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相关论文: Stochastic embedding of dynamical systems

200 篇论文

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…

概率论 · 数学 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…

动力系统 · 数学 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…

数据分析、统计与概率 · 物理学 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,…

偏微分方程分析 · 数学 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…

统计力学 · 物理学 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.…

动力系统 · 数学 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…

偏微分方程分析 · 数学 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…

系统与控制 · 电气工程与系统科学 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…

概率论 · 数学 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…

数学物理 · 物理学 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…

数学物理 · 物理学 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…

量子物理 · 物理学 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…

机器学习 · 统计学 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…

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…

机器学习 · 计算机科学 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…

软凝聚态物质 · 物理学 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…

概率论 · 数学 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…

最优化与控制 · 数学 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…

可精确求解与可积系统 · 物理学 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…

数值分析 · 数学 2021-09-28 Alex Bihlo , James Jackaman , Francis Valiquette
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