Related papers: The stochastic Hamilton-Jacobi equation
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…
Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…
A hybrid system is a system whose dynamics is given by a mixture of both continuous and discrete transitions. In particular, these systems can be utilised to describe the dynamics of a mechanical system with impacts. Based on the approach…
We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…
We show that the dynamics of a quantum system can be represented by the dynamics of an underlying classical systems obeying the Hamilton equations of motion. This is achieved by transforming the phase space of dimension $2n$ into a Hilbert…
In this paper we aim at addressing the globalization problem of Hamilton-DeDonder-Weyl equations on a local $k$-symplectic framework and we introduce the notion of {\it locally conformal $k$-symplectic (l.c.k-s.) manifolds}. This formalism…
We discuss a general procedure for arriving at the Hamilton-Jacobi equation of second-class constrained systems, and illustrate it in terms of a number of examples by explicitely obtaining the respective Hamilton principal function, and…
This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential…
A systematic construction of St\"{a}ckel systems in separated coordinates and its relation to bi-Hamiltonian formalism are considered. A general form of related hydrodynamic systems, integrable by the Hamilton-Jacobi method, is derived. One…
In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm…
In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…
We develop Hamilton-Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a…
The Hamilton-Jacobi equation in the sense of Poincar\'e, i.e. formulated in the extended phase space and including regularization, is revisited building canonical transformations with the purpose of Hamiltonian reduction. We illustrate our…
Using Dirac's approach to constrained dynamics, the Hamiltonian formulation of regular higher order Lagrangians is developed. The conventional description of such systems due to Ostrogradsky is recovered. However, unlike the latter, the…
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…
It is shown that given an arbitrary canonical transformation and an arbitrary Hamiltonian, there is a naturally defined mapping that sends any solution of the Hamilton-Jacobi (HJ) equation into a solution of the HJ equation corresponding to…
We describe a symplectic approach towards thermodynamics in which thermodynamic transformations are described by (symplectic) Hamiltonian dynamics. Upon identifying the spaces of equilibrium states with Lagrangian submanifolds of a…
After a brief survey of the definition and the properties of Lambda-symmetries in the general context of dynamical systems, the notion of "Lambda-constant of motion'' for Hamiltonian equations is introduced. If the Hamiltonian problem is…
We derive the dynamics of several rigid bodies of arbitrary shape in a 2-dimensional inviscid and incompressible fluid, whose vorticity field is given by point vortices. We adopt the idea of Vankerschaver et al. (2009) to derive the…