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The Herglotz problem is a generalization of the fundamental problem of the calculus of variations. In this paper, we consider a class of non-differentiable functions, where the dynamics is described by a scale derivative. Necessary…

Optimization and Control · Mathematics 2016-04-18 Ricardo Almeida

The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…

Mathematical Physics · Physics 2021-01-29 Manuel de León , Pedro Daniel Prieto-Martínez , Narciso Román-Roy , Silvia Vilariño

A fractional Hamiltonian formalism is introduced for the recent combined fractional calculus of variations. The Hamilton-Jacobi partial differential equation is generalized to be applicable for systems containing combined Caputo fractional…

Mathematical Physics · Physics 2012-06-19 Agnieszka B. Malinowska , Delfim F. M. Torres

The work is about homogenization for a type of multivalued Dirichlet-Neumann problems. First, we prove an average principle for general multivalued stochastic differential equations in the weak sense. Then for general forward-backward…

Probability · Mathematics 2024-06-04 Huijie Qiao

We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the results obtained by Fujita, Ishii \& Loreti (2006) in several…

Analysis of PDEs · Mathematics 2017-05-03 Emmanuel Chasseigne , Olivier Ley , Thi-Tuyen Nguyen

In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing…

Mathematical Physics · Physics 2018-03-14 Yuri Bakhtin , Konstantin Khanin

The objective of this paper is to present some results about viscosity subsolutions of the contact Hamiltonian-Jacobi equations on connected, closed manifold $M$ $$ H(x,\partial_x u,u)= 0, \quad x\in M. $$ Based on implicit variational…

Dynamical Systems · Mathematics 2022-10-19 Xiang Shu , Jun Yan , Kai Zhao

Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…

Numerical Analysis · Mathematics 2024-11-19 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Lijin Wang

In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system on Lie algebroids are given. Here we use the general properties of Lie algebroids to express and prove two geometric version of the Hamilton-Jacobi…

Mathematical Physics · Physics 2019-02-21 Gh. Haghighatdoost , R. Ayoubi

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

Analysis of PDEs · Mathematics 2019-12-20 Hitoshi Ishii , Taiga Kumagai

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

In the present article for the generalized bi-axially symmetric multivariable Helmholtz equation four fundamental solutions are constructed in explicit form. Furthermore, some properties of these solutions are shown, which will be used for…

Analysis of PDEs · Mathematics 2018-03-06 Tuhtasin Ergashev , Anvarjon Hasanov

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

We obtain a generalized Euler-Lagrange differential equation and transversality optimality conditions for Herglotz-type higher-order variational problems. Illustrative examples of the new results are given.

Optimization and Control · Mathematics 2014-12-12 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

Analysis of PDEs · Mathematics 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

The paper is devoted to prove the existence of a local solution of the Hamilton-Jacobi equation in field theory, whence the general solution of the field equations can be obtained. The solution is adapted to the choice of the submanifold…

Mathematical Physics · Physics 2015-05-19 Danilo Bruno

We study the nonhomogeneous Dirichlet problem for first order Hamilton-Jacobi equations associated with Tonelli Hamiltonians on a bounded domain $\Omega$ of $\R^n$ assuming the energy level to be supercritical. First, we show that the…

Analysis of PDEs · Mathematics 2018-03-06 Piermarco Cannarsa , Wei Cheng , Marco Mazzola , Kaizhi Wang

The geometric Lagrangian theory (of arbitrary order) is based on the analysis of some basic mathematical objects such as: the contact ideal, the (exact) variational sequence, the existence of Euler-Lagrange and Helmholtz-Sonin forms, etc.…

dg-ga · Mathematics 2008-02-03 Dan Radu Grigore

We study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the…

Analysis of PDEs · Mathematics 2021-08-26 Hitoshi Ishii , Kaizhi Wang , Lin Wang , Jun Yan

Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…

Analysis of PDEs · Mathematics 2023-01-18 Qinbo Chen