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In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of Hamiltonian systems in Classical Mechanics, that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure…

Mathematical Physics · Physics 2016-07-06 M. de León , C. Sardón

We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…

Analysis of PDEs · Mathematics 2022-08-16 Rodrigo Bazaes , Alexander Mielke , Chiranjib Mukherjee

The Hamilton-Jacobi equation of relativistic quantum mechanics is revisited. The equation is shown to permit solutions in the form of breathers (oscillating/spinning solitons), displaying simultaneous particle-like and wave-like behavior.…

Quantum Physics · Physics 2009-12-31 Gregory I. Sivashinsky

This paper introduces a novel methodology that leverages the Hamilton-Jacobi solution to enhance non-linear model predictive control (MPC) in scenarios affected by navigational uncertainty. Using Hamilton-Jacobi-Theoretic approach, a…

Optimization and Control · Mathematics 2025-04-01 Amit Jain , Roshan T. Eapen , Puneet Singla

We study continuous dependence estimates for viscous Hamilton- Jacobi equations defined on a network Gamma. Given two Hamilton-Jacobi equations, we prove an estimate of the C2-norm of the difference between the corresponding solutions in…

Analysis of PDEs · Mathematics 2023-03-09 Fabio Camilli , Claudio Marchi

In this paper, we construct Hamilton-Jacobi equations for a great variety of mechanical systems (nonholonomic systems subjected to linear or affine constraints, dissipative systems subjected to external forces, time-dependent mechanical…

Mathematical Physics · Physics 2015-05-14 P. Balseiro , J. C. Marrero , D. Martin de Diego , E. Padron

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin

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

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…

Mathematical Physics · Physics 2015-09-02 Manuel de León , David Martín de Diego , Miguel Vaquero

The classical and relativistic Hamilton-Jacobi approach is applied to the one-dimensional homogeneous potential, $V(q)=\alpha q^n$, where $\alpha$ and $n$ are continuously varying parameters. In the non-relativistic case, the exact…

General Relativity and Quantum Cosmology · Physics 2015-06-25 R. C. Santos , J. Santos , J. A. S. Lima

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

We discuss a general procedure for arriving at the Hamilton-Jacobi equation of second-class constrained systems, and illustrate it in terms of a number of examples by explicitely obtaining the respective Hamilton principal function, and…

High Energy Physics - Theory · Physics 2015-06-26 K D Rothe , F G Scholtz

The abelian Chern-Simons system is treated as a constrained system using the Hamilton-Jacobi approach. The equations of motion are obtained as total differential equations in many variables. It is shown that their simultaneous solutions…

Mathematical Physics · Physics 2007-05-23 Sami I. Muslih

This paper is concerned with the spreading speeds of nonlocal dispersal predator-prey systems in shifting habitats under general initial conditions. By employing geometric optics techniques and theory of viscosity solutions, we reformulate…

Analysis of PDEs · Mathematics 2026-04-17 Wen Tao , Wan-Tong Li , Shigui Ruan , Wen-Bing Xu

In this manuscript, we investigate importance sampling methods for rare-event simulation in diffusion processes. We show, from a large-deviation perspective, that the resulting importance sampling estimator is log-efficient. This connection…

Numerical Analysis · Mathematics 2025-12-22 Zhiwei Gao

In this paper, we start with the quantum Hamilton-Jacobi approach and show that the underlying complex pole evolution of the Schr\"odinger equation is described by the quantum action in terms of a random matrix. The wave function is given…

Quantum Physics · Physics 2022-01-05 K. Haritha , K. V. S. Shiv Chaitanya

In the present paper, we provide a detailed derivation of the stochastic Hamilton-Jacobi-Bellman equation

Optimization and Control · Mathematics 2023-12-11 Vasil Yordanov

We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the…

Analysis of PDEs · Mathematics 2013-10-30 Filippo Cagnetti , Diogo Gomes , Hiroyoshi Mitake , Hung Tran

We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a…

Analysis of PDEs · Mathematics 2022-11-30 Yves Achdou , Claude Le Bris
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