimal Phase

Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimated from the realization with the required accuracy. That will eventually allow optimizing the data handling of the stochastic time series.Here it is shown that the recurrent least-squares (LS) procedure provides strongly consistent estimates for a linear autoregressive (AR) equation of infinite order obtained from a minimal phase regressive (ARMA) equation. The LS identification algorithm is accomplished by the Padé approximation used for the estimation of the unknown ARMA parameters.

On entire functions of infinite order

1963 ◽  
Vol 14 (1) ◽  
pp. 323-327 ◽  
Author(s):  
S. M. Shah
Keyword(s):  
Infinite Order ◽  
Entire Functions
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