Related papers: On the differential equation $y" - (b'(x)/2b(x))y'…
We find the form of the potential depending on the coordinates and the time such that a solution, $S$, of the Hamilton--Jacobi equation yields an exact solution, $\exp ({\rm i} S/\hbar)$, of the corresponding Schr\"odinger equation.
The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…
In the present paper, we provide a detailed derivation of the stochastic Hamilton-Jacobi-Bellman equation
For a continuous Hamiltonian $H : (x, p, u) \in T^*\mathbb{R}^n \times \mathbb{R}\rightarrow \mathbb{R}$, we consider the asymptotic behavior of associated Hamilton--Jacobi equations with state-constraint $H(x, Du, \lambda u) \leq…
We give explicit formulas for a pair of linearly independent solutions of $(py')'(x)+q(x)=(\lambda_1r_1(x)+\cdots+\lambda_dr_d(x))y(x)$, thus generalizing to arbitrary $d$ previously known formulas for $d=1$. These are power series in the…
This paper is devoted to study the Lie algebra of linear symmetries of a homogenous 2nd order ODE, by the method of Kushner, Lychagin and Robstov.
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…
The Hamilton-Jacobi formalism for fermionic systems is studied. We derive the HJ equations from the canonical transformation procedure, taking into account the second class constraints typical of these systems. It is shown that these…
We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…
We introduce a ten-parameter ordinary linear differential equation of the second order with four singular points. Three of these are finite and regular whereas the fourth is irregular at infinity. We use the tridiagonal representation…
A simple method to deal with four dimensional Hamilton-Jacobi equation for null hypersurfaces is introduced. This method allows to find simple geometrical conditions which give rise to the failure of the WKB approximation on curved…
We use the adjoint methods to study the static Hamilton-Jacobi equations and to prove the speed of convergence for those equations. The main new ideas are to introduce adjoint equations corresponding to the formal linearizations of…
We construct Delaunay-type solutions for the fractional Yamabe problem with an isolated singularity $(-\Delta)^\gamma w = c_{n, \gamma} w^{\frac{n+2\gamma}{n-2\gamma}}, w>0 \ \mbox{in} \ \mathbb{R}^n \backslash \{0\}$ We follow a…
We use some properties of solutions of Riccati equation for establishing boundedness and stability criteria for solutions of second order linear ordinary differential equations. We show that the conditions on coefficients of the equations,…
In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…
We consider time-inhomogeneous, second order linear parabolic partial differential equations of the non-divergence type, and assume the ellipticity and the continuity on the coefficient of the second order derivatives and the boundedness on…
The notion of the characteristic Lie algebra of the discrete hyperbolic type equation is introduced. An effective algorithm to compute the algebra for the equation given is suggested. Examples and further applications are discussed.
This paper deals with differential equations of the form $$ \tau(y)- \lambda ^{2m} \varrho(x) y = 0, \quad \tau(y) =\sum_{k,\,s=0}^m(\tau_{k,\,s}(x)y^{(m-k)}(x))^{(m-s)}, $$ where $n=2m\geqslant 2$, $\lambda$ is the large complex parameter,…
Bagderina \cite{Bagderina2013} solved the equivalence problem for a family of scalar second-order ordinary differential equations (ODEs), with cubic nonlinearity in the first-order derivative, via point transformations. However, the…
This is a continuation of the work initiated in a previous paper on so-called driven cofactor systems, which are partially decoupling second-order differential equations of a special kind. The main purpose in that paper was to obtain an…