Related papers: Two semi-Lagrangian fast methods for Hamilton-Jaco…
The high-order hybridizable discontinuous Galerkin (HDG) method combining with an implicit iterative scheme is used to find the steady-state solution of the Boltzmann equation with full collision integral on two-dimensional triangular…
We propose an optimization algorithm called Frictionless Hamiltonian Descent, which is a direct counterpart of classical Hamiltonian Monte Carlo in sampling. We analyze Frictionless Hamiltonian Descent for strongly convex quadratic…
We prove that a Hamilton-Jacobi equation in 1D with periodic forcing has a set of generalized solutions such that each solution is a sum of linear and continuous periodic functions; we also give a condition of uniqueness of this solution in…
In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…
This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…
We compute the large-scale limit of the free energy associated with the problem of inference of a finite-rank matrix. The method follows the principle put forward in arXiv:1811.01432 which consists in identifying a suitable Hamilton-Jacobi…
It is shown that the parameters contained in any two complete solutions of the Hamilton-Jacobi equation, corresponding to a given Hamiltonian, are related by means of a time-independent canonical transformation and that, in some cases, a…
The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…
We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…
In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…
The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…
In this paper, we present a scalable deep learning approach to solve opinion dynamics stochastic optimal control problems with mean field term coupling in the dynamics and cost function. Our approach relies on the probabilistic…
In this paper, we present several unconditionally energy-stable invariant energy quadratization (IEQ) finite element methods (FEMs) with linear, first- and second-order accuracy for solving both the Cahn-Hilliard equation and the Allen-Cahn…
We introduce the use of the Fast Multipole Method (FMM) to speed up gravitational lensing ray tracing calculations. The method allows very fast calculation of ray deflections when a large number of deflectors, $N_*$, is involved, while…
In this paper, we combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational…
James' effective Hamiltonian method has been extensively adopted to investigate largely detuned interacting quantum systems. This method is just corresponding to the second-order perturbation theory, and cannot be exploited to treat the…
In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system…
Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…
We present a simple algorithm to approximate the viscosity solution of Hamilton-Jacobi (HJ) equations by means of an artificial deep neural network. The algorithm uses a stochastic gradient descent-based method to minimize the least square…