Related papers: Hamilton--Jacobi equations for controlled gradient…
By identifying Hamiltonian flows with geodesic flows of suitably chosen Riemannian manifolds, it is possible to explain the origin of chaos in classical Newtonian dynamics and to quantify its strength. There are several possibilities to…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
Motivated by a constrained minimization problem, it is studied the gradient flows with respect to Hessian Riemannian metrics induced by convex functions of Legendre type. The first result characterizes Hessian Riemannian structures on…
We introduce notions of dynamic gradient flows on time-dependent metric spaces as well as on time-dependent Hilbert spaces. We prove existence of solutions for a class of time dependent energy functionals in both settings. In particular we…
We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…
Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain the control. In this work, instead of focusing on the value…
For free energies of the form \[ F(\mu) = E(\mu) + \sigma\int_\Omega \mu\log\mu\,dx, \quad \sigma > 0, \] we study the Wasserstein gradient flow, a continuity equation also known as mean-field Langevin dynamics, around a stationary state…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
New criteria for energy stability of multi-step, multi-stage, and mixed schemes are introduced in the context of evolution equations that arise as gradient flow with respect to a metric. These criteria are used to exhibit second and third…
The flow equation approach investigated by Wegner et al. is applied to an unbounded Hamiltonian system with a generalization. We show that a well-known quantized complex energy eigenvalues which is related to decay widths can be given with…
The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the ambient of higher-order mechanical systems, both in the Lagrangian and Hamiltonian formalisms. Thus, we state the corresponding Hamilton-Jacobi…
A necessary and sufficient condition for a parameter transformation that leaves invariant the energy of a one dimensional autonomous system is obtained. Using a parameter transformation the Hamilton-Jacobi equation is solved by a…
We present a framework enabling variational data assimilation for gradient flows in general metric spaces, based on the minimizing movement (or Jordan-Kinderlehrer-Otto) approximation scheme. After discussing stability properties in the…
Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…
We give sharp conditions for global in time existence of gradient flow solutions to a Cahn-Hilliard-type equation, with backwards second order degenerate diffusion, in any dimension and for general initial data. Our equation is the…
In this paper, we derive the lower bounds for the gradients of viscosity solutions to the Hamilton--Jacobi equation, where the convex Hamiltonian depends on the unknown function. We obtain gradient estimates using two different methods.…
This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…
We study a projection-type gradient flow for equality-constrained maximisation of a smooth bilinear control objective on $\mathcal{H}=L^2(0,T;\mathbb{R})$, eliminating Lagrange multipliers through an $(M{+}1)\times(M{+}1)$ moving Gram…
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…
We consider an optimal control problem with ergodic (long term average) reward for a McKean-Vlasov dynamics, where the coefficients of a controlled stochastic differential equation depend on the marginal law of the solution. Starting from…