43 research outputs found

    Noether's symmetry theorem for nabla problems of the calculus of variations

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    We prove a Noether-type symmetry theorem and a DuBois-Reymond necessary optimality condition for nabla problems of the calculus of variations on time scales.Comment: Submitted 20/Oct/2009; Revised 27/Jan/2010; Accepted 28/July/2010; for publication in Applied Mathematics Letter

    Optimality conditions for the calculus of variations with higher-order delta derivatives

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    We prove the Euler-Lagrange delta-differential equations for problems of the calculus of variations on arbitrary time scales with delta-integral functionals depending on higher-order delta derivatives.Comment: Submitted 26/Jul/2009; Revised 04/Aug/2010; Accepted 09/Aug/2010; for publication in "Applied Mathematics Letters

    Transversality Conditions for Infinite Horizon Variational Problems on Time Scales

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    We consider problems of the calculus of variations on unbounded time scales. We prove the validity of the Euler-Lagrange equation on time scales for infinite horizon problems, and a new transversality condition.Comment: Submitted 6-October-2009; Accepted 19-March-2010 in revised form; for publication in "Optimization Letters"

    A General Backwards Calculus of Variations via Duality

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    We prove Euler-Lagrange and natural boundary necessary optimality conditions for problems of the calculus of variations which are given by a composition of nabla integrals on an arbitrary time scale. As an application, we get optimality conditions for the product and the quotient of nabla variational functionals.Comment: Submitted to Optimization Letters 03-June-2010; revised 01-July-2010; accepted for publication 08-July-201

    Leitmann's direct method of optimization for absolute extrema of certain problems of the calculus of variations on time scales

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    The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. This includes the discrete-time, the quantum, and the continuous/classical calculus of variations as particular cases. In this note we follow Leitmann's direct method to give explicit solutions for some concrete optimal control problems on an arbitrary time scale.Comment: Accepted for publication (9/January/2010) in Applied Mathematics and Computatio

    Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales

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    We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and discrete settings: our results seem new and interesting even in the particular cases when the time scale is the set of real numbers or the set of integers.Comment: This is a preprint of a paper whose final and definite form will appear in Journal of Optimization Theory and Applications (JOTA). Paper submitted 17-Nov-2011; revised 24-March-2012 and 10-April-2012; accepted for publication 15-April-201

    Noether's Theorem on Time Scales

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    We show that for any variational symmetry of the problem of the calculus of variations on time scales there exists a conserved quantity along the respective Euler-Lagrange extremals.Comment: Partially presented at the 6th International ISAAC Congress, August 13 to August 18, 2007, Middle East Technical University, Ankara, Turke

