相关论文: Solving two-point boundary value problems using ge…

Patterns arise spontaneously in a range of systems spanning the sciences, and their study typically focuses on mechanisms to understand their evolution in space-time. Increasingly, there has been a transition towards controlling these…

An optimal control problem described by the Hamilton-Jacobi-Bellman equation can be developed into a problem that can be solved by general computational fluid dynamics packages. We describe how this formulation would allow a classical…

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

We exploit the separation of the filtering and control aspects of quantum feedback control to consider the optimal control as a classical stochastic problem on the space of quantum states. We derive the corresponding Hamilton-Jacobi-Bellman…

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

In this paper, we introduce a novel way to represent the interface for two-phase flows with phase change. We combine a level-set method with a Cartesian embedded boundary method and take advantage of both. This is part of an effort to…

We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

A necessary and sufficient condition for a parameter transformation that leaves invariant the energy of a one dimensional autonomous system is obtained. Using a parameter transformation the Hamilton-Jacobi equation is solved by a…

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

This work concerns the optimal control problem for McKean-Vlasov SDEs. We provide explicit conditions to ensure the existence of optimal Markovian feedback controls. Moreover, based on the flow property of the McKean-Vlasov SDE, the dynamic…

Variation of coupling constants of integrable system can be considered as canonical transformation or, infinitesimally, a Hamiltonian flow in the space of such systems. Any function $T(\vec p, \vec q)$ generates a one-parametric family of…

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…

In this note, we study a class of indefinite stochastic McKean-Vlasov linear-quadratic (LQ in short) control problem under the control taking nonnegative values. In contrast to the conventional issue, both the classical dynamic programming…

Effective Hamiltonian methods are utilized to model the two-qubit cross-resonance gate for both the ideal two-qubit case and when higher levels are included. Analytic expressions are obtained in the qubit case and the higher-level model is…

In order to find reliable and efficient numerical approximation schemes, we suggest to identify the Functional Renormalization Group flow equations of one-particle irreducible two-point functions as Hamilton-Jacobi(-Bellman)-type partial…

This mini-course provides a presentation of the method of characteristics to initial/boundary-value problems for systems of first-order partial differential equations and to Hamilton-Jacobi variational inequalities. In particular, these…

An ordinary unambiguous integral representation for the finite propagator of a quantum system is found by starting of a privileged skeletonization of the functional action in phase space, provided by the complete solution of the…

The bound state wave functions for a wide class of exactly solvable potentials are found utilizing the quantum Hamilton-Jacobi formalism. It is shown that, exploiting the singularity structure of the quantum momentum function, until now…