Results 11 to 20 of about 1,550,172 (171)

A discontinuous Galerkin moving mesh method for Hamilton-Jacobi equations [PDF]

, 2007
In this paper we consider the numerical solution of first-order Hamilton-Jacobi equations using the combination of a discontinuous Galerkin finite element method and an adaptive $r$-refinement (mesh movement) strategy.
MacKenzie, John, Nicola, Aurelian
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On the generalized Jacobi equation. [PDF]

, 2008
The standard text-book Jacobi equation (equation of geodesic deviation) arises by linearizing the geodesic equation around some chosen geodesic, where the linearization is done with respect to the coordinates and the velocities.
Perlick, Volker
core   +5 more sources

An approximation method for the stabilizing solution of the Hamilton-Jacobi equation for integrable systems using Hamiltonian perturbation theory [PDF]

, 2006
In this report, a method for approximating the stabilizing solution of the Hamilton-Jacobi equation for integrable systems is proposed using symplectic geometry and a Hamiltonian perturbation technique.
Sakamoto, Noboru, Sakamoto, N., Sakamoto, Noboru,, van der Schaft, Arjan, Schaft, Arjan J. van der, Noboru Sakamoto, Schaft, Arjan J. van der,, Schaft, Arjan J. van der; id_orcid, van der Schaft, AJ; id_orcid, Arjan J. van der Schaft, van der Schaft, AJ   +10 more
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Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations [PDF]

, 2004
We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present paper is to show existence, uniqueness and a (locally in time) diffeomorphism ...
Kolokoltsov, V. N. (Vasiliĭ Nikitich), Tyukov, Alexei E., Schilling, René L., Vassili Kolokol'tsov, Alexei Tyukov, Schilling, RL, Tyukov, AE, Tyukov, A.E., Kolokoltsov, VN, Kolokol'tsov, V.N., René Schilling   +10 more
core   +1 more source

A Study on Numerical Solutions of Hamilton-Jacobi-Bellman Equations Based on Successive Approximation Approach

SICE Journal of Control, Measurement, and System Integration, 2020
This paper presents a numerical approach to solve the Hamilton-Jacobi-Bellman (HJB) equation, which arises in nonlinear optimal control. In this approach, we first use the successive approximation to reduce the HJB equation, a nonlinear partial ...
Ichiro Maruta, Shuhei Nishida, Kenji Fujimoto   +2 more
doaj   +1 more source

Optimal control of the propagation of a graph in inhomogeneous media [PDF]

, 2009
We study an optimal control problem for viscosity solutions of a Hamilton–Jacobi equation describing the propagation of a one-dimensional graph with the control being the speed function.
Deckelnick, Klaus, Vanessa Styles (4460662), Charles M Elliott (16060877), Styles, Vanessa, Klaus Deckelnick (16038425), Elliott, Charles M.   +5 more
core   +1 more source

Action-angle variables for the Lie–Poisson Hamiltonian systems associated with the Hirota–Satsuma modified Boussinesq equation

Frontiers in Physics, 2023
In this work, we present two finite-dimensional Lie–Poisson Hamiltonian systems associated with the Hirota–Satsuma modified Boussinesq equation by using the nonlinearization method. Moreover, the separation of variables on the common level set of Casimir
Xue Geng, Dianlou Du, Xianguo Geng
doaj   +1 more source

Optimal Consumption in a Stochastic Ramsey Model with Cobb-Douglas Production Function

International Journal of Mathematics and Mathematical Sciences, 2013
A stochastic Ramsey model is studied with the Cobb-Douglas production function maximizing the expected discounted utility of consumption. We transformed the Hamilton-Jacobi-Bellman (HJB) equation associated with the stochastic Ramsey model so as to ...
Md. Azizul Baten, Anton Abdulbasah Kamil
doaj   +1 more source

Optimal Defined Contribution Pension Management with Jump Diffusions and Common Shock Dependence

Mathematics, 2023
This work deals with an optimal asset allocation problem for a defined contribution (DC) pension plan during its accumulation phase. The contribution rate is assumed to be proportional to the individual’s salary.
Wujun Lv, Linlin Tian, Xiaoyi Zhang
doaj   +1 more source

A Discrete Hamilton–Jacobi Theory for Contact Hamiltonian Dynamics

Mathematics
In this paper, we propose a discrete Hamilton–Jacobi theory for (discrete) Hamiltonian dynamics defined on a (discrete) contact manifold. To this end, we first provide a novel geometric Hamilton–Jacobi theory for continuous contact Hamiltonian dynamics ...
Oğul Esen, Cristina Sardón, Marcin Zajac   +2 more
doaj   +1 more source