Related papers: Parametric Hamilton's equations for Lagrangian mod…
An equation is obtained to find the Lagrangian for a one-dimensional autonomous system. The continuity of the first derivative of its constant of motion is assumed. This equation is solved for a generic nonconservative autonomous system…
We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…
We study the implicit regularization of mini-batch stochastic gradient descent, when applied to the fundamental problem of least squares regression. We leverage a continuous-time stochastic differential equation having the same moments as…
In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…
We report experimental measurements of Lagrangian accelerations in the bulk of intense turbulent flows of dilute polymer solutions by following tracer particles with a high-speed optical tracking system. We observed a significant decrease…
This paper offers a new method for estimation and forecasting of the volatility of financial time series when the stationarity assumption is violated. Our general local parametric approach particularly applies to general varying-coefficient…
We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…
Using Dirac's approach to constrained dynamics, the Hamiltonian formulation of regular higher order Lagrangians is developed. The conventional description of such systems due to Ostrogradsky is recovered. However, unlike the latter, the…
We present high-resolution direct numerical simulations of turbulent three-dimensional Rayleigh-Benard convection with a focus on the Lagrangian properties of the flow. The volume is a Cartesian slab with an aspect ratio of four bounded by…
Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
The equations of motion for a Lagrangian mainly refer to the acceleration equations, which can be obtained by the Euler--Lagrange equations. In the post-Newtonian Lagrangian form of general relativity, the Lagrangian systems can only…
We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the…
Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…
Motivated by a similar approach for Born-Oppenheimer molecular dynamics, this paper proposes an extended "shadow" Lagrangian density for quantum states of superfluids. The extended Lagrangian contains an additional field variable that is…
The Lagrangian probability-density-function model, proposed in Part I for dense particle-laden turbulent flows, is validated here against Eulerian-Lagrangian direct numerical simulation (EL) data for different homogeneous flows, namely…
We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…
The widely-adopted discretisation of the horizontal pressure gradient term formulated by Simmons and Burridge (1981) for atmospheric models on $\sigma$-$p$ hybrid vertical coordinate is found to incur spectral blocking for rotational wind…
This paper presents an algorithm for a complete and efficient calibration of the Heston stochastic volatility model. We express the calibration as a nonlinear least squares problem. We exploit a suitable representation of the Heston…
First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter…