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Related papers: Stochastic embedding of dynamical systems

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We define an operator which extends classical differentiation from smooth deterministic functions to certain stochastic processes. Based on this operator, we define a procedure which associates a stochastic analog to standard differential…

Probability · Mathematics 2016-08-16 Jacky Cresson , Sébastien Darses

This paper is a contribution to the general program of embedding theories of dynamical systems. Following our previous work on the Stochastic embedding theory developed with S. Darses, we define the fractional embedding of differential…

Dynamical Systems · Mathematics 2015-06-26 Jacky Cresson

In this paper, we show how to study the evolution of a system, given imprecise knowledge about the state of the system and the dynamics laws. Our approach is based on Fuzzy Set Theory, and it will be shown that the \emph{Fuzzy Dynamics} of…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Uziel Sandler

We prove that the Navier-Stokes, the Euler and the Stokes equations admit a Lagrangian structure using the stochastic embedding of Lagrangian systems. These equations coincide with extremals of an explicit stochastic Lagrangian functional,…

Analysis of PDEs · Mathematics 2008-11-21 Jacky Cresson , Sébastien Darses

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

Fractional equations appear in the description of the dynamics of various physical systems. For Lagrangian systems, the embedding theory developped by Cresson ["Fractional embedding of differential operators and Lagrangian systems", J.…

Dynamical Systems · Mathematics 2008-08-14 Pierre Inizan

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Analysis of PDEs · Mathematics 2017-10-25 Colin J Cotter , Georg A Gottwald , Darryl D Holm

We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Martine Dyring Hansen , Elena Celledoni , Benjamin Kwanen Tapley

The stochastic embedding procedure associates a stochastic Euler-Lagrange equation (SEL) to the standard Euler-Lagrange equation (EL). Can we derive (SEL) from a generalized least action principle? To address this question, we develop a…

Probability · Mathematics 2016-08-16 Jacky Cresson , Sébastien Darses

The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…

Mathematical Physics · Physics 2024-11-20 Oliver D. Street , So Takao

We have recently presented an extension of the standard variational calculus to include the presence of deformed derivatives in the Lagrangian of a system of particles and in the Lagrangian density of field-theoretic models. Classical…

Mathematical Physics · Physics 2017-06-30 J. Weberszpil , J. A. Helayël-Neto

Stochastic mechanics is regarded as a physical theory to explain quantum mechanics with classical terms such that some of the quantum mechanics paradoxes can be avoided. Here we propose a new variational principle to uncover more insights…

Quantum Physics · Physics 2025-12-02 Jianhao M. Yang

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

By one of the most fundamental principles in physics, a dynamical system will exhibit those motions which extremise an action functional. This leads to the formation of the Euler-Lagrange equations, which serve as a model of how the system…

Machine Learning · Computer Science 2025-03-11 Yana Lishkova , Paul Scherer , Steffen Ridderbusch , Mateja Jamnik , Pietro Liò , Sina Ober-Blöbaum , Christian Offen

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…

Machine Learning · Computer Science 2026-05-11 Lyra Zhornyak , Eric Forgoston , M. Ani Hsieh

We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the…

Optimization and Control · Mathematics 2019-09-02 M. J. Lazo , G. S. F. Frederico , P. M. Carvalho-Neto

For integrable systems in the sense of multidimensional consistency (MDC) we can consider the Lagrangian as a form, which is closed on solutions of the equations of motion. For 2-dimensional systems, described by partial difference…

Exactly Solvable and Integrable Systems · Physics 2018-05-04 Sarah B. Lobb , Frank W. Nijhoff

We propose a novel algorithmic method for constructing invariant variational schemes of systems of ordinary differential equations that are the Euler-Lagrange equations of a variational principle. The method is based on the invariantization…

Numerical Analysis · Mathematics 2021-09-28 Alex Bihlo , James Jackaman , Francis Valiquette
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