Related papers: Complete solutions of the Hamilton-Jacobi equation…
We consider a (pseudo)Riemannian manifold of arbitrary dimension. The Hamilton-Jacobi equation for geodesic Hamiltonian admits complete separation of variables for some (separable) metrics in some (separable) coordinate systems. Separable…
We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
We consider a Hamilton-Jacobi equation where the Hamiltonian is periodic in space and coercive and convex in momentum. Combining the representation formula from optimal control theory and a theorem of Alexander, originally proved in the…
In this paper, we review the discrete Hamilton--Jacobi theory from a geometric point of view. In the discrete realm, the usual geometric interpretation of the Hamilton--Jacobi theory in terms of vector fields is not straightforward. Here,…
We provide some new integral estimates for solutions to Hamilton-Jacobi equations and we discuss several consequences, ranging from $L^p$-rates of convergence for the vanishing viscosity approximation to regularizing effects for the Cauchy…
We study the high-dimensional limit of the free energy associated with the inference problem of a rank-one nonsymmetric matrix. The matrix is expressed as the outer product of two vectors, not necessarily independent. The distributions of…
For a general mechanical system, it is shown that each solution of the Hamilton-Jacobi equation defines an N=2 pseudo-supersymmetric extension of the system, such that the usual relation of the momenta to Hamilton's principal function is…
We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation,…
We construct an explicit representation of viscosity solutions of the Cauchy problem for the Hamilton-Jacobi equation $(H,\sigma)$ on a given domain $\Omega= (0,T)\times \R^n.$ It is known that, if the Hamiltonian $H = H(t,p)$ is not a…
The equivalence of the chain method and Hamilton-Jacobi formalism is demonstrated. The stabilization algorithm of Hamilton-Jacobi formalism is clariffied and two examples are presented in details.
We study some properties of the canonical transformations in classical mechanics and quantum field theory and give a number of practical formulas concerning their generating functions. First, we give a diagrammatic formula for the…
The Hamilton-Jacobi method of constrained systems is discussed. The equations of motion of a singular system with time dependent constraints are obtained as total differential equations in many variables. The integrability conditions for…
We apply the quantum Hamilton-Jacobi formalism, naturally defined in the complex domain, to a number of complex Hamiltonians, characterized by discrete parity and time reversal (PT) symmetries and obtain their eigenvalues and…
Hamiltonian formulation of N=3 systems is considered in general. The Jacobi equation is solved in three classes. Compatible Poisson structures in these classes are determined and explicitly given. The corresponding bi-Hamiltonian systems…
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.
From the literature it is known that orthogonal polynomials as the Jacobi polynomials can be expressed by hypergeometric series. In this paper, the authors derive several contiguous relations for terminating multivariate hypergeometric…
We show that any classical solution of the diffusive Hamilton-Jacobi (DHJ) equation $-\Delta u= |\nabla u|^p$ in a half-space with zero boundary conditions for $1<p\le 2$ is necessarily one-dimensional. This improves the previously known…
We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. We present a new and simple proof of the rate of convergence of the approximations based on the adjoint method recently…