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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…

Optimization and Control · Mathematics 2026-05-27 Guojiang Shao , Zuo Quan Xu , Qi Zhang

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…

Analysis of PDEs · Mathematics 2016-11-24 Hiroyoshi Mitake , Kohei Soga

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…

Dynamical Systems · Mathematics 2024-09-04 Wei Cheng , Wenxue Wei

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…

Analysis of PDEs · Mathematics 2025-10-14 Marco Pozza , Alfonso Sorrentino

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…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Emmanuel Hebey , Frank Pacard , Daniel Pollack

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…

Dynamical Systems · Mathematics 2010-04-02 Maxime Zavidovique

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…

Probability · Mathematics 2016-08-14 Zdzisław Brzeźniak , Martin Ondreját

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…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 Luca Degiovanni , Giovanni Rastelli

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…

Optimization and Control · Mathematics 2025-04-01 Caroline Geiersbach , Tim Suchan , Kathrin Welker

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 $L$…

Analysis of PDEs · Mathematics 2009-03-10 Diogo A. Gomes , Elismar R. Oliveira

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…

Analysis of PDEs · Mathematics 2017-01-31 Antonio Siconolfi , Sahar Zabad

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…

Analysis of PDEs · Mathematics 2023-12-27 Joel Fotso Tachago , Hubert Nnang

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…

Analysis of PDEs · Mathematics 2010-02-10 Fabio Camilli , Olivier Ley , Paola Loreti

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…

Analysis of PDEs · Mathematics 2016-02-10 Andrea Davini , Maxime Zavidovique

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…

Optimization and Control · Mathematics 2023-09-08 Yuyang Chen , Peng Luo

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…

Dynamical Systems · Mathematics 2020-05-22 David Rojas , Pedro J. Torres

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…

Differential Geometry · Mathematics 2007-05-23 R. P. Thomas

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…

Optimization and Control · Mathematics 2023-05-16 Valentin Duruisseaux , Melvin Leok

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…

Populations and Evolution · Quantitative Biology 2021-01-28 Sudip Garai , A Ghose-Choudhury , Partha Guha

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…

Statistical Mechanics · Physics 2007-05-23 Julien Tailleur , Sorin Tanase-Nicola , Jorge Kurchan