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We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

Numerical Analysis · Mathematics 2018-05-07 Yat Tin Chow , Wuchen Li , Stanley Osher , Wotao Yin

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

Optimization and Control · Mathematics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch , Melvin Leok

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…

Optimization and Control · Mathematics 2024-04-23 Michael Herty , Hicham Kouhkouh

We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

Analysis of PDEs · Mathematics 2011-08-22 Scott N. Armstrong , Panagiotis E. Souganidis

This work is devoted to review the modern geometric description of the Lagrangian and Hamiltonian formalisms of the Hamilton--Jacobi theory. The relation with the "classical" Hamiltonian approach using canonical transformations is also…

Mathematical Physics · Physics 2021-01-12 Narciso Román-Roy

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

It is well known in classical mechanics that, the frequencies of a periodic system can be obtained rather easily through the action variable, without completely solving the equation of motion. The equivalent quantum action variable…

Quantum Physics · Physics 2008-02-03 R. S. Bhalla , A. K. Kapoor , P. K. Panigrahi

The Hamilton-Jacobi method is generalized, both, in classical and relativistic mechanics. The implications in quantum mechanics are considered in the case of Klein-Gordon equation. We find that the wave functions of Klein-Gordon theory can…

Quantum Physics · Physics 2007-05-23 O. Chavoya-Aceves

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

We prove differentiability of the effective Lagrangian for continuous time multidimensional directed variational problems in random dynamic environments with positive dependence range in time. This implies that limiting fundamental…

Probability · Mathematics 2023-06-26 Yuri Bakhtin , Douglas Dow

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…

Analysis of PDEs · Mathematics 2014-06-10 Emeric Bouin

In this paper we establish H\"older continuity estimates for viscosity solutions to first order Hamilton-Jacobi equations linked to linear control systems satisfying the Kalman rank condition. Our model Hamiltonians are non-convex in the…

Analysis of PDEs · Mathematics 2026-05-08 Megan Griffin-Pickering , Alpár R. Mészáros

Generalizations of the Hamilton-Jacobi and Schrodinger equations for multidimensional variational problems of field theory are deduced. These generalizations are so-called variational differential equations.

Mathematical Physics · Physics 2009-10-14 A. V. Stoyanovsky

The Jacobi equation in pseudo-Riemannian geometry determines the linearized geodesic flow. The linearization ignores the relative velocity of the geodesics. The generalized Jacobi equation takes the relative velocity into account; that is,…

General Relativity and Quantum Cosmology · Physics 2009-11-07 C. Chicone , B. Mashhoon

The nonholonomic constrained system with second-class constraints is investigated using the Hamilton-Jacobi (HJ) quantization scheme to yield the complete equations of motion of the system. Although the integrability conditions in the HJ…

Quantum Physics · Physics 2016-09-08 Soon-Tae Hong , Won Tae Kim , Yong-Wan Kim , Young-Jai Park

The Hamilton-Jacobi analysis for gravity without dynamics is performed. We report a detailed analysis where the complete set of Hamilton-Jacobi constraints, the characteristic equations and the gauge transformations of the theory are found.…

General Relativity and Quantum Cosmology · Physics 2019-05-01 Alberto Escalante , I. Vallejo-Fabila

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

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

In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…

Analysis of PDEs · Mathematics 2018-05-25 Sepideh Mirrahimi , Sylvain Gandon

In this paper, we propose a geometric Hamilton-Jacobi theory for systems of implicit differential equations. In particular, we are interested in implicit Hamiltonian systems, described in terms of Lagrangian submanifolds of $TT^*Q$…

Mathematical Physics · Physics 2018-03-14 O. Esen , M. de León , C. Sardón

We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…

Analysis of PDEs · Mathematics 2023-03-10 Emeric Bouin , Vincent Calvez , Emmanuel Grenier , Grégoire Nadin