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To perform fits to data, it is most useful to consider yet another mathematically equivalent representation to Eqs. (25) and (26), a Lagrangian ($L$) representation in a path-integral context [6]. (This reference contains many references to other published works.) The long-time probability distribution $P$ at time $t_f = u\Delta t + t_0$, evolving from time $t_0$, in terms of the discrete index $s$, is given by

P= ⁣DMexp(s=0uΔtLs),P = \int \dots \int \underline{DM} \exp(-\sum_{s=0}^{u} \Delta t L_s),

DM=g0+1/2(2πΔt)1/2s=1ugs+1/2G=1Θ(2πΔt)1/2dMsG,\underline{DM} = g_{0+}^{1/2} (2\pi\Delta t)^{-1/2} \prod_{s=1}^{u} g_{s+}^{1/2} \prod_{G=1}^{\Theta} (2\pi\Delta t)^{-1/2} dM_s^G,

L=12(M˙GhG)gGG(M˙GhG)+12hG;G+R/6V,L = \frac{1}{2}(\dot{M}^G - h^G)g_{GG'}(\dot{M}^{G'} - h^{G'}) + \frac{1}{2}h^G{}_{;G} + R/6 - V,

[],G=[]MG,[\cdots]_{,G} = \frac{\partial[\cdots]}{\partial M^G},

hG=gG12g1/2(g1/2gGG),G,h^G = g^G - \frac{1}{2}g^{-1/2}(g^{1/2}g^{GG'})_{,G},

gGG=(gGG)1,g_{GG'} = (g^{GG'})^{-1},

gs[MG(tˉs),tˉs]=det(gGG)s,gs+=gs[Ms+1G,tˉs],g_s[M^G(\bar{t}_s), \bar{t}_s] = \det(g_{GG'})_s, \quad g_{s+} = g_s[M_{s+1}^G, \bar{t}_s],

MG(tˉs)=12(Ms+1G+MsG),M˙G(tˉs)=(Ms+1GMsG)/Δt,M^G(\bar{t}_s) = \frac{1}{2}(M_{s+1}^G + M_s^G), \quad \dot{M}^G(\bar{t}_s) = (M_{s+1}^G - M_s^G)/\Delta t,

tˉs=ts+Δt/2,\bar{t}_s = t_s + \Delta t/2,

hG;G=hG,G+ΓGFFhG=g1/2(g1/2hG),G,h^G{}_{;G} = h^G{}_{,G} + \Gamma^F_{GF} h^G = g^{-1/2}(g^{1/2}h^G)_{,G},

ΓJKFgLF[JK,L]=gLF(gJL,K+gKL,JgJK,L),\Gamma^F_{JK} \equiv g^{LF}[JK,L] = g^{LF}(g_{JL,K} + g_{KL,J} - g_{JK,L}),

R=gJLRJL=gJLgJKRFJK,R = g^{JL} R_{JL} = g^{JL} g^{JK} R_{FJK},

RFJKL=12(gFK,JLgJK,FLgFL,JK+gJL,FK)+gMN(ΓFKMΓJLNΓFLMΓJKN),(28)R_{FJKL} = \frac{1}{2}(g_{FK,JL} - g_{JK,FL} - g_{FL,JK} + g_{JL,FK}) \\ +g_{MN}(\Gamma^M_{FK}\Gamma^N_{JL} - \Gamma^M_{FL}\Gamma^N_{JK}), \qquad (28)

Such a path-integral representation may be derived directly for many systems, ranging from nuclear physics [11], to neuroscience [12-15]. (These references for both systems contain many references to other published papers.) In nuclear physics, the parameters include coupling constants and masses of mesons. In neuroscience, the parameters include chemical and electrical synaptic parameters, obtained by averaging over millions of synapses within minicolumnar structures of hundreds of neurons.

In the combat models, even relatively simple functional drifts and diffusions give rise to Lagrangians nonlinear in their underlying parameters. Even extremely simple Lagrangians can present subtle nonlinearities [16]. In the nuclear physics and neuroscience systems, the drifts and diffusions are quite nonlinear in their underlying variables ($M^G$), as well as being nonlinear in their underlying parameters. (For the nuclear physics quantum-mechanical problem, cost-