Related papers: Hamilton--Jacobi equations for controlled gradient…
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…
All equivalence classes for electromagnetic potentials and space-time metrics of Stackel spaces, provided that Hamilton-Jacobi equation and Klein-Gordon-Fock equation for a charged test particle can be integrated by the method of complete…
We study how the classical Hamilton's principal and characteristic functions are generated from the solutions of the quantum Hamilton-Jacobi equation. While in the classically forbidden regions these quantum quantities directly tend to the…
This article studies the existence of long-time solutions to the Hamiltonian boundary value problem, and their consistent numerical approximation. Such a boundary value problem is, for example, common in Molecular Dynamics, where one aims…
From the sandpoint of neural network dynamics we consider dynamical system of special type pesesses gradient (symmetric) and Hamiltonian (antisymmetric) flows. The conditions when Hamiltonian flow properties are dominant in the system are…
The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier-Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated…
We explicitly construct parameter transformations between gradient flows in metric spaces, called curves of maximal slope, having different exponents when the associated function satisfies a suitable convexity condition. These…
We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…
We address the problem of sampling from terminally constrained distributions with pre-trained flow-based generative models through an optimal control formulation. Theoretically, we characterize the value function by a…
Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
We consider Hamiltonians associated to optimal control problems for affine systems on the torus. They are not coercive and are possibly unbounded from below in the direction of the drift of the system. The main assumption is the strong…
This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the…
Over the past fifteen years, the theory of Wasserstein gradient flows of convex (or, more generally, semiconvex) energies has led to advances in several areas of partial differential equations and analysis. In this work, we extend the…
We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…
Contraction theory is a recently developed dynamic analysis and nonlinear control system design tool based on an exact differential analysis of convergence. This paper extends contraction theory to local and global stability analysis of…
Found all equivalence classes for electromagnetic potentials and space-time metrics of Stackel spaces, provided that the equations of motion of the classical charged test particles are integrated by the method of complete separation of…
Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
The linear transport equation allows to advect level-set functions to represent moving sharp interfaces in multiphase flows as zero level-sets. A recent development in computational fluid dynamics is to modify the linear transport equation…