Related papers: Complete solutions of the Hamilton-Jacobi equation…
We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…
The Hamilton-Jacobi method which can be used for solving this equation has been presented. The solution of the equation suggests that there exist some second order linear ordinary differential equations whose resolution can be done by means…
We address the problem of the separation of variables for the Hamilton-Jacobi equation within the theoretical scheme of bi-Hamiltonian geometry. We use the properties of a special class of bi-Hamiltonian manifolds, called omega-N manifolds,…
In this article we provide a Hamilton-Jacobi formalism in locally conformally symplectic manifolds. Our interest in the Hamilton-Jacobi theory comes from the suitability of this theory as an integration method for dynamical systems, whilst…
We present previous results on the general solution of the multidimensional Hamilton-Jacobi equation $\frac{\partial u}{\partial t} - \frac{\partial u}{\partial x_a} \frac{\partial u}{\partial x_a}= 0$ and methods that were used to find…
We investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic…
The time dependent Eikonal equation is a Hamilton-Jacobi equation with Hamiltonian $H(P)=|P|$, which is not strictly convex nor smooth. The regularizing effect of Hamiltonian for the Eikonal equation is much weaker than that of strictly…
This work is devoted to the studies of a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian, which comes from the dynamics of a multipeakon in the Camassa--Holm equation. It is given by a quadratic form with a singular…
This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…
Reaction paths and classical and quantum trajectories are studied within a generalized Hamilton-Jacobi framework, which allows to put on equal footing topology and dynamics in chemical reactivity problems. In doing so, we show how…
The multiplicative Hamiltonian flow on the phase space for a system with 1 degree of freedom was constituted from infinite hierarchy Hamiltonian flows. A new type of canonical transformation associated with the multiplicative Hamiltonian…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
A simple method to deal with four dimensional Hamilton-Jacobi equation for null hypersurfaces is introduced. This method allows to find simple geometrical conditions which give rise to the failure of the WKB approximation on curved…
Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…
In our previous papers [11,13] we showed that the Hamilton-Jacobi problem can be regarded as a way to describe a given dynamics on a phase space manifold in terms of a family of dynamics on a lower-dimensional manifold. We also showed how…
We investigate the asymptotic behavior of solutions of Hamilton-Jacobi equations with large drift term in an open subset of two-dimensional Euclidean space. When the drift is given by $\varepsilon^{-1} (H_{x_2}, -H_{x_1})$ of a Hamiltonian…
The canonical functional action in the path integral in phase space is discretized by linking each pair of consecutive vertebral points --${\bf q}_k$ and ${\bf p}_{k+1}$ or ${\bf p}_k$ and ${\bf q}_{k+1}$-- through the invariant complete…
We consider solutions of the $2\times 2$ matrix Hamiltonian of physical systems within the context of the asymptotic iteration method. Our technique is based on transformation of the associated Hamiltonian in the form of the first order…