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In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis,…

Probability · Mathematics 2021-03-30 Piet Lammers , Martin Tassy

In this article, we present new general results on existence of augmented Lagrange multipliers. We define a penalty function associated with an augmented Lagrangian, and prove that, under a certain growth assumption on the augmenting…

Optimization and Control · Mathematics 2024-09-11 M. V. Dolgopolik

Variational principle is the main approach to obtain complete and self-consistent field equations in gravitational theories. This method works well in pure field cases such as $f(R)$ and Horndeski gravities. However, debates exist in the…

General Relativity and Quantum Cosmology · Physics 2023-05-12 S. X. Tian , Zong-Hong Zhu

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

In this work, we address the numerical identification of entanglement in dynamical scenarios. To this end, we consider different programs based on the restriction of the evolution to the set of separable (i.e., non-entangled) states,…

Quantum Physics · Physics 2026-02-06 Christian Offen , Boris Wembe , Laura Ares , Jan Sperling , Sina Ober-Blöbaum

Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…

Computational Engineering, Finance, and Science · Computer Science 2024-11-22 Alexander Leguizamon-Robayo , Antonio Jiménez-Pastor , Micro Tribastone , Max Tschaikowski , Andrea Vandin

The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…

Optimization and Control · Mathematics 2024-12-02 Weilong You , Fu Zhang

Variance components estimation and mixed model analysis are central themes in statistics with applications in numerous scientific disciplines. Despite the best efforts of generations of statisticians and numerical analysts, maximum…

Computation · Statistics 2015-09-25 Hua Zhou , Liuyi Hu , Jin Zhou , Kenneth Lange

We give a decomposition of the posterior predictive variance using the law of total variance and conditioning on a finite dimensional discrete random variable. This random variable summarizes various features of modeling that are used to…

Methodology · Statistics 2022-09-02 Dean Dustin , Bertrand Clarke

Factor-revealing linear programs (LPs) and policy-revealing LPs arise in various contexts of algorithm design and analysis. They are commonly used techniques for analyzing the performance of approximation and online algorithms, especially…

Data Structures and Algorithms · Computer Science 2025-03-20 Pan Xu

The simulation of many-body open quantum systems is key to solving numerous outstanding problems in physics, chemistry, material science, and in the development of quantum technologies. Near-term quantum computers may bring considerable…

Quantum Physics · Physics 2025-02-05 Sara Santos , Xinyu Song , Vincenzo Savona

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

Statistical Mechanics · Physics 2007-05-23 Jayanth Banavar , Amos Maritan

This note presents an attempt to provide a conceptual framework for variational formulations of classical physics. Variational principles of physics have all a common source in the {\it principle of virtual work} well known in statics of…

Mathematical Physics · Physics 2007-05-23 Wlodzimierz M. Tulczyjew

This paper is devoted to developing and applications of a generalized differential theory of variational analysis that allows us to work in incomplete normed spaces, without employing conventional variational techniques based on…

Optimization and Control · Mathematics 2020-11-17 Ashkan Mohammadi , Boris Mordukhovich

This work focuses on the problem of exact model reduction of positive linear systems, by leveraging minimal realization theory. While determining the existence of a positive reachable realization remains in general an open problem, we are…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Marco Cortese , Tommaso Grigoletto , Francesco Ticozzi , Augusto Ferrante

It is the aim of this work to identify and illustrate the potential and weaknesses of the computer algebra system Maple in the area of the Calculus of Variations: a classical area of mathematics that studies the methods for finding maximum…

Optimization and Control · Mathematics 2008-11-26 Andreia M. F. Louro , Delfim F. M. Torres

In this paper, we propose a variationally consistent technique for decreasing the maximum eigenfrequencies of structural dynamics related finite element formulations. Our approach is based on adding a symmetric positive-definite term to the…

Numerical Analysis · Mathematics 2022-07-27 Stein K. F. Stoter , Thi-Hoa Nguyen , René R. Hiemstra , Dominik Schillinger

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen
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