Related papers: Variational problems for Holderian functions with …
The definition of the standard differential operator is extended from integer steps to arbitrary stepsize. The classical, nonrelativistic Hamiltonian is quantized, using these new continuous operators. The resulting Schroedinger type…
The function spaces of continuously differentiable functions are extensively studied and appear in various mathematical settings. In this context, we investigate the spaces of continuously fractional differentiable functions of order…
In this paper, we introduce the notion of variational free boundary problem. Namely, we say that a free boundary problem is variational if its solutions can be characterized as the critical points of some shape functional. Moreover, we…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
This is a review of some coordinate-free calculi of pseudodifferential operators developed in the last years. As an application, we use a coordinate-free calculus to obtain new results on the behaviour of the spectral projections of a…
Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…
After motivating the need of a multiscale version of fractional calculus in quantum gravity, we review current proposals and the program to be carried out in order to reach a viable definition of scale-dependent fractional operators. We…
Bagderina \cite{Bagderina2013} solved the equivalence problem for a family of scalar second-order ordinary differential equations (ODEs), with cubic nonlinearity in the first-order derivative, via point transformations. However, the…
Intractable distributions present a common difficulty in inference within the probabilistic knowledge representation framework and variational methods have recently been popular in providing an approximate solution. In this article, we…
In this article we develop a new primal dual variational formulation suitable for a large class of non-convex problems in the calculus of variations. The results are obtained through basic tools of convex analysis, duality theory, the…
In this paper, we consider a generalization of variational calculus which allows us to consider in the same framework different cases of mechanical systems, for instance, Lagrangian mechanics, Hamiltonian mechanics, systems subjected to…
This work investigates finite differences and the use of interpolation models to obtain approximations to the first and second derivatives of a function. Here, it is shown that if a particular set of points is used in the interpolation…
In a previous article by the author, it was shown that one could effectively give a variational formulation to non-conservative mechanical systems by starting with the first variation functional instead of an action functional. In this…
We prove a new integrability principle for gradient variational problems in $\mathbb{R}^2$, showing that solutions are explicitly parameterized by $\kappa$-harmonic functions, that is, functions which are harmonic for the laplacian with…
We formulate higher order variations of a Lagrangian in the geometric framework of jet prolongations of fibered manifolds. Our formalism applies to Lagrangians which depend on an arbitrary number of independent and dependent variables,…
The discrete, the quantum, and the continuous calculus of variations, have been recently unified and extended by using the theory of time scales. Such unification and extension is, however, not unique, and two approaches are followed in the…
We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…