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We begin by presenting the classical deterministic problems of the calculus of variations, with emphasis on the necessary optimality conditions of Euler-Lagrange and the Noether theorem. As examples of application, we obtain the…

Optimization and Control · Mathematics 2012-08-29 Adilson C. M. Barros , Delfim F. M. Torres

We develop a calculus of variations for functionals which are defined on a set of non differentiable curves. We first extend the classical differential calculus in a quantum calculus, which allows us to define a complex operator, called the…

General Mathematics · Mathematics 2015-06-26 Jacky Cresson

In this paper, we investigate specific least action principles for laws of stochastic processes within a framework which stands on filtrations preserving variations. The associated Euler-Lagrange conditions, which we obtain, exhibit a…

Probability · Mathematics 2022-08-08 Rémi Lassalle

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Probability · Mathematics 2017-07-13 Alberto Ohashi , Dorival Leão , Alexandre B. Simas

We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…

Optimization and Control · Mathematics 2014-05-13 Tatiana Odzijewicz , Delfim F. M. Torres

We prove a Noether type symmetry theorem to fractional problems of the calculus of variations with classical and Riemann-Liouville derivatives. As result, we obtain constants of motion (in the classical sense) that are valid along the mixed…

Optimization and Control · Mathematics 2013-02-12 Gastao S. F. Frederico , Delfim F. M. Torres

Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…

Optimization and Control · Mathematics 2017-04-14 Matheus J. Lazo , Delfim F. M. Torres

Fractional operators play an important role in modeling nonlocal phenomena and problems involving coarse-grained and fractal spaces. The fractional calculus of variations with functionals depending on derivatives and/or integrals of…

Optimization and Control · Mathematics 2014-06-23 Matheus J. Lazo , Delfim F. M. Torres

The study of problems of the calculus of variations with compositions is a quite recent subject with origin in dynamical systems governed by chaotic maps. Available results are reduced to a generalized Euler-Lagrange equation that contains…

Optimization and Control · Mathematics 2007-10-04 Gastao S. F. Frederico , Delfim F. M. Torres

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

Optimization and Control · Mathematics 2020-08-10 Houssine Zine , Delfim F. M. Torres

In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the…

Optimization and Control · Mathematics 2019-09-02 M. J. Lazo , G. S. F. Frederico , P. M. Carvalho-Neto

Spearheaded by the recent efforts to derive stochastic geophysical fluid dynamics models, we present a generic framework for introducing stochasticity into variational principles through the concept of a semi-martingale driven variational…

Mathematical Physics · Physics 2021-04-07 Oliver D. Street , Dan Crisan

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

A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterized by a weak Euler- Lagrange condition. A least action…

Probability · Mathematics 2016-02-12 Ana Bela Cruzeiro , Rémi Lassalle

We review some techniques from non-linear analysis in order to investigate critical paths for the action functional in the calculus of variations applied to physics. Previous attempts to analyse when these are minima ex- ist, but mainly…

Mathematical Physics · Physics 2013-03-22 E. López , A. Molgado , J. A. Vallejo

We present an extension of some results of higher order calculus of variations and optimal control to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions, while sharing…

Functional Analysis · Mathematics 2021-10-12 Gastao S. F. Frederico , Paolo Giordano , Alexandr A. Bryzgalov , Matheus J. Lazo

Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main…

Optimization and Control · Mathematics 2007-06-22 Gastao S. F. Frederico , Delfim F. M. Torres

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 prove Euler-Lagrange fractional equations and sufficient optimality conditions for problems of the calculus of variations with functionals containing both fractional derivatives and fractional integrals in the sense of Riemann-Liouville.

Optimization and Control · Mathematics 2009-10-02 Ricardo Almeida , Delfim F. M. Torres

We prove Euler-Lagrange and natural boundary necessary optimality conditions for fractional problems of the calculus of variations which are given by a composition of functionals. Our approach uses the recent notions of Riemann-Liouville…

Optimization and Control · Mathematics 2010-09-20 Agnieszka B. Malinowska , Moulay Rchid Sidi Ammi , Delfim F. M. Torres
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