相关论文: The time-dependent maximum principle for systems o…
An extension of Riewe's fractional Hamiltonian formulation is presented for fractional constrained systems. The conditions of consistency of the set of constraints with equations of motion are investigated. Three examples of fractional…
The optimal time for the controllability of linear hyperbolic systems in one dimensional space with one-side controls has been obtained recently for time-independent coefficients in our previous works. In this paper, we consider linear…
A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in…
If a higher derivative theory arises from a transformation of variables that involves time derivatives, a tailor-made Hamiltonian formulation is shown to exist. The details and advantages of this elegant Hamiltonian formulation, which…
A methodology for deriving dual variational principles for the classical Newtonian mechanics of mass points in the presence of applied forces, interaction forces, and constraints, all with a general dependence on particle velocities and…
Using a new approach, we establish a maximum principle for diffusive Lotka-Volterra systems of two competing species. Under certain conditions we show this maximum principle leads to the nonexistence of traveling waves solutions for systems…
MaxEnt inference algorithm and information theory are relevant for the time evolution of macroscopic systems considered as problem of incomplete information. Two different MaxEnt approaches are introduced in this work, both applied to…
Safety filters provide a practical approach for enforcing safety constraints in autonomous systems. While learning-based tools scale to high-dimensional systems, their performance depends on informative data that includes states likely to…
A formal methodology for developing variational principles corresponding to a given nonlinear PDE system is discussed. The scheme is demonstrated in the context of the incompressible Navier-Stokes equations, systems of first-order…
This article makes no claim to originality, other than, perhaps, the simple statement here called the {\it Abstract Maximum Principle}. Actually, the whole contents are strongly based on some H. Sussmann's and coauthors' papers, in which,…
In this paper, we establish a framework for the analysis of linear parabolic equations on conical surfaces and use them to study the conical Ricci flow. In particular, we prove the long time existence of the conical Ricci flow for general…
In this paper, we study the determination of Hamiltonian from a given equations of motion. It can be cast into a problem of matrix factorization after reinterpretation of the system as first-order evolutionary equations in the phase space…
This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…
For a class of path-dependent stochastic evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. In this infinite-dimensional control…
We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case.…
For continuous systems modeled by dynamical equations such as ODEs and SDEs, Bellman's Principle of Optimality takes the form of the Hamilton-Jacobi-Bellman (HJB) equation, which provides the theoretical target of reinforcement learning…
In this paper we investigate maximal $L^q$-regularity for time-dependent viscous Hamilton-Jacobi equations with unbounded right-hand side and superlinear growth in the gradient. Our approach is based on the interplay between new integral…
In the variational principle leading to the Euler equation for a perfect fluid, we can use the method of undetermined multiplier for holonomic constraints representing mass conservation and adiabatic condition. For a dissipative fluid, the…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…