Related papers: The Variational Calculus on Time Scales
We expand the classic variational formulation of $-\log\mathbb{E}\left[e^{-f}\right]$ to the case where f depends on a diffusion, and not only a on Brownian motion, while decreasing the integrability hypothesis on f. We also give an…
In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…
In this paper we derive a new inequality of Ostrowski-Gruss type on time scales and thus unify corresponding continuous and discrete versions. We also apply our result to the quantum calculus case.
Nonlocal and fractional-order models capture effects that classical partial differential equations cannot describe; for this reason, they are suitable for a broad class of engineering and scientific applications that feature multiscale or…
We show that the algebraic aspects of Lie symmetries and generalized symmetries in nonrelativistic and relativistic quantum mechanics can be preserved in linear lattice theories. The mathematical tool for symmetry preserving discretizations…
Quantile clocks are defined as convolutions of subordinators $L$, with quantile functions of positive random variables. We show that quantile clocks can be chosen to be strictly increasing and continuous and discuss their practical modeling…
This work deals with both instantaneous uniform mixing property and temporal standard deviation for continuous-time quantum random walks on circles in order to study their fluctuations comparing with discrete-time quantum random walks, and…
Quantum mechanics rests on the assumption that time is a classical variable. As such, classical time is assumed to be measurable with infinite accuracy. However, all real clocks are subject to quantum fluctuations, which leads to the…
The calculus of variations is a field of mathematical analysis born in 1687 with Newton's problem of minimal resistance, which is concerned with the maxima or minima of integral functionals. Finding the solution of such problems leads to…
One of the difficulties encountered when studying physical theories in discrete space-time is that of describing the underlying continuous symmetries (like Lorentz, or Galilei invariance). One of the ways of addressing this difficulty is to…
We define a simplicial differential calculus by generalizing divided differences from the case of curves to the case of general maps, defined on general topological vector spaces, or even on modules over a topological ring K. This calculus…
We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…
We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…
In this paper, we reformulate certain nabla fractional difference equations which had been investigated by other researchers. The previous results seem to be incomplete. By using Contraction Mapping Theorem, we establish conditions under…
It is shown how to extend the formal variational calculus in order to incorporate integrals of divergences into it. Such a generalization permits to study nontrivial boundary problems in field theory on the base of canonical formalism.
Scaling problems have a rich and diverse history, and thereby have found numerous applications in several fields of science and engineering. For instance, the matrix scaling problem has had applications ranging from theoretical computer…
Programs with control are usually modeled using lambda calculus extended with control operators. Instead of modifying lambda calculus, we consider a different model of computation. We introduce continuation calculus, or CC, a deterministic…
This paper gives particular emphasis to the nabla tempered fractional calculus, which involves the multiplication of the rising function kernel with tempered functions, and provides a more flexible alternative with considerable promise for…
We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…
The variational method is a versatile tool for classical simulation of a variety of quantum systems. Great efforts have recently been devoted to its extension to quantum computing for efficiently solving static many-body problems and…