Related papers: Multi-objective Herglotz' variational principle an…
We discuss a general procedure for arriving at the Hamilton-Jacobi equation of second-class constrained systems, and illustrate it in terms of a number of examples by explicitely obtaining the respective Hamilton principal function, and…
A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…
In this paper the structures of the generalised Euler-Lagrange equations and their associated conserved quantities are derived for one-dimensional Herglotz variational problems of order $n$. Their derivations use the framework of moving…
The aim of this paper is to bring together two approaches to non-conservative systems -- the generalized variational principle of Herglotz and the fractional calculus of variations. Namely, we consider functionals whose extrema are sought,…
In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…
The aim of this work is to ascertain the characterization of the existence of coexistence states for a class of cooperative systems supported by the study of an associated non--local equation through classical variational methods. Thanks to…
We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…
This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by the K-S equation in the Wasserstein space. A distinctive…
Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…
We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…
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…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
The Hamilton-Jacobi problem is revisited bearing in mind the consequences arising from a possible bi-Hamiltonian structure. The problem is formulated on the tangent bundle for Lagrangian systems in order to avoid the bias of the existence…
Cagnetti, Gomes, Mitake and Tran (2013) introduced a new idea to study the large time behavior for degenerate viscous Hamilton--Jacobi equations. In this paper, we apply the method to study the large-time behavior of the solution to the…
We couple the mixed variational problem for the generalized Hodge-Helmholtz or Hodge-Laplace equation posed on a bounded three-dimensional Lipschitz domain with the first-kind boundary integral equation arising from the latter when constant…
We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast…
We formulate a Herglotz-type variational principle on a Lie algebroid and derive the corresponding Euler--Lagrange--Herglotz equations for a Lagrangian depending on an additional scalar variable $z$. This provides a geometric framework for…
We apply functional analytical and variational methods in order to study well-posedness and qualitative properties of evolution equations on product Hilbert spaces. To this aim we introduce an algebraic formalism for matrices of…
The minimization of a multiobjective Lagrangian with non-constant discount is studied. The problem is embedded into a set-valued framework and a corresponding definition of the value function is given. Bellman's optimality principle and…