Related papers: Semi-martingale driven variational principles
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
This paper develops a geometric mechanics framework for the reduction of general relativistic hydrodynamic variational principles, from the variation of worldlines approach in 4D spacetime to 3-dimensional Eulerian descriptions. We consider…
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…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
The energy of an $n^{th}-$gradient fluid depends on its Eulerian velocity gradients of order $n$. A variational principle is introduced for the dynamics of $n^{th}-$gradient fluids and their properties are reviewed in the context of…
Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…
We prove the existence of martingale solutions to a stochastic fluid-structure interaction problem involving a viscous, incompressible fluid flow, modeled by the Navier-Stokes equations, through a deformable elastic tube modeled by…
We study the difference discrete variational principle in the framework of multi-parameter differential approach by regarding the forward difference as an entire geometric object in view of noncomutative differential geometry. By virtue of…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…
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…
In this paper, we survey our recent results on the variational formulation of nonequilibrium thermodynamics for the finite dimensional case of discrete systems as well as for the infinite dimensional case of continuum systems. Starting with…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
A methodology for deriving dual variational principles for the classical Newtonian mechanics of mass points in the presence of applied forces, interaction forces, and constraints, all with a general dependence on particle velocities and…
The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…
We reformulate the relativistic perfect fluid system on curved space-time. Using standard variables, the velocity field $u$,energy density $\rho$ and pressure $p$, the covariant Euler-Lagrange equation is obtained from variational…
Using Cartan's exterior calculus, we derive a coordinate-free formulation of the Euler equations. These equations are invariant under Galileian transformations, which constitute a global symmetry. With the introduction of an appropriate…
In this paper, unstable metric entropy, unstable topological entropy and unstable pressure for partially hyperbolic endomorphisms are introduced and investigated. A version of Shannon-McMillan-Breiman Theorem is established, and a…
We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(t,x,a)=b_1(t,x)+b_2(x)b_3(t,a)$, where $b_1$ is bounded and…
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…