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The method of characteristics is extended to set-valued Hamilton-Jacobi equations. This problems arises from a calculus of variations' problem with a multicriteria Lagrangian function: through an embedding into a set-valued framework, a…
This paper is devoted to study the vanishing contact structure problem which is a generalization of the vanishing discount problem. Let $H^\lambda(x,p,u)$ be a family of Hamiltonians of contact type with parameter $\lambda>0$ and converges…
The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…
A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…
In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of…
We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual…
Assume $M$ is a closed, connected and smooth Riemannian manifold. We consider the evolutionary Hamilton-Jacobi equation \begin{equation*} \left\{ \begin{aligned} &\partial_t u(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\quad (x,t)\in…
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…
In this paper, we analyse Lipschitz continuous dependence of the solution to Hamilton-Jacobi-Bellman equations on a functional parameter. This sensitivity analysis not only has the interest on its own, but also is important for the mean…
A new adaptive approach is proposed for variational inequalities with a Lipschitz-continuous field. Estimates of the necessary number of iterations are obtained to achieve a given quality of the variational inequality solution. A…
This paper introduces a notion of gradient and an infimal-convolution operator that extend properties of solutions of Hamilton Jacobi equations to more general spaces, in particular to graphs. As a main application, the hypercontractivity…
The Hamilton-Jacobi formalism was applied to quantize the front-form Schwinger model. The importance of the surface term is discussed in detail. The BRST-anti-BRST symmetry was analyzed within Hamilton-Jacobi formalism.
In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…
We present the analytic solution for the stationary quantum HamiltonJacobi equation. Knowing the strong relation between the Riccati and quantum Hamilton-Jacobi equations, we develop a simple method to obtain the exact solution. Then, in…
In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…
The Hamilton--Jacobi formalism generalized to 2--dimensional field theories according to Lepage's canonical framework is applied to several covariant real scalar fields, e.g. massless and massive Klein--Gordon, Sine--Gordon, Liouville and…
Many quantization schemes rely on analogs of classical mechanics where the connections with classical mechanics are indirect. In this work I propose a new and direct connection between classical mechanics and quantum mechanics where the…
A proposal for the Hamilton-Jacobi theory in the context of the covariant formulation of Hamiltonian systems is done. The current approach consists in applying Dirac's method to the corresponding action which implies the inclusion of…
Hamilton-Jacobi theory for general relativity provides an elegant covariant formulation of the gravitational field. A general `coordinate-free' method of integrating the functional Hamilton-Jacobi equation for gravity and matter is…
In this article we obtain Holder estimates for solutions to second-order Hamilton-Jacobi equations with super-quadratic growth in the gradient and unbounded source term. The estimates are uniform with respect to the smallness of the…