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Related papers: Lax--Oleinik formula on networks

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We present a novel framework for solving optimal transport (OT) problems based on the Hamilton--Jacobi (HJ) equation, whose viscosity solution uniquely characterizes the OT map. By leveraging the method of characteristics, we derive…

Machine Learning · Computer Science 2025-10-02 Yesom Park , Shu Liu , Mo Zhou , Stanley Osher

The time dependent Eikonal equation is a Hamilton-Jacobi equation with Hamiltonian $H(P)=|P|$, which is not strictly convex nor smooth. The regularizing effect of Hamiltonian for the Eikonal equation is much weaker than that of strictly…

Analysis of PDEs · Mathematics 2017-12-19 Tian-Hong Li , JingHua Wang , HaiRui Wen

This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…

Analysis of PDEs · Mathematics 2024-02-07 Wei Cheng , Jiahui Hong , Tianqi Shi

There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine…

Computational Physics · Physics 2022-07-01 Marios Mattheakis , David Sondak , Akshunna S. Dogra , Pavlos Protopapas

Based on a fixed point argument, we give a {\it dynamical representation} of the viscosity solution to Cauchy problem of certain weakly coupled systems of Hamilton-Jacobi equations with continuous initial datum. Using this formula, we…

Analysis of PDEs · Mathematics 2018-12-27 Liang Jin , Lin Wang , Jun Yan

This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Donggun Lee , Claire J. Tomlin

We prove that a Hamilton-Jacobi equation in 1D with periodic forcing has a set of generalized solutions such that each solution is a sum of linear and continuous periodic functions; we also give a condition of uniqueness of this solution in…

chao-dyn · Physics 2007-05-23 Andrei Sobolevskii

This paper proposes distributed algorithms for multi-agent networks to achieve a solution in finite time to a linear equation $Ax=b$ where $A$ has full row rank, and with the minimum $l_1$-norm in the underdetermined case (where $A$ has…

Systems and Control · Computer Science 2017-10-02 Jingqiu Zhou , Wang Xuan , Shaoshuai Mou , Brian. D. O. Anderson

This paper deals with linear algebraic equations where the global coefficient matrix and constant vector are given respectively, by the summation of the coefficient matrices and constant vectors of the individual agents. Our approach is…

Optimization and Control · Mathematics 2021-05-28 Priyank Srivastava , Jorge Cortes

In the present paper, it is provided a representation result for the weak solutions of a class of evolutionary Hamilton-Jacobi-Bellman equations on infinite horizon, with Hamiltonians measurable in time and fiber convex. Such Hamiltonians…

Optimization and Control · Mathematics 2022-08-19 Vincenzo Basco

Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…

Analysis of PDEs · Mathematics 2023-01-18 Qinbo Chen

The long-time average behavior of the value function in the calculus of variations is known to be connected to the existence of the limit of the corresponding Abel means. Still in the Tonelli case, such a limit is in turn related to the…

Optimization and Control · Mathematics 2023-04-04 Piermarco Cannarsa , Cristian Mendico

Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…

Mathematical Physics · Physics 2009-11-10 Michele Pavon

A new approach leading to the formulation of the Hamilton-Jacobi equation for field theories is investigated within the framework of jet-bundles and multi-symplectic manifolds. An algorithm associating classes of solutions to given sets of…

Mathematical Physics · Physics 2007-12-04 Danilo Bruno

In this paper we introduce a new kind of Lax-Oleinik type operator with parameters associated with positive definite Lagrangian systems for both the time-periodic case and the time-independent case. On one hand, the new family of…

Dynamical Systems · Mathematics 2012-06-19 Kaizhi Wang , Jun Yan

This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…

Optimization and Control · Mathematics 2021-09-02 Donggun Lee , Claire J. Tomlin

The existence of singularities of the solution for a class of Lax equations is investigated using a development of the fac- torization method first proposed by Semenov-Tian-Shansky and Reymann [11], [9]. It is shown that the existence of a…

Dynamical Systems · Mathematics 2010-10-15 António F. dos Santos , Pedro F. dos Santos

This paper presents a first-order {distributed continuous-time algorithm} for computing the least-squares solution to a linear equation over networks. Given the uniqueness of the solution, with nonintegrable and diminishing step size,…

Systems and Control · Computer Science 2018-08-14 Yang Liu , Youcheng Lou , Brian D. O. Anderson , Guodong Shi

We show how to solve initial-boundary value problems for integrable nonlinear differential-difference equations on a finite set of integers. The method we employ is the discrete analogue of the unified transform (Fokas method). The…

Exactly Solvable and Integrable Systems · Physics 2018-07-02 Baoqiang Xia

We generalize Hamilton's matrix Li-Yau-type Harnack estimate for the Ricci flow by considering the space of all LYH (Li-Yau-Hamilton) quadratics that arise as curvature tensors of space-time connections satisfying the Ricci flow with…

Differential Geometry · Mathematics 2007-05-23 Bennett Chow , Dan Knopf
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