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A simple method to deal with four dimensional Hamilton-Jacobi equation for null hypersurfaces is introduced. This method allows to find simple geometrical conditions which give rise to the failure of the WKB approximation on curved…
Leakage errors arise when the quantum state leaks out of some subspace of interest, for example, the two-level subspace of a multi-level system defining a computational `qubit' or the logical code space defined by some quantum…
Ensuring the safety of complex dynamical systems often relies on Hamilton-Jacobi (HJ) Reachability Analysis or Control Barrier Functions (CBFs). Both methods require computing a function that characterizes a safe set that can be made…
Leakage of confidential information represents a serious security risk. Despite a number of novel, theoretical advances, it has been unclear if and how quantitative approaches to measuring leakage of confidential information could be…
Recent approaches to leveraging deep learning for computing reachable sets of continuous-time dynamical systems have gained popularity over traditional level-set methods, as they overcome the curse of dimensionality. However, as with…
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.…
In the Dynamic Programming approach to optimal control problems a crucial role is played by the value function that is characterized as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. It is well known that this…
This paper is devoted to the stochastic optimal control problem of infinite-dimensional differential systems allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases studied by…
We propose a splitting approach to solve the second-order Hamilton--Jacobi equation, reducing it to a heat step and a purely first-order step. The latter is implemented using a gradient value policy iteration algorithm, enabling efficient…
Ensuring the safety of autonomous systems under uncertainty is a critical challenge. Hamilton-Jacobi reachability (HJR) analysis is a widely used method for guaranteeing safety under worst-case disturbances. In this work, we propose HJRNO,…
Nondominated sorting is a discrete process that sorts points in Euclidean space according to the coordinatewise partial order, and is used to rank feasible solutions to multiobjective optimization problems. It was previously shown that…
In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the…
Latent safety filters extend Hamilton-Jacobi (HJ) reachability to operate on latent state representations and dynamics learned directly from high-dimensional observations, enabling safe visuomotor control under hard-to-model constraints.…
We give a full characterization of the range of the operator which associates, to any initial condition, the viscosity solution at time $T$ of a Hamilton-Jacobi equation with convex Hamiltonian. Our main motivation is to be able to treat…
Reachability analysis aims at identifying states reachable by a system within a given time horizon. This task is known to be computationally expensive for linear hybrid systems. Reachability analysis works by iteratively applying continuous…
To sidestep the curse of dimensionality when computing solutions to Hamilton-Jacobi-Bellman partial differential equations (HJB PDE), we propose an algorithm that leverages a neural network to approximate the value function. We show that…
The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…
In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…
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.…