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This paper proposes a dynamical Variable-separation method for solving parameter-dependent dynamical systems. To achieve this, we establish a dynamical low-rank approximation for the solutions of these dynamical systems by successively…

Numerical Analysis · Mathematics 2025-02-13 Liang Chen , Yaru Chen , Qiuqi Li , Tao Zhou

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…

Probability · Mathematics 2016-12-05 Giuseppina Guatteri

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen

The existence of global weak solutions to a parabolic energy-transport system in a bounded domain with no-flux boundary conditions is proved. The model can be derived in the diffusion limit from a kinetic equation with a linear collision…

Analysis of PDEs · Mathematics 2023-07-18 Gianluca Favre , Ansgar Jüngel , Christian Schmeiser , Nicola Zamponi

The ubiquity of semilinear parabolic equations has been illustrated in their numerous applications ranging from physics, biology, to materials and social sciences. In this paper, we consider a practically desirable property for a class of…

Numerical Analysis · Mathematics 2020-05-26 Qiang Du , Lili Ju , Xiao Li , Zhonghua Qiao

This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…

Numerical Analysis · Mathematics 2022-08-31 Binjie Li , Qin Zhou , Xiaoping Xie

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

We introduce an energy-based model, which seems especially suited for constrained systems. The proposed model provides an alternative to the popular port-Hamiltonian framework and exhibits similar properties such as energy dissipation as…

Numerical Analysis · Mathematics 2024-12-10 R. Altmann , P. Schulze

In this paper, we develop a natural operator-splitting variational scheme for a general class of non-local, degenerate conservative-dissipative evolutionary equations. The splitting-scheme consists of two phases: a conservative (transport)…

Analysis of PDEs · Mathematics 2022-06-24 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

It is shown that an oldest form of variational calculus of mechanics, the Maupertuis least action principle, can be used as a simple and powerful approach for the formulation of the variational principle for damped motions, allowing a…

Statistical Mechanics · Physics 2015-12-18 Qiuping A. Wang

A simple procedure is presented to study the conservation of energy equation with dissipation in continuum mechanics in 1D. This procedure is used to transform this nonlinear evolution-diffusion equation into a hyperbolic PDE; specifically,…

Classical Physics · Physics 2020-08-13 Hamid A Said

The aim of the paper is to show that the solutions to variational problems with non-standard growth conditions satisfy a corresponding variational inequality without any smallness assumptions on the gap between growth and coercitivity…

Analysis of PDEs · Mathematics 2020-10-09 Michela Eleuteri , Antonia Passarelli di Napoli

Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…

Probability · Mathematics 2014-10-15 Chiara Franceschini , Cristian Giardina

Energy-based models are a simple yet powerful class of probabilistic models, but their widespread adoption has been limited by the computational burden of training them. We propose a novel loss function called Energy Discrepancy (ED) which…

Machine Learning · Statistics 2023-11-28 Tobias Schröder , Zijing Ou , Jen Ning Lim , Yingzhen Li , Sebastian J. Vollmer , Andrew B. Duncan

The free energy functional has recently been proposed as a variational principle for bounded rational decision-making, since it instantiates a natural trade-off between utility gains and information processing costs that can be…

Machine Learning · Statistics 2012-05-18 Pedro A. Ortega , Daniel A. Braun

In this paper, we propose a variational Lagrangian scheme for a modified phase-field model, which can compute the equilibrium states for the original Allen-Cahn type model. Our discretization is based on a prescribed energy-dissipation law…

Numerical Analysis · Mathematics 2020-08-24 Chun Liu , Yiwei Wang

The main purpose of this paper is to improve our transposition method to solve both vector-valued and operator-valued backward stochastic evolution equations with a general filtration. As its application, we obtain a general Pontryagin-type…

Optimization and Control · Mathematics 2014-05-20 Qi Lu , Xu Zhang

Similarly to the derivation of the Gibbs-Boltzmann distribution for structureless indistinguishable particles, we consider multi-particle systems some of which are contained (or delimited) inside others (Problem 1), as well as systems of…

Statistical Mechanics · Physics 2021-07-19 Michael Romanovsky

Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large scale networks and biological systems. Here, we propose a variational framework for probing conditions that trigger…

Fluid Dynamics · Physics 2018-07-10 Mohammad Farazmand , Themistoklis P. Sapsis

Micro- and nano-scale systems driven by rapid changes in control parameters (control protocols) dissipate significant energy. In the fast-protocol limit, we find that protocols that minimize dissipation at fixed duration are universally…

Statistical Mechanics · Physics 2021-08-11 Steven Blaber , Miranda D. Louwerse , David A. Sivak
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