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We show that if a Hamilton-Jacobi equation admits a differentiable solution whose gradient is Lipschitz, then this solution is the unique semi-concave weak solution. Our result does not rely on any convexity (nor concavity) assumptions on…

Analysis of PDEs · Mathematics 2024-10-02 Victor Issa

A new method to determine the low-energy couplings of the $\Delta S=1$ weak Hamiltonian is presented. It relies on a matching of the topological poles in $1/m^2$ of three-point correlators of two pseudoscalar densities and a four-fermion…

High Energy Physics - Lattice · Physics 2009-12-15 P. Hernandez , M. Laine , C. Pena , E. Torro , J. Wennekers , H. Wittig

We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…

Analysis of PDEs · Mathematics 2015-07-09 Thuong Nguyen , Antonio Siconolfi

In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…

Analysis of PDEs · Mathematics 2022-01-20 Ari Arapostathis , Anup Biswas , Prasun Roychowdhury

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

The relative equilibria of a symmetric Hamiltonian dynamical system are the critical points of the so-called augmented Hamiltonian. The underlying geometric structure of the system is used to decompose the critical point equations and…

Differential Geometry · Mathematics 2007-05-23 Pascal Chossat , Debra Lewis , Juan-Pablo Ortega , Tudor S. Ratiu

We study properties of action-minimizing invariant sets for Tonelli Lagrangian and Hamiltonian systems and weak KAM solutions to the Hamilton-Jacobi equation in terms of Mather's averaging functions. Our principal discovery is that exposed…

Dynamical Systems · Mathematics 2022-11-01 Shoya Motonaga

We adapt the metric approach to the study of stationary ergodic Hamilton-Jacobi equations, for which a notion of admissible random (sub)solution is defined. For any level of the Hamiltonian greater than or equal to a distinguished critical…

Analysis of PDEs · Mathematics 2016-02-10 Andrea Davini , Antonio Siconolfi

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 present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…

Systems and Control · Computer Science 2012-09-25 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

The Hamilton-Jacobi formalism of constrained systems is used to study superstring. That obtained the equations of motion for a singular system as total differential equations in many variables. These equations of motion are in exact…

General Physics · Physics 2020-05-05 Walaa I. Eshraim

We develop a Hamilton-Jacobi theory for singular lagrangian systems using the Gotay-Nester-Hinds constraint algorithm. The procedure works even if the system has secondary constraints.

Mathematical Physics · Physics 2015-06-04 Manuel de León , Juan Carlos Marrero , David Martín de Diego , Miguel Vaquero

This mini-course provides a presentation of the method of characteristics to initial/boundary-value problems for systems of first-order partial differential equations and to Hamilton-Jacobi variational inequalities. In particular, these…

Dynamical Systems · Mathematics 2007-05-23 Jean-Pierre Aubin

The 'tHooft-Polyakov monopole is treated as constrained system using the Hamilton-Jacobi method. The set of the Hamilton-Jacobi partial differential equations and the equations of motion are obtained. The quantization of the system is also…

High Energy Physics - Theory · Physics 2008-12-31 Hatem Widyan

Separable coordinate systems are introduced in the complex and real four-dimensional flat spaces. We use maximal Abelian subgroups to generate coordinate systems with a maximal number of ignorable variables. The results are presented (also…

Mathematical Physics · Physics 2017-08-11 E. G. Kalnins , Z. Thomova , P. Winternitz

The non-abelian Chern-Simons field interacting with $N$ component complex field is treated as a constrained system using the Hamilton-Jacobi approach. The reduced phase space Hamiltonian density is obtained without introducing Lagrange…

High Energy Physics - Theory · Physics 2009-11-07 S. I. Muslih

We study the vanishing discount problem for a nonlinear monotone system of Hamilton-Jacobi equations. This continues the first author's investigation on the vanishing discount problem for a monotone system of Hamilton-Jacobi equations. As…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii , Liang Jin

We prove the existence of $C^{1}$ critical subsolutions of the Hamilton-Jacobi equation for a time-periodic Hamiltonian system. We draw a consequence for the Minimal Action functional of the system.

Dynamical Systems · Mathematics 2011-11-10 Daniel Massart

In recent years, there have been many contributions to the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto [Convergence of the solutions of the discounted Hamilton-Jacobi equation: a…

Analysis of PDEs · Mathematics 2022-02-01 Hitoshi Ishii