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We propose a variational method to solve all three estimation problems for nonlinear stochastic dynamical systems: prediction, filtering, and smoothing. Our new approach is based upon a proper choice of cost function, termed the {\it…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Gregory L. Eyink

This paper introduces two variational formulations for a model of robust optimal transport, that is, the problem of designing optimal transport networks that are resilient to potential damages, balancing construction costs against the…

Analysis of PDEs · Mathematics 2025-11-10 Luigi De Masi , Andrea Marchese , Annalisa Massaccesi

A Finsler geometry may be understood as a homogeneous variational problem, where the Finsler function is the Lagrangian. The extremals in Finsler geometry are curves, but in more general variational problems we might consider extremal…

Differential Geometry · Mathematics 2011-08-31 D. J. Saunders

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

Optimization and Control · Mathematics 2010-06-01 Jean B. Lasserre , Thanh Tung Phan

We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with constraint, and…

Optimization and Control · Mathematics 2022-02-28 Emilio Molina , Alain Rapaport , Hector Ramirez

This paper investigates, without any regularization or penalization procedure, a shape optimization problem involving a simplified friction phenomena modeled by a scalar Tresca friction law. Precisely, using tools from convex and…

Optimization and Control · Mathematics 2024-10-16 Samir Adly , Loïc Bourdin , Fabien Caubet , Aymeric Jacob de Cordemoy

When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…

Numerical Analysis · Mathematics 2024-09-04 Gabriele Ciaremalla , Tommaso Vanzan

Euler solved the problem of the collapse of tall thin columns under unexpectedly small loads in 1744. The analogous problem of the collapse of circular elastic rings or tubes under external pressure was mathematically intractable and only…

Other Condensed Matter · Physics 2020-12-01 D. J. Carter , D. J. Dunstan , W. Just , O. F. Bandtlow , A. San Miguel

We introduce a framework to study the transformation of problems with manifold constraints into unconstrained problems through parametrizations in terms of a Euclidean space. We call these parametrizations "trivializations". We prove…

Machine Learning · Computer Science 2019-10-28 Mario Lezcano-Casado

This paper is concerned with the Riemann problem of one-dimensional Euler equations with a singular source. The exact solution of this Riemann problem contains a stationary discontinuity induced by the singular source, which is different…

Analysis of PDEs · Mathematics 2022-03-10 Changsheng Yu , Tiegang Liu , Chengliang Feng

We consider the classical compressible Euler's Equations in three space dimensions with an arbitrary equation of state, and whose initial data corresponds to a constant state outside a sphere. Under suitable restriction on the size of the…

Analysis of PDEs · Mathematics 2013-05-07 Demetrios Christodoulou , Shuang Miao

Euler alignment systems appear as hydrodynamic limits of interacting self-propelled particle systems such as the (generalized) Cucker-Smale model. In this work, we study weak solutions to an Euler alignment system on smooth, bounded,…

Analysis of PDEs · Mathematics 2023-05-24 Amoolya Tirumalai , Christos Mavridis , John S. Baras

A highly nonlinear eigenvalue problem is studied in a Sobolev space with variable exponent. The Euler-Lagrange equation for the minimization of a Rayleigh quotient of two Luxemburg norms is derived. The asymptotic case with a "variable…

Analysis of PDEs · Mathematics 2012-10-05 Giovanni Franzina , Peter Lindqvist

We prove the Euler-Lagrange delta-differential equations for problems of the calculus of variations on arbitrary time scales with delta-integral functionals depending on higher-order delta derivatives.

Optimization and Control · Mathematics 2010-10-05 Rui A. C. Ferreira , Agnieszka B. Malinowska , Delfim F. M. Torres

Many discrete optimization problems amount to selecting a feasible set of edges of least weight. We consider in this paper the context of spatial graphs where the positions of the vertices are uncertain and belong to known uncertainty sets.…

Data Structures and Algorithms · Computer Science 2022-09-27 Marin Bougeret , Jérémy Omer , Michael Poss

We establish differentiability properties of the value function of problems of Static Optimization in an abstract infinite dimensional setting and we apply that to problems of Calculus of Variations. We lighten the assumptions of existing…

Optimization and Control · Mathematics 2021-08-25 Joël Blot , Hasan Yilmaz

In 1931, Onsager proposed a variational principle which has become the base of many kinetic equations for non-equilibrium systems. We have been showing that this principle is useful in obtaining approximate solutions for the kinetic…

Soft Condensed Matter · Physics 2020-03-10 Masao Doi , Jiajia Zhou , Yana Di , Xianmin Xu

We investigate numerically the optimal constants in Lieb-Thirring inequalities by studying the associated maximization problem. We use a monotonic fixed-point algorithm and a finite element discretization to obtain trial potentials which…

Spectral Theory · Mathematics 2012-06-11 Antoine Levitt

Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced…

Optimization and Control · Mathematics 2019-08-28 Hongwei Lou , Jiongmin Yong

We approach higher-order variational problems of Herglotz type from an optimal control point of view. Using optimal control theory, we derive a generalized Euler-Lagrange equation, transversality conditions, a DuBois-Reymond necessary…

Optimization and Control · Mathematics 2015-11-24 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres
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