Related papers: Variational calculus on Wiener space with respect …

We consider the Fokker-Planck equation on the abstract Wiener space associated to the Ornstein-Uhlenbeck operator. Using the Weitzenb\"ock formula, we prove an explicit estimate on the time derivative of the entropy of the solution to the…

Dynamic equations concerning physical expectation values have been examined in terms of the real Hilbert space approach to quantum mechanics. The considered cases involve complex wave functions, as well as quaternionic wave functions. The…

We introduce a variational formulation for a general class of possibly degenerate, non-self-adjoint Fokker-Planck operators in divergence form, motivated by the work of Albritton et al. (2024), and prove that it is suitable for defining the…

We introduce some notions of invariant elementary definability which extend the notions of first-order order-invariant definability, and, more generally, definability invariant with respect to arbitrary numerical relations. In particular,…

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

In [11] it has been proved some variational formula on the Legendre-Fenchel transform of the cumulant generating function (the Cram\'er function) of Rademacher series with coefficients in the space $\ell^1$. In this paper we show a…

Variational formulations of statics and dynamics of mechanical systems controlled by external forces are presented as examples of variational principles.

We demonstrate an intuitive relation between conditional entropy and conditional expectation that is useful when one want to compare them as measurement tools to evaluate secrecy systems. In particular, we give a Security Property…

As a first step at developing a theory of noncommutative nonlinear elliptic partial differential equations, we analyze noncommutative analogues of Laplace's equation and its variants (some of the them nonlinear) over noncommutative tori.…

The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations $\{T_\theta w, 0 \le \theta \le \eps\}$:…

For any injective von Neumann algebra R and any discrete, countable group G, which acts by *-automorphisms on R, we construct an idempotent mapping of an ultra-weakly dense subspace of B(H) onto the reducerd crossed product von Neumann…

In the Laguerre ensemble of N x N (positive) hermitian matrices, it is of interest both theoretically and for applications to quantum transport problems to compute the variance of a linear statistic, denoted var_N f, as N->infinity.…

We prove a version of the variational Euler-Lagrange equations valid for functionals defined on Fr\'echet manifolds, such as the spaces of sections of differentiable vector bundles appearing in various physical theories.

We introduce a discrete-time fractional calculus of variations on the time scale $h\mathbb{Z}$, $h > 0$. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and…

We present a weakest-precondition-style calculus for reasoning about the expected values (pre-expectations) of \emph{mixed-sign unbounded} random variables after execution of a probabilistic program. The semantics of a while-loop is…

We use a modification of the parameterization method to study invariant manifolds for difference equations. We establish existence, regularity, smooth dependence on parameters and study several singular limits, even if the difference…

Let $(W,H,\mu)$ be the classical Wiener space where $H$ is the Cameron-Martin space which consists of the primitives of the elements of $L^2([0,1],\,dt)\otimes \R^d$, we denote by $L^2_a(\mu,H)$ the equivalence classes w.r.t. $dt\times…

We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…

The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…

In this paper we analyze the derivative nonlinear Schr\"odinger equation on $\mathbb{T}$ with randomized initial data in $\cap_{s < \frac{1}{2}} H^{s}(\mathbb{T})$ according to a Wiener measure. We construct an invariant measure at each…