Related papers: Time--dependent equations on networks
We present a semi-Lagrangian scheme for the approximation of a class of Hamilton-Jacobi-Bellman equations on networks. The scheme is explicit and stable under some technical conditions. We prove a convergence theorem and some error…
We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…
The study of temporal networks in discrete time has yielded numerous insights into time-dependent networked systems in a wide variety of applications. For many complex systems, however, it is useful to develop continuous-time models of…
We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…
Beginning with the principle that a closed mechanical composite system is timeless, time can be defined by the regular changes in a suitable position coordinate (clock) in the observing part, when one part of the closed composite observes…
We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
In this paper we aim at presenting a concise but also comprehensive study of time-dependent (tdependent) Hamiltonian dynamics on a locally conformal symplectic (lcs) manifold. We present a generalized geometric theory of canonical…
Very recently a new algorithm to the nonnegative single-source shortest path problem on road networks has been discovered. It is very cache-efficient, but only on static road networks. We show how to augment it to the time-dependent…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
We study Maxwell's equations in conducting media with perfectly conducting boundary conditions on Lipschitz domains, allowing rough material coefficients and $L^2$-data. Our first contribution is a direct proof of well-posedness of the…
In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…
In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…
We show that the initial value problem for Hamilton-Jacobi equations with multiplicative rough time dependence, typically stochastic, and convex Hamiltonians satisfies finite speed of propagation. We prove that in general the range of…
In this paper we develop an analogue of Hamilton-Jacobi theory for the time-evolution operator of a quantum many-particle system. The theory offers a useful approach to develop approximations to the time-evolution operator, and also…
In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from…
Linear Hamiltonian systems with time-dependent coefficients are of importance to nonlinear Hamiltonian systems, accelerator physics, plasma physics, and quantum physics. It is shown that the solution map of a linear Hamiltonian system with…
We study a class of parabolic equations having first order terms with superlinear (and subquadratic) growth. The model problem is the so-called viscous Hamilton-Jacobi equation with superlinear Hamiltonian. We address the problem of having…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
The approximation of solutions to second order Hamilton--Jacobi--Bellman (HJB) equations by deep neural networks is investigated. It is shown that for HJB equations that arise in the context of the optimal control of certain Markov…
We study the Cauchy problem of a Hamilton-Jacobi equation with the spatial variable in a closed convex cone. A monotonicity assumption on the nonlinearity allows us to prescribe no condition on the boundary of the cone. We show the…