Search results for "Canonical variable"
showing 3 items of 3 documents
Action-Angle Variables
2001
In the following we will assume that the Hamiltonian does not depend explicitly on time; ∂H/∂t = 0. Then we know that the characteristic function W(q i , P i ) is the generator of a canonical transformation to new constant momenta P i , (all Q i , are ignorable), and the new Hamiltonian depends only on the P i ,: H = K = K(P i ). Besides, the following canonical equations are valid: $$ \dot Q_i = \frac{{\partial K}} {{\partial P_i }} = v_i = const. $$ (1) $$ \dot P_i = \frac{{\partial K}} {{\partial Q_i }} = 0. $$ (2)
Canonical Adiabatic Theory
2001
In the present chapter we are concerned with systems, the change of which—with the exception of a single degree of freedom—should proceed slowly. (Compare the pertinent remarks about \(\varepsilon\) as slow parameter in Chap. 7) Accordingly, the Hamiltonian reads: $$\displaystyle{ H = H_{0}{\bigl (J,\varepsilon p_{i},\varepsilon q_{i};\varepsilon t\bigr )} +\varepsilon H_{1}{\bigl (J,\theta,\varepsilon p_{i},\varepsilon q_{i};\varepsilon t\bigr )}\;. }$$ (12.1) Here, \((J,\theta )\) designates the “fast” action-angle variables for the unperturbed, solved problem \(H_{0}(\varepsilon = 0),\) and the (p i , q i ) represent the remaining “slow” canonical variables, which do not necessarily have…
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
2006
In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General formulas for limiting variances and covariances of the canonical correlations and canonical vectors based on scatter matrices are obtained. Also the use of the so-called shape matrices in canonical analysis is investigated. The scatter and shape matrices based on the affine equivariant Sign Covariance Matrix as well as the Tyler's shape matrix serve as examples. Their finite sample and limiting efficiencies are compared to those of the Minimum Covariance Determinant estima…