Related papers: Hamilton-Jacobi equations for inference of matrix …
This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…
We prove reversed Hardy-Littlewood-Sobolev inequalities by carefully studying the natural associated free energies with direct methods of calculus of variations. Tightness is obtained by a dyadic argument, which quantifies the relative…
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…
The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $\lambda(\nu)$…
For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…
By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…
In this paper we study a mean field control problem in which particles are absorbed when they reach the boundary of a smooth domain. The value of the N-particle problem is described by a hierarchy of Hamilton-Jacobi equations which are…
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 consider a Hamiltonian system of free boundary type, showing first uniform bounds and existence of solutions and of the free boundary. Then, for any smooth and bounded domain, we prove uniqueness of positive solutions in a suitable…
An efficient coordinate-free notation is elucidated for differentiating matrix expressions and other functions between higher-dimensional vector spaces. This method of differentiation is known, but not explained well, in the literature.…
In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…
We investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic…
Tachyon inflation is reconsidered by using the recent observational data obtained from Planck-2013 and BICEP2. The Hamilton-Jacobi formalism is picked out as a desirable approach in this work, which allows one to easily obtain the main…
In this paper, an elegant mathematical approach is introduced to solve the equations of warm inflationary model without using extra approximations other than slow-roll. This important inflationary method known as Hamilton-Jacobian…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
We propose a formalism to study dynamical properties of a quantum many-body system in the thermodynamic limit by studying a finite system with infinite boundary conditions (IBC) where both finite size effects and boundary effects have been…
We consider a particular weak disorder limit ("continuum limit") of matrix products that arise in the analysis of disordered statistical mechanics systems, with a particular focus on random transfer matrices. The limit system is a diffusion…
In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function…
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…
We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…