Related papers: The stochastic Hamilton-Jacobi equation

We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…

In recent years it has been shown for hard sphere gas that, by retaining the correlation information, dynamical fluctuation and large deviation of empirical measure around Boltzmann equation could be proved, in addition to the classical…

This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of Hamiltonian systems in Classical Mechanics, that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure…

We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of…

We study how the classical Hamilton's principal and characteristic functions are generated from the solutions of the quantum Hamilton-Jacobi equation. While in the classically forbidden regions these quantum quantities directly tend to the…

Recently, there has been an increasing interest in modelling and computation of physical systems with neural networks. Hamiltonian systems are an elegant and compact formalism in classical mechanics, where the dynamics is fully determined…

We present a new setting of the geometric Hamilton-Jacobi theory by using the so-called time-evolution operator K. This new approach unifies both the Lagrangian and the Hamiltonian formulation of the problem developed in a previous paper…

Recently the Hamilton-Jacobi formulation for first order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi…

The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the ambient of higher-order mechanical systems, both in the Lagrangian and Hamiltonian formalisms. Thus, we state the corresponding Hamilton-Jacobi…

In this paper, we develop a Hamilton-Jacobi theory for forced Hamiltonian and Lagrangian systems. We study the complete solutions, particularize for Rayleigh systems and present some examples. Additionally, we present a method for the…

In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of…

We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…

We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…

We discuss from a bi-Hamiltonian point of view the Hamilton-Jacobi separability of a few dynamical systems. They are shown to admit, in their natural phase space, a quasi-bi-Hamiltonian formulation of Pfaffian type. This property allows us…

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

We extend Hamilton-Jacobi theory to Lagrange-Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer…