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We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

Probability · Mathematics 2023-07-26 Paolo Grazieschi , Konstantin Matetski , Hendrik Weber

We analyse the complex-valued Klein-Gordon Equation from an integrability perspective by the implementation of the Lie Theory of Continuous Groups, where this equation is governed by power-law nonlinearity. We write the equations in terms…

Mathematical Physics · Physics 2016-02-08 RM Morris , A Paliathanasis , PGL Leach

We present four types of discrete Lagrangian 2-form associated to the integrable quad equations of the ABS list. These include the triangle Lagrangian that has traditionally been used in the Lagrangian multiform description of ABS…

Exactly Solvable and Integrable Systems · Physics 2025-07-21 Jacob J. Richardson , Mats Vermeeren

The exactness equation for Lepage 2-forms, associated with variational systems of ordinary differential equations on smooth manifolds, is analyzed with the aim to construct a concrete global variational principle. It is shown that locally…

Differential Geometry · Mathematics 2020-04-02 Zbynek Urban , Jana Volna

Applications of variational methods are typically restricted to conservative systems. Some extensions to dissipative systems have been reported too but require ad hoc techniques such as the artificial doubling of the dynamical variables.…

Plasma Physics · Physics 2017-04-05 I. Y. Dodin , A. I. Zhmoginov , D. E. Ruiz

We present examples of Lax-integrable multi-dimensional systems of partial differential equations with higher local symmetries. We also consider Lagrangian deformations of these equations and construct variational bivectors on them.

Exactly Solvable and Integrable Systems · Physics 2014-12-23 H. Baran , I. S. Krasil'shchik , O. I. Morozov , P. Vojčák

We address the problem of the existence of a Lagrangian for a given system of linear PDEs with constant coefficients. As a subtask, this involves bringing the system into a pre-Lagrangian form, wherein the number of equations matches the…

High Energy Physics - Theory · Physics 2023-12-19 Alexey Sharapov , David Shcherbatov

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…

Probability · Mathematics 2009-06-02 Nawaf Bou-Rabee , Houman Owhadi

In this paper we found a Lagrangian representation and corresponding Hamiltonian structure for the constant astigmatism equation. Utilizing this Hamiltonian structure and extra conservation law densities we construct a first evolution…

Exactly Solvable and Integrable Systems · Physics 2015-06-12 Maxim V. Pavlov , Sergej A. Zykov

The main purpose of the present paper is to solve the thermodynamic inconsistencies that result when deriving equivalent micropolar models of periodic beam-lattice materials through standard continualization schemes. In fact, this technique…

Classical Physics · Physics 2021-04-22 Andrea Bacigalupo , Luigi Gambarotta

A variant of the usual Lagrangian scheme is developed which describes both the equations of motion and the variational equations of a system. The required (prolonged) Lagrangian is defined in an extended configuration space comprising both…

Mathematical Physics · Physics 2016-09-21 C. M. Arizmendi , J. Delgado , H. N. Núñez-Yépez , A. L. Salas-Brito

We conjecture an integrability and linearizability test for dispersive Z^2-lattice equations by using a discrete multiscale analysis. The lowest order secularity conditions from the multiscale expansion give a partial differential equation…

Mathematical Physics · Physics 2008-01-24 Rafael Hernandez Heredero , Decio Levi , Matteo Petrera , Christian Scimiterna

We study a new example of lattice equation being one of the key equations of a recent generalized symmetry classification of five-point differential-difference equations. This equation has two different continuum limits which are the…

Exactly Solvable and Integrable Systems · Physics 2017-08-11 R. N. Garifullin , R. I. Yamilov

In this article, we generalize the theory of discrete Lagrangian mechanics and variational integrators in two principal directions. First, we show that Lagrangian submanifolds of symplectic groupoids give rise to discrete dynamical systems,…

Symplectic Geometry · Mathematics 2015-11-04 Juan Carlos Marrero , David Martín de Diego , Ari Stern

We introduce a new mixed discontinuous/continuous Galerkin finite element for solving the 2- and 3-dimensional wave equations and equations of incompressible flow. The element, which we refer to as P1dg-P2, uses discontinuous piecewise…

Numerical Analysis · Mathematics 2007-08-01 C. J. Cotter , D. A. Ham , C. C. Pain , S. Reich

Variational symplectic algorithms have recently been developed for carrying out long-time simulation of charged particles in magnetic fields. As a direct consequence of their derivation from a discrete variational principle, these…

Plasma Physics · Physics 2015-06-18 Jonathan Squire , Hong Qin , William M. Tang

The aim of this paper is to prove the existence of multiple solutions for a family of nonlinear elliptic systems in divergence form coupled with a pointwise gradient constraint: \begin{align*} \left\{ \begin{array}{ll}…

Analysis of PDEs · Mathematics 2022-06-08 Ali Taheri , Vahideh Vahidifar

The immersed boundary method is an approach to fluid-structure interaction that uses a Lagrangian description of the structural deformations, stresses, and forces along with an Eulerian description of the momentum, viscosity, and…

Numerical Analysis · Mathematics 2017-02-27 Boyce E. Griffith , Xiaoyu Luo

We introduce a framework of structural approximation to represent Lorentz-invariant Minkowski space-time as the limit of finite cyclic lattices, each equipped with the action of a finite quasi-Lorentz group. This construction provides a…

General Physics · Physics 2026-04-21 Boris Zilber

Three dimensional unsteady flow of fluids in the Lagrangian description is considered as an autonomous dynamical system in four dimensions. The condition for the existence of a symplectic structure on the extended space is the frozen field…

solv-int · Physics 2009-10-30 H. Gumral
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