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The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Anil Damle , Joel W. Burdick

Recently, there has been an increasing interest in modelling and computation of physical systems with neural networks. Hamiltonian systems are an elegant and compact formalism in classical mechanics, where the dynamics is fully determined…

Numerical Analysis · Mathematics 2022-06-28 Elena Celledoni , Andrea Leone , Davide Murari , Brynjulf Owren

Extremal principles can generally be divided into two rather distinct classes. There are, on the one hand side, formulations based on the Lagrangian or Hamiltonian mechanics, respectively, dealing with time dependent problems, but…

Computational Engineering, Finance, and Science · Computer Science 2023-11-08 Klaus Hackl , Jiří Svoboda , Franz Dieter Fischer

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…

Analysis of PDEs · Mathematics 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

We provide Sobolev estimates for solutions of first order Hamilton-Jacobi equations with Hamiltonians which are superlinear in the gradient variable. We also show that the solutions are differentiable almost everywhere. The proof relies on…

Analysis of PDEs · Mathematics 2014-11-04 Pierre Cardaliaguet , Alessio Porretta , Daniela Tonon

The Hamilton-Jacobi formalism generalized to 2-dimensional field theories according to Lepage's canonical framework is applied to several relativistic real scalar fields, e.g. massless and massive Klein-Gordon, Sinh and Sine-Gordon,…

High Energy Physics - Theory · Physics 2016-09-06 Wulf Boettger , Henning Wissowski , Hans A. Kastrup

The Hamilton-Jacobi method which can be used for solving this equation has been presented. The solution of the equation suggests that there exist some second order linear ordinary differential equations whose resolution can be done by means…

Mathematical Physics · Physics 2011-07-04 Christian Rakotonirina

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a…

Analysis of PDEs · Mathematics 2022-11-30 Yves Achdou , Claude Le Bris

We are able to derive the equations of motion for forced mechanical systems in a purely variational setting, both in the context of Lagrangian or Hamiltonian mechanics, by duplicating the variables of the system as introduced by Galley…

Mathematical Physics · Physics 2018-08-01 D. Martín de Diego , R. Sato Martín de Almagro

The classical and relativistic Hamilton-Jacobi approach is applied to the one-dimensional homogeneous potential, $V(q)=\alpha q^n$, where $\alpha$ and $n$ are continuously varying parameters. In the non-relativistic case, the exact…

General Relativity and Quantum Cosmology · Physics 2015-06-25 R. C. Santos , J. Santos , J. A. S. Lima

We consider a Hamilton-Jacobi equation where the Hamiltonian is periodic in space and coercive and convex in momentum. Combining the representation formula from optimal control theory and a theorem of Alexander, originally proved in the…

Analysis of PDEs · Mathematics 2022-07-18 William Cooperman

In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and…

Analysis of PDEs · Mathematics 2011-10-20 Yves Achdou , Fabio Camilli , Lucilla Corrias

It is shown that the Lagrangian reduction, in which solutions of equations of motion that do not involve time derivatives are used to eliminate variables, leads to results quite different from the standard Dirac treatment of the first order…

High Energy Physics - Theory · Physics 2009-11-11 N. Kiriushcheva , S. V. Kuzmin

We generalise Langlois' Hamiltonian treatment of gauge-invariant linear cosmological perturbations to a cosmological setting with multiple scalar fields minimally coupled to gravity. We review the Hamilton-Jacobi-like technique for a…

General Relativity and Quantum Cosmology · Physics 2025-03-28 Mateo Pascual

The way of finding all the constraints in the Hamiltonian formulation of singular (in particular, gauge) theories is called the Dirac procedure. The constraints are naturally classified according to the correspondig stages of this…

High Energy Physics - Theory · Physics 2016-11-23 D. M. Gitman , I. V. Tyutin

James' effective Hamiltonian method has been extensively adopted to investigate largely detuned interacting quantum systems. This method is just corresponding to the second-order perturbation theory, and cannot be exploited to treat the…

Quantum Physics · Physics 2017-04-05 Wenjun Shao , Chunfeng Wu , Xun-Li Feng

In our previous papers [11,13] we showed that the Hamilton-Jacobi problem can be regarded as a way to describe a given dynamics on a phase space manifold in terms of a family of dynamics on a lower-dimensional manifold. We also showed how…

The non-abelian Chern-Simons field interacting with $N$ component complex field is treated as a constrained system using the Hamilton-Jacobi approach. The reduced phase space Hamiltonian density is obtained without introducing Lagrange…

High Energy Physics - Theory · Physics 2009-11-07 S. I. Muslih

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
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