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We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

Analysis of PDEs · Mathematics 2011-08-22 Scott N. Armstrong , Panagiotis E. Souganidis

Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…

Statistical Mechanics · Physics 2007-05-23 Julien Tailleur , Sorin Tanase-Nicola , Jorge Kurchan

The real coordinates separating geodesic Hamilton-Jacobi equation on three-dimensional Minkowski space in several cases cannot be defined in the whole space. We show through an example how to naturally extend them to complex variables…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Luca Degiovanni , Giovanni Rastelli

A necessary and sufficient condition for a parameter transformation that leaves invariant the energy of a one dimensional autonomous system is obtained. Using a parameter transformation the Hamilton-Jacobi equation is solved by a…

Mathematical Physics · Physics 2007-05-23 G. Gonzalez

The paper is concerned with the properties of the distance function from a closed subset of a Riemannian manifold, with particular attention to the set of singularities.

Analysis of PDEs · Mathematics 2013-06-05 Carlo Mantegazza , Andrea Carlo Mennucci

In this paper, we establish a connection between the spectral theory of the Koopman operator and the solution of the Hamilton Jacobi (HJ) equation. The HJ equation occupies a central place in systems theory, and its solution is of interest…

Dynamical Systems · Mathematics 2025-04-11 Umesh Vaidya

A short review of basic formulas from Hamiltonian formalism in classical mechanics in the case when Lagrangian contains N time-derivatives of n coordinate variables. For non-local models N=infinity.

High Energy Physics - Theory · Physics 2008-12-25 A. Morozov

We can incorporate a "time" evolution into thermodynamics as a Hamilton-Jacobi dynamics. A set of the equations of states in thermodynamics is considered as the generalized eikonal equation, which is equivalent to Hamilton-Jacobi equation.…

Information Theory · Computer Science 2021-08-16 Tatsuaki Wada , Antonio M. Scarfone , Hiroshi Matsuzoe

We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…

Analysis of PDEs · Mathematics 2026-05-22 Seho Park

We explore the Jacobi Last Multiplier as a means for deriving the Lagrangian of a fourth-order differential equation. In particular we consider the classical problem of the Pais-Uhlenbeck oscillator and write down the accompanying…

Mathematical Physics · Physics 2013-02-07 B. Bagchi , A. Ghose Choudhury , Partha Guha

It has earlier been argued that there should exist a formulation of quantum mechanics which does not refer to a background spacetime. In this paper we propose that, for a relativistic particle, such a formulation is provided by a…

General Relativity and Quantum Cosmology · Physics 2007-05-23 T. P. Singh

We consider solutions of Lagrangian variational problems with linear constraints on the derivative. These solutions are given by curves $\gamma$ in a differentiable manifold $M$ that are everywhere tangent to a smooth distribution $\mathcal…

Optimization and Control · Mathematics 2007-05-23 Paolo Piccione , Daniel V. Tausk

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

Analysis of PDEs · Mathematics 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

Analysis of PDEs · Mathematics 2016-11-11 Benjamin Seeger

A challenging issue in General Relativity concerns the determination of the manifestly-covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant…

General Relativity and Quantum Cosmology · Physics 2017-05-24 Claudio Cremaschini , Massimo Tessarotto

We prove stochastic homogenization for a general class of coercive, nonconvex Hamilton-Jacobi equations in one space dimension. Some properties of the effective Hamiltonian arising in the nonconvex case are also discussed.

Analysis of PDEs · Mathematics 2014-10-28 S. N. Armstrong , H. V. Tran , Y. Yu

We generalize the Hamilton-Jacobi formulation for higher order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraint structure present in such systems.

High Energy Physics - Theory · Physics 2007-05-23 B. M. Pimentel , R. G. Teixeira

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…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

In this paper, we study a class of time-periodic stochastic Tonelli Lagrangians on compact manifolds. Precisely, we discuss the stochastic Mane Critical Value, prove the existence of stochastic Weak KAM solutions of the related…

Dynamical Systems · Mathematics 2020-09-22 Liang Chen

It is well known that nonrelativistic quantum mechanics presents a clear asymmetry between space and time. Much of this asymmetry is attributed to the lack of Lorentz invariance of the theory. Nonetheless, a recent work [Phys. Rev. A…

Quantum Physics · Physics 2017-12-12 Ricardo Ximenes , Eduardo O. Dias