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A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

Statistical Mechanics · Physics 2020-11-25 Q. A. Wang , F. Tsobnang , S. Bangoup , F. Dzangue , A. Jeatsa , A. Le Méhauté

In this paper a new approach is proposed to quantize mechanical systems whose equations of motion can not be put into Hamiltonian form. This approach is based on a new type of variational principle, which is adopted to a describe a…

Mathematical Physics · Physics 2011-04-04 Tianshu Luo , Yimu Guo

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

The principle of least action is one of the most fundamental physical principle. It says that among all possible motions connecting two points in a phase space, the system will exhibit those motions which extremise an action functional.…

Numerical Analysis · Mathematics 2022-10-17 Sina Ober-Blöbaum , Christian Offen

Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…

Statistical Mechanics · Physics 2026-04-29 Héctor Vaquero del Pino , François Gay-Balmaz , Hiroaki Yoshimura , Lock Yue Chew

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…

Classical Physics · Physics 2018-10-23 Darryl D Holm , Vakhtang Putkaradze

A modern notion of integrability is that of multidimensional consistency (MDC), which classically implies the coexistence of (commuting) dynamical flows in several independent variables for one and the same dependent variable. This property…

Mathematical Physics · Physics 2017-03-16 Steven D. King , Frank W. Nijhoff

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…

Probability · Mathematics 2016-08-16 Jacky Cresson , Sébastien Darses

We give a geometrical interpretation for the principle of stationary action in classical Lagrangian particle mechanics. In a nutshell, the difference of the action along a path and its variation effectively ``counts'' the possible…

Classical Physics · Physics 2023-08-15 Gabriele Carcassi , Christine A. Aidala

In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…

Statistical Mechanics · Physics 2026-05-07 Héctor Vaquero del Pino , François Gay-Balmaz , Hiroaki Yoshimura , Lock Yue Chew

A modified lagrangian with causal and retrocausal momenta was used to derive a first causal wave equation and a second retrocausal wave equation using the principle of least action. The retrocausal wave function obtained through this method…

Quantum Physics · Physics 2019-12-18 Luis Fernando Mora Mora

The Nelson stochastic mechanics is derived as a consequence of the basic physical principles such as the principle of relativity of observations and the invariance of the action quantum. The unitary group of quantum mechanics is represented…

High Energy Physics - Theory · Physics 2012-10-09 Zahid Zakir

Mechanics can be founded on a principle relating the uncertainty delta-q in the trajectory of an observable particle to its motion relative to the observer. From this principle, p.delta-q=const., p being the q-conjugated momentum,…

Quantum Physics · Physics 2007-11-02 Adrian Faigon

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

The aim of this work is to show that particle mechanics, both classical and quantum, Hamiltonian and Lagrangian, can be derived from few simple physical assumptions. Assuming deterministic and reversible time evolution will give us a…

Classical Physics · Physics 2018-07-26 Gabriele Carcassi , Christine A. Aidala , David J. Baker , Lydia Bieri

We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…

Mathematical Physics · Physics 2025-09-11 Archishman Saha
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