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We prove optimality conditions for different variational functionals containing left and right Caputo fractional derivatives. A sufficient condition of minimization under an appropriate convexity assumption is given. An Euler-Lagrange…

Optimization and Control · Mathematics 2010-10-06 Ricardo Almeida , Delfim F. M. Torres

This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…

Analysis of PDEs · Mathematics 2021-07-12 Xiaobing Feng , Mitchell Sutton

We introduce and develop the Hahn symmetric quantum calculus with applications to the calculus of variations. Namely, we obtain a necessary optimality condition of Euler-Lagrange type and a sufficient optimality condition for variational…

Optimization and Control · Mathematics 2013-01-31 Artur M. C. Brito da Cruz , Natalia Martins , Delfim F. M. Torres

We obtain a discrete time analog of E. Noether's theorem in Optimal Control, asserting that integrals of motion associated to the discrete time Pontryagin Maximum Principle can be computed from the quasi-invariance properties of the…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

A simple local proof of Noether's Second Theorem is given. This proof immediately leads to a generalization of the theorem, yielding conservation laws and/or explicit relationships between the Euler--Lagrange equations of any variational…

Mathematical Physics · Physics 2015-05-27 Peter E. Hydon , Elizabeth L. Mansfield

We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least action principle and Noether's theorem to this generalized…

Probability · Mathematics 2015-01-22 Ana Bela Cruzeiro , Rémi Lassalle

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

Classical Analysis and ODEs · Mathematics 2019-02-19 Thabet Abdeljawad , Raziye Mert , Delfim F. M. Torres

The discrete-time, the quantum, and the continuous calculus of variations have been recently unified and extended. Two approaches are followed in the literature: one dealing with minimization of delta integrals; the other dealing with…

Optimization and Control · Mathematics 2010-05-25 Agnieszka B. Malinowska , Delfim F. M. Torres

The study of fractional variational problems with derivatives in the sense of Caputo is a recent subject, the main results being Agrawal's necessary optimality conditions of Euler-Lagrange and respective transversality conditions. Using…

Optimization and Control · Mathematics 2008-01-16 Gastao S. F. Frederico , Delfim F. M. Torres

We present an extension of some results of higher order calculus of variations and optimal control to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions, while sharing…

Functional Analysis · Mathematics 2021-10-12 Gastao S. F. Frederico , Paolo Giordano , Alexandr A. Bryzgalov , Matheus J. Lazo

The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…

Optimization and Control · Mathematics 2011-12-16 Agnieszka B. Malinowska , Delfim F. M. Torres

A novel semi-Lagrangian method is introduced to solve numerically the Euler equation for ideal incompressible flow in arbitrary space dimension. It exploits the time-analyticity of fluid particle trajectories and requires, in principle,…

Numerical Analysis · Mathematics 2016-01-20 O. Podvigina , V. Zheligovsky , U. Frisch

We prove a necessary optimality condition for isoperimetric problems under nabla-differentiable curves. As a consequence, the recent results of [M.R. Caputo, A unified view of ostensibly disparate isoperimetric variational problems, Appl.…

Optimization and Control · Mathematics 2009-05-21 Ricardo Almeida , Delfim F. M. Torres

The present paper extends the classical second-order variational problem of Herglotz type to the more general context of the Euclidean sphere S^n following variational and optimal control approaches. The relation between the Hamiltonian…

Differential Geometry · Mathematics 2018-11-13 L. Machado , L. Abrunheiro , N. Martins

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

Optimization and Control · Mathematics 2020-08-10 Houssine Zine , Delfim F. M. Torres

We prove a DuBois-Reymond necessary optimality condition and a Noether symmetry theorem to the recent quantum variational calculus of Cresson. The results are valid for problems of the calculus of variations with functionals defined on sets…

Optimization and Control · Mathematics 2014-12-16 Gastao S. F. Frederico , Delfim F. M. Torres

We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the scale relativity theory setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus…

Mathematical Physics · Physics 2009-07-03 Jacky Cresson , Gastao S. F. Frederico , Delfim F. M. Torres

We extend the second Noether theorem to optimal control problems which are invariant under symmetries depending upon k arbitrary functions of the independent variable and their derivatives up to some order m. As far as we consider a…

Optimization and Control · Mathematics 2007-05-23 Delfim F. M. Torres

We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed…

Optimization and Control · Mathematics 2016-03-25 G. S. F. Frederico , M. J. Lazo

Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…

Optimization and Control · Mathematics 2017-04-14 Matheus J. Lazo , Delfim F. M. Torres
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