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In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using our recently developed method. Our method is to embed the…

Optimization and Control · Mathematics 2023-09-14 Alain Bensoussan , Ziyu Huang , Sheung Chi Phillip Yam

For a given topological dynamical system $(X,T)$ over a compact set $X$ with a metric $d$, the "variational principle" states that \begin{equation*} \sup_{\mu}h_\mu(T) = h(T) = h_d(T), \end{equation*} where $h_\mu(T)$ is the…

Dynamical Systems · Mathematics 2016-04-12 André Caldas , Mauro Patrão

In this paper, we develop a Hamiltonian variational formulation for the nonequilibrium thermodynamics of simple adiabatically closed systems that is an extension of Hamilton's phase space principle in mechanics. We introduce the…

Mathematical Physics · Physics 2022-04-05 Hiroaki Yoshimura , François Gay-Balmaz

Projected entangled pair states (PEPS) on finite two-dimensional lattices are a natural ansatz for representing ground states of local many-body Hamiltonians, as they inherently satisfy the boundary law of entanglement entropy. In this…

Strongly Correlated Electrons · Physics 2025-05-14 Daniel Alcalde Puente , Erik Lennart Weerda , Konrad Schröder , Matteo Rizzi

In this paper, we consider a generalization of variational calculus which allows us to consider in the same framework different cases of mechanical systems, for instance, Lagrangian mechanics, Hamiltonian mechanics, systems subjected to…

Differential Geometry · Mathematics 2014-11-13 Viviana Alejandra Díaz , David Martín de Diego

We establish Extended Thermodynamics (ET) of rarefied polyatomic gases with six independent fields, i.e., the mass density, the velocity, the temperature and the dynamic pressure, without adopting the near-equilibrium approximation. The…

Mathematical Physics · Physics 2015-04-23 Tommaso Ruggeri

We present a new variational principle for the gyrokinetic system, similar to the Maxwell-Vlasov action presented in Ref. 1. The variational principle is in the Eulerian frame and based on constrained variations of the phase space fluid…

Plasma Physics · Physics 2013-02-15 J. Squire , H. Qin , W. M. Tang , C. Chandre

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

The Weighted Inertia-Energy-Dissipation (WIDE) principle is a global variational approach to nonlinear evolution equations of parabolic and hyperbolic type. The minimization of the parameter-dependent WIDE functional on trajectories…

Analysis of PDEs · Mathematics 2024-07-31 Ulisse Stefanelli

We derive mean-field equations for a general class of ferromagnetic spin systems with an explicit error bound in finite volumes. The proof is based on a link between the mean-field equation and the free convolution formalism of random…

Mathematical Physics · Physics 2021-08-10 Christian Brennecke , Per von Soosten

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

A dynamic mean-field theory for spin ensembles (spinDMFT) at infinite temperatures on arbitrary lattices is established. The approach is introduced for an isotropic Heisenberg model with $S = \tfrac12$ and external field. For large…

Statistical Mechanics · Physics 2022-02-03 Timo Gräßer , Philip Bleicker , Dag-Björn Hering , Mohsen Yarmohammadi , Götz S. Uhrig

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…

Optimization and Control · Mathematics 2015-04-10 Mattia Bongini , Massimo Fornasier , Francesco Rossi , Francesco Solombrino

For the purpose of clarifying a new approach to understanding quantum entanglement using thermofield dynamics (TFD), entanglement entropies of non-equilibrium finite-spin systems are examined for both traditional and extended cases. The…

Statistical Mechanics · Physics 2015-02-18 Koichi Nakagawa

We apply the semi-classical limit of the generalized $SO(3)$ map for representation of variable-spin systems in a four-dimensional symplectic manifold and approximate their evolution terms of effective classical dynamics on $T^{\ast…

In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…

Statistical Mechanics · Physics 2009-11-11 Daniel Pfenniger

We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…

Statistical Mechanics · Physics 2007-07-24 Chih-Yuan Tseng , Ariel Caticha

In this paper, we study the generalized mean-field stochastic control problem when the usual stochastic maximum principle (SMP) is not applicable due to the singularity of the Hamiltonian function. In this case, we derive a second order…

Optimization and Control · Mathematics 2017-04-27 Hancheng Guo , Jie Xiong

We analyze a new class of time-periodic nonreciprocal dynamics in interacting chaotic classical spin systems, whose equations of motion are conservative (phase-space-volume-preserving) yet possess no symplectic structure. As a result, the…

Statistical Mechanics · Physics 2023-11-09 Adam J. McRoberts , Hongzheng Zhao , Roderich Moessner , Marin Bukov

We have investigated the valence transition in the extended periodic Anderson model (EPAM) within the framework of dynamical mean field theory. Previous theoretical studies have indicated the presence of this transition in parameter ranges…

Strongly Correlated Electrons · Physics 2021-07-12 Pramod Kumar , N. S. Vidhyadhiraja
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