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This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

We present a geometric algorithm for obtaining consistent solutions to systems of partial differential equations, mainly arising from singular covariant first-order classical field theories. This algorithm gives an intrinsic description of…

Mathematical Physics · Physics 2015-12-15 M. de Leon , J. Marin-Solano , J. C. Marrero , M. C. Munoz-Lecanda , N. Roman-Roy

Using the recent weighted generalized fractional order operators of Hattaf, a general fractional optimal control problem without constraints on the values of the control functions is formulated and a corresponding (weak) version of…

Optimization and Control · Mathematics 2023-12-19 Houssine Zine , El Mehdi Lotfi , Delfim F. M. Torres , Noura Yousfi

A geometric model for nonholonomic Lagrangian field theory is studied. The multisymplectic approach to such a theory as well as the corresponding Cauchy formalism are discussed. It is shown that in both formulations, the relevant equations…

Mathematical Physics · Physics 2009-11-11 Joris Vankerschaver , Frans Cantrijn , Manuel de Leon , David Martin de Diego

Hypersurfaces of arbitrary causal character embedded in a spacetime are studied with the aim of extracting necessary and sufficient free data on the submanifold suitable for reconstructing the spacetime metric and its first derivative along…

General Relativity and Quantum Cosmology · Physics 2015-06-15 Marc Mars

We suggest simple implementable modifications of conditional gradient and gradient projection methods for smooth convex optimization problems in Hilbert spaces. Usually, the custom methods attain only weak convergence. We prove strong…

Optimization and Control · Mathematics 2017-05-04 Igor Konnov

A generalization of exterior calculus is considered by allowing the partial derivatives in the exterior derivative to assume fractional orders. That is, a fractional exterior derivative is defined. This is found to generate new vector…

Mathematical Physics · Physics 2009-11-10 Kathleen Cotrill-Shepherd , Mark Naber

We state a unified geometrical version of the variational principles for second-order classical field theories. The standard Lagrangian and Hamiltonian variational principles and the corresponding field equations are recovered from this…

Mathematical Physics · Physics 2015-09-28 Pedro Daniel Prieto-Martínez , Narciso Román-Roy

The method of constrained Hamiltonian systems can be used to reduce Fock modules. It is applied to the Virasoro algebra, where a possibly new realization is found.

Mathematical Physics · Physics 2007-05-23 T. A. Larsson

In this paper we consider finite-dimensional constrained Hamiltonian systems of polynomial type. In order to compute the complete set of constraints and separate them into the first and second classes we apply the modern algorithmic methods…

Numerical Analysis · Mathematics 2025-10-20 Vladimir P. Gerdt , Soso A. Gogilidze

Classical physics is reformulated as a constrained Hamiltonian system in the history phase space. Dynamics, i.e. the Euler-Lagrange equations, play the role of first-class constraints. This allows us to apply standard methods from the…

High Energy Physics - Theory · Physics 2007-05-23 T. A. Larsson

In this review paper we give a geometrical formulation of the field equations in the Lagrangian and Hamiltonian formalisms of classical field theories (of first order) in terms of multivector fields. This formulation enables us to discuss…

Mathematical Physics · Physics 2016-08-16 A. Echeverría-Enríquez , M. C. Muñoz-Lecanda , N. Román-Roy

In this paper we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic…

Optimization and Control · Mathematics 2015-10-06 Boris Mordukhovich , Nguyen Mau Nam

We construct a lagrangian geometric formulation for first-order field theories using the canonical structures of first-order jet bundles, which are taken as the phase spaces of the systems in consideration. First of all, we construct all…

Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…

Logic in Computer Science · Computer Science 2016-08-10 Umair Siddique , Osman Hasan , Sofiène Tahar

This paper explores the non-convex composition optimization in the form including inner and outer finite-sum functions with a large number of component functions. This problem arises in some important applications such as nonlinear…

Machine Learning · Statistics 2017-11-15 Liu Liu , Ji Liu , Dacheng Tao

We give a proper fractional extension of the classical calculus of variations. Necessary optimality conditions of Euler-Lagrange type for variational problems containing both classical and fractional derivatives are proved. The fundamental…

Optimization and Control · Mathematics 2012-02-28 Tatiana Odzijewicz , Delfim F. M. Torres

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

We present variational theory for optimal control over a finite time interval in quantum systems with relaxation. The corresponding Euler-Lagrange equations determining the optimal control field are derived. In our theory the optimal…

Quantum Physics · Physics 2009-11-07 Ilia Grigorenko , Martin E. Garcia , K. H. Bennemann

The most common physical formalisms are the Lagrangian formalism and the Hamiltonian formalism. From the superficial point of view, they are one and the same, but rewritten in other terms. However, it seems that the Hamiltonian formalism…

Mathematical Physics · Physics 2020-04-01 Dmitry S. Kulyabov , Anna V. Korolkova , Migran N. Gevorkyan , Leonid A. Sevastianov