Results 21 to 30 of about 3,553,452 (205)
A kinetic eikonal equation [PDF]
, 2012 We analyse the linear kinetic transport equation with a BGK relaxation operator. We study the large scale hyperbolic limit $(t,x)\to (t/\eps,x/\eps)$. We derive a new type of limiting Hamilton-Jacobi equation, which is analogous to the classical eikonal ...
Bouin, Emeric, Calvez, Vincent
core +6 more sources
A junction condition by specified homogenization and application to traffic lights [PDF]
, 2015 Given a coercive Hamiltonian which is quasi-convex with respect to the gradient variable and periodic with respect to time and space at least "far away from the origin", we consider the solution of the Cauchy problem of the corresponding Hamilton-Jacobi ...
Galise, Giulio +2 more
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The stochastic Hamilton-Jacobi equation [PDF]
, 2008 We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical situation, it is ...
Joan-Andreu L'azaro-Cam'i, J. Ortega
semanticscholar +1 more source
Quantum Hamilton-Jacobi equation [PDF]
, 1997 The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the generating ...
A. Anderson +24 more
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On the differentiability of the solution to the Hamilton–Jacobi equation with critical fractional diffusion [PDF]
, 2009 We prove that the Hamilton–Jacobi equation for an arbitrary Hamiltonian H (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical C 1 , α solutions.
L. Silvestre
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Hamilton-Jacobi approach to Berezinian singular systems [PDF]
, 1997 In this work we present a formal generalization of the Hamilton-Jacobi formalism, recently developed for singular systems, to include the case of Lagrangians containing variables which are elements of Berezin algebra.
B.M. Pimentel +17 more
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Hamilton-Jacobi Method for Mechanical Systems on Time Scales
Complexity, 2018 This paper presents the Hamilton-Jacobi method for integrating the equations of motion of mechanical systems on time scales. We give the criterion and four basic forms of canonical transformation on time scales.
Xiang-Hua Zhai, Yi Zhang
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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 +2 more
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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
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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
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