English
Related papers

Related papers: The stochastic Hamilton-Jacobi equation

200 papers

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

Analysis of PDEs · Mathematics 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…

Mathematical Physics · Physics 2007-05-23 Wlodzimierz M. Tulczyjew

In this article one introduces a formalism of classical mechanics where complex Lagrangian functions are admitted. The results include complex versions of the Lagrangian function, of the Euler-Lagrange equation, of the Hamilton principle, a…

Mathematical Physics · Physics 2026-02-03 Sergio Giardino

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…

Analysis of PDEs · Mathematics 2021-03-02 Pierre Cardaliaguet , Benjamin Seeger

General analytical solutions of the Quantum Hamilton Jacobi Equation for conservative one-dimensional or reducible motion are presented and discussed. The quantum Hamilton's characteristic function and its derivative, i.e. the quantum…

Quantum Physics · Physics 2015-12-07 Mario Fusco Girard

In this paper we analyze two different functional formulations of classical mechanics. In the first one the Jacobi fields are represented by bosonic variables and belong to the vector (or its dual) representation of the symplectic group. In…

Quantum Physics · Physics 2015-06-26 E. Deotto , E. Gozzi , D. Mauro

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.

Analysis of PDEs · Mathematics 2020-07-09 Bruno Ziliotto

We show that there exists an underlying manifold with a conformal metric and compatible connection form, and a metric type Hamiltonian (which we call the geometrical picture) that can be put into correspondence with the usual…

Classical Physics · Physics 2016-07-26 L. P. Horwitz , A. Yahalom , J. Levitan , M. Lewkowicz

The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…

Numerical Analysis · Mathematics 2018-03-26 Kohei Soga

In this paper, we derive a "hamiltonian formalism" for a wide class of mechanical systems, including classical hamiltonian systems, nonholonomic systems, some classes of servomechanism... This construction strongly relies in the geometry…

Mathematical Physics · Physics 2008-11-27 P. Balseiro , M. de Leon , J. C. Marrero , D. Martin de Diego

Hamiltonian mechanics of field theory can be formulated in a generally covariant and background independent manner over a finite dimensional extended configuration space. The physical symplectic structure of the theory can then be defined…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Carlo Rovelli

A description of Lagrangian and Hamiltonian formalisms naturally arisen from the invariance structure of given nonlinear dynamical systems on the infinite--dimensional functional manifold is presented. The basic ideas used to formulate the…

Symplectic Geometry · Mathematics 2007-05-23 Yarema A. Prykarpatsky , Anatoliy M. Samoilenko

The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…

High Energy Physics - Theory · Physics 2009-10-30 Vipul Periwal

A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…

Probability · Mathematics 2025-12-02 Javier de Lucas , Marcin Zając

Studying the behaviour of a quantum field in a classical, curved, spacetime is an extraordinary task which nobody is able to take on at present time. Independently by the fact that such problem is not likely to be solved soon, still we…

General Relativity and Quantum Cosmology · Physics 2017-09-06 R. Di Criscienzo , L. Vanzo , S. Zerbini

Classical geometric mechanics, including the study of symmetries, Lagrangian and Hamiltonian mechanics, and the Hamilton-Jacobi theory, are founded on geometric structures such as jets, symplectic and contact ones. In this paper, we shall…

Mathematical Physics · Physics 2023-06-09 Qiao Huang , Jean-Claude Zambrini

The classical Hamilton equations of motion yield a structure sufficiently general to handle an almost arbitrary set of ordinary differential equations. Employing elementary algebraic methods, it is possible within the Hamiltonian structure…

Classical Physics · Physics 2008-07-30 B. Aycock , A. Roe , J. L. Silverberg , A. Widom

We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual…

Analysis of PDEs · Mathematics 2007-05-23 G. Dal Maso , H. Frankowska