Related papers: Fast weak-KAM integrators for separable Hamiltonia…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
We establish the existence of smooth critical sub-solutions of the Hamilton-Jacobi equation on compact manifolds for smooth convex Hamiltonians, that is in the context of weak KAM theory, under the assumption that the Aubry set is the union…
We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…
Following the random approach of Mitake, Siconolfi,Tran and Yamada, we define a Lax--Oleinik formula adapted to evolutive weakly coupled systems of Hamilton--Jacobi equations. It is reminiscent of the corresponding scalar formula, with the…
We address the problem of simulating pair-interaction Hamiltonians in n node quantum networks where the subsystems have arbitrary, possibly different, dimensions. We show that any pair-interaction can be used to simulate any other by…
We present a framework for efficient extraction of the viscosity solutions of nonlinear Hamilton-Jacobi equations with convex Hamiltonians. These viscosity solutions play a central role in areas such as front propagation, mean-field games,…
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…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
We study a class of weakly coupled Hamilton-Jacobi systems with a specific aim to perform a qualitative analysis in the spirit of weak KAM theory. Our main achievement is the definition of a family of related action functionals containing…
Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
We prove a weak rate of convergence of a fully discrete scheme for stochastic Cahn--Hilliard equation with additive noise, where the spectral Galerkin method is used in space and the backward Euler method is used in time. Compared with the…
Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…
We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…
Nondominated sorting arranges a set of points in Euclidean space into layers by repeatedly removing the coordinatewise minimal elements. It was recently shown that nondominated sorting of random points has a Hamilton-Jacobi equation…
This paper addresses the analysis and numerical assessment of a computational method for solving the Cahn--Hilliard equation defined on a surface. The proposed approach combines the stabilized trace finite element method for spatial…
We consider a weakly coupled system of discounted Hamilton--Jacobi equations set on a closed Riemannian manifold. We prove that the corresponding solutions converge to a specific solution of the limit system as the discount factor goes to…
We present a numerical method to simulate the time evolution, according to a Hamiltonian made of local interactions, of quantum spin chains and systems alike. The efficiency of the scheme depends on the amount of the entanglement involved…