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Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.

Probability · Mathematics 2011-11-09 Yuliya Mishura , Georgiy Shevchenko

We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…

Biological Physics · Physics 2016-09-08 Ulrich H. E. Hansmann , Frank Eisenmenger , Yuko Okamoto

We consider a fractional generalization of gradient systems. We use differential forms and exterior derivatives of fractional orders. Examples of fractional gradient systems are considered. We describe the stationary states of these…

Chaotic Dynamics · Physics 2015-06-26 Vasily E. Tarasov

In this work we study arbitrary-order hybrid discretizations of Friedrichs systems. Friedrichs systems provide a framework that goes beyond the standard classification of partial differential equations into hyperbolic or elliptic, and are…

Numerical Analysis · Mathematics 2026-02-12 Daniele Di Pietro , Aurelio Spadotto

We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…

Classical Analysis and ODEs · Mathematics 2012-10-29 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

In this paper, an easy-to-implement and computationally effective numerical method based on the new orthogonal hybrid functions is developed to solve system of fractional order differential equations numerically. The new orthogonal hybrid…

Numerical Analysis · Mathematics 2018-01-23 Seshu Kumar Damarla , Madhusree Kundu

We introduce a robust framework for learning various generalized Hamiltonian dynamics from noisy, sparse phase-space data and in an unsupervised manner based on variational Bayesian inference. Although conservative, dissipative, and…

Machine Learning · Computer Science 2025-09-10 Luke McLennan , Yi Wang , Ryan Farell , Minh Nguyen , Chandrajit Bajaj

We introduce the concept of Hamiltonian potential variables to map Hamiltonian operators into symplectic operators in a dual space. This generalises the classical trick of switching to a potential variable to obtain a Lagrangian density for…

Exactly Solvable and Integrable Systems · Physics 2026-04-22 Pierandrea Vergallo , Mats Vermeeren

Many conservative physical systems can be described using the Hamiltonian formalism. A notable example is the Vlasov-Poisson equations, a set of partial differential equations that govern the time evolution of a phase-space density function…

Machine Learning · Computer Science 2025-05-09 Vincent Souveton , Sébastien Terrana

In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…

Numerical Analysis · Mathematics 2018-01-23 Seshu Kumar Damarla , Madhusree Kundu

In many mathematical types of research, in order to solve the fuzzy fractional differential equations, we should transform these problems into crisp corresponding problems and by solving them the approximate solution can be obtained. The…

General Mathematics · Mathematics 2020-11-02 T. Allahviranloo , Z. Noeiaghdam , S. Noeiaghdam , S. Salahshour , Juan J. Nieto

We present both the Lagrangian and Hamiltonian procedures for treating higher-order equations of motion for mechanical models by adopting the Riemann-Liouville Fractional integral to describe their action. We point out and discuss its…

Classical Physics · Physics 2018-08-28 C. F. L. Godinho , Nelson Panza , J. A. Helayël Neto

The fractional Hamiltonian analysis of 1+1 dimensional field theory is investigated and the fractional Ostrogradski's formulation is obtained. The fractional path integral of both simple harmonic oscillator with an acceleration-squares part…

Mathematical Physics · Physics 2015-06-26 Dumitru Baleanu , Sami I. Muslih , Kenan Tas

Among theoretical issues in General Relativity the problem of constructing its Hamiltonian formulation is still of interest. The most of attempts to quantize Gravity are based upon Dirac generalization of Hamiltonian dynamics for system…

General Relativity and Quantum Cosmology · Physics 2015-04-09 T. P. Shestakova

We generalize the generalized-squeezing problem to include fractional values of the squeezing order $n$. This approach allows us to determine the locations of critical points at which qualitative changes in behaviour occur and accurately…

Quantum Physics · Physics 2026-01-23 Sahel Ashhab

The aim of this paper is to study the relationship between Hamiltonian dynamics and constrained variational calculus. We describe both using the notion of Lagrangian submanifolds of convenient symplectic manifolds and using the so-called…

Mathematical Physics · Physics 2015-05-30 Manuel de Leon , Fernando Jimenez , David Martin de Diego

Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…

Mathematical Physics · Physics 2009-11-10 Michele Pavon

Using Dirac's approach to constrained dynamics, the Hamiltonian formulation of regular higher order Lagrangians is developed. The conventional description of such systems due to Ostrogradsky is recovered. However, unlike the latter, the…

High Energy Physics - Theory · Physics 2008-02-03 Jan Govaerts , Maher S. Rashid

In this paper, we present a method for the Hamiltonian simulation in the context of eigenvalue estimation problems which improves earlier results dealing with Hamiltonian simulation through the truncated Taylor series. In particular, we…

Quantum Physics · Physics 2018-11-01 Ammar Daskin , Sabre Kais
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