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In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

概率论 · 数学 2021-01-12 Filippo de Feo

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

概率论 · 数学 2013-02-19 Clément Dombry , Paul Jung

The aim of this paper is to present a new approach to construct constants of motion associated with scaling symmetries of dynamical systems. Scaling maps could be symmetries of the equations of motion but not of its associated Lagrangian…

高能物理 - 理论 · 物理学 2020-07-21 J. Antonio García , D. Gutiérrez-Ruiz , R. Abraham Sánchez-Isidro

In this work we derive Noether Theorems for energies of the form \begin{equation*} E(u)=\int_\Omega L\left(x,u(x),(-\Delta)^\frac{1}{4}u(x)\right)dx \end{equation*} for Lagrangians exhibiting invariance under a group of transformations…

偏微分方程分析 · 数学 2020-04-09 Filippo Gaia

This paper provides a quite simple method of Tonelli's calculus of variations with positive definite and superlinear Lagrangians. The result complements the classical literature of calculus of variations before Tonelli's modern approach.…

经典分析与常微分方程 · 数学 2023-04-27 Kohei Soga

We consider the variational principle for the Lagrangian 1-form structure for long-range models of Calogero-Moser (CM) type. The multiform variational principle involves variations with respect to both the field variables as well as the…

可精确求解与可积系统 · 物理学 2024-10-22 Thanadon Kongkoom , Frank W. Nijhoff , Sikarin Yoo-Kong

The construction of fractional derivatives with the right properties for use in field theory is reputed to be a difficult task, essentially because of the absence of a unique definition and uniform properties. The conformable fractional…

数学物理 · 物理学 2024-04-30 Jean-Paul Anagonou , Vincent Lahoche , Dine Ousmane Samary

We analyze the relation of the notion of pluri-Lagrangian systems, which recently emerged in the theory of integrable systems, to the classical notion of variational symmetry, due to E. Noether.

数学物理 · 物理学 2013-07-15 Yuri B. Suris

We explicate some epistemological implications of stationary principles and in particular of Noether Theorems. Noether's contribution to the problem of covariance, in fact, is epistemologically relevant, since it moves the attention from…

物理学史与哲学 · 物理学 2015-10-30 Mauro Francaviglia , Marcella Palese , Ekkehart Winterroth

This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…

统计理论 · 数学 2017-09-22 Pierre Gloaguen , Marie-Pierre Etienne , Sylvain Le Corff

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

概率论 · 数学 2013-11-20 Serge Cohen , Fabien Panloup , Samy Tindel

A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…

统计力学 · 物理学 2020-11-25 Q. A. Wang , F. Tsobnang , S. Bangoup , F. Dzangue , A. Jeatsa , A. Le Méhauté

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

概率论 · 数学 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Scaling symmetries of the Euler-Lagrange equations are generally not variational symmetries of the action and do not lead to conservation laws. Nevertheless, by an extension of Noether's theorem, scaling symmetries lead to useful {\em…

经典物理 · 物理学 2016-09-08 Sidney Bludman , Dallas C. Kennedy

We revisit the notion of parametrization invariance while introducing certain weakened notions of invariance in the calculus of variations. In this work, we employ a straightforward approach in the classical setting and mostly restrict…

经典分析与常微分方程 · 数学 2023-12-21 Sanjay Dharmavaram , Basant Lal Sharma

We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…

最优化与控制 · 数学 2014-05-13 Tatiana Odzijewicz , Delfim F. M. Torres

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

统计力学 · 物理学 2025-08-05 Lars Torbjørn Stutzer

In this paper we consider reduction of the stochastic Hamilton-Pontryagin principle formulated on the Pontryagin bundle of a manifold $Q$. We prove that a stochastic action invariant under the free and proper action of a Lie group $G$ drops…

数学物理 · 物理学 2026-01-15 Archishman Saha

Three objections to the canonical analytical treatment of covariant electromagnetic theory are presented: (i) only half of Maxwell's equations are present upon variation of the fundamental Lagrangian; (ii) the trace of the canonical…

经典物理 · 物理学 2016-08-26 Mark Robert Baker

The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in stochastic sampling, physics, and ecology. We first propose…

数值分析 · 数学 2025-11-18 Shan Huang , Xiaoyue Li