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We study a critical case of Coagulation-Fragmentation equations with multiplicative coagulation kernel and constant fragmentation kernel. Our method is based on the study of viscosity solutions to a new singular Hamilton-Jacobi equation,…

Analysis of PDEs · Mathematics 2020-07-02 Hung V. Tran , Truong-Son Van

We propose novel connections between several neural network architectures and viscosity solutions of some Hamilton--Jacobi (HJ) partial differential equations (PDEs) whose Hamiltonian is convex and only depends on the spatial gradient of…

Numerical Analysis · Mathematics 2020-11-05 Jérôme Darbon , Tingwei Meng

We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…

Numerical Analysis · Mathematics 2017-12-06 Warut Thawinrak , Jeff Calder

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…

Probability · Mathematics 2023-10-19 Jinghai Shao

Stochastic optimal control problems for Hamiltonian dynamics on graphs have wide-ranging applications in mechanics and quantum field theory, particularly in systems with graph-based structures. In this paper, we establish the existence and…

Optimization and Control · Mathematics 2025-10-01 Jianbo Cui , Tonghe Dang

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

Analysis of PDEs · Mathematics 2019-12-20 Hitoshi Ishii , Taiga Kumagai

In this paper, we revisit the technique of doubling variables in first order Hamilton-Jacobi equations, especially when the equations arise in optimal control. We show that by tuning the penalization between the two points, we can change…

Analysis of PDEs · Mathematics 2025-12-04 Charles Bertucci , Giacomo Ceccherini Silberstein

In the study of McKean-Vlasov stochastic differential equations (MV-SDEs), numerical approximation plays a crucial role in understanding the behavior of interacting particle systems (IPS). Classical Milstein schemes provide strong…

Numerical Analysis · Mathematics 2025-10-21 Jingtao Zhu , Yuying Zhao , Siqing Gan

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

Analysis of PDEs · Mathematics 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the…

Analysis of PDEs · Mathematics 2013-10-30 Filippo Cagnetti , Diogo Gomes , Hiroyoshi Mitake , Hung Tran

Density functional theory (DFT) is a fundamental method for simulating quantum chemical properties, but it remains expensive due to the iterative self-consistent field (SCF) process required to solve the Kohn-Sham equations. Recently, deep…

Computational Physics · Physics 2025-10-23 Seongsu Kim , Nayoung Kim , Dongwoo Kim , Sungsoo Ahn

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

Numerical Analysis · Mathematics 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…

Mathematical Physics · Physics 2015-12-24 R. Camassa , G. Falqui , G. Ortenzi

We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are…

Optimization and Control · Mathematics 2019-11-06 Shuo Huang , Gechun Liang , Thaleia Zariphopoulou

In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from…

Machine Learning · Computer Science 2020-10-28 Jeongho Kim , Jaeuk Shin , Insoon Yang

In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…

Analysis of PDEs · Mathematics 2017-10-16 Sunghan Kim , Ki-Ahm Lee

In order to find reliable and efficient numerical approximation schemes, we suggest to identify the Functional Renormalization Group flow equations of one-particle irreducible two-point functions as Hamilton-Jacobi(-Bellman)-type partial…

High Energy Physics - Theory · Physics 2025-12-30 Adrian Koenigstein , Martin J. Steil , Stefan Floerchinger

We propose a high order numerical scheme for time-dependent first order Hamilton--Jacobi--Bellman equations. In particular we propose to combine a semi-Lagrangian scheme with a Central Weighted Non-Oscillatory reconstruction. We prove a…

Numerical Analysis · Mathematics 2024-02-27 E. Carlini , R. Ferretti , S. Preda , M. Semplice

We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…

Numerical Analysis · Mathematics 2018-02-21 Olivier Bokanowski , Athena Picarelli , Christoph Reisinger