相关论文: Value functions in the Wasserstein spaces: finite …
This paper analyzes a class of impulse control problems for multi-dimensional jump diffusions in the finite time horizon. Following the basic mathematical setup from Stroock and Varadhan \cite{StroockVaradhan06}, this paper first…
An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…
This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
Conceptual analogies among statistical mechanics and classical (or quantum) mechanics often appeared in the literature. For classical two-body mean field models, an analogy develops into a proper identification between the free energy of…
The quantum mechanics description of a physical object stretched in space and stable in time from the relativistic space-time properties point of view, introduced in special theory of relativity, is considered and analysed. The mathematical…
The long-time average behavior of the value function in the calculus of variations is known to be connected to the existence of the limit of the corresponding Abel means. Still in the Tonelli case, such a limit is in turn related to the…
We determine a four-function generalization of the Plebanski spacetime, depending on three arbitrary functions of the radial coordinate, and one function on the angular coordinate. For the generalized Plebanski spacetime, we analyze the…
We establish an analogue of the first fundamental theorem of calculus for functions defined on the Wasserstein space of probability measures. Precisely, we show that if a function on the Wasserstein space is sufficiently regular in 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.…
A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity…
One of the remarkable notions in the recent development of quantum physics is the weak value related to weak measurements. We emulate it as a two-time conditional expectation in a classical stochastic model. We use the well known…
In this first of a series of four articles, it is shown how a hamiltonian quantum dynamics can be formulated based on a generalization of classical probability theory using the notion of quasi-invariant measures on the classical phase space…
We determine the inner product on the Hilbert space of wavefunctions of the universe by imposing the Hermiticity of the quantum Hamiltonian in the context of the minisuperspace model. The corresponding quantum probability density reproduces…
In this paper we study optimal control problems in Wasserstein spaces, which are suitable to describe macroscopic dynamics of multi-particle systems. The dynamics is described by a parametrized continuity equation, in which the Eulerian…
We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of $\mathbb{R}^d$ in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an…
The Hardy space $H^{p}$ of vector valued analytic functions in tube domains in $\mathbb{C}^{n}$ and with values in Banach space are defined. Vector valued analytic functions in tube domains in $\mathbb{C}^{n}$ with values in Hilbert space…
The Hamilton-Jacobi equation of classical mechanics is approached as a model reduction of conservative particle mechanics where the velocity degrees-of-freedom are eliminated. This viewpoint allows an extension of the association of the…
The Hamilton-Jacobi theory of Classical Mechanics can be extended in a novel manner to systems which are fuzzy in the sense that they can be represented by wave functions. A constructive interference of the phases of the wave functions then…
Most classical mechanical systems are based on dynamical variables whose values are real numbers. Energy conservation is then guaranteed if the dynamical equations are phrased in terms of a Hamiltonian function, which then leads to…