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We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of classical hamiltonian systems that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure plays a…

Mathematical Physics · Physics 2017-06-28 M. de León , C. Sardón

We analyse the constraint structure of the Background Field model for three dimensional gravity including a cosmological term via the Hamilton-Jacobi formalism. We find the complete set of involutive Hamiltonians that assures the…

High Energy Physics - Theory · Physics 2015-09-23 N. T. Maia , B. M. Pimentel , C. E. Valcárcel

As a continuation of Rabei et al. work [11], the Hamilton- Jacobi partial differential equation is generalized to be applicable for systems containing fractional derivatives. The Hamilton- Jacobi function in configuration space is obtained…

Mathematical Physics · Physics 2015-05-13 Eqab M. Rabei , Bashar S. Ababneh

We discuss an extension of the Hamilton-Jacobi theory to nonholonomic mechanics with a particular interest in its application to exactly integrating the equations of motion. We give an intrinsic proof of a nonholonomic analogue of the…

Mathematical Physics · Physics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch

Examples of the construction of Hamiltonian structures for dynamical systems in field theory (including one reputedly non-Hamiltonian problem) without using Lagrangians, are presented. The recently developed method used requires the…

solv-int · Physics 2008-11-26 Andres Gomberoff , Sergio A. Hojman

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new…

Mathematical Physics · Physics 2016-08-16 H. N Núñez-Yépez , Joaquín Delgado , A. L. Salas-Brito

In this paper, we study singular systems with complete sets of involutive constraints. The aim is to establish, within the Hamilton-Jacobi theory, the relationship between the Frobenius' theorem, the infinitesimal canonical transformations…

High Energy Physics - Theory · Physics 2015-06-22 M. C. Bertin , B. M. Pimentel , C. E. Valcárcel

In this survey, we review the classical Hamilton Jacobi theory from a geometric point of view in different geometric backgrounds. We propose a Hamilton Jacobi equation for different geometric structures attending to one particular…

Differential Geometry · Mathematics 2022-10-26 O. Esen , M. de León , M. Lainz , C. Sardón , M. Zając

We prove differentiability of the effective Lagrangian for continuous time multidimensional directed variational problems in random dynamic environments with positive dependence range in time. This implies that limiting fundamental…

Probability · Mathematics 2023-06-26 Yuri Bakhtin , Douglas Dow

We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…

Analysis of PDEs · Mathematics 2012-05-09 Benjamin J. Fehrman

The Hamilton--Jacobi formalism generalized to 2--dimensional field theories according to Lepage's canonical framework is applied to several covariant real scalar fields, e.g. massless and massive Klein--Gordon, Sine--Gordon, Liouville and…

High Energy Physics - Theory · Physics 2016-09-06 Wulf Boettger , Henning Wissowski , Hans A. Kastrup

We study a class of weakly coupled Hamilton-Jacobi systems with a specific aim to perform a qualitative analysis in the spirit of weak KAM theory. Our main achievement is the definition of a family of related action functionals containing…

Analysis of PDEs · Mathematics 2015-03-03 H. Mitake , A. Siconolfi , H. V. Tran , N. Yamada

The Hamilton-Jacobi formalism is used to analyze the Weyl theory in the weak-field limit. The complete set of involutive Hamiltonians is obtained, which are classified into involutive and non-involutive. The counting of degrees of freedom…

General Relativity and Quantum Cosmology · Physics 2023-02-17 Alberto Escalante , Victor Alberto Zavala-Perez

This work conducts a Hamilton-Jacobi analysis of classical dynamical systems with internal constraints. We examine four systems, all previously analyzed by David Brown: three with familiar components (point masses, springs, rods, ropes, and…

General Relativity and Quantum Cosmology · Physics 2024-08-29 Luis G. Romero-Hernández , Jaime Manuel-Cabrera , Ramón E. Chan-López , Jorge M. Paulin-Fuentes

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

Numerical Analysis · Mathematics 2013-12-12 Fabio Camilli , Paola Loreti , Cristina Pocci

We discuss the Hamilton-Jacobi formalism for brane gravity described by the Regge-Teitelboim model, in higher co-dimension. Being originally a second-order in derivatives singular theory, we analyzed its constraint structure by identifying…

High Energy Physics - Theory · Physics 2023-06-23 A. Aguilar-Salas , C. Campuzano , E. Rojas

Motivated by the Hamilton$-$Jacobi approach of fields with constraints, we analyse the classical structure of three different constrained field systems: (i) the scalar field coupled to two flavors of fermions through Yukawa couplings (ii)…

General Physics · Physics 2025-03-27 Walaa I. Eshraim

The construction of physical models with local time-reparametrization invariance is reviewed. Negative-energy contributions to the hamiltonian are shown to be crucial for the realization of this reparametrization symmetry. The covariant…

High Energy Physics - Theory · Physics 2015-11-24 Jan-Willem van Holten , Richard Kerner
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