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We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…

Probability · Mathematics 2021-04-23 Chong Liu , David J. Prömel , Josef Teichmann

In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov , Anton Plaksin

We consider a Kantorovich potential associated to an optimal transportation problem between measures that are not necessarily absolutely continuous with respect to the Lebesgue measure, but are comparable to the Lebesgue measure when…

Analysis of PDEs · Mathematics 2023-08-22 Pierre-Emmanuel Jabin , Antoine Mellet

We introduce a new Hamiltonian model which interpolates between the Jaynes-Cummings model and other types of such Hamiltonians. It works with two interpolating parameters, rather than one as traditional. Taking advantage of this greater…

Quantum Physics · Physics 2020-12-07 C. Valverde , B. Baseia

The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…

Optimization and Control · Mathematics 2020-02-03 Ugo Bessi

It is known that linear advection equations with Sobolev velocity fields have very poor regularity properties: Solutions propagate only derivatives of logarithmic order, which can be measured in terms of suitable Gagliardo seminorms. We…

Analysis of PDEs · Mathematics 2024-04-29 David Meyer , Christian Seis

In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of…

Optimization and Control · Mathematics 2021-08-12 Arkadiusz Misztela

We derive a family of interpolation estimates which improve Hardy's inequality and cover the Sobolev critical exponent. We also determine all optimizers among radial functions in the endpoint case and discuss open questions on nonrestricted…

Classical Analysis and ODEs · Mathematics 2025-01-03 Charlotte Dietze , Phan Thành Nam

We study the regularity results of holomorphic correspondences. As an application, we combine it with certain recently developed methods to obtain the extension theorem for proper holomorphic mappings between domains with real analytic…

Complex Variables · Mathematics 2016-09-06 Xiaojun Huang

The objective of this paper is to find some inequalities satisfied by periodical solutions of multi-time Hamilton systems, when the Hamiltonian is convex. To our knowledge, this subject of first-order field theory is still open. Section 1…

Dynamical Systems · Mathematics 2007-05-23 Iulian Duca , Constantin Udriste

The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov

The Hamiltonian Path Problem is formulated as a continuous minimization problem on conductances assigned to an Ohmic network associated with the given graph. The objective function is a sum of two penalty terms that collectively enforce a…

Optimization and Control · Mathematics 2026-05-26 A. Sadovsky

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

Gauge invariance of systems whose Hamilton-Jacobi equation is separable is improved by adding surface terms to the action fuctional. The general form of these terms is given for some complete solutions of the Hamilton-Jacobi equation. The…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Hernan De Cicco , Claudio Simeone

By the work of P. L\'evy, the sample paths of the Brownian motion are known to satisfy a certain H\"older regularity condition almost surely. This was later improved by Ciesielski, who studied the regularity of these paths in Besov and…

Probability · Mathematics 2022-02-22 Henning Kempka , Cornelia Schneider , Jan Vybiral

We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…

Analysis of PDEs · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

We study the fine regularity properties of optimal potentials for the dual formulation of the Hellinger--Kantorovich problem (HK), providing sufficient conditions for the solvability of the primal Monge formulation. We also establish new…

Analysis of PDEs · Mathematics 2023-09-27 Matthias Liero , Alexander Mielke , Giuseppe Savaré

We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of $\mathbb{R}^d$ in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an…

Analysis of PDEs · Mathematics 2021-04-05 Richard C. Kraaij , Mikola C. Schlottke

We study the function $H_n(C_{2k})$, the maximum number of Hamilton paths such that the union of any pair of them contains $C_{2k}$ as a subgraph. We give upper bounds on this quantity for $k\ge 3$, improving results of Harcos and…

Combinatorics · Mathematics 2023-08-24 John Byrne , Michael Tait

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…

Analysis of PDEs · Mathematics 2022-07-18 William Cooperman