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This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the cost functional, enabling its direct application to…
Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main…
Let $(M,g)$ be a closed, connected and orientable Riemannian manifold with nonnegative Ricci curvature. Consider a Lagrangian $L(x,v):TM\to\R$ defined by $L(x,v):=\frac 12g_x(v,v)-\omega(v)+c$, where $c\in\R$ and $\omega$ is a closed…
This article establishes a stochastic homogenization result for the first order Hamilton-Jacobi equation on a Riemannian manifold $M$, in the context of a stationary ergodic random environment. The setting involves a finitely generated…
We establish new existence and non-existence results for positive solutions of the Einstein-scalar field Lichnerowicz equation on compact manifolds. This equation arises from the Hamiltonian constraint equation for the Einstein-scalar field…
In this article, following a first work of the author, we study critical subsolutions in discrete weak KAM theory. In particular, we establish that if the cost function $c:M \times M\to \R{}$ defined on a smooth connected manifold is…
Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…
In this paper the geometric theory of separation of variables for time-independent Hamilton-Jacobi equation is extended to include the case of complex eigenvalues of a Killing tensor on pseudo-Riemannian manifolds. This task is performed…
In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…
In this paper we discuss the Mather problem for stationary Lagrangians, that is Lagrangians $L:\Rr^n\times \Rr^n\times \Omega\to \Rr$, where $\Omega$ is a compact metric space on which $\Rr^n$ acts through an action which leaves $L$…
We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…
Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…
In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the…
In this paper we consider the notion of commutation for a pair of continuous and convex Hamiltonians, given in terms of commutation of their Lax- Oleinik semigroups. This is equivalent to the solvability of an associated multi- time…
This paper deals with the long time behavior of the optimal solution of stochastic backward linear-quadratic optimal control problem over the finite time horizon. Both weak and strong turnpike properties are established under appropriate…
We prove the existence and multiplicity of periodic solutions of bouncing type for a second-order differential equation with a weak repulsive singularity. Such solutions can be catalogued according to the minimal period and the number of…
Via considerations of symplectic reduction, monodromy, mirror symmetry and Chern-Simons functionals, a conjecture is proposed on the existence of special Lagrangians in the hamiltonian deformation class of a given Lagrangian submanifold of…
A variational framework for accelerated optimization was recently introduced on normed vector spaces and Riemannian manifolds in Wibisono et al. (2016) and Duruisseaux and Leok (2021). It was observed that a careful combination of…
We consider certain analytical features of a stochastic model that can explain among other things competition among species and simultaneous predation on the competing species from a geometric perspective which allows for a systematic…
Hamilton's equations with noise and friction possess a hidden supersymmetry, valid for time-independent as well as periodically time-dependent systems. It is used to derive topological properties of critical points and periodic trajectories…