Related papers: Using an old method of Jacobi to derive Lagrangian…
In addition to standard and non-standard Lagrangians of classical mechanics, we consider, in this work, null Lagrangians that (i) identically satisfy the Euler-Lagrange equation and at the same time can be expressed as (ii) the total…
Dynamical systems, described by Lagrangians with first- and second-class constraints, are investigated. In the Dirac approach to the generalized Hamiltonian formalism, the classification and separation of the first- and second-class…
Jacobi's method is a well-known algorithm in linear algebra to diagonalize symmetric matrices by successive elementary rotations. We report about the generalization of these elementary rotations towards canonical transformations acting in…
Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian…
In this paper, we propose a geometric Hamilton-Jacobi theory for systems of implicit differential equations. In particular, we are interested in implicit Hamiltonian systems, described in terms of Lagrangian submanifolds of $TT^*Q$…
Studies in thermodynamics often require the reduction of some first or second order partial derivatives in terms of a smaller basic set. A simple algorithm to perform such a reduction is presented here, together with a review of earlier…
A Lagrangian method is introduced recently for deriving indefinite integrals of special functions that satisfy homogeneous (nonhomogeneous) second-order linear differential equations. This paper extends this method to include indefinite…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
The numerical analysis of variational integrators relies on variational error analysis, which relates the order of accuracy of a variational integrator with the order of approximation of the exact discrete Lagrangian by a computable…
An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective…
The Newton, Gauss--Newton and Levenberg--Marquardt methods all use the first derivative of a vector function (the Jacobian) to minimise its sum of squares. When the Jacobian matrix is ill-conditioned, the function varies much faster in some…
This paper is essentially derived from the observation that some results used for improving constants in the Lieb-Thirring inequalities for Schrodinger operators in L2(-\infty,\infty) can be translated to the discrete Schrodinger op-…
We address the problem of the existence of a Lagrangian for a given system of linear PDEs with constant coefficients. As a subtask, this involves bringing the system into a pre-Lagrangian form, wherein the number of equations matches the…
In continuous-time portfolio selection for non-concave utility functions, the martingale duality approach is widely adopted in complete markets, while the dynamic programming approach may sometimes lead to singular solutions of the…
A method to calculate the adjoint solution for a large class of partial differential equations is discussed. It differs from the known continuous and discrete adjoint, including automatic differentiation. Thus, it represents an alternative,…
A new method is presented for obtaining indefinite integrals of common special functions. The approach is based on a Lagrangian formulation of the general homogeneous linear ordinary differential equation of second order. A general integral…
This article proposes a new numerical algorithm for second order elliptic equations in non-divergence form. The new method is based on a discrete weak Hessian operator locally constructed by following the weak Galerkin strategy. The…
A new primal-dual weak Galerkin (PD-WG) finite element method was developed and analyzed in this article for first-order linear convection equations in non-divergence form. The PD-WG method results in a symmetric discrete system involving…
As an alternative to the covariant Ostrogradski method, we show that higher-derivative relativistic Lagrangian field theories can be reduced to second differential-order by writing them directly as covariant two-derivative theories…
In this paper, we study the Lagrangian functions for a class of second-order differential systems arising from physics. For such systems, we present necessary and sufficient conditions for the existence of Lagrangian functions. Based on the…