Related papers: Semi-martingale driven variational principles
By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is…
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…
Hamilton's principle plays a central role in fluid mechanics as a fundamental tool for deriving governing equations, analyzing conservation laws, and designing structure-preserving numerical schemes. However, its classical formulation is…
In this paper we provide a variational derivation of the Euler-Poincar\'e equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying…
The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…
This paper presents (Lagrangian) variational formulations for single and multicomponent semi-compressible fluids with both reversible (entropy-conserving) and irreversible (entropy-generating) processes. Semi-compressible fluids are useful…
This paper proposes a semiparametric stochastic volatility (SV) model that relaxes the restrictive Gaussian assumption in both the return and volatility error terms, allowing them to follow flexible, nonparametric distributions with…
The interplay between off-shell and on-shell unfolded systems is analysed. The formulation of invariant constraints that put an off-shell system on shell is developed by adding new variables and derivation in the target space, that extends…
Energetic particle effects in magnetic confinement fusion devices are commonly studied by hybrid kinetic-fluid simulation codes whose underlying continuum evolution equations often lack the correct energy balance. While two different…
Nonequilibrium dynamics at interfaces is generally driven by a chemical potential. Here we demonstrate a generic technique to derive the basic equations of motion, boundary conditions and the chemical potential in a consistent way from…
We consider Lagrangians in Hamilton's principle defined on the tangent space $TG$ of a Lie group $G$. Invariance of such a Lagrangian under the action of $G$ leads to the symmetry-reduced Euler-Lagrange equations called the Euler-Poincar\'e…
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…
Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…
Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
A relation between variational principles for equations of continuum mechanics in Eulerian and Lagrangian descriptions is considered. It is shown that for a system of differential equations in Eulerian variables corresponding Lagrangian…
We present a phenomenological Lagrangian and Poisson brackets for obtaining nondissipative hydrodynamic theory of supersolids. A Lagrangian is constructed on the basis of unification of the principles of non-equilibrium thermodynamics and…
A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterized by a weak Euler- Lagrange condition. A least action…