Related papers: Hamilton-Jacobi equations for mean-field disordere…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…
We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
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…
For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there…
In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…
The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…
The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization satisfies the non-resonance condition, under which the…
We discuss the system of Fokker-Planck and Hamilton-Jacobi-Bellman equations arising from the finite horizon control of McKean-Vlasov dynamics. We give examples of existence and uniqueness results. Finally, we propose some simple models for…
We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb{R}^d, \\ \partial_t m - \nabla\cdot (m\,H_p(x,Du)) &= 0…
Interacting systems consisting of two rotators and a point mass near a hyperbolic fixed point are considered, in a case in which the uncoupled systems have three very different characteristic time scales. The abundance of quasi periodic…
We will analyze the constraint structure of the Einstein-Hilbert first-order action in two dimensions using the Hamilton-Jacobi approach. We will be able to find a set of involutive, as well as a set of non-involutive constraints. Using…
For a general mechanical system, it is shown that each solution of the Hamilton-Jacobi equation defines an N=2 pseudo-supersymmetric extension of the system, such that the usual relation of the momenta to Hamilton's principal function is…
We revisit the proof of the limiting free energy of the continuous random energy model (CREM) using the Hamilton--Jacobi approach for mean-field disordered systems. To achieve this, we introduce an enriched model that interpolates between…
We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…
The present study regards the zeroth order mean field approximation of a dipole-type interaction model, which is analytically solved in the canonical and microcanonical ensembles. After writing the canonical partition function, the free and…
The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…
Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…
We study the large time behavior of the sublinear viscosity solution to a singular Hamilton-Jacobi equation that appears in a critical Coagulation-Fragmentation model with multiplicative coagulation and constant fragmentation kernels. Our…