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We establish, for the first time, explicit a priori and regularity estimates for solutions of the Dirichlet problem for Hamilton-Jacobi-Bellman operators from stochastic control, whose principal half-eigenvalues have opposite signs. In…

Analysis of PDEs · Mathematics 2026-01-21 Maria Luísa Pasinato , Boyan Sirakov

We show within a statistical model of quantization reported in the previous work based on Hamilton-Jacobi theory with a random constraint that the statistics of fluctuations of the actual trajectories around the classical trajectories in…

Quantum Physics · Physics 2012-09-11 Agung Budiyono

We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…

Analysis of PDEs · Mathematics 2022-02-02 Peter Morfe

In historical mathematics and physics, the Kardar-Parisi-Zhang equation or a quasilinear stationary version of a time-dependent viscous Hamilton-Jacobi equation in growing interface and universality classes, is also known by the different…

Analysis of PDEs · Mathematics 2019-10-11 Minh-Phuong Tran , Thanh-Nhan Nguyen

We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original…

Analysis of PDEs · Mathematics 2023-10-03 Elena Kosygina , Atilla Yilmaz

In this paper, we generalize a classical comparison result for solutions to Hamilton-Jacobi equations with Dirichlet boundary conditions, to solutions to Hamilton-Jacobi equations with non-zero boundary trace. As a consequence, we prove the…

Analysis of PDEs · Mathematics 2023-05-18 Vincenzo Amato , Andrea Gentile

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…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov

In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…

Numerical Analysis · Mathematics 2013-06-04 Guillaume Costeseque , Jean-Patrick Lebacque , Régis Monneau

For higher derivative theories, using the approach of Caratheodory's equivalent Lagrangian, we show that there exist novel formulations of Hamilton-Jacobi equations, which are different from the formulations derived from Hamilton's…

High Energy Physics - Theory · Physics 2021-02-02 Zhi-Qiang Guo

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

Numerical Analysis · Mathematics 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of…

Analysis of PDEs · Mathematics 2013-11-11 Scott N. Armstrong , Hung V. Tran , Yifeng Yu

The Hamilton-Jacobi [$HJ$] analysis for higher-order Chern-Simons gravity is performed. The complete set of $HJ$ Hamiltonians are identified and a fundamental $HJ$ differential is constructed, from which the characteristic equations are…

Mathematical Physics · Physics 2021-12-20 Alberto Escalante , J. Aldair Pantoja-Gonzalez , D. Vanessa Castro-Luna

We study nonlocal first-order equations arising in the theory of dislocations. We prove the existence and uniqueness of the solutions of these equations in the case of positive and negative velocities, under suitable regularity assumptions…

Analysis of PDEs · Mathematics 2009-02-13 Guy Barles , Olivier Ley

Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…

Analysis of PDEs · Mathematics 2013-11-19 Vinh Duc Nguyen

This work concerns a study of the quantum mechanical extension of the work of Horwitz et al. [1] on the stability of classical Hamiltonian systems by geometrical methods. Simulations are carried out for several important examples, these…

Quantum Physics · Physics 2017-04-12 Gil Elgressy , Lawrence Horwitz

In this work we show how to complete some Hamilton-Jacobi solutions of linear, nonconservative classical oscillatory systems which appeared in the literature and we extend these complete solutions to the quantum mechanical case. In…

Quantum Physics · Physics 2016-10-07 A. de Souza Dutra , R. A. C. Correa , P. H. R. S. Moraes

Using Hamilton-Jacobi theory, we develop a formalism for solving semi-classical cosmological perturbations which does not require an explicit choice of time-hypersurface. The Hamilton-Jacobi equation for gravity interacting with matter…

Astrophysics · Physics 2010-11-01 D. S. Salopek , J. M. Stewart

We study Hamilton-Jacobi equations in [0, +$\infty$) of evolution type with nonlinear boundary conditions of Neumann type in the case where the Hamiltonian is non necessarily convex with respect to the gradient variable. In this paper, we…

Analysis of PDEs · Mathematics 2016-09-29 Jessica Guerand

In this paper we set up a rigorous justification for the reinitialization algorithm. Using the theory of viscosity solutions, we propose a well-posed Hamilton-Jacobi equation with a parameter, which is derived from homogenization for a…

Analysis of PDEs · Mathematics 2015-07-02 Nao Hamamuki , Eleftherios Ntovoris

In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…

Optimization and Control · Mathematics 2025-12-19 Jinghua Li , Zhiyong Yu
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