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In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…

Quantum Physics · Physics 2015-01-28 K. V. S. Shiv Chaitanya

We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to…

Analysis of PDEs · Mathematics 2017-03-31 Andrea Davini , Maxime Zavidovique

The k-symplectic formulation of field theories is especially simple, since only tangent and cotangent bundles are needed in its description. Its defining elements show a close relationship with those in the symplectic formulation of…

Mathematical Physics · Physics 2015-12-15 Xavier Gracia , Ruben Martin , Narciso Roman-Roy

In this paper, we present a generalization of a Hamilton--Jacobi theory to higher order implicit differential equations. We propose two different backgrounds to deal with higher order implicit Lagrangian theories: the Ostrogradsky approach…

Mathematical Physics · Physics 2020-02-19 O. Esen , M. de León , C. Sardón

The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear…

Portfolio Management · Quantitative Finance 2012-05-25 Naoyuki Ishimura , Daniel Sevcovic

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…

Machine Learning · Computer Science 2023-12-12 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

The existence and the uniqueness of solutions to some semilinear parabolic equations on homogeneous Lie groups, namely, the Fokker-Planck equation and the Hamilton-Jacobi equation, are addressed. The anisotropic geometry of the state space…

Analysis of PDEs · Mathematics 2023-07-17 Paola Mannucci , Claudio Marchi , Cristian Mendico

Gauge invariance of systems whose Hamilton-Jacobi equation is separable is improved by adding surface terms to the action fuctional. The general form of these terms is given for some complete solutions of the Hamilton-Jacobi equation. The…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Hernan De Cicco , Claudio Simeone

The Hamilton-Jacobi method of constrained systems is discussed. The equations of motion for three singular systems are obtained as total differential equations in many variables. The integrability conditions for these syatems lead us to the…

Mathematical Physics · Physics 2010-11-11 Sami I. Muslih

This paper establishes the existence, uniqueness, and global $C^{1,\beta}$ regularity of positive classical solutions to a class of quasilinear Hamilton--Jacobi--Bellman (HJB) equations with Dirichlet boundary conditions on bounded convex…

Analysis of PDEs · Mathematics 2026-03-10 Dragos-Patru Covei

The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear…

Mathematical Finance · Quantitative Finance 2023-08-08 Daniel Sevcovic , Cyril Izuchukwu Udeani

In order to get $\lambda$-models with a rich structure of $\infty$-groupoid, which we call "homotopy $\lambda$-models", a general technique is described for solving domain equations on any cartesian closed $\infty$-category (c.c.i.) with…

Logic in Computer Science · Computer Science 2025-05-13 Daniel O. Martínez-Rivillas , Ruy J. G. B. de Queiroz

In this article we prove lower and upper bounds for class numbers of algebraic curves defined over finite fields. These bounds turn out to be better than most of the previously known bounds obtained using combinatorics. The methods used in…

Number Theory · Mathematics 2014-12-09 Philippe Lebacque , Alexey Zykin

Multisymplectic geometry is an adequate formalism to geometrically describe first order classical field theories. The De Donder-Weyl equations are treated in the framework of multisymplectic geometry, solutions are identified as integral…

Mathematical Physics · Physics 2009-11-07 C. Paufler , H. Roemer

In symmetric Hamiltonian systems, relative equilibria usually arise in continuous families. The geometry of these families in the setting of free actions of the symmetry group is well-understood. Here we consider the question for non-free…

Dynamical Systems · Mathematics 2015-09-17 James Montaldi , Miguel Rodriguez-Olmos

This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…

Optimization and Control · Mathematics 2017-07-21 Daria Ghilli , Zhiping Rao , Hasnaa Zidani

This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…

Optimization and Control · Mathematics 2008-09-23 Jesper Carlsson

In this paper we continue our study of bifurcations of solutions of boundary-value problems for symplectic maps arising as Hamiltonian diffeomorphisms. These have been shown to be connected to catastrophe theory via generating functions and…

Differential Geometry · Mathematics 2023-09-22 Robert I McLachlan , Christian Offen

The abelian Chern-Simons system is treated as a constrained system using the Hamilton-Jacobi approach. The equations of motion are obtained as total differential equations in many variables. It is shown that their simultaneous solutions…

Mathematical Physics · Physics 2007-05-23 Sami I. Muslih

We propose a new way to perform path integrals in quantum mechanics by using a quantum version of Hamilton-Jacobi theory. In classical mechanics, Hamilton-Jacobi theory is a powerful formalism, however, its utility is not explored in…

High Energy Physics - Theory · Physics 2025-09-03 Mustafa Türe , Mithat Ünsal
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