Related papers: Hamilton-Jacobi equations for finite-rank matrix i…
In this paper, we construct Hamilton-Jacobi equations for a great variety of mechanical systems (nonholonomic systems subjected to linear or affine constraints, dissipative systems subjected to external forces, time-dependent mechanical…
Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton-Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex…
This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…
This work addresses the question of whether it is possible to define simple pair-wise interaction terms to approximate free energies of proteins or polymers. Rather than ask how reliable a potential of mean force is, one can ask how…
We present a diagrammatic technique for calculating the free energy of the Hermitian one-matrix model to all orders of 1/N expansion in the case where the limiting eigenvalue distribution spans arbitrary (but fixed) number of disjoint…
This paper investigates the problem of maintaining the safe operation of Waste-to-Energy (WtE) systems under operational constraints and uncertain waste inflows. We model this as a robust viability problem, formulated as a zero-sum…
In this paper, we define arbitrarily high-order energy-conserving methods for Hamiltonian systems with quadratic holonomic constraints. The derivation of the methods is made within the so-called line integral framework. Numerical tests to…
We introduce a new set of algorithms to compute Jacobi matrices associated with measures generated by infinite systems of iterated functions. We demonstrate their relevance in the study of theoretical problems, such as the continuity of…
In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…
The connection between work and changes in the Hamiltonian for a system with a time-dependent Hamiltonian has recently been called into question, casting doubt on the usefulness of the Jarzynski equality for calculating free energy changes.…
We compute the large size limit of the moment formula derived in \cite{DHS} for the Hermitian Jacobi process at fixed time. Our computations rely on the polynomial division algorithm which allows to obtain cancellations similar to those…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
A Green's function method is developed for solving strongly-coupled gravity and matter in the semiclassical limit. In the strong-coupling limit, one assumes that Newton's constant approaches infinity. As a result, one may neglect second…
In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…
The Hamilton-Jacobi formalism of constrained systems is used to study superstring. That obtained the equations of motion for a singular system as total differential equations in many variables. These equations of motion are in exact…
A simple method to deal with four dimensional Hamilton-Jacobi equation for null hypersurfaces is introduced. This method allows to find simple geometrical conditions which give rise to the failure of the WKB approximation on curved…
We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic…
We study well posedness of time--dependent Hamilton--Jacobi equations on a network, coupled with a continuous initial datum and a flux limiter. We show existence and uniqueness of solutions as well as stability properties. The novelty of…
We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with…
We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…