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A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…

Quantum Physics · Physics 2017-09-06 Sergey A. Rashkovskiy

A time-dependent completely integrable Hamiltonian system is quantized with respect to time-dependent action-angle variables near an instantly compact regular invariant manifold. Its Hamiltonian depends only on action variables, and has a…

Quantum Physics · Physics 2009-11-07 E. Fiorani , G. Giachetta , G. Sardanashvily

For pricing American options, %after suitable discretization in space and time, a sequence of discrete linear complementarity problems (LCPs) or equivalently Hamilton-Jacobi-Bellman (HJB) equations need to be solved in a sequential…

Numerical Analysis · Mathematics 2024-05-15 Xian-Ming Gu , Jun Liu , Cornelis W. Oosterlee

We briefly review a hamiltonian path integral formalism developed earlier by one of us. An important feature of this formalism is that the path integral quantization in arbitrary co-ordinates is set up making use of only classical…

High Energy Physics - Theory · Physics 2016-09-06 A. K. Kapoor , Pankaj Sharan

A fractional Hamiltonian formalism is introduced for the recent combined fractional calculus of variations. The Hamilton-Jacobi partial differential equation is generalized to be applicable for systems containing combined Caputo fractional…

Mathematical Physics · Physics 2012-06-19 Agnieszka B. Malinowska , Delfim F. M. Torres

A few quasi-exactly solvable models are studied within the quantum Hamilton-Jacobi formalism. By assuming a simple singularity structure of the quantum momentum function, we show that the exact quantization condition leads to the condition…

Quantum Physics · Physics 2009-11-07 K. G. Geojo , S. Sree Ranjani , A. K. Kapoor

An action having an acceleration term in addition to the usual velocity term is analyzed. The quantum mechanical system is directly defined for Euclidean time using the path integral. The Euclidean Hamiltonian is shown to yield the…

Quantum Physics · Physics 2015-06-12 Belal E. Baaquie

In this paper, a new approach for constructing Lagrangians for driven and undriven linearly damped systems is proposed, by introducing a redefined time coordinate and an associated coordinate transformation to ensure that the resulting…

Quantum Physics · Physics 2021-09-22 Matthew J. Blacker , David L. Tilbrook

We have obtained the solutions of two dimensional singular oscillator which is known as the quantum Calogero-Sutherland model both in cartesian and parabolic coordinates within the framework of quantum Hamilton Jacobi formalism. Solvability…

Quantum Physics · Physics 2008-04-27 Ozlem Yesiltas , Bengu Demircioglu

We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…

Optimization and Control · Mathematics 2021-11-22 Christian Parkinson , Madeline Ceccia

We introduce a version of the Hamiltonian formalism based on the Clairaut equation theory, which allows us a self-consistent description of systems with degenerate (or singular) Lagrangian. A generalization of the Legendre transform to the…

Mathematical Physics · Physics 2011-11-29 Steven Duplij

Lagrangians linear in velocities were analyzed using the fractional calculus and the Euler-Lagrange equations were derived. Two examples were investigated in details, the explicit solutions of Euler-Lagrange equations were obtained and the…

Mathematical Physics · Physics 2010-11-11 D. Baleanu , T. Avkar

We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…

Probability · Mathematics 2018-11-13 Jean-Christophe Mourrat

As a continuation of Rabei et al. work [11], the Hamilton- Jacobi partial differential equation is generalized to be applicable for systems containing fractional derivatives. The Hamilton- Jacobi function in configuration space is obtained…

Mathematical Physics · Physics 2015-05-13 Eqab M. Rabei , Bashar S. Ababneh

Gauge invariance of scalar perturbations is studied together with the associated equations of motion. Extending methods developed in the framework of hamiltonian General Relativity, the Hamilton-Jacobi equation is investigated into the…

General Relativity and Quantum Cosmology · Physics 2012-11-01 Thomas Cailleteau , Aurelien Barrau

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

Numerical Analysis · Mathematics 2023-10-11 Elisabetta Carlini , Antonio Siconolfi

Newman and Rovelli have used singular Hamilton-Jacobi transformations to reduce the phase space of general relativity in terms of the Ashtekar variables. Their solution of the gauge constraint cannot be inverted and indeed has no Minkowski…

General Relativity and Quantum Cosmology · Physics 2010-11-01 J. N. Goldberg , D. C. Robinson

We discuss an extension of the Hamilton-Jacobi theory to nonholonomic mechanics with a particular interest in its application to exactly integrating the equations of motion. We give an intrinsic proof of a nonholonomic analogue of the…

Mathematical Physics · Physics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch

The time evolution of a closed quantum system is connected to its Hamiltonian through Schroedinger's equation. The ability to estimate the Hamiltonian is critical to our understanding of quantum systems, and allows optimization of control.…

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