Related papers: The Extended Variational Principle for Mean-Field,…
In my former paper "A pre-order principle and set-valued Ekeland variational principle" (see: arXiv: 1311.4951[math.FA]), we established a general pre-order principle. From the pre-order principle, we deduced most of the known set-valued…
Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…
We propose a metriplectic reformulation of Lagrangian variational formulations for non-equilibrium thermodynamics. We prove that solutions to these constrained variational principles can be generated by the sum of a classic Poisson bracket…
We investigate the approach of time-dependent variational principle (TDVP) for the one-dimensional spin-$J$ PXP model with detuning, which is relevant for programmable Rydberg atom arrays. The variational manifold is chosen as the minimally…
This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…
A simultaneous variational principle is introduced that offers a novel avenue to the description of the equilibrium configurations, and at the same time of the elementary excitations, or undulations, of fluid lipid membranes, described by a…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
Hamilton's principle is extended to have compatible initial conditions to the strong form. To use a number of computational and theoretical benefits for dynamical systems, the mixed variational formulation is preferred in the systems other…
The paper presents a versatile framework for solids which undergo nonisothermal processes with irreversibly changing microstructure at large strains. It outlines rate-type and incremental variational principles for the full thermomechanical…
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…
The Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. After establishing the first and the second evolution equations within…
Let $(X,d,f)$ be a topological dynamical system, where $(X,d)$ is a compact metric space and $f:X\to X$ is a continuous map. We define $n$-ordered empirical measure of $x\in X$ by \begin{align*}…
Extreme Value Theory (EVT) is one of the most commonly used approaches in finance for measuring the downside risk of investment portfolios, especially during financial crises. In this paper, we propose a novel approach based on EVT called…
The Energy-Dissipation Principle provides a variational tool for the analysis of parabolic evolution problems: solutions are characterized as so-called null-minimizers of a global functional on entire trajectories. This variational…
Ergodicity breaking in isolated systems has emerged as an important frontier in the study of quantum many-body physics. While generic Hamiltonians are expected to obey the eigenstate thermalization hypothesis (ETH), recent studies on…
Spearheaded by the recent efforts to derive stochastic geophysical fluid dynamics models, we present a generic framework for introducing stochasticity into variational principles through the concept of a semi-martingale driven variational…
Classical electrodynamics uses a dielectric constant to describe the polarization response of electromechanical systems to changes in an electric field. We generalize that description to include a wide variety of responses to changes in the…
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…
We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical…
Metric mean dimension is a dynamical counterpart of the box dimension in fractal geometry to characterize the topological complexity of infinite entropy systems. The classical variational principle states that topological entropy equals the…