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The jet bundle description of time-dependent mechanics is revisited. The constraint algorithm for singular Lagrangians is discussed and an exhaustive description of the constraint functions is given. By means of auxiliary connections we…

Mathematical Physics · Physics 2016-08-16 M. de León , J. Marín-Solano , J. C. Marrero , M. C. Muñoz-Lecanda , N. Román-Roy

In this paper we discuss singular Lagrangian systems on the framework of contact geometry. These systems exhibit a dissipative behavior in contrast with the symplectic scenario. We develop a constraint algorithm similar to the presymplectic…

Mathematical Physics · Physics 2019-11-14 Manuel de León , Manuel Lainz Valcázar

A generalization of driven harmonic oscillator with time-dependent mass and frequency, by adding total time-derivative terms to the Lagrangian, is considered. The generalization which gives a general quadratic Hamiltonian system does not…

Quantum Physics · Physics 2009-10-31 Dae-Yup Song

It is shown that a given non-autonomous system of two first-order ordinary differential equations can be expressed in Hamiltonian form. The derivation presented here allow us to obtain previously known results such as the infinite number of…

Classical Physics · Physics 2007-05-23 G. F. Torres del Castillo , I. Rubalcava Garcia

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…

Classical Physics · Physics 2015-03-19 Vasily E. Tarasov , George M. Zaslavsky

In this article we will apply the first- and second-order supersymmetric quantum mechanics to obtain new exactly-solvable real potentials departing from the inverted oscillator potential. This system has some special properties; in…

Quantum Physics · Physics 2016-12-12 David Bermudez , David J. Fernandez C

In fractional calculus there are two approaches to obtain fractional derivatives. The first approach is by iterating the integral and then defining a fractional order by using Cauchy formula to obtain Riemann fractional integrals and…

Dynamical Systems · Mathematics 2012-10-02 Thabet Abdeljawad , Dumitru Baleanu , Fahd Jarad , Ravi Agarwal

Let $0<\alpha,\beta<2$ be any real number. In this paper, we investigate the following semilinear system involving the fractional Laplacian \begin{equation*} \left\{\begin{array}{lll} (-\lap)^{\alpha/2} u(x)=f(v(x)), & (-\lap)^{\beta/2}…

Analysis of PDEs · Mathematics 2017-01-25 Lizhi Zhang , Mei Yu , Jianming He

The goal of this paper is to prove a convergence rate for Wong-Zakai approximations of semilinear stochastic partial differential equations driven by a finite dimensional Brownian motion. Several examples, including the HJMM equation from…

Probability · Mathematics 2025-11-21 Toshiyuki Nakayama , Stefan Tappe

We study the Lasry-Lions approximation using the kernel determined by the fundamental solution with respect to a time-dependent Tonelli Lagrangian. This approximation process is also applied to the viscosity solutions of the discounted…

Dynamical Systems · Mathematics 2018-02-01 Cui Chen , Wei Cheng , Qi Zhang

Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…

Logic in Computer Science · Computer Science 2016-08-10 Umair Siddique , Osman Hasan , Sofiène Tahar

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…

Mathematical Physics · Physics 2021-01-29 Manuel de León , Pedro Daniel Prieto-Martínez , Narciso Román-Roy , Silvia Vilariño

The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

Dynamical Systems · Mathematics 2020-06-04 Oleksii V. Vasyliev

Quantization algorithms have been successfully adopted to option pricing in finance thanks to the high convergence rate of the numerical approximation. In particular, very recently, recursive marginal quantization has been proven to be a…

Pricing of Securities · Quantitative Finance 2019-12-04 Giorgia Callegaro , Lucio Fiorin , Andrea Pallavicini

We study the constrained Ostrogradski-Hamilton framework for the equations of motion provided by mechanical systems described by second-order derivative actions with a linear dependence in the accelerations. We stress out the peculiar…

Mathematical Physics · Physics 2016-06-30 Miguel Cruz , Rosario Gomez-Cortes , Alberto Molgado , Efrain Rojas

We introduce a new class of fractional backward orthogonal functions designed for the spectral approximation of weakly singular adjoint Volterra integral equations. These basis functions generate an approximation space that naturally…

Numerical Analysis · Mathematics 2026-05-29 Mahmoud A. Zaky

The constrained filed system, the scalar field coupled to two flavours of fermions through Yukawa couplings, is treated by using the Hamilton-Jacobi approach. The equations of motion are obtained as total differential equations in many…

General Physics · Physics 2025-06-17 Walaa I. Eshraim

Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…

Optimization and Control · Mathematics 2013-05-10 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians…

Mathematical Physics · Physics 2013-10-14 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres