相关论文: Stochastic homogenization of Hamilton-Jacobi equat…

We consider a semilinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity which is related to a stochastic control problem with fuel constraint. The fuel constraint translates into a singular initial condition…

Quantum fluctuations driven by non-stoquastic Hamiltonians have been conjectured to be an important and perhaps essential missing ingredient for achieving a quantum advantage with adiabatic optimization. We introduce a transformation that…

We investigate time dependent, first order Mean Field Games on the torus comparing, in a broad and general framework, the classical differential formulation , given by a Hamilton Jacobi equation coupled with a continuity equation, with a…

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 obtain the first quantitative stochastic homogenization result for reaction-diffusion equations, for ignition reactions in dimensions $d\le 3$ that either have finite ranges of dependence or are close enough to such reactions, and for…

We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…

The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…

We show that for a family of randomly kicked Hamiton-Jacobi equations on the torus, almost surely, the solution of an initial value problem converges exponentially fast to the unique stationary solution. Combined with the results in…

We develop Hamilton-Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a…

We study continuous dependence estimates for viscous Hamilton- Jacobi equations defined on a network Gamma. Given two Hamilton-Jacobi equations, we prove an estimate of the C2-norm of the difference between the corresponding solutions in…

Stochastic contact Hamiltonian systems are a class of important mathematical models, which can describe the dissipative properties with odd dimensions in the stochastic environment. In this article, we investigate the numerical dynamics of…

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…

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…

In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a $\Lambda$-convex energy functional featuring random and rapidly…

At the exceptional point where two eigenstates coalesce in open quantum systems, the usual diagonalization scheme breaks down and the Hamiltonian can only be reduced to Jordan block form. Most of the studies on the exceptional point…

We prove a stochastic homogenization result for integral functionals defined on finite partitions assuming the surface tension to be stationary and possibly ergodic. We also consider the convergence of boundary value problems when we impose…

We show that a two-level non-Hermitian Hamiltonian with constant off-diagonal exchange elements can be analyzed exactly when the underlying exceptional point is perfectly encircled in the complex plane. The state evolution of this system is…

Since Newton's time, deterministic causality has been considered a crucial prerequisite in any fundamental theory in physics. In contrast, the present work investigates stochastic dynamical models for motion in one spatial dimension, in…

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

We consider a finite horizon stochastic optimal control problem for nearest-neighbor random walk $\{X_i\}$ on the set of integers. The cost function is the expectation of exponential of the path sum of a random stationary and ergodic…