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The critical value of an eikonal equation is the unique value of a parameter for which the equation admits solutions and is deeply related to the effective Hamiltonian of a corresponding homogenization problem. We study approximation…

Numerical Analysis · Mathematics 2025-10-03 Valentina Coscetti , Marco Pozza

We apply the Hamiltonian reduction procedure to general spacetimes of 4-dimensions in the (2+2) formalism and find privileged spacetime coordinates in which the physical Hamiltonian is expressed in true degrees of freedom only, namely, the…

General Relativity and Quantum Cosmology · Physics 2013-06-12 Jong Hyuk Yoon

For two self-adjoint operators $H,A$ we show that a general commutation relation of type $[H,\mathrm{i}A]=Q(H)+K$, in addition to regularity of $H$ and Kato-smoothness of $K$, guarantee pointwise in time decay rates of diverse order. The…

Analysis of PDEs · Mathematics 2015-08-20 Manuel Larenas , Avy Soffer

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

We study a deformation of the counterdiabatic-driving Hamiltonian as a systematic strategy for an adiabatic control of quantum states. Using a unitary transformation, we design a convenient form of the driver Hamiltonian. We apply the…

Quantum Physics · Physics 2015-04-16 Kazutaka Takahashi

A method for finding the general solution to the partial differential equations: \ $F(u_x,u_y)=0$; \ $F(f(x)\:u_x,u_y)=0$ \ (or \ $F(u_x,h(y)\:u_y)=0$) \ is presented, founded on a Legendre like transformation and a theorem for Pfaffian…

Analysis of PDEs · Mathematics 2013-02-05 Maria Lewtchuk Espindola

We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for…

Numerical Analysis · Mathematics 2013-01-09 Adriano Festa , Maurizio Falcone

This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in optimal control theory. First, assuming the existence of a…

Numerical Analysis · Mathematics 2026-02-05 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

In the context of weak KAM theory, we discuss the commutators $\{T^-_t\circ T^+_t\}_{t\geqslant0}$ and $\{T^+_t\circ T^-_t\}_{t\geqslant0}$ of Lax-Oleinik operators. We characterize the relation $T^-_t\circ T^+_t=Id$ for both small time and…

Analysis of PDEs · Mathematics 2023-11-14 Piermarco Cannarsa , Wei Cheng , Jiahui Hong

We obtain some H\"older regularity estimates for an Hamilton-Jacobi with fractional time derivative of order $\alpha \in (0,1)$ cast by a Caputo derivative. The H\"older seminorms are independent of time, which allows to investigate the…

Analysis of PDEs · Mathematics 2019-06-18 Olivier Ley , Erwin Topp , Miguel Yangari

We describe a simple method for simulating time-independent Hamiltonian $H$ that could be decomposed as $H = \sum_{i=1}^m H_i$ where each $H_i$ can be efficiently simulated. Approaches relying on product formula generally work by splitting…

Quantum Physics · Physics 2024-10-22 Nhat A. Nghiem

We show that the Adomian decomposition method proposed by Ke et al [ANZIAM J. \textbf{59} (2018) 349] is just the Taylor series approach in disguise. The latter approach is simpler, more straightforward and yields a recurrence relation free…

Pricing of Securities · Quantitative Finance 2021-08-19 Francisco M. Fernández

Just like AdS spacetimes, Lifshitz spacetimes require counterterms in order to make the on-shell value of the bulk action finite. We study these counterterms using the Hamilton-Jacobi method. Rather than imposing boundary conditions from…

High Energy Physics - Theory · Physics 2012-09-13 Marco Baggio , Jan de Boer , Kristian Holsheimer

This work is devoted to the analysis of the backward problem for a viscous Hamilton-Jacobi equation with degenerate diffusion and a general Hamiltonian that is not necessarily quadratic. First, we focus on linear degenerate parabolic…

Analysis of PDEs · Mathematics 2026-03-11 S. E. Chorfi , A. Habbal , M. Jahid , L. Maniar , A. Ratnani

We reelaborate on a general method for obtaining effective Hamiltonians that describe different nonlinear optical processes. The method exploits the existence of a nonlinear deformation of the su(2) algebra that arises as the dynamical…

Quantum Physics · Physics 2009-11-07 A. B. Klimov , J. L. Romero , J. Delgado , L. L. Sanchez-Soto

Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…

Analysis of PDEs · Mathematics 2024-07-17 Yurii Averboukh

We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…

Optimization and Control · Mathematics 2022-01-03 Carlos Esteve-Yagüe , Enrique Zuazua

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Anil Damle , Joel W. Burdick

Suppose $M$ is a closed Riemannian manifold. For a $C^2$ generic (in the sense of Ma\~n\'e) Tonelli Hamiltonian $H: T^*M\rightarrow\mathbb{R}$, the minimal viscosity solution $u_\lambda^-:M\rightarrow \mathbb{R}$ of the negative discounted…

Analysis of PDEs · Mathematics 2021-12-10 Ya-Nan Wang , Jun Yan , Jianlu Zhang

This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…

Analysis of PDEs · Mathematics 2017-06-07 Jessica Guerand , Marwa Koumaiha