Related papers: Hamilton-Jacobi equations for finite-rank matrix i…
The aim of this paper is to design a band-limited optimal input with power constraints for identifying a linear multi-input multi-output system. It is assumed that the nominal system parameters are specified. The key idea is to use the…
We develop a constructive procedure for arriving at the Hamilton-Jacobi framework for the so-called affine in acceleration theories by analysing the canonical constraint structure. We find two scenarios in dependence of the order of the…
Hamilton-Jacobi formalism as a powerful method is being utilized to reconsider warm inflationary scenario, where the scalar field as the main component deriving inflation interacts with other field. Separating the context to strong and weak…
We provide a Lax-Oleinik-type representation formula for solutions of time-dependent Hamilton-Jacobi equations, posed on a network with a rather general geometry, under standard assumptions on the Hamiltonians. It depends on a given initial…
In this paper we derive a constrained Hamilton-Jacobi equation with obstacle from a discrete non-linear integro-differential model of population dynamics, with exponentially decaying mutation kernel. The exponential decay of the kernel…
A scheme is developed which shows how one would, given a light-front Hamiltonian for QCD, extract the $Q\overline{Q}$ potential, i.e. the quantity which corresponds to the potential between two infinitely heavy quarks in a rest frame, from…
The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…
The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the ambient of higher-order mechanical systems, both in the Lagrangian and Hamiltonian formalisms. Thus, we state the corresponding Hamilton-Jacobi…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
This article is devoted to the study of lower semicontinuous solutions of Hamilton-Jacobi equations with convex Hamiltonians in a gradient variable. Such Hamiltonians appear in the optimal control theory. We present a necessary and…
This paper considers the problem of matrix-variate logistic regression. It derives the fundamental error threshold on estimating low-rank coefficient matrices in the logistic regression problem by obtaining a lower bound on the minimax…
We propose a new Monte Carlo algorithm for the free energy calculation based on configuration space sampling. We implement this algorithm for Ising model. Comparison with the exact free energy shows an excellent agreement. We analyse the…
We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…
In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…
This paper provides new theoretical connections between multi-time Hamilton-Jacobi partial differential equations and variational image decomposition models in imaging sciences. We show that the minimal values of these optimization problems…
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…
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…
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…
The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…