Related papers: Hamilton--Jacobi equations for controlled gradient…
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…
We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…
In optimal control problems of control-affine systems, whose solutions are bang-bang or singular type, verification of optimality using the Hamilton-Jacobi-Bellman (HJB) equation involves the computation of partial derivatives of switching…
We present a simplified model of data flow on processors in a high performance computing framework involving computations necessitating inter-processor communications. From this ordinary differential model, we take its asymptotic limit,…
We provide a quick overview of various calculus tools and of the main results concerning the heat flow on compact metric measure spaces, with applications to spaces with lower Ricci curvature bounds. Topics include the Hopf-Lax semigroup…
This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…
Beginning with a relativistic action principle for the irrotational flow of collisionless matter, we compute higher order corrections to the Zel'dovich approximation by deriving a nonlinear Hamilton-Jacobi equation for the velocity…
In this paper, we guarantee the existence and uniqueness (in the almost everywhere sense) of the solution to a Hamilton-Jacobi-Bellman (HJB) equation with gradient constraint and a partial integro-differential operator whose L\'evy measure…
We construct the classical mechanics associated with a conformally flat Riemannian metric on a compact, n-dimensional manifold without boundary. The corresponding gradient Ricci flow equation turns out to equal the time-dependent…
Given a coercive Hamiltonian which is quasi-convex with respect to the gradient variable and periodic with respect to time and space at least "far away from the origin", we consider the solution of the Cauchy problem of the corresponding…
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…
We prove that the entropy solution to a scalar conservation law posed on the real line with a flux that is discontinuous at one point (in the space variable) coincides with the derivative of the solution to a Hamilton-Jacobi (HJ) equation…
This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in optimal control theory. First, assuming the existence of a…
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous…
We introduce a variation of the classical Ricci flow equation that modifies the unit volume constraint of that equation to a scalar curvature constraint. The resulting equations are named the Conformal Ricci Flow Equations because of the…
The aim of this paper is to understand the relation between the canonical Hamilton-Jacobi equation for Maxwell's electrodynamics, which is an equation with variational derivatives for a functional of field configurations, and the covariant…
We revisit the relation between the gradient-flow equations and Hamilton's equations in information geometry. By regarding the gradient-flow equations as Huygens' equations in geometric optics, we have related the gradient flows to the…
In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…
In this paper we present a general framework that allows one to study discretization of certain dynamical systems. This generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent bundles and cotangent…
This paper is a survey of the generalized Hamiltonian gradient flow (GHGF) framework for Hamilton-Jacobi equations, with an emphasis on the propagation of singularities and its connections to weak KAM theory, optimal transport and mean…