Related papers: Stochastic Time-Periodic Tonelli Lagrangian on Com…

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

We propose a method for quantization of Lagrangians for which the Hamiltonian, as a function of momentum, is a branched function with cusps. Appropriate boundary conditions, which we identify, insure unitary time evolution. In special cases…

We study a one dimensional Lagrangian problem including the variational reformulation, derived in a recent work of Ambrosio-Baradat-Brenier, of the discrete Monge-Amp\`ere gravitational model, which describes the motion of interacting…

We prove the existence of $C^{1}$ critical subsolutions of the Hamilton-Jacobi equation for a time-periodic Hamiltonian system. We draw a consequence for the Minimal Action functional of the system.

The aim of this paper is investigating the existence and multiplicity of weak solutions to non--local equations involving the {\em magnetic fractional Laplacian}, when the nonlinearity is subcritical and asymptotically linear at infinity.…

In Hamiltonian time-dependent mechanics, the Poisson bracket does not define dynamic equations, that implies the corresponding peculiarities of describing time-dependent holonomic constraints. As in conservative mechanics, one can consider…

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

A Lagrangian system with singularities is considered. The configuration space is a non-compact manifold that depends on time. A set of periodic solutions has been found.

In this article, basing upon probabilistic methods, we discuss periodic homogenization of a class of weakly coupled systems of linear elliptic and parabolic partial differential equations. Under the assumption that the systems have rapidly…

We consider (compact or noncompact) Lorentzian manifolds whose holonomy group has compact closure. Among other results, we obtain that this property is equivalent to admitting a parallel timelike vector field. We also derive some properties…

We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…

We develop two approximation schemes for solving the cell equation and the discounted cell equation using Aubry-Mather-Fathi theory. The Hamiltonian is supposed to be Tonelli, time-independent , and periodic in space. By Legendre transform…

Let (M,w) be a compact symplectic 2n-manifold, and g a Riemannian metric on M compatible with w. For instance, g could be Kahler, with Kahler form w. Consider compact Lagrangian submanifolds L of M. We call L Hamiltonian stationary, or…

In this note we consider boundary value problems in electromagnetism. We prove well-posedness results for the time-harmonic Maxwell equations in the setting of Riemannian manifolds. We also consider the eigenvalue problem the homogeneous…

In this paper, constrained Hamiltonian systems with linear velocities are investigated by using the Hamilton-Jacobi method. We shall consider the integrablity conditions on the equations of motion and the action function as well in order to…

We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…

We consider solutions of Lagrangian variational problems with linear constraints on the derivative. These solutions are given by curves $\gamma$ in a differentiable manifold $M$ that are everywhere tangent to a smooth distribution $\mathcal…

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

We prove the existence of minimizers of causal variational principles on second countable, locally compact Hausdorff spaces. Moreover, the corresponding Euler-Lagrange equations are derived. The method is to first prove the existence of…