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The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…

Optimization and Control · Mathematics 2022-05-10 Anton Plaksin

Novel method of reconstructing dynamical networks from empirically measured time series is proposed. By examining the variable--derivative correlation of network node pairs, we derive a simple equation that directly yields the adjacency…

Data Analysis, Statistics and Probability · Physics 2012-10-09 Zoran Levnajić

In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…

Analysis of PDEs · Mathematics 2022-01-20 Ari Arapostathis , Anup Biswas , Prasun Roychowdhury

This mini-course provides a presentation of the method of characteristics to initial/boundary-value problems for systems of first-order partial differential equations and to Hamilton-Jacobi variational inequalities. In particular, these…

Dynamical Systems · Mathematics 2007-05-23 Jean-Pierre Aubin

We consider nonadiabatic transitions in explicitly time-dependent systems with Hamiltonians of the form $\hat{H}(t) = \hat{A} +\hat{B} t + \hat{C}/t$, where $t$ is time and $\hat{A}$, $\hat{B}$, $\hat{C}$ are Hermitian $N\times N$ matrices.…

Mesoscale and Nanoscale Physics · Physics 2015-06-23 N. A. Sinitsyn

In this work we study linear Maxwell equations with time- and space-dependent matrix-valued permittivity and permeability on domains with a perfectly conducting boundary. This leads to an initial boundary value problem for a first order…

Analysis of PDEs · Mathematics 2018-05-30 Martin Spitz

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…

Analysis of PDEs · Mathematics 2022-10-28 David Jesus , Edgard A. Pimentel , José Miguel Urbano

We investigate the large-time behavior of the value functions of the optimal control problems on the $n$-dimensional torus which appear in the dynamic programming for the system whose states are governed by random changes. From the point of…

Analysis of PDEs · Mathematics 2013-03-13 Hiroyoshi Mitake , Hung V. Tran

Despite the traditional focus of network science on static networks, most networked systems of scientific interest are characterized by temporal links. By disrupting the paths, link temporality has been shown to frustrate many dynamical…

Adaptation and Self-Organizing Systems · Physics 2018-02-07 Aming Li , Sean P. Cornelius , Yang-Yu Liu , Long Wang , Albert-László Barabási

The literature on continuous-time stochastic optimal control seldom deals with the case of discrete state spaces. In this paper, we provide a general framework for the optimal control of continuous-time Markov chains on finite graphs. In…

Optimization and Control · Mathematics 2019-12-05 Olivier Guéant , Iuliia Manziuk

We introduce a new class of quantum models with time-dependent Hamiltonians of a special scaling form. By using a couple of time-dependent unitary transformations, the time evolution of these models is expressed in terms of related systems…

Quantum Physics · Physics 2009-11-07 L. Samaj

We investigate the large-time behavior of viscosity solutions of quasi-monotone weakly coupled systems of Hamilton--Jacobi equations on the $n$-dimensional torus. We establish a convergence result to asymptotic solutions as time goes to…

Analysis of PDEs · Mathematics 2011-05-17 Hiroyoshi Mitake , Hung V. Tran

An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…

Optimization and Control · Mathematics 2023-11-28 Karl Kunisch , Buddhika Priyasad

We study linear time-invariant dissipative Hamiltonian differential-algebraic systems. We characterize when the systems are robustly asymptotically stable and derive exact conditions and bounds when this property is lost under…

Dynamical Systems · Mathematics 2026-05-15 Peter Benner , Volker Mehrmann , Anshul Prajapati , Punit Sharma

This paper is devoted to a generalisation of the quantum adiabatic theorem to a nonlinear setting. We consider a Hamiltonian operator which depends on the time variable and on a finite number of parameters and acts on a separable Hilbert…

Mathematical Physics · Physics 2020-10-16 Clotilde Fermanian Kammerer , Alain Joye

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

In this paper we consider a system coupling a wave equation with a heat equation through its boundary conditions. The existence of a small parameter in the heat equation, as a factor multiplying the time derivative, implies the existence of…

Analysis of PDEs · Mathematics 2023-06-06 Gonzalo Arias , Eduardo Cerpa , Swann Marx

Topological data analysis (TDA) approaches are becoming increasingly popular for studying the dependence patterns in multivariate time series data. In particular, various dependence patterns in brain networks may be linked to specific tasks…

Methodology · Statistics 2025-12-08 Anass El Yaagoubi Bourakna , Moo K. Chung , Hernando Ombao

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

Analysis of PDEs · Mathematics 2021-11-09 Alexander Quaas , Andrei Rodríguez-Paredes