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The ambiguity involved in the definition of effective-mass Hamiltonians for nonrelativistic models is resolved using the Dirac equation. The multistep approximation is extended for relativistic cases allowing the treatment of arbitrary…

Condensed Matter · Physics 2009-10-31 R. Renan , M. H. Pacheco , C. A. S. Almeida

The presence of symmetries, be they discrete or continuous, in a physical system typically leads to a reduction in the problem to be solved. Here we report that neither translational invariance nor rotational invariance reduce the…

Quantum Physics · Physics 2008-07-24 Alastair Kay

In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…

Analysis of PDEs · Mathematics 2017-10-16 Sunghan Kim , Ki-Ahm Lee

We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…

Optimization and Control · Mathematics 2013-09-10 Vladimir Gaitsgory , Ludmila Manic

We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

Numerical Analysis · Mathematics 2018-05-07 Yat Tin Chow , Wuchen Li , Stanley Osher , Wotao Yin

In this paper, we study the integrability of contact Hamiltonian systems, both time-dependent and independent. In order to do so, we construct a Hamilton--Jacobi theory for these systems following two approaches, obtaining two different…

Mathematical Physics · Physics 2023-03-01 Manuel de León , Manuel Lainz , Asier López-Gordón , Xavier Rivas

We consider a single particle tunnelling in a tight-binding model with nearest-neighbour couplings, in the presence of a periodic high-frequency force. An effective Hamiltonian for the particle is derived using an averaging method…

Other Condensed Matter · Physics 2014-02-07 A. P. Itin , A. I. Neishtadt

In this paper we prove a general homogenization result for monotone parabolic problems with an arbitrary number of microscopic scales in space as well as in time, where the scale functions are not necessarily powers of epsilon. The main…

Analysis of PDEs · Mathematics 2020-01-17 T. Danielsson , L. Flodén , P. Johnsen , M. Olsson Lindberg

Based on a fixed point argument, we give a {\it dynamical representation} of the viscosity solution to Cauchy problem of certain weakly coupled systems of Hamilton-Jacobi equations with continuous initial datum. Using this formula, we…

Analysis of PDEs · Mathematics 2018-12-27 Liang Jin , Lin Wang , Jun Yan

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of…

Analysis of PDEs · Mathematics 2013-08-16 Pierre Cardaliaguet , Panagiotis E. Souganidis

We derive a new class of non-linear expectations from first-principles deterministic chaotic dynamics. The homogenization of the system's skew-adjoint microscopic generator is achieved using the spectral theory of transfer operators for…

Probability · Mathematics 2025-12-02 Qian Qi

This paper is concerned with space-time homogenization problems for damped wave equations with spatially periodic oscillating elliptic coefficients and temporally (arithmetic) quasi-periodic oscillating viscosity coefficients. Main results…

Analysis of PDEs · Mathematics 2021-07-13 Tomoyuki Oka

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

Mathematical Physics · Physics 2016-07-06 M. de León , C. Sardón

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…

chao-dyn · Physics 2007-05-23 Andrei Sobolevskii

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…

Machine Learning · Computer Science 2025-02-03 Yesom Park , Stanley Osher

We study quantitative periodic homogenization of integral functionals in the context of non-linear elasticity. Under suitable assumptions on the energy densities (in particular frame indifference; minimality, non-degeneracy and smoothness…

Analysis of PDEs · Mathematics 2018-05-09 Stefan Neukamm , Mathias Schäffner

Lagrangian submanifolds are becoming a very essential tool to generalize and geometrically understand results and procedures in the area of mathematical physics. Here we use general Lagrangian submanifolds to provide a geometric version of…

Mathematical Physics · Physics 2012-09-06 M. Barbero-Liñán , M. de León , D. Martín de Diego

The aim of this paper is to develop a Hamilton--Jacobi theory for contact Hamiltonian systems. We find several forms for a suitable Hamilton-Jacobi equation accordingly to the Hamiltonian and the evolution vector fields for a given…

Mathematical Physics · Physics 2021-07-06 Manuel de León , Manuel Laínz , Álvaro Muñiz--Brea

We address the homogenization of a semilinear hyperbolic stochastic partial differential equation with highly oscillating coefficients, in the context of ergodic algebras with mean value. To achieve our goal, we use a suitable variant of…

Analysis of PDEs · Mathematics 2017-05-02 Gabriel Deugoue , Jean Louis Woukeng