相关论文: Non-standard Construction of Hamiltonian Structure…

We study the loss, recovery, and preservation of differentiability of time-dependent large deviation rate functions. This study is motivated by mean-field Gibbs-non-Gibbs transitions. The gradient of the rate-function evolves according to a…

The geometric formulation of the Hamilton-Jacobi theory enables us to generalize it to systems of higher-order ordinary differential equations. In this work we introduce the unified Lagrangian-Hamiltonian formalism for the geometric…

We construct Poisson structures for Ermakov systems, using the Ermakov invariant as the Hamiltonian. Two classes of Poisson structures are obtained, one of them degenerate, in which case we derive the Casimir functions. In some situations,…

Dynamical systems invariant under the action of the l-conformal Newton-Hooke algebras are constructed by the method of nonlinear realizations. The relevant first order Lagrangians together with the corresponding Hamiltonians are found. The…

Choosing how much noise to add in Langevin dynamics is essential for making these algorithms effective in challenging optimization problems. One promising approach is to determine this noise by solving Hamilton-Jacobi-Bellman (HJB)…

This work is devoted to review the modern geometric description of the Lagrangian and Hamiltonian formalisms of the Hamilton--Jacobi theory. The relation with the "classical" Hamiltonian approach using canonical transformations is also…

We consider the classical Ramsey-Cass-Koopmans capital accumulation model and present three examples in which the Hamilton-Jacobi-Bellman (HJB) equation is neither necessary nor sufficient for a function to be the value function. Next, we…

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 adapt the metric approach to the study of stationary ergodic Hamilton-Jacobi equations, for which a notion of admissible random (sub)solution is defined. For any level of the Hamiltonian greater than or equal to a distinguished critical…

The Hamiltonian formulation of a plasma four-field fluid model that describes collisionless reconnection is presented. The formulation is noncanonical with a corresponding Lie-Poisson bracket. The bracket is used to obtain new independent…

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…

Here, we study Hamilton-Jacobi-Bellman equations on graphs. These are meant to be the analog of any of the following types of equations in the continuum setting of partial differential and nonlocal integro-differential equations:…

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

It is shown that extreme problem for one-dimensional Euler-Lagrange variational functional in $C^1[a;b]$ under the strengthened Legendre condition can be solved without using Hamilton-Jacobi equation. In this case, exactly one of the two…

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…

For higher derivative theories, using the approach of Caratheodory's equivalent Lagrangian, we show that there exist novel formulations of Hamilton-Jacobi equations, which are different from the formulations derived from Hamilton's…

For a linear non-Hermitian system, I demonstrate that a Hamiltonian can be constructed such that the non-Hermitian equations can be expressed exactly in the form of Hamilton's canonical equations. This is first shown for discrete systems…

We study a generalized ergodic problem (E), which is a Hamilton-Jacobi equation of contact type, in the flat $n$-dimensional torus. We first obtain existence of solutions to this problem under quite general assumptions. Various examples are…

An example of a nonunique solution of the Cauchy problem of Hamilton-Jacobi-Bellman (HJB) equation with surprisingly regular Hamiltonian is presented. The Hamiltonian H(t,x,p) is locally Lipschitz continuous with respect to all variables,…

We discuss the Hamilton-Jacobi formalism for brane gravity described by the Regge-Teitelboim model, in higher co-dimension. Being originally a second-order in derivatives singular theory, we analyzed its constraint structure by identifying…