In a previous work the concept of quantum potential is generalized into extended phase space (EPS) for a particle in linear and harmonic potentials.
Sadolah Nasiri, Samira Bahrami
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The Dual Hamilton–Jacobi Equation and the Poincaré Inequality
Following the equivalence between logarithmic Sobolev inequalities and hypercontractivity shown by L. Gross, and applying the ideas and methods of the work by Bobkov, Gentil and Ledoux, we would like to establish a new connection between the logarithmic ...
Rigao He+3 more
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In this paper, we study a specific stochastic differential equation depending on a parameter and obtain a representation of its probability density function in terms of Jacobi Functions.
William Margulies, Dean Zes
doaj
On integration of Hamilton-Jacobi partial differential equation [PDF]
A. Ghaffari
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Semiclassical eigenvalues for nonseