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In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…

Numerical Analysis · Mathematics 2021-06-18 Dietmar Gallistl , Timo Sprekeler , Endre Süli

In this note, we discuss a class of time-dependent Hamilton-Jacobi equations depending on a function of time, this function being chosen in order to keep the maximum of the solution to the constant value 0. The main result of the note is…

Analysis of PDEs · Mathematics 2015-02-16 Sepideh Mirrahimi , Jean-Michel Roquejoffre

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

This work introduces a Hamiltonian approach to regularization and linearization of central-force particle dynamics through a new canonical extension of the so-called "projective decomposition". The regularization scheme is formulated within…

Dynamical Systems · Mathematics 2026-02-02 Joseph T. A. Peterson , Manoranjan Majji , John L. Junkins

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

The paper surveys variational approaches for image reconstruction in dynamic inverse problems. Emphasis is on methods that rely on parametrised temporal models. These are here encoded as diffeomorphic deformations with time dependent…

Image and Video Processing · Electrical Eng. & Systems 2020-07-21 Andreas Hauptmann , Ozan Öktem , Carola Schönlieb

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

Numerical Analysis · Mathematics 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…

Analysis of PDEs · Mathematics 2013-12-18 Jeff Calder , Selim Esedoglu , Alfred O. Hero

The quality of images captured in outdoor environments can be affected by poor weather conditions such as fog, dust, and atmospheric scattering of other particles. This problem can bring extra challenges to high-level computer vision tasks…

Computer Vision and Pattern Recognition · Computer Science 2019-04-19 Jiaxi He , Frank Z. Xing , Ran Yang , Cishen Zhang

Systems invariant under the reparametrization of time were treated as constrained systems within Hamilton-Jacobi formalism. After imposing the integrability conditions the time-dependent Schr\"odinger equation was obtained. Three examples…

High Energy Physics - Theory · Physics 2009-11-10 Dumitru Baleanu

In this article, a class of optimal control problems of differential equations with delays are investigated for which the associated Hamilton-Jacobi-Bellman (HJB) equations are nonlinear partial differential equations with delays. This type…

Optimization and Control · Mathematics 2015-07-16 Jianjun Zhou

Port-based network modeling of multi-physics problems leads naturally to a formulation as port-Hamiltonian differential-algebraic system. In this way, the physical properties are directly encoded in the structure of the model. Since the…

Optimization and Control · Mathematics 2024-12-20 Sarah-Alexa Hauschild , Nicole Marheineke , Volker Mehrmann

We present a variational multi-label segmentation algorithm based on a robust Huber loss for both the data and the regularizer, minimized within a convex optimization framework. We introduce a novel constraint on the common areas, to bias…

Computer Vision and Pattern Recognition · Computer Science 2017-02-28 Byung-Woo Hong , Ja-Keoung Koo , Stefano Soatto

We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…

Probability · Mathematics 2018-11-13 Jean-Christophe Mourrat

The problem of diagonalization of Hamiltonians of N-dimensional boson systems by means of time-dependent canonical transformations (CT) is considered, the case of quadratic Hamiltonians being treated in greater detail. The unitary generator…

Quantum Physics · Physics 2007-05-23 D. A. Trifonov

We review some recent learning approaches in variational imaging, based on bilevel optimisation, and emphasize the importance of their treatment in function space. The paper covers both analytical and numerical techniques. Analytically, we…

Optimization and Control · Mathematics 2016-08-08 Luca Calatroni , Cao Chung , Juan Carlos De Los Reyes , Carola-Bibiane Schönlieb , Tuomo Valkonen

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

Numerical Analysis · Mathematics 2018-05-07 Yat Tin Chow , Wuchen Li , Stanley Osher , Wotao Yin