相关论文: Minimax Solutions of Hamilton--Jacobi Equations wi…

While it is known that one can consider the Cauchy problem for evolution equations with Caputo derivatives, the situation for the initial value problems for the Riemann-Liouville derivatives is less understood. In this paper we propose new…

We study how the classical Hamilton's principal and characteristic functions are generated from the solutions of the quantum Hamilton-Jacobi equation. While in the classically forbidden regions these quantum quantities directly tend to the…

We establish the stability under the formations of infimum and of convex combinations of subsolutions of convex Hamilton-Jacobi equations, some comparison and existence results for convex and coercive Hamilton-Jacobi equations with the…

We discuss a general procedure for arriving at the Hamilton-Jacobi equation of second-class constrained systems, and illustrate it in terms of a number of examples by explicitely obtaining the respective Hamilton principal function, and…

As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…

In this paper a duality relation between the Ma\~{n}\'e potential and Mather's action functional is derived in the context of convex and state-dependent Hamiltonians. The duality relation is used to obtain min-max representations of…

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

In this paper, we discuss the existence and uniqueness of solutions of a boundary value problem for a fractional differential equation of order $\alpha\in(2,3)$, involving a general form of fractional derivative. First, we prove an…

In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…

We establish some perturbed minimization principles, and we develop a theory of subdifferential calculus, for functions defined on Riemannian manifolds. Then we apply these results to show existence and uniqueness of viscosity solutions to…

We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of…

This manuscript is dedicated to prove a new inequality that involves an important case of Leibniz rule regarding Riemann-Liouville and Caputo fractional derivatives of order $\alpha\in(0,1)$. In the context of partial differential…

In this paper, with the help of previously constructed self-similar solutions, we construct a solution to a Cauchy-type problem for an even-order high-order equation with a fractional derivative in the sense of Hilfer

In this article, we consider nonlocal Hamilton-Jacobi Equations on networks with Kirchhoff type conditions for the interior vertices and Dirichlet boundary conditions for the boundary ones: our aim is to provide general existence and…

The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…

We shall study backward stochastic differential equations and we will present a new approach for the existence of the solution. This type of equation appears very often in the valuation of financial derivatives in complete markets.…

Here is one of the results of this paper (with the convention ${{1}\over {0}}=+\infty$): Let $X$ be a real Hilbert space and let $J:X\to {\bf R}$ be a $C^1$ functional, with compact derivative, such that $$\alpha^*:=\max\left…

We prove that $\alpha$-dissipative solutions to the Cauchy problem of the Hunter-Saxton equation, where $\alpha \in W^{1, \infty}(\mathbb{R}, [0, 1))$, can be computed numerically with order $\mathcal{O}(\Delta x^{{1}/{8}}+\Delta…

The aim of this paper is to obtain the existence of solutions for the following fractional p-Laplacian Dirichlet problem with mixed derivatives \begin{eqnarray*}…