Related papers: From multi-dimensional black scholes to Hamilton j…
The Hamilton-Jacobi formalism for fermionic systems is studied. We derive the HJ equations from the canonical transformation procedure, taking into account the second class constraints typical of these systems. It is shown that these…
A framework for statistical-mechanical analysis of quantum Hamiltonians is introduced. The approach is based upon a gradient flow equation in the space of Hamiltonians such that the eigenvectors of the initial Hamiltonian evolve toward…
We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…
The multiplicative Hamiltonian flow on the phase space for a system with 1 degree of freedom was constituted from infinite hierarchy Hamiltonian flows. A new type of canonical transformation associated with the multiplicative Hamiltonian…
Described is n-level quantum system realized in the n-dimensional ''Hilbert'' space H with the scalar product G taken as a dynamical variable. The most general Lagrangian for the wave function and G is considered. Equations of motion and…
We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…
Using microscopic price models based on Hawkes processes, it has been shown that under some no-arbitrage condition, the high degree of endogeneity of markets together with the phenomenon of metaorders splitting generate rough Heston-type…
This work deals with cosmological models driven by real scalar field, described by standard dynamics in generic spherical, flat, and hyperbolic geometries. We introduce a first-order formalism, which shows how to relate the potential that…
Consider a Conservation Law and a Hamilton-Jacobi equation with a ux/Hamiltonian depending also on the space variable. We characterize rst the attainable set of the two equations and, second, the set of initial data evolving at a prescribed…
A novel routine to investigate the scalar fields in a cosmological context is discussed in the framework of the Hamiltonian formalism. Starting from the Einstein-Hilbert action coupled to a Lagrangian density that contains two components -…
For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…
We analyze the problem of optimal reduction of the debt-to-GDP ratio in a stochastic control setting. The debt-to-GDP dynamics are modeled through a stochastic differential equation in which fiscal policy simultaneously affects both debt…
In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of classical hamiltonian systems that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure plays a…
Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…
We use the dynamical algebra of a quantum system and its dynamical invariants to inverse engineer feasible Hamiltonians for implementing shortcuts to adiabaticity. These are speeded up processes that end up with the same populations than…
The quantization method based on the quantum Hamiltonian Jacobi equation, is extended to two-dimensional non-separable but integrable Hamiltonians. It is shown that each wave function for those systems corresponds to a well-defined family…
In the first part of this paper, we derive an infinite dimensional partial differential equation which describes an economic equilibrium in a model of storage which includes an infinite number of non-atomic agents. This equation has the…
A systematic construction of St\"{a}ckel systems in separated coordinates and its relation to bi-Hamiltonian formalism are considered. A general form of related hydrodynamic systems, integrable by the Hamilton-Jacobi method, is derived. One…
This paper introduces a novel methodology that leverages the Hamilton-Jacobi solution to enhance non-linear model predictive control (MPC) in scenarios affected by navigational uncertainty. Using Hamilton-Jacobi-Theoretic approach, a…
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…