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Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value…

Quantum Physics · Physics 2024-11-07 Dong An , Andrew M. Childs , Lin Lin , Lexing Ying

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

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

In this paper, we study the Lagrangian functions for a class of second-order differential systems arising from physics. For such systems, we present necessary and sufficient conditions for the existence of Lagrangian functions. Based on the…

Numerical Analysis · Mathematics 2024-11-26 Yihan Shen , Yajuan Sun

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…

Exactly Solvable and Integrable Systems · Physics 2009-11-10 Vladimir Dorodnitsyn , Roman Kozlov , Pavel Winternitz

A novel class of hybrid quantum-classical algorithms based on the variational approach have recently emerged from separate proposals addressing, for example, quantum chemistry and combinatorial problems. These algorithms provide an…

Quantum Physics · Physics 2017-01-09 Gian Giacomo Guerreschi , Mikhail Smelyanskiy

Whereas in a coordinate-dependent setting the Euler-Lagrange equations establish necessary conditions for solving variational problems in which both the integrands of functionals and the resulting paths are assumed to be sufficiently…

Optimization and Control · Mathematics 2022-11-15 Gregory S. Chirikjian

We prove a necessary optimality condition of Euler-Lagrange type for fractional variational problems with derivatives of incommensurate variable order. This allows us to state a version of Noether's theorem without transformation of the…

Optimization and Control · Mathematics 2013-10-14 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We generalize the heuristic parameter choice rule of Hanke-Raus for quadratic regularization to general variational regularization for solving linear as well as nonlinear ill-posed inverse problems in Banach spaces. Under source conditions…

Numerical Analysis · Mathematics 2016-08-03 Qinian Jin

We derive Euler-Lagrange equations for the topology optimization of decay rate in 3-d lossy optical cavities. This leads to a new class of time-harmonic differential or integro-differential equations, which can be written as nonlinear…

Optimization and Control · Mathematics 2019-06-03 Matthias Eller , Illya M. Karabash

We propose a gravity dual description of the path-integral optimization in conformal field theories arXiv:1703.00456, using Hartle-Hawking wave functions in anti-de Sitter spacetimes. We show that the maximization of the Hartle-Hawking wave…

High Energy Physics - Theory · Physics 2021-04-06 Jan Boruch , Pawel Caputa , Tadashi Takayanagi

We consider a broad class of systems of nonlinear integro-differential equations posed on the real line that arise as Euler-Lagrange equations to energies involving nonlinear nonlocal interactions. Although these equations are not readily…

Dynamical Systems · Mathematics 2018-09-24 Bente Bakker , Arnd Scheel

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

We study the variational problem for $N$-parallel curves on a Finslerian surface by means of Exterior Differential Systems using Griffiths' method. We obtain the conditions when these curves are extremals of a length functional and write…

Differential Geometry · Mathematics 2015-02-26 Sorin V. Sabau , Kazuhiro Shibuya

This article develops a variational formulation of relativistic nature applicable to the quantum mechanics context. The main results are obtained through basic concepts on Riemannian geometry. Standards definitions such as vector fields and…

Analysis of PDEs · Mathematics 2019-06-13 Fabio Botelho

For a large class of vanilla contingent claims, we establish an explicit F\"ollmer-Schweizer decomposition when the underlying is an exponential of an additive process. This allows to provide an efficient algorithm for solving the mean…

Pricing of Securities · Quantitative Finance 2013-02-11 Stéphane Goutte , Nadia Oudjane , Francesco Russo

This work contains an exposition of foundations of the variational calculus in fibered manifolds. The emphasis is laid on the geometric aspects of the theory. Especially functionals defined by real functions (Lagrange functions) or…

Mathematical Physics · Physics 2007-05-23 Demeter Krupka

It is shown that the Euler-Lagrange equations for a Lagrangian system on a Lie algebroid are obtained as the equations for the critical points of the action functional defined on a Banach manifold of curves. The theory of reduction and the…

Mathematical Physics · Physics 2007-05-23 Eduardo Martinez

We establish Euler-Lagrange equations for a problem of Calculus of variations where the unknown variable contains a term of delay on a segment.

Optimization and Control · Mathematics 2017-03-31 Joël Blot , Mamadou Ibrahima Koné

Well-posedness of the initial (boundary) value problem is an essential property, both of meaningful physical models and of numerical applications. To prove well-posedness of wave-type equations their level of hyperbolicity is an essential…

General Relativity and Quantum Cosmology · Physics 2013-03-20 Ronny Richter , David Hilditch