Related papers: Hamilton--Jacobi equations for controlled gradient…
In this paper we develop an analogue of Hamilton-Jacobi theory for the time-evolution operator of a quantum many-particle system. The theory offers a useful approach to develop approximations to the time-evolution operator, and also…
We can incorporate a "time" evolution into thermodynamics as a Hamilton-Jacobi dynamics. A set of the equations of states in thermodynamics is considered as the generalized eikonal equation, which is equivalent to Hamilton-Jacobi equation.…
The Ricci flow equation of a conformally flat Riemannian metric on a closed 2-dimensional configuration space is analysed. It turns out to be equivalent to the classical Hamilton-Jacobi equation for a point particle subject to a potential…
In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…
In this paper, we study evolutive Hamilton Jacobi equations with Hamiltonians that are discontinuous in time, posed on a simple network consisting of two edges on the real line connected at a single junction. We introduce a notion of…
We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we…
In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…
This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…
This work concerns the optimal control problem for McKean-Vlasov SDEs. In order to characterize the value function, we develop the viscosity solution theory for Hamilton-Jacobi-Bellman (HJB) equations on the Wasserstein space using…
We investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic…
This paper introduces equivariant hamiltonian flows, a method for learning expressive densities that are invariant with respect to a known Lie-algebra of local symmetry transformations while providing an equivariant representation of the…
This work investigates the optimal control problem for reflected McKean-Vlasov SDEs and the viscosity solutions to Hamilton-Jacobi-Bellman(HJB) equations on the Wasserstein space in terms of intrinsic derivative. It follows from the flow…
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial integro-differential operators. Our approach innovates in three…
We develop a constructive procedure for arriving at the Hamilton-Jacobi framework for the so-called affine in acceleration theories by analysing the canonical constraint structure. We find two scenarios in dependence of the order of the…
We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…
We show that the dynamics of a closed quantum system obeys the Hamilton variation principle. Even though quantum particles lack well-defined trajectories, their evolution in the Husimi representation can be treated as a flow of…
We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…
We formulate a path-dependent stochastic optimal control problem under general conditions, for which weprove rigorously the dynamic programming principle and that the value function is the unique Crandall-Lions viscosity solution of the…
This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…