Related papers: Hamilton-Jacobi method for molecular distribution …
A fractional Hamiltonian formalism is introduced for the recent combined fractional calculus of variations. The Hamilton-Jacobi partial differential equation is generalized to be applicable for systems containing combined Caputo fractional…
When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
The Hamilton-Jacobi equation for a Hamiltonian section on a Lie affgebroid is introduced and some examples are discussed.
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We prove that the Hamilton Jacobi equation for an arbitrary Hamiltonian $H$ (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical $C^{1,\alpha}$ solutions. The proof is achieved using…
The Hamilton-Jacobi equation of classical mechanics is approached as a model reduction of conservative particle mechanics where the velocity degrees-of-freedom are eliminated. This viewpoint allows an extension of the association of the…
We consider the road-field reaction-diffusion model introduced by Berestycki, Roquejoffre, and Rossi. By performing a "thin-front limit," we are able to deduce a Hamilton-Jacobi equation with a suitable effective Hamiltonian on the road…
We survey some results on Lipschitz and Schauder regularity estimates for viscous Hamilton--Jacobi equations with subcritical L\'evy diffusions. The Schauder estimates, along with existence of smooth solutions, are obtained with the help of…
Presenting a general phase approach to stochastic processes we analyze in particular the Fokker-Planck equation for the noisy Burgers equation and discuss the time dependent and stationary probability distributions. In one dimension we…
In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…
In this work, we study a new spectral Petrov-Galerkin approximation of space-time fractional reaction-diffusion equations with viscosity terms built by Riemann-Liouville fractional-order derivatives. The proposed method is reliant on…
In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
Fractional kinetic theory plays a vital role in describing anomalous diffusion in terms of complex dynamics generating semi-Markovian processes. Recently, the variational principle and associated Levy Ansatz have been proposed in order to…
In this work we present the simplest generic form of the propagator for the time-dependent quadratic Hamiltonian. We manifest the simplicity of our method by giving explicitly the propagators for a free particle in time-dependent electric…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
All equivalence classes for electromagnetic potentials and space-time metrics of Stackel spaces, provided that Hamilton-Jacobi equation and Klein-Gordon-Fock equation for a charged test particle can be integrated by the method of complete…
Quantum dynamics simulations of reactive molecular processes are commonly performed in a low-dimensional space spanned by highly optimized reactive coordinates. Usually, these sets of reactive coordinates consist of non-linear coordinates.…