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Dynamic programming principle for backward doubly stochastic recursive optimal control problem and sobolev weak solution of the stochastic Hamilton-Jacobi-Bellman equation [PDF]

Fundamental Research
In this paper, we investigate a backward doubly stochastic recursive optimal control problem wherein the cost function is expressed as the solution to a backward doubly stochastic differential equation.
Yunhong Li, Anis Matoussi, Lifeng Wei, Zhen Wu   +3 more
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The vanishing discount problem for monotone systems of Hamilton-Jacobi equations: a counterexample to the full convergence

Mathematics in Engineering, 2023
In recent years there has been intense interest in the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto has recently given an example of the Hamilton-Jacobi equation having non-convex Hamiltonian ...
Hitoshi Ishii
doaj   +1 more source

Evaluation of the Feynman Propagator by Means of the Quantum Hamilton-Jacobi Equation

Quanta, 2023
It is shown that the complex phase of the Feynman propagator is a solution of the quantum Hamilton–Jacobi equation, namely, it is the quantum Hamilton's principal function (or quantum action).
Mario Fusco Girard
doaj   +1 more source

Separability in consistent truncations

Journal of High Energy Physics, 2021
The separability of the Hamilton-Jacobi equation has a well-known connection to the existence of Killing vectors and rank-two Killing tensors. This paper combines this connection with the detailed knowledge of the compactification metrics of consistent ...
Krzysztof Pilch, Robert Walker, Nicholas P. Warner   +2 more
doaj   +1 more source

Symmetries of the Hamilton-Jacobi equation [PDF]

Компьютерные исследования и моделирование, 2012
The notion of symmetry transformations of the Hamilton-Jacobi equation. For the group of symmetries is shown how to be associated with the Hamiltonian function coefficients of the infinitesimal operator of the group.
Gennadii Nikolaevich Yakovenko
doaj   +1 more source

The Hamilton–Jacobi Theory for Contact Hamiltonian Systems

Mathematics, 2021
The aim of this paper is to develop a Hamilton–Jacobi theory for contact Hamiltonian systems. We find several forms for a suitable Hamilton–Jacobi equation accordingly to the Hamiltonian and the evolution vector fields for a given Hamiltonian function ...
Manuel de León, Manuel Lainz, Álvaro Muñiz-Brea   +2 more
doaj   +1 more source

Existence of solutions to contact mean-field games of first order

Advanced Nonlinear Studies, 2022
This paper deals with the existence of solutions of a class of contact mean-field game systems of first order consisting of a contact Hamilton-Jacobi equation and a continuity equation.
Hu Xiaotian, Wang Kaizhi
doaj   +1 more source

The Quantum Hamilton–Jacobi Equation and the Link Between Classical and Quantum Mechanics

Quanta, 2022
We study how the classical Hamilton's principal and characteristic functions are generated from the solutions of the quantum Hamilton–Jacobi equation.
Mario Fusco Girard
doaj   +1 more source

Dirac equation of spin particles and tunneling radiation from a Kinnersly black hole

European Physical Journal C: Particles and Fields, 2017
In curved space-time, the Hamilton–Jacobi equation is a semi-classical particle equation of motion, which plays an important role in the research of black hole physics.
Guo-Ping Li, Zhong-Wen Feng, Hui-Ling Li, Xiao-Tao Zu   +3 more
doaj   +1 more source

Fermions Tunneling from Higher-Dimensional Reissner-Nordström Black Hole: Semiclassical and Beyond Semiclassical Approximation

Advances in High Energy Physics, 2016
Based on semiclassical tunneling method, we focus on charged fermions tunneling from higher-dimensional Reissner-Nordström black hole. We first simplify the Dirac equation by semiclassical approximation, and then a semiclassical Hamilton-Jacobi equation ...
ShuZheng Yang, Dan Wen, Kai Lin
doaj   +1 more source