Related papers: Solving two-point boundary value problems using ge…
A new approach to solving two-point boundary value problems for a wave equation is developed. This new approach exploits the principle of stationary action to reformulate and solve such problems in the framework of optimal control. In…
Canonical transformations using the idea of quantum generating functions are applied to construct a quantum Hamilton-Jacobi theory, based on the analogy with the classical case. An operator and a c-number forms of the time-dependent quantum…
It is shown that the parameters contained in any two complete solutions of the Hamilton-Jacobi equation, corresponding to a given Hamiltonian, are related by means of a time-independent canonical transformation and that, in some cases, a…
We introduce new methods for the numerical solution of general Hamiltonian boundary value problems. The main feature of the new formulae is to produce numerical solutions along which the energy is precisely conserved, as is the case with…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
In this paper, we prove the existence of classical solutions to second boundary value prob- lems for generated prescribed Jacobian equations, as recently developed by the second author, thereby obtaining extensions of classical solvability…
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…
We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…
We proposed an algorithm for solving Hamilton-Jacobi equation associated to an optimal trajectory problem for a vehicle moving inside the pre-specified domain with the speed depending upon the direction of the motion and current position of…
We study some properties of the canonical transformations in classical mechanics and quantum field theory and give a number of practical formulas concerning their generating functions. First, we give a diagrammatic formula for the…
This work is the second part of a program initiated in arXiv:2111.13258 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in metric spaces.…
In this paper we continue our study of bifurcations of solutions of boundary-value problems for symplectic maps arising as Hamiltonian diffeomorphisms. These have been shown to be connected to catastrophe theory via generating functions and…
This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…
It is shown that any function $G(q_{i}, p_{i}, t)$, defined on the extended phase space, defines a one-parameter group of canonical transformations which act on any function $f(q_{i}, t)$, in such a way that if $G$ is a constant of motion…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
We observe that, within the effective generating function formalism for the implementation of canonical transformations within wave mechanics, non-trivial canonical transformations which leave invariant the form of the Hamilton function of…
We address the problem of sampling from terminally constrained distributions with pre-trained flow-based generative models through an optimal control formulation. Theoretically, we characterize the value function by a…
Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain the control. In this work, instead of focusing on the value…
In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results…
We adapt the notion of generating functions for lagrangian submanifolds to symplectic microgeometry. We show that a symplectic micromorphism always admits a global generating function. As an application, we describe hamiltonian flows as…