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We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

Analysis of PDEs · Mathematics 2009-11-11 Guy Barles , Espen R. Jakobsen

The Hamilton-Jacobi $[HJ]$ study for the Chern-Simons $[CS]$ modification of general relativity $[GR]$ is performed. The complete structure of the Hamiltonians and the generalized brackets are reported, from these results the $HJ$…

General Relativity and Quantum Cosmology · Physics 2023-06-07 Alberto Escalante , J. Aldair Pantoja-Gonzalez

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

Optimization and Control · Mathematics 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

Analysis of PDEs · Mathematics 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…

Analysis of PDEs · Mathematics 2026-01-22 Giacomo Ceccherini Silberstein , Daniela Tonon

In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the…

Analysis of PDEs · Mathematics 2010-02-10 Fabio Camilli , Olivier Ley , Paola Loreti

We generalize the Hamilton-Jacobi formulation for higher order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraint structure present in such systems.

High Energy Physics - Theory · Physics 2007-05-23 B. M. Pimentel , R. G. Teixeira

We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…

Optimization and Control · Mathematics 2026-02-18 Alessandro Alla , Filippo Mayer

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

Analysis of PDEs · Mathematics 2023-08-30 Samuel Daudin , Benjamin Seeger

In this paper, we construct Hamilton-Jacobi equations for a great variety of mechanical systems (nonholonomic systems subjected to linear or affine constraints, dissipative systems subjected to external forces, time-dependent mechanical…

Mathematical Physics · Physics 2015-05-14 P. Balseiro , J. C. Marrero , D. Martin de Diego , E. Padron

The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…

Analysis of PDEs · Mathematics 2023-09-26 Louis-Pierre Chaintron

The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…

High Energy Physics - Theory · Physics 2009-10-30 Vipul Periwal

We show that any classical solution of the diffusive Hamilton-Jacobi (DHJ) equation $-\Delta u= |\nabla u|^p$ in a half-space with zero boundary conditions for $1<p\le 2$ is necessarily one-dimensional. This improves the previously known…

Analysis of PDEs · Mathematics 2025-10-02 Alessio Porretta , Philippe Souplet

This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive…

Analysis of PDEs · Mathematics 2018-01-22 Bruno Ziliotto

This work is the second part of a program initiated in arXiv:2111.13258 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in metric spaces.…

Analysis of PDEs · Mathematics 2024-01-17 Giovanni Conforti , Richard C. Kraaij , Daniela Tonon

We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…

Analysis of PDEs · Mathematics 2016-01-20 Scott N. Armstrong , Hung V. Tran

We will analyze the constraint structure of the Einstein-Hilbert first-order action in two dimensions using the Hamilton-Jacobi approach. We will be able to find a set of involutive, as well as a set of non-involutive constraints. Using…

General Relativity and Quantum Cosmology · Physics 2014-11-20 M. C. Bertin , B. M. Pimentel , P. J. Pompeia

We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov

The Hamiltonian treatment of constrained systems in $G\ddot{u}ler's$ formalism leads us to the total differential equations in many variables. These equations are integrable if the corresponding system of partial differential equations is a…

High Energy Physics - Theory · Physics 2007-05-23 Dumitru Baleanu , Yurdahan Guler

Recently the Hamilton-Jacobi formulation for first order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi…

High Energy Physics - Theory · Physics 2008-11-26 B. M. Pimentel , R. G. Teixeira