Related papers: Variational principle for bifurcation in Lagrangia…
The fractional Laplacian operator, $-(-\triangle)^{\frac{\alpha}{2}}$, appears in a wide class of physical systems, including L\'evy flights and stochastic interfaces. In this paper, we provide a discretized version of this operator which…
We consider a Dirichlet type problem for a nonlinear, nonlocal equation driven by the degenerate fractional p-Laplacian, with a logistic type reaction depending on a positive parameter. In the subdiffusive and equidiffusive cases, we prove…
We generalize Hamilton's principle with fractional derivatives in Lagrangian $L(t,y(t),{}_0D_t^\al y(t),\alpha)$ so that the function $y$ and the order of fractional derivative $\alpha$ are varied in the minimization procedure. We derive…
We generalize the fractional variational problem by allowing the possibility that the lower bound in the fractional derivative does not coincide with the lower bound of the integral that is minimized. Also, for the standard case when these…
We investigate the effective behaviour of a small transversal perturbation of order $\epsilon$ to a completely integrable stochastic Hamiltonian system, by which we mean a stochastic differential equation whose diffusion vector fields are…
We develop a new, coordinate-free formulation of Hamiltonian mechanics on the dual of a Lie algebroid. Our approach uses a connection, rather than coordinates in a local trivialization, to obtain global expressions for the horizontal and…
A discrete version of Lagrangian reduction is developed in the context of discrete time Lagrangian systems on $G\times G$, where $G$ is a Lie group. We consider the case when the Lagrange function is invariant with respect to the action of…
In this paper, first a class of fractional differential equations are obtained by using the fractional variational principles. We find a fractional Lagrangian $L(x(t)$, where $_a^cD_t^\alpha x(t))$ and $0<\alpha< 1$, such that the following…
A boundary value problem is commonly associated with constraints imposed on a system at its boundary. We advance here an alternative point of view treating the system as interacting "boundary" and "interior" subsystems. This view is…
Variational principles play a central role in classical mechanics, providing compact formulations of dynamics and direct access to conserved quantities. While holonomic systems admit well-known action formulations, non-holonomic systems --…
A series of stationary principles are developed for dynamical systems by formulating the concept of mixed convolved action, which is written in terms of mixed variables, using temporal convolutions and fractional derivatives. Dynamical…
We present an option pricing formula for European options in a stochastic volatility model. In particular, the volatility process is defined using a fractional integral of a diffusion process and both the stock price and the volatility…
We show the well-posed variational principle in constraint systems. In a naive procedure of the variational principle with constraints, the proper number of boundary conditions does not match with that of physical degrees of freedom…
Starting from lagrangian field theory and the variational principle, we show that duality in equations of motion can also be obtained by introducing explicit spacetime dependence of the lagrangian. Poincare invariance is achieved precisely…
It is shown that a one-dimensional damped wave equation with an odd time derivative nonlinearity exhibits small amplitude bifurcating time periodic solutions, when the bifurcation parameter is the linear damping coefficient is positive and…
It is shown that periodic instanton solutions may have bifurcations which qualitatively change the behaviour of the finite temperature transition rate. These bifurcations are studied numerically in a quantum mechanical model and in the…
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…
The Hamiltonian formulation for the mechanical systems with reparametrization-invariant Lagrangians, depending on the worldline external curvatures is given, which is based on the use of moving frame. A complete sets of constraints are…
We use the Schwinger action principle to obtain the equations of motion in the Koopman-von Neumann operational version of classical mechanics. We restrict our analysis to non-dissipative systems. We show that the Schwinger action principle…
This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…