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We use classical tools from calculus of variations to formally derive necessary conditions for a Markov control to be optimal in a standard finite time horizon stochastic control problem. As an example, we solve the well-known Merton…

Optimization and Control · Mathematics 2026-05-27 Matthew Lorig

We study variational systems for space curves, for which the Lagrangian or action principle has a Euclidean symmetry, using the Rotation Minimising frame, also known as the Normal, Parallel or Bishop frame. Such systems have previously been…

Differential Geometry · Mathematics 2019-06-05 E. L. Mansfield , A. Rojo-Echeburua

The time dependent-integrals of motion, linear in position and momentum operators, of a quantum system are extracted from Noether's theorem prescription by means of special time-dependent variations of coordinates. For the stationary case…

High Energy Physics - Theory · Physics 2009-10-28 O. Castaños , R. López-Peña , V. I. Man'ko

A general variational principle of classical fields with a Lagrangian containing the field quantity and its derivatives of up to the N-th order is presented. Noether's theorem is derived. The generalized Hamilton-Jacobi's equation for the…

General Physics · Physics 2008-05-06 Zhaoyan Wu

We further develop a recently introduced variational principle of stationary action for problems in nonconservative classical mechanics and extend it to classical field theories. The variational calculus used is consistent with an initial…

Mathematical Physics · Physics 2014-12-10 Chad R. Galley , David Tsang , Leo C. Stein

We establish a generalization of Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact) symmetry of the Hamilton-Jacobi-Bellman equation associated…

Optimization and Control · Mathematics 2021-05-04 Francesco C. De Vecchi , Elisa Mastrogiacomo , Mattia Turra , Stefania Ugolini

We establish a version of the first Noether Theorem, according to which the (equivalence classes of) conserved quantities of given Euler-Lagrange equations in several independent variables are in one-to-one correspondence with the…

Mathematical Physics · Physics 2015-08-25 Emanuele Fiorani , Sandra Germani , Andrea Spiro

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

We obtain a generalized Euler-Lagrange differential equation and transversality optimality conditions for Herglotz-type higher-order variational problems. Illustrative examples of the new results are given.

Optimization and Control · Mathematics 2014-12-12 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

Noether's theorem in the realm of point dynamics establishes the correlation of a constant of motion of a Hamilton-Lagrange system with a particular symmetry transformation that preserves the form of the action functional. Although usually…

Mathematical Physics · Physics 2015-06-05 Jürgen Struckmeier

We sketch the main features of the Noether Symmetry Approach, a method to reduce and solve dynamics of physical systems by selecting Noether symmetries, which correspond to conserved quantities. Specifically, we take into account the…

General Relativity and Quantum Cosmology · Physics 2023-08-24 Francesco Bajardi , Salvatore Capozziello , Tiziana Di Salvo , Francesca Spinnato

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

We extend Noether's symmetry theorem to the fractional Riemann-Liouville integral functionals of the calculus of variations recently introduced by El-Nabulsi.

Optimization and Control · Mathematics 2007-05-23 Gastao S. F. Frederico , Delfim F. M. Torres

The strength of fluctuations, as measured by their variance, is paramount in the quantitative description of a large class of physical systems, ranging from simple and complex liquids to active fluids and solids. Fluctuations originate from…

Statistical Mechanics · Physics 2022-11-21 Sophie Hermann , Matthias Schmidt

We discuss the relation between symmetries and conservation laws in the realm of classical field theories based on the Hamiltonian constraint. In this approach, spacetime positions and field values are treated on equal footing, and a…

Mathematical Physics · Physics 2016-04-15 Vaclav Zatloukal

Noether theorem establishes an interesting connection between symmetries of the action integral and conservation laws of a dynamical system. The aim of the present work is to classify the damped harmonic oscillator problem with respect to…

Mathematical Physics · Physics 2022-05-24 M. Umar Farooq , M. Safdar

Flows of one-dimensional continuum in Lagrangian coordinates are studied in the paper. Equations describing these flows are reduced to a single Euler-Lagrange equation which contains two undefined functions. Particular choices of the…

Mathematical Physics · Physics 2018-12-12 E. I. Kaptsov , S. V. Meleshko

We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…

Optimization and Control · Mathematics 2007-05-23 Rui A. C. Ferreira , Delfim F. M. Torres

A variant of the usual Lagrangian scheme is developed which describes both the equations of motion and the variational equations of a system. The required (prolonged) Lagrangian is defined in an extended configuration space comprising both…

Mathematical Physics · Physics 2016-09-21 C. M. Arizmendi , J. Delgado , H. N. Núñez-Yépez , A. L. Salas-Brito

All low-order conservation laws are found for a general class of nonlinear wave equations in one dimension with linear damping which is allowed to be time-dependent. Such equations arise in numerous physical applications and have attracted…

Mathematical Physics · Physics 2025-10-20 Stephen C. Anco , Almudena P. Marquez , Tamara M. Garrido , Maria L. Gandarias