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We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…

Classical Analysis and ODEs · Mathematics 2021-11-30 Rama Cont , Ruhong Jin

The present paper represents a continuation of our previous one. There, a continuous dependence result for the solution of an elliptic variational-hemivariational inequality was obtained and then used to prove the existence of optimal pairs…

Analysis of PDEs · Mathematics 2019-12-25 Yi-bin Xiao , Mircea Sofonea

We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…

Classical Analysis and ODEs · Mathematics 2023-09-13 Yevgeniy Guseynov

An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…

Optimization and Control · Mathematics 2016-03-08 Valery Y. Glizer , Oleg Kelis

Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…

Symplectic Geometry · Mathematics 2025-04-10 Brian K. Tran , Melvin Leok

We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least action principle and Noether's theorem to this generalized…

Probability · Mathematics 2015-01-22 Ana Bela Cruzeiro , Rémi Lassalle

We consider a nonlinear control system depending on two controls u and v, with dynamics affine in the (unbounded) derivative of u, and v appearing initially only in the drift term. Recently, motivated by applications to optimization…

Optimization and Control · Mathematics 2017-06-02 Monica Motta , Caterina Sartori

We develop the path integral formalism for studying cosmological perturbations in multi-field inflation, which is particularly well suited to study quantum theories with gauge symmetries such as diffeomorphism invariance. We formulate the…

High Energy Physics - Theory · Physics 2016-08-24 Jinn-Ouk Gong , Min-Seok Seo , Gary Shiu

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

Optimization and Control · Mathematics 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…

Mathematical Physics · Physics 2015-03-17 Richard Kleeman

In this paper, we provide a generalized framework for Variational Inference-Stochastic Optimal Control by using thenon-extensive Tsallis divergence. By incorporating the deformed exponential function into the optimality likelihood function,…

Machine Learning · Computer Science 2021-04-02 Ziyi Wang , Oswin So , Jason Gibson , Bogdan Vlahov , Manan S. Gandhi , Guan-Horng Liu , Evangelos A. Theodorou

This paper tackles the multi-objective optimization of the cost functional of a path-following model predictive control for vehicle longitudinal and lateral control. While the inherent optimal character of the model predictive control and…

Robotics · Computer Science 2021-04-09 Ali Gharib , David Stenger , Robert Ritschel , Rick Voßwinkel

A key problem in the attempt to quantize the gravitational field is the choice of boundary conditions. These are mixed, in that spatial and normal components of metric perturbations obey different sets of boundary conditions. In the…

High Energy Physics - Theory · Physics 2007-05-23 Ivan G. Avramidi , Giampiero Esposito

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases…

Statistical Mechanics · Physics 2009-03-12 David D. L. Minh , Artur B. Adib

For thermal equilibrium systems it is shown, how the Kubo-Martin-Schwinger boundary condition may be used to factorize the generating functional of Green functions at least on the level of the full two-point function. Genuine…

High Energy Physics - Phenomenology · Physics 2007-05-23 P. A. Henning , R. Fauser

We present a unified framework for path-parametric planning and control. This formulation is universal as it standardizes the entire spectrum of path-parametric techniques -- from traditional path following to more recent contouring or…

Robotics · Computer Science 2025-03-04 Jon Arrizabalaga , Zbyněk ŠÍR , Zachary Manchester , Markus Ryll

We consider some boundary value tracking optimal control problem constrained by a Neumann boundary value problem for some elliptic partial differential equation where the control acts as right-hand side. This optimal control problem can be…

Numerical Analysis · Mathematics 2026-03-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid…

Statistical Mechanics · Physics 2015-05-14 A. Baule , E. G. D. Cohen , H. Touchette

The path integral formulation of quantum mechanics constructs the propagator by evaluating the action S for all classical paths in coordinate space. A corresponding momentum path integral may also be defined through Fourier transforms in…

Quantum Physics · Physics 2007-05-23 John Hegseth
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