Related papers: Average preserving variation processes in view of …
The Lagrangian average (LA) of the ideal fluid equations preserves their fundamental transport structure. This transport structure is responsible for the Kelvin circulation theorem of the LA flow and, hence, for its potential vorticity…
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…
In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…
The Lagrangian average (LA) of the ideal fluid equations preserves their transport structure. This transport structure is responsible for the Kelvin circulation theorem of the LA flow and, hence, for its convection of potential vorticity…
For integrable systems in the sense of multidimensional consistency (MDC) we can consider the Lagrangian as a form, which is closed on solutions of the equations of motion. For 2-dimensional systems, described by partial difference…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We derive Euler-Lagrange type equations for fractional action-like integrals of the calculus of variations which depend on the Riemann-Liouville derivatives of order $(\alpha,\beta)$, $\alpha > 0$, $\beta > 0$, recently introduced by J.…
A new form of governing equations is derived from Hamilton's principle of least action for a constrained Lagrangian, depending on conserved quantities and their derivatives with respect to the time-space. This form yields conservation laws…
We present, in the simplest possible form, the so called martingale problem strategy to establish limit theorems. The presentation is specially adapted to problems arising in partially hyperbolic dynamical systems. We will discuss a simple…
A variational principle is further developed for out of equilibrium dynamical systems by using the concept of maximum entropy. With this new formulation it is obtained a set of two first-order differential equations, revealing the same…
The study of problems of the calculus of variations with compositions is a quite recent subject with origin in dynamical systems governed by chaotic maps. Available results are reduced to a generalized Euler-Lagrange equation that contains…
The infimum of an integrated current is its extreme value against the direction of its average flow. Using martingale theory, we show that the infima of integrated edge currents in time-homogeneous Markov jump processes are geometrically…
A computational approach is introduced for the study of the rheological properties of complex fluids and soft materials. The approach allows for a consistent treatment of microstructure elastic mechanics, hydrodynamic coupling, thermal…
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 prove the existence of minimizers of causal variational principles on second countable, locally compact Hausdorff spaces. Moreover, the corresponding Euler-Lagrange equations are derived. The method is to first prove the existence of…
Variational principles are important in the investigation of large classes of physical systems. They can be used both as analytical methods as well as starting points for the formulation of powerful computational techniques such as…
Variational principles play a fundamental role in deriving evolution equations of physics. They are working well in case of nondissipative evolution but for dissipative systems they are not unique, not predictive and not constructive. With…
This paper does not suppose a priori that the evolution of the price of a financial asset is a semimartingale. Since possible strategies of investors are self-financing, previous prices are forced to be finite quadratic variation processes.…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
For a converging sequence of exponential L\'evy models, we give conditions under which the associated sequence of option prices converges. We also study the behaviour of the prices when no such convergence holds. We then consider two…