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Coherent solutions of the classical Liouville equation for the rigid rotator are presented as positive phase-space distributions associated with the Lagrangian submanifolds of Hamilton-Jacobi theory. These solutions become Wigner-type…

Quantum Physics · Physics 2025-11-13 M. Grigorescu

Building upon Lagrangian mechanics on Wess's $q$-commutative spaces, we derive the $q$-deformed Hamiltonian dynamics as formulated by Lavagno et al. (2006). We then develop a computationally tractable scheme and propose a novel Hamiltonian…

Numerical Analysis · Mathematics 2026-03-03 Xiaomei Yang , Zhiliang Deng

Recently, M. de Le\'on el al. ([9]) have developed a geometric Hamilton-Jacobi theory for Classical Field Theories in the setting of multisymplectic geometry. Our purpose in the current paper is to establish the corresponding…

Mathematical Physics · Physics 2016-02-17 Cédirc M. Campos , Manuel de León , David Martín de Diego , Miguel Vaquero

We compute the Hamiltonian and Lagrangian associated to the large deviations of the trajectory of the empirical distribution for independent Markov processes, and of the empirical measure for translation invariant interacting Markov…

Probability · Mathematics 2015-06-17 Frank Redig , Feijia Wang

We show that there exists an underlying manifold with a conformal metric and compatible connection form, and a metric type Hamiltonian (which we call the geometrical picture) that can be put into correspondence with the usual…

Classical Physics · Physics 2016-07-26 L. P. Horwitz , A. Yahalom , J. Levitan , M. Lewkowicz

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…

Portfolio Management · Quantitative Finance 2013-07-25 Sona Kilianova , Daniel Sevcovic

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…

Mathematical Physics · Physics 2024-06-19 Oğul Esen , Manuel de León , Cristina Sardón , Marcin Zajac

Adaptation of the Hamilton--Jacobi formalism to quantum mechanics leads to a cocycle condition, which is invariant under $D$--dimensional M\"obius transformations with Euclidean or Minkowski metrics. In this paper we aim to provide a…

High Energy Physics - Theory · Physics 2018-06-20 Alon E. Faraggi , Marco Matone

Recently, Lobb and Nijhoff initiated the study of variational (Lagrangian) structure of discrete integrable systems from the perspective of multi-dimensional consistency. In the present work, we follow this line of research and develop a…

Mathematical Physics · Physics 2014-03-13 Yuri B. Suris

The Hamilton-Jacobi equation (HJE) is one of the most elegant approach to Lagrangian systems such as geometrical optics and classical mechanics, establishing the duality between trajectories and waves and paving the way naturally for the…

Classical Physics · Physics 2020-05-20 Bahram Houchmandzadeh

We review here some conventional as well as less conventional aspects of the time-independent and time-dependent Hamilton-Jacobi (HJ) theory and of its connections with Quantum Mechanics. Less conventional aspects involve the HJ theory on…

Mathematical Physics · Physics 2009-07-07 G. Marmo , G. Morandi , N. Mukunda

In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results…

We establish multi-scale convergence theory for a class of Hamilton-Jacobi PDEs in space of probability measures. They arise from context of hydrodynamic limit of N-particle deterministic action minimizing (global) Lagrangian dynamics. From…

Analysis of PDEs · Mathematics 2025-12-25 Jin Feng

In this paper, we generalize weak KAM theorem from positive Lagrangian systems to "proper" Hamilton-Jacobi equations. We introduce an implicitly defined solution semigroup of evolutionary Hamilton-Jacobi equations. By exploring the…

Dynamical Systems · Mathematics 2013-12-06 Xifeng Su , Jun Yan

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

Optimization and Control · Mathematics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch , Melvin Leok

After a brief survey of the definition and the properties of Lambda-symmetries in the general context of dynamical systems, the notion of "Lambda-constant of motion'' for Hamiltonian equations is introduced. If the Hamiltonian problem is…

Mathematical Physics · Physics 2011-02-17 Giampaolo Cicogna

Monte Carlo techniques have been widely employed in statistical physics as well as in quantum theory in the Lagrangian formulation. However, in some areas of application to quantum theories computational progress has been slow. Here we…

Statistical Mechanics · Physics 2011-04-15 Xiang-Qian Luo , C. Huang , J. Jiang , H. Jirari , H. Kroger , K. Moriarty

We examine the numerical approximation of time-dependent Hamilton-Jacobi equations on networks, providing a convergence error estimate for the semi-Lagrangian scheme introduced in (Carlini and Siconolfi, 2023), where convergence was proven…

Numerical Analysis · Mathematics 2025-10-24 Elisabetta Carlini , Valentina Coscetti , Marco Pozza

We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…

Differential Geometry · Mathematics 2018-05-09 María Barbero-Liñán , Marta Farré Puiggalí , Sebastián Ferraro , David Martín de Diego

The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov