On controlled Hamilton and Hamilton–Jacobi differential equations of higher-order
In this paper, we investigate the nonlinear dynamics associated with controlled Lagrangians involving higher-order derivatives. More precisely, we establish the controlled higher-order Hamilton ordinary differential equations (ODEs) and Hamilton–Jacobi ...
Savin Treanţă +2 more
doaj +1 more source
Stochastic homogenization of a nonconvex Hamilton–Jacobi equation [PDF]
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton–Jacobi equations. The new idea is to introduce a family of “sub-equations” and to control solutions of the original equation by the maximal subsolutions of the latter ...
S. Armstrong, H. Tran, Yifeng Yu
semanticscholar +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Backstepping boundary control design for a cascaded viscous Hamilton–Jacobi PDE–ODE system
This paper develops state‐feedback and output‐feedback control design methodologies for boundary stabilization of a class of systems that involves cascade connection of a non‐linear viscous Hamilton–Jacobi partial differential equation (PDE) and a ...
Parisa Nikdel +3 more
doaj +1 more source
The Hamilton-Jacobi Equations for Strings and p-Branes
Simple derivation of the Hamilton-Jacobi equation for bosonic strings and p-branes is given. The motion of classical strings and p-branes is described by two and p+1 local fields, respectively.
Aurilia A. +3 more
core +1 more source
First order description of D=4 static black holes and the Hamilton-Jacobi equation [PDF]
In this Note we discuss the application of the Hamilton–Jacobi formalism to the first order description of four-dimensional spherically symmetric and static black holes.
L. Andrianopoli +7 more
semanticscholar +1 more source
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
Wormholes and effective potentials
The fundamental properties of the Ellis wormholes are reviewed. Using the Hamilton-Jacobi formalism, we have derived the effective potentials and the orbit equation for a particle around a wormhole in both Ellis and Morris-Thorne geometries.
Carlos A. Marín
doaj +1 more source
Concircular tensors in Spaces of Constant Curvature: With Applications to Orthogonal Separation of The Hamilton-Jacobi Equation [PDF]
We study concircular tensors in spaces of constant curvature and then apply the results obtained to the problem of the orthogonal separation of the Hamilton-Jacobi equation on these spaces.
McLenaghan, Raymond G. +1 more
core
Derivation of the Schrödinger equation from the Hamilton–Jacobi equation in Feynman's path integral formulation of quantum mechanics [PDF]
It is shown how the time-dependent Schrödinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton–Jacobi equation of classical mechanics.
J. Field
semanticscholar +1 more source

