Related papers: Scalar Reduction Tchniques for Weakly Coupled Hami…
The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…
It is well known that when the nonlinearity is convex, the Hamilton-Jacobi PDE admits a unique semi-convex weak solution, which is the viscosity solution. In this paper, motivated by problems arising from spin glasses, we show that if the…
This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…
This work extends weak KAM theory to the case of a nonsmooth Lagrangian satisfying a superlinear growth condition. Using the solution of a weak KAM equation that is a stationary Hamilton-Jacobi equation and the proximal aiming method, we…
In this paper, we study symplectic integration of canonical Hamiltonian systems with Jacobi polynomials. The relevant theoretical results of continuous-stage Runge-Kutta methods are revisited firstly and then symplectic methods with Jacobi…
We consider Hamiltonians associated to optimal control problems for affine systems on the torus. They are not coercive and are possibly unbounded from below in the direction of the drift of the system. The main assumption is the strong…
Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
A hybrid system is a system whose dynamics is given by a mixture of both continuous and discrete transitions. In particular, these systems can be utilised to describe the dynamics of a mechanical system with impacts. Based on the approach…
We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…
This paper considers importance sampling for estimation of rare-event probabilities in a specific collection of Markovian jump processes used for e.g. modelling of credit risk. Previous attempts at designing importance sampling algorithms…
We study the singular locus of solutions to Hamilton-Jacobi equations with a Hamiltonian independent of $u$. In a previous paper, we proved that the singular locus is what we call a balanced split locus. In this paper, we find and classify…
The Hamiltonian of the spinless relativistic Coulomb problem combines the standard Coulomb interaction potential with the square-root operator of relativistic kinematics. This Hamiltonian is known to be bounded from below up to some…
This work conducts a Hamilton-Jacobi analysis of classical dynamical systems with internal constraints. We examine four systems, all previously analyzed by David Brown: three with familiar components (point masses, springs, rods, ropes, and…
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…
Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…
In this paper we present a general framework that allows one to study discretization of certain dynamical systems. This generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent bundles and cotangent…
A systematic construction of St\"{a}ckel systems in separated coordinates and its relation to bi-Hamiltonian formalism are considered. A general form of related hydrodynamic systems, integrable by the Hamilton-Jacobi method, is derived. One…
In this paper, we introduce three new iterative methods for finding a common point of the set of fixed points of a symmetric generalized hybrid mapping and the set of solutions of an equilibrium problem in a real Hilbert space. Each method…
We study the coupled system of Maxwell and Dirac equations from a semiclassical point of view. A rigorous nonlinear WKB-analysis, locally in time, for solutions of (critical) order $O(\sqrt{\epsilon})$ is performed, where the small…