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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

Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…

Classical Physics · Physics 2007-05-23 P. Ao

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…

Optimization and Control · Mathematics 2026-04-02 Antoine Marie Bogso , Rhoss Likibi Pellat , Wilfried Kuissi Kamdem , Olivier Menoukeu Pamen

We define the concept of energy-variational solutions for the Navier--Stokes and Euler equations. The underlying relative energy inequality holds as an equality for classical solutions and if the additional variable vanishes, these…

Analysis of PDEs · Mathematics 2021-09-06 Robert Lasarzik

A novel energy minimization formulation of electrostatics that allows computation of the electrostatic energy and forces to any desired accuracy in a system with arbitrary dielectric properties is presented. An integral equation for the…

Classical Physics · Physics 2009-11-13 O. I. Obolensky , T. P. Doerr , R. Ray , Yi-Kuo Yu

This work is devoted to the study of dissipative fluid systems, through the lens of a geometric variational formulation. Building upon previous works extending Hamilton's principle to non-equilibrium thermodynamics, the present method…

Mathematical Physics · Physics 2026-04-07 Bastien Manach-Pérennou , François Gay-Balmaz

The modeling of coupled fluid transport and deformation in a porous medium is essential to predict the various geomechanical process such as CO2 sequestration, hydraulic fracturing, and so on. Current applications of interest, for instance,…

Analysis of PDEs · Mathematics 2022-01-03 Mina Karimi , Mehrdad Massoudi , Noel Walkington , Matteo Pozzi , Kaushik Dayal

We study step-wise time approximations of non-linear hyperbolic initial value problems. The technique used here is a generalization of the minimizing movements method, using two time-scales: one for velocity, the other (potentially much…

Numerical Analysis · Mathematics 2024-04-05 Antonín Češík , Sebastian Schwarzacher

The following principle of minimum energy may be a powerful substitute to the dynamical perturbation method, when the latter is hard to apply. Fluid elements of self-gravitating barotropic flows, whose vortex lines extend to the boundary of…

Astrophysics · Physics 2007-05-23 Joseph Katz , Shogo Inagaki , Asher Yahalom

We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…

Numerical Analysis · Mathematics 2020-06-09 Yuezheng Gong , Qi Hong , Qi Wang

Parabolic partial differential equations (PDEs) appear in many disciplines to model the evolution of various mathematical objects, such as probability flows, value functions in control theory, and derivative prices in finance. It is often…

Machine Learning · Computer Science 2024-07-18 Xingzi Xu , Ali Hasan , Jie Ding , Vahid Tarokh

We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…

Probability · Mathematics 2017-02-07 Erhan Bayraktar , Andrea Cosso , Huyên Pham

By the use of the variational method with exponential trial functions the upper and lower bounds of energy are calculated for a number of non-relativistic three-body Coulomb and nuclear systems. The formulas for calculation of upper and…

Atomic Physics · Physics 2007-05-23 A. G. Donchev , N. N. Kolesnikov , V. I. Tarasov

The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into both drift and diffusion terms. The operator-valued backward…

Optimization and Control · Mathematics 2012-08-07 Kai Du , Qingxin Meng

In this paper, we consider stochastic optimal control of systems driven by stochastic differential equations with irregular drift coefficient. We establish a necessary and sufficient stochastic maximum principle. To achieve this, we first…

Optimization and Control · Mathematics 2021-01-18 Olivier Menoukeu-Pamen , Ludovic Tangpi

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

A vast concourse of events and phenomena occur in nature that may be interrelated by a entropy-maximization technique that provides a comprehensible explanation of a range of physical problems, integrating in a new framework the universal…

Classical Physics · Physics 2021-10-18 Mario J Pinheiro

In [Cheng, Lasarzik, Thomas 2025 ARXIV-Preprint 2509.25508], we studied a Cahn--Hilliard two-phase model describing the flow of two viscoelastoplastic fluids in the framework of dissipative solutions using a logarithmic potential for the…

Analysis of PDEs · Mathematics 2026-01-14 Fan Cheng , Robert Lasarzik , Marita Thomas

We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…

Optimization and Control · Mathematics 2016-10-18 Maoning Tang , Qingxin Meng

The paper introduces a new way to construct dissipative solutions to a second order variational wave equation. By a variable transformation, from the nonlinear PDE one obtains a semilinear hyperbolic system with sources. In contrast with…

Analysis of PDEs · Mathematics 2014-07-07 Alberto Bressan , Tao Huang