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In this note we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of $C^{1,1}_{loc}$ solutions to first order Hamilton--Jacobi--Bellman…

Optimization and Control · Mathematics 2025-04-10 Mohit Bansil , Alpár R. Mészáros

This work is devoted to review the modern geometric description of the Lagrangian and Hamiltonian formalisms of the Hamilton--Jacobi theory. The relation with the "classical" Hamiltonian approach using canonical transformations is also…

Mathematical Physics · Physics 2021-01-12 Narciso Román-Roy

In this survey, we review the classical Hamilton Jacobi theory from a geometric point of view in different geometric backgrounds. We propose a Hamilton Jacobi equation for different geometric structures attending to one particular…

Differential Geometry · Mathematics 2022-10-26 O. Esen , M. de León , M. Lainz , C. Sardón , M. Zając

In recent years it has been shown for hard sphere gas that, by retaining the correlation information, dynamical fluctuation and large deviation of empirical measure around Boltzmann equation could be proved, in addition to the classical…

Analysis of PDEs · Mathematics 2024-09-05 Chenjiayue Qi

In this work, an efficient method for constructing a complete integral of the geodesic Hamilton-Jacobi equation on pseudo-Riemannian manifolds with simply transitive groups of motions is suggested. The method is based on using a special…

Mathematical Physics · Physics 2021-03-25 A. A. Magazev

The Hamilton-Jacobi equation in the sense of Poincar\'e, i.e. formulated in the extended phase space and including regularization, is revisited building canonical transformations with the purpose of Hamiltonian reduction. We illustrate our…

Exactly Solvable and Integrable Systems · Physics 2014-02-14 Sebastián Ferrer , Martin Lara

A Hamilton-Jacobi theory for general dynamical systems, defined on fibered phase spaces, has been recently developed. In this paper we shall apply such a theory to contact Hamiltonian systems, as those appearing in thermodynamics and on…

Differential Geometry · Mathematics 2020-02-19 S. Grillo , E. Padrón

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

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

Mathematical Physics · Physics 2017-06-28 M. de León , C. Sardón

The paper is devoted to prove the existence of a local solution of the Hamilton-Jacobi equation in field theory, whence the general solution of the field equations can be obtained. The solution is adapted to the choice of the submanifold…

Mathematical Physics · Physics 2015-05-19 Danilo Bruno

We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…

Probability · Mathematics 2008-06-06 Joan-Andreu Lázaro-Camí , Juan-Pablo Ortega

The Hamiltonian treatment of constrained systems in $G\ddot{u}ler's$ formalism leads us to the total differential equations in many variables. These equations are integrable if the corresponding system of partial differential equations is a…

High Energy Physics - Theory · Physics 2007-05-23 Dumitru Baleanu , Yurdahan Guler

The Hamilton-Jacobi equation (HJE) is one of the most elegant approach to Lagrangian systems such as geometrical optics and classical mechanics, establishing the duality between trajectories and waves and paving the way naturally for the…

Classical Physics · Physics 2020-05-20 Bahram Houchmandzadeh

The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…

Optimization and Control · Mathematics 2020-02-03 Ugo Bessi

By means of numerical solutions of the quantum Hamilton Jacobi equation, a general WKB-like representation for one-dimensional wave functions is obtained. This representation is unique in the classically forbidden regions, while in the…

Quantum Physics · Physics 2014-03-05 Mario Fusco Girard

A new approach leading to the formulation of the Hamilton-Jacobi equation for field theories is investigated within the framework of jet-bundles and multi-symplectic manifolds. An algorithm associating classes of solutions to given sets of…

Mathematical Physics · Physics 2007-12-04 Danilo Bruno

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

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

In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system on Lie algebroids are given. Here we use the general properties of Lie algebroids to express and prove two geometric version of the Hamilton-Jacobi…

Mathematical Physics · Physics 2019-02-21 Gh. Haghighatdoost , R. Ayoubi

We give a new method to prove in a uniform and easy way various transformation formulas for Gauss hypergeometric functions. The key is Jacobi's canonical form of the hypergeometric differential equation. Analogy for $q$-hypergeometric…

Classical Analysis and ODEs · Mathematics 2019-09-18 Noriyuki Otsubo