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We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…

Analysis of PDEs · Mathematics 2020-06-29 M. Bertsch , F. Smarrazzo , A. Terracina , A. Tesei

We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of $\mathbb{R}^d$ in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an…

Analysis of PDEs · Mathematics 2021-04-05 Richard C. Kraaij , Mikola C. Schlottke

We investigate anisotropic (piecewise) polynomial approximation of functions in Lebesgue spaces as well as anisotropic Besov spaces. For this purpose we study temporal and spacial moduli of smoothness and their properties. In particular, we…

Numerical Analysis · Mathematics 2025-12-17 Pedro Morin , Cornelia Schneider , Nick Schneider

As an alternative to the Dirichlet counterterms prescription, I introduce the concept of Kounterterms as the boundary terms with explicit dependence on the extrinsic curvature K_{ij} that regularize the AdS gravity action. Instead of a…

High Energy Physics - Theory · Physics 2010-10-27 Rodrigo Olea

We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…

Optimization and Control · Mathematics 2026-02-18 Alessandro Alla , Filippo Mayer

We apply the long-wavelength approximation to the low energy effective string action in the context of Hamilton-Jacobi theory. The Hamilton-Jacobi equation for the effective string action is explicitly invariant under scale factor duality.…

High Energy Physics - Theory · Physics 2009-10-30 K. Saygili

We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems. We bridge the gap…

Optimization and Control · Mathematics 2024-04-23 Namkyeong Cho , Yeoneung Kim

A practical approach is presented which allows the use of a non-invariant regularization scheme for the computation of quantum corrections in perturbative quantum field theory. The theoretical control of algebraic renormalization over…

High Energy Physics - Phenomenology · Physics 2014-11-17 P. A. Grassi , T. Hurth , M. Steinhauser

For pricing American options, %after suitable discretization in space and time, a sequence of discrete linear complementarity problems (LCPs) or equivalently Hamilton-Jacobi-Bellman (HJB) equations need to be solved in a sequential…

Numerical Analysis · Mathematics 2024-05-15 Xian-Ming Gu , Jun Liu , Cornelis W. Oosterlee

We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…

Analysis of PDEs · Mathematics 2025-11-25 Serena Della Corte , Richard C. Kraaij

A light-front Hamiltonian reproducing the results of two-dimensional quantum electrodynamics in the Lorentz coordinates is constructed using the bosonization procedure and an analysis of the bosonic perturbation theory in all orders in the…

High Energy Physics - Theory · Physics 2007-05-23 S. A. Paston , E. V. Prokhvatilov , V. A. Franke

This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by the K-S equation in the Wasserstein space. A distinctive…

Analysis of PDEs · Mathematics 2025-03-05 Hexiang Wan , Jie Xiong

We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…

Probability · Mathematics 2011-10-10 Shuai Jing

Global classical solutions to the viscous Hamilton-Jacobi equation with homogenious Dirichlet boundary conditions are shown to converge to zero at the same speed as the linear heat semigroup when p > 1. For p = 1, an exponential decay to…

Analysis of PDEs · Mathematics 2007-05-23 Said Benachour , Simona Dabuleanu-Hapca , Philippe Laurençot

We establish necessary and sufficient conditions for viability of evolution inclusions with locally monotone operators in the sense of Liu and R\"ockner [J. Funct. Anal., 259 (2010), pp. 2902-2922]. This allows us to prove wellposedness of…

Optimization and Control · Mathematics 2024-12-02 Jichao Jiang , Christian Keller

In the context of the holographic correspondence, we introduce a purely extrinsic renormalization prescription, exemplified with the case of a minimally-coupled scalar field in AdS space. The counterterms depend only on the field and its…

High Energy Physics - Theory · Physics 2024-07-29 Giorgos Anastasiou , Ignacio J. Araya , Daniel Ávila , Alberto Guijosa , Sergio Patiño-López

We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with Bohr almost periodic initial data remains to be spatially almost periodic and the additive subgroup generated by its spectrum does not increase in…

Analysis of PDEs · Mathematics 2017-07-04 Evgeny Yu. Panov

The main purpose of this work is to obtain a comparison principle for viscosity solutions of a system of elliptic Walsh's spider Hamilton-Jacobi-Bellman equations, possessing a new boundary condition called non linear local-time Kirchhoff's…

Analysis of PDEs · Mathematics 2025-01-31 Isaac Ohavi

Recently, results regarding the Inverse Design problem for Conservation Laws and Hamilton-Jacobi equations with space-dependent convex fluxes were obtaine. More precisely, characterizations of attainable sets and the set of initialdata…

Analysis of PDEs · Mathematics 2023-05-16 Rinaldo M. Colombo , Vincent Perrollaz , Abraham Sylla

A configuration space version of BPHZ renormalization is proved in the realm of perturbative algebraic quantum field theory. All arguments are formulated entirely in configuration space so that the range of application is extended to…

Mathematical Physics · Physics 2021-06-25 Steffen Pottel
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