    Visibility graphs of fractional Wu-Baleanu time series

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    [EN] We study time series generated by the parametric family of fractional discrete maps introduced by Wu and Baleanu, presenting an alternative way of introducing these maps. For the values of the parameters that yield chaotic time series, we have studied the Shannon entropy of the degree distribution of the natural and horizontal visibility graphs associated to these series. In these cases, the degree distribution can be fitted with a power law. We have also compared the Shannon entropy and the exponent of the power law fitting for the different values of the fractionary exponent and the scaling factor of the model. Our results illustrate a connection between the fractionary exponent and the scaling factor of the maps, with the respect to the onset of the chaos.J.A. Conejero is supported Ministerio de Economia y Competitividad Grant Project MTM2016-75963-P. Carlos Lizama is supported by CONICYT, under Fondecyt Grant number 1180041. Cristobal Rodero-Gomez is funded by European Commission H2020 research and Innovation programme under the Marie Sklodowska-Curie grant agreement No. 764738.Conejero, JA.; Lizama, C.; Mira-Iglesias, A.; Rodero-Gómez, C. (2019). Visibility graphs of fractional Wu-Baleanu time series. The Journal of Difference Equations and Applications. 25(9-10):1321-1331. https://doi.org/10.1080/10236198.2019.1619714S13211331259-10Anand, K., & Bianconi, G. (2009). Entropy measures for networks: Toward an information theory of complex topologies. Physical Review E, 80(4). doi:10.1103/physreve.80.045102Barabási, A.-L., & Albert, R. (1999). Emergence of Scaling in Random Networks. Science, 286(5439), 509-512. doi:10.1126/science.286.5439.509Brzeziński, D. W. (2017). Comparison of Fractional Order Derivatives Computational Accuracy - Right Hand vs Left Hand Definition. Applied Mathematics and Nonlinear Sciences, 2(1), 237-248. doi:10.21042/amns.2017.1.00020Brzeziński, D. W. (2018). Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus. Applied Mathematics and Nonlinear Sciences, 3(2), 487-502. doi:10.2478/amns.2018.2.00038DONNER, R. V., SMALL, M., DONGES, J. F., MARWAN, N., ZOU, Y., XIANG, R., & KURTHS, J. (2011). RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS. International Journal of Bifurcation and Chaos, 21(04), 1019-1046. doi:10.1142/s0218127411029021Edelman, M. (2015). On the fractional Eulerian numbers and equivalence of maps with long term power-law memory (integral Volterra equations of the second kind) to Grünvald-Letnikov fractional difference (differential) equations. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(7), 073103. doi:10.1063/1.4922834Edelman, M. (2018). On stability of fixed points and chaos in fractional systems. Chaos: An Interdisciplinary Journal of Nonlinear Science, 28(2), 023112. doi:10.1063/1.5016437Gao, Z.-K., Small, M., & Kurths, J. (2016). Complex network analysis of time series. EPL (Europhysics Letters), 116(5), 50001. doi:10.1209/0295-5075/116/50001Iacovacci, J., & Lacasa, L. (2016). Sequential visibility-graph motifs. Physical Review E, 93(4). doi:10.1103/physreve.93.042309Indahl, U. G., Naes, T., & Liland, K. H. (2018). A similarity index for comparing coupled matrices. Journal of Chemometrics, 32(10), e3049. doi:10.1002/cem.3049Kantz, H., & Schreiber, T. (2003). Nonlinear Time Series Analysis. doi:10.1017/cbo9780511755798Lacasa, L., & Iacovacci, J. (2017). Visibility graphs of random scalar fields and spatial data. Physical Review E, 96(1). doi:10.1103/physreve.96.012318Lacasa, L., Luque, B., Ballesteros, F., Luque, J., & Nuño, J. C. (2008). From time series to complex networks: The visibility graph. Proceedings of the National Academy of Sciences, 105(13), 4972-4975. doi:10.1073/pnas.0709247105Lizama, C. (2015). lp-maximal regularity for fractional difference equations on UMD spaces. Mathematische Nachrichten, 288(17-18), 2079-2092. doi:10.1002/mana.201400326Lizama, C. (2017). The Poisson distribution, abstract fractional difference equations, and stability. Proceedings of the American Mathematical Society, 145(9), 3809-3827. doi:10.1090/proc/12895Luque, B., Lacasa, L., Ballesteros, F., & Luque, J. (2009). Horizontal visibility graphs: Exact results for random time series. Physical Review E, 80(4). doi:10.1103/physreve.80.046103Luque, B., Lacasa, L., Ballesteros, F. J., & Robledo, A. (2011). Feigenbaum Graphs: A Complex Network Perspective of Chaos. PLoS ONE, 6(9), e22411. doi:10.1371/journal.pone.0022411Luque, B., Lacasa, L., & Robledo, A. (2012). Feigenbaum graphs at the onset of chaos. Physics Letters A, 376(47-48), 3625-3629. doi:10.1016/j.physleta.2012.10.050May, R. M. (1976). Simple mathematical models with very complicated dynamics. Nature, 261(5560), 459-467. doi:10.1038/261459a0Núñez, Á. M., Luque, B., Lacasa, L., Gómez, J. P., & Robledo, A. (2013). Horizontal visibility graphs generated by type-I intermittency. Physical Review E, 87(5). doi:10.1103/physreve.87.052801Ravetti, M. G., Carpi, L. C., Gonçalves, B. A., Frery, A. C., & Rosso, O. A. (2014). Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph. PLoS ONE, 9(9), e108004. doi:10.1371/journal.pone.0108004Robledo, A. (2013). Generalized Statistical Mechanics at the Onset of Chaos. Entropy, 15(12), 5178-5222. doi:10.3390/e15125178Shannon, C. E. (1948). A Mathematical Theory of Communication. Bell System Technical Journal, 27(3), 379-423. doi:10.1002/j.1538-7305.1948.tb01338.xSong, C., Havlin, S., & Makse, H. A. (2006). Origins of fractality in the growth of complex networks. Nature Physics, 2(4), 275-281. doi:10.1038/nphys266West, J., Lacasa, L., Severini, S., & Teschendorff, A. (2012). Approximate entropy of network parameters. Physical Review E, 85(4). doi:10.1103/physreve.85.046111Wu, G.-C., & Baleanu, D. (2013). Discrete fractional logistic map and its chaos. Nonlinear Dynamics, 75(1-2), 283-287. doi:10.1007/s11071-013-1065-7Wu, G.-C., & Baleanu, D. (2014). Discrete chaos in fractional delayed logistic maps. Nonlinear Dynamics, 80(4), 1697-1703. doi:10.1007/s11071-014-1250-3Zhang, J., & Small, M. (2006). Complex Network from Pseudoperiodic Time Series: Topology versus Dynamics. Physical Review Letters, 96(23). doi:10.1103/physrevlett.96.23870

    The Second Euler-Lagrange Equation of Variational Calculus on Time Scales

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    The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. In this paper we prove the second Euler-Lagrange necessary optimality condition for optimal trajectories of variational problems on time scales. As an example of application of the main result, we give an alternative and simpler proof to the Noether theorem on time scales recently obtained in [J. Math. Anal. Appl. 342 (2008), no. 2, 1220-1226].Comment: This work was partially presented at the Workshop in Control, Nonsmooth Analysis and Optimization, celebrating Francis Clarke's and Richard Vinter's 60th birthday, Porto, May 4-8, 2009. Submitted 26-May-2009; Revised 12-Jan-2010; Accepted 29-March-2010 in revised form; for publication in the European Journal of Contro

    The Hahn Quantum Variational Calculus

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    We introduce the Hahn quantum variational calculus. Necessary and sufficient optimality conditions for the basic, isoperimetric, and Hahn quantum Lagrange problems, are studied. We also show the validity of Leitmann's direct method for the Hahn quantum variational calculus, and give explicit solutions to some concrete problems. To illustrate the results, we provide several examples and discuss a quantum version of the well known Ramsey model of economics.Comment: Submitted: 3/March/2010; 4th revision: 9/June/2010; accepted: 18/June/2010; for publication in Journal of Optimization Theory and Application
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