Related papers: The stochastic Hamilton-Jacobi equation
In order to describe the impact of different geometric structures and constraints for the dynamics of a regular controlled Hamiltonian system, in this paper, we first define a kind of controlled magnetic Hamiltonian (CMH) system, and give a…
We demonstrate a systematic method for solving the Hamilton-Jacobi equation for general relativity with the inclusion of matter fields. The generating functional is expanded in a series of spatial gradients. Each term is manifestly…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
We study the Hamilton-Jacobi formulation of effective mechanical actions associated with holographic renormalization group flows when the field theory is put on the sphere and mass terms are turned on. Although the system is supersymmetric…
Examples of non-standard construction of Hamiltonian structures for dynamical systems and the respective Hamilton-Jacobi (H-J) equations, without using Lagrangians, are presented. Alternative H-J equations for Euler top are explicitly…
Most classical mechanical systems are based on dynamical variables whose values are real numbers. Energy conservation is then guaranteed if the dynamical equations are phrased in terms of a Hamiltonian function, which then leads to…
The Hamilton-Jacobi theory of Classical Mechanics can be extended in a novel manner to systems which are fuzzy in the sense that they can be represented by wave functions. A constructive interference of the phases of the wave functions then…
We develop a constructive procedure for arriving at the Hamilton-Jacobi framework for the so-called affine in acceleration theories by analysing the canonical constraint structure. We find two scenarios in dependence of the order of the…
It is shown that the parameters contained in any two complete solutions of the Hamilton-Jacobi equation, corresponding to a given Hamiltonian, are related by means of a time-independent canonical transformation and that, in some cases, a…
We will present a consistent description of Hamiltonian dynamics on the ``symplectic extended phase space'' that is analogous to that of a time-\underline{in}dependent Hamiltonian system on the conventional symplectic phase space. The…
In this survey, we review the classical Hamilton Jacobi theory from a geometric point of view in different geometric backgrounds. We propose a Hamilton Jacobi equation for different geometric structures attending to one particular…
We investigate the stability with respect to homogenization of classes of integrals arising in the control-theoretic interpretation of some Hamilton-Jacobi equations. The prototypical case is the homogenization of energies with a Lagrangian…
Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…
In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…
We introduce a constructive method that provides the local solution of general implicit systems in arbitrary dimension via Hamiltonian type equations. A variant of this approach constructs parametrizations of the manifold, extending the…
In this Thesis we develop the geometric formulations for higher-order autonomous and non-autonomous dynamical systems, and second-order field theories. In all cases, the physical information of the system is given in terms of a Lagrangian…
In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…
We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…
We resurrect a standard construction of analytical mechanics dating from the last century. The technique allows one to pass from any dynamical system whose first order evolution equations are known, and whose bracket algebra is not…
We discuss a class of time-dependent Hamilton-Jacobi equations, where an unknown function of time is intended to keep the maximum of the solution to the constant value 0. Our main result is that the full problem has a unique viscosity…