Related papers: Hamilton-Jacobi equations for finite-rank matrix i…
The tree formula, which relates proper and connected vertices, is shown to be the solution to a Hamilton-Jacobi equation.
We consider a Hamilton-Jacobi equation where the Hamiltonian is periodic in space and coercive and convex in momentum. Combining the representation formula from optimal control theory and a theorem of Alexander, originally proved in the…
In this paper we show that the maximal viscosity solution of a class of quasi-convex Hamilton--Jacobi equations, coupled with inequality constraints on the boundary, can be recovered by taking the limit as $p\to\infty$ in a family of…
We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…
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…
Newman and Rovelli have used singular Hamilton-Jacobi transformations to reduce the phase space of general relativity in terms of the Ashtekar variables. Their solution of the gauge constraint cannot be inverted and indeed has no Minkowski…
In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…
The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…
Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…
We compute free energies as well as conformal anomalies associated with boundaries for a conformal free scalar field. To that matter, we introduce the family of spaces of the form $\mathbb{S}^a\times \mathbb{H}^b$, which are conformally…
The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…
This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…
We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…
This paper is the first attempt to systematically study properties of the effective Hamiltonian $\overline{H}$ arising in the periodic homogenization of some coercive but nonconvex Hamilton-Jacobi equations. Firstly, we introduce a new and…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in the optimal control theory with unbounded control set. We use a new method to construct representations for a wide class of…
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…
For arbitrary Ising-like models of any dimension and Hamiltonians with a finite support with all possible multispin interactions and boundary conditions with a shift, the exact value of the free energy in the thermodynamic limit is obtained…
We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
Some difficulties, both numerical and conceptual, of the method to compute one dimensional wave functions by numerically integrating the quantum Hamilton-Jacobi equation, presented in the paper mentioned in the title, are analyzed. The…