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We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…

Optimization and Control · Mathematics 2020-07-27 Geraldine Bouveret , Athena Picarelli

In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and…

Analysis of PDEs · Mathematics 2011-10-20 Yves Achdou , Fabio Camilli , Lucilla Corrias

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

Numerical Analysis · Mathematics 2023-10-11 Elisabetta Carlini , Antonio Siconolfi

The critical value of an eikonal equation is the unique value of a parameter for which the equation admits solutions and is deeply related to the effective Hamiltonian of a corresponding homogenization problem. We study approximation…

Numerical Analysis · Mathematics 2025-10-03 Valentina Coscetti , Marco Pozza

This paper provides rigorous definitions and analysis of the dynamics of weakly-coupled systems and gives sufficient conditions for an infinite dimensional quantum control system to be weakly-coupled. As an illustration we provide examples…

Analysis of PDEs · Mathematics 2013-04-02 Nabile Boussaid , Marco Caponigro , Thomas Chambrion

We extend Hamilton-Jacobi theory to Lagrange-Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer…

Mathematical Physics · Physics 2012-09-13 Melvin Leok , Tomoki Ohsawa , Diana Sosa

The Hamilton-Jacobi formalism is used to analyze the Weyl theory in the weak-field limit. The complete set of involutive Hamiltonians is obtained, which are classified into involutive and non-involutive. The counting of degrees of freedom…

General Relativity and Quantum Cosmology · Physics 2023-02-17 Alberto Escalante , Victor Alberto Zavala-Perez

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…

Analysis of PDEs · Mathematics 2017-08-31 Taiga Kumagai

Recently the Hamilton-Jacobi formulation for first order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi…

High Energy Physics - Theory · Physics 2008-11-26 B. M. Pimentel , R. G. Teixeira

We propose a novel formulation for approximating reachable sets through a minimum discounted reward optimal control problem. The formulation yields a continuous solution that can be obtained by solving a Hamilton-Jacobi equation.…

Optimization and Control · Mathematics 2018-09-05 Anayo K. Akametalu , Shromona Ghosh , Jaime F. Fisac , Claire J. Tomlin

We construct a weak KAM theory for parameterized cobordisms and their relaxation, holonomic measures. We find a weak kam solution in that context, and we show that in many cases it corresponds to an exact form that satisfies a version of…

Dynamical Systems · Mathematics 2025-07-08 Rodolfo Rios-Zertuche

In recent years there has been intense interest in the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto has recently given an example of the Hamilton-Jacobi equation having non-convex…

Analysis of PDEs · Mathematics 2022-02-08 Hitoshi Ishii

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…

Numerical Analysis · Mathematics 2019-09-10 Robert Altmann , Roland Maier , Benjamin Unger

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

We extend the study of eikonal Hamilton-Jacobi equations posed on networks performed by Siconolfi and Sorrentino (Anal. PDE, 2018) to a more general setting. Their approach essentially exploits that such equations correspond to discrete…

Analysis of PDEs · Mathematics 2025-06-03 Marco Pozza

This paper investigates the initial-boundary value problem for weakly coupled systems of time-fractional subdiffusion equations with spatially and temporally varying coupling coefficients. By combining the energy method with the coercivity…

Analysis of PDEs · Mathematics 2025-10-16 Zhiyuan Li , Yikan Liu , Kazuma Wada

We consider a composite open quantum system consisting of a fast subsystem coupled to a slow one. Using the time-scale separation, we develop an adiabatic elimination technique to derive at any order the reduced model describing the slow…

Quantum Physics · Physics 2017-07-11 Remi Azouit , Francesca Chittaro , Alain Sarlette , Pierre Rouchon

The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…

Mathematical Physics · Physics 2015-12-15 J. F. Cariñena , X. Gracia , G. Marmo , E. Martinez , M. C. Muñoz-Lecanda , N. Roman-Roy

We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with…

Analysis of PDEs · Mathematics 2025-01-28 Elena Bandini , Christian Keller

Many problems give rise to polynomial systems. These systems often have several parameters and we are interested to study how the solutions vary when we change the values for the parameters. Using predictor-corrector methods we track the…

Numerical Analysis · Mathematics 2008-10-01 Kathy Piret , Jan Verschelde
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