Related papers: The method of characteristics revisited. A viabili…
In this paper we give a method, based on the characteristic function of a set, to solve some difficult problems of set theory in undergraduate research.
The first order optimality conditions of optimal control problems (OCPs) can be regarded as boundary value problems for Hamiltonian systems. Variational or symplectic discretisation methods are classically known for their excellent long…
Motivated by recent developments in Hamiltonian variational principles, Hamiltonian variational integrators, and their applications such as to optimization and control, we present a new Type II variational approach for Hamiltonian systems,…
We develop method that allows to derive reductions and solutions to hyperbolic systems of partial differential equations. The method is based on using functions that are constant in the direction of characteristics of the system. These…
The level set method is a widely used tool for solving reachability and invariance problems. However, some shortcomings, such as the difficulties of handling dissipation function and constructing terminal conditions for solving the…
In this paper we will review a recently introduced method for solving the Hamilton-Jacobi equations by the method of Separation of Variables. This method is based on the notion of pencil of Poisson brackets and on the bihamiltonian approach…
This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…
The Separation of Variables theory for the Hamilton-Jacobi equation is 'by definition' related to the use of special kinds of coordinates, for example Jacobi coordinates on the ellipsoid or St\"ackel systems in the Euclidean space. However,…
This paper presents a backstepping approach for the boundary control of first-order hyperbolic equations with spatially varying coefficients posed on domains of arbitrary dimension. The method is based on a change of variables induced by…
In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…
Reachability analysis is a powerful tool when it comes to capturing the behaviour, thus verifying the safety, of autonomous systems. However, general-purpose methods, such as Hamilton-Jacobi approaches, suffer from the curse of…
Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…
Constrained Hamiltonian systems are investigated by using the Hamilton-Jacobi method. Integration of a set of equations of motion and the action function is discussed. It is shown that we have two types of integrable systems: a) ${\it…
The paper presents a variational quantum algorithm to solve initial-boundary value problems described by second-order partial differential equations. The approach uses hybrid classical/quantum hardware that is well suited for quantum…
Hybrid quantum-classical algorithms hold great promise for solving quantum control problems on near-term quantum computers. In this work, we employ the hybrid framework that integrates digital quantum simulation with classical optimization…
This is a continuation of the work initiated in a previous paper on so-called driven cofactor systems, which are partially decoupling second-order differential equations of a special kind. The main purpose in that paper was to obtain an…
Variational inequalities are an important mathematical tool for modelling free boundary problems that arise in different application areas. Due to the intricate nonsmooth structure of the resulting models, their analysis and optimization is…
The Hamilton-Jacobi method of constrained systems is discussed. The equations of motion for three singular systems are obtained as total differential equations in many variables. The integrability conditions for these syatems lead us to the…
We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with…
Hamiltonian Boundary Value Methods (in short, HBVMs) is a new class of numerical methods for the efficient numerical solution of canonical Hamiltonian systems. In particular, their main feature is that of exactly preserving, for the…