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This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…

数值分析 · 数学 2022-12-14 Devika Shylaja

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…

高能物理 - 理论 · 物理学 2009-11-10 Sami I. Muslih

Time-driven quantum systems are important in many different fields of physics like cold atoms, solid state, optics, etc. Many of their properties are encoded in the time evolution operator which is calculated by using a time-ordered product…

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used…

数值分析 · 数学 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of the equation is a 1-dimensional continuous and coercive…

偏微分方程分析 · 数学 2018-01-22 Bruno Ziliotto

In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…

数值分析 · 数学 2013-02-25 Max Jensen , Iain Smears

The Hamilton-Jacobi equation for a Hamiltonian section on a Lie affgebroid is introduced and some examples are discussed.

微分几何 · 数学 2007-05-23 Juan Carlos Marrero , Diana Sosa

Here we study the nonnegative solutions of the viscous Hamilton-Jacobi problem \[ \left\{\begin{array} [c]{c}% u_{t}-\nu\Delta u+|\nabla u|^{q}=0, u(0)=u_{0}, \end{array} \right. \] in $Q_{\Omega,T}=\Omega\times\left(0,T\right) ,$ where…

偏微分方程分析 · 数学 2013-03-25 Marie-Françoise Bidaut-Véron , Nguyen Anh Dao

We prove that a Hamilton-Jacobi equation in 1D with periodic forcing has a set of generalized solutions such that each solution is a sum of linear and continuous periodic functions; we also give a condition of uniqueness of this solution in…

chao-dyn · 物理学 2007-05-23 Andrei Sobolevskii

We establish the existence of smooth critical sub-solutions of the Hamilton-Jacobi equation on compact manifolds for smooth convex Hamiltonians, that is in the context of weak KAM theory, under the assumption that the Aubry set is the union…

动力系统 · 数学 2008-07-10 Patrick Bernard

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

偏微分方程分析 · 数学 2025-11-03 Yuxi Han , Son Tu

We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…

数值分析 · 数学 2013-06-18 Alexander Vladimirsky , Changxi Zheng

This paper studies a perturbation problem given by the equation: \begin{equation*} H(x, d_xu_\lambda, \lambda u_\lambda(x))+\lambda V(x,\lambda)=c \quad \text{in $M$}, \end{equation*} where $M$ is a closed manifold and $\lambda>0$ is a…

偏微分方程分析 · 数学 2024-12-31 Qinbo Chen

Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…

数值分析 · 数学 2017-06-09 Matthew M. Lin , Chun-Yueh Chiang

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…

偏微分方程分析 · 数学 2013-03-11 Cyril Imbert , Régis Monneau , Hasnaa Zidani

Presented is a method for efficient computation of the Hamilton-Jacobi (HJ) equation for time-optimal control problems using the generalized Hopf formula. Typically, numerical methods to solve the HJ equation rely on a discrete grid of the…

系统与控制 · 计算机科学 2019-10-22 Matthew R. Kirchner , Gary Hewer , Jerome Darbon , Stanley Osher

This paper is the first attempt to systematically study properties of the effective Hamiltonian $\overline{H}$ arising in the periodic homogenization of some coercive but nonconvex Hamilton-Jacobi equations. Firstly, we introduce a new and…

偏微分方程分析 · 数学 2017-01-05 Jianliang Qian , Hung V. Tran , Yifeng Yu

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.…

概率论 · 数学 2018-11-13 Jean-Christophe Mourrat

The large deflection of a circular thin plate under uniform external pressure is a classic problem in solid mechanics, dated back to Von K{\'a}rm{\'a}n \cite{Karman}. {This problem is reconsidered in this paper using an analytic…

偏微分方程分析 · 数学 2018-01-25 Xiaoxu Zhong , Shijun Liao

In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

动力系统 · 数学 2014-03-18 Lin Wang , Jun Yan