Related papers: Quantitative comparison results for first-order Ha…
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…
In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…
We give a simplified proof of regularizing effects for first-order Hamilton-Jacobi Equations of the form $u\_t+H(x,t,Du)=0$ in $\R^N\times(0,+\infty)$ in the case where the idea is to first estimate $u\_t$. As a consequence, we have a…
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation.…
General analytical solutions of the Quantum Hamilton Jacobi Equation for conservative one-dimensional or reducible motion are presented and discussed. The quantum Hamilton's characteristic function and its derivative, i.e. the quantum…
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…
A generalisation of the classical covariance for quantum mechanical observables has previously been presented by Gibilisco, Hiai and Petz. Gibilisco and Isola has proved that the usual quantum covariance gives the sharpest inequalities for…
This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…
A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…
The numerical version of the Hamilton-Jacobi quantization method, recently proposed, is applied to the one dimensional quartic oscillator. A suitable quantization condition is formulated and various energy levels and wave functions are…
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 show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
We apply the quantum Hamilton-Jacobi formalism, naturally defined in the complex domain, to a number of complex Hamiltonians, characterized by discrete parity and time reversal (PT) symmetries and obtain their eigenvalues and…
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…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
Classical mechanics admits multiple equivalent formulations, from Newton's equations to the variational Lagrange-Hamilton framework and the scalar Hamilton-Jacobi (HJ) theory. In the HJ formulation, classical ensembles evolve through the…
Studying the behaviour of a quantum field in a classical, curved, spacetime is an extraordinary task which nobody is able to take on at present time. Independently by the fact that such problem is not likely to be solved soon, still we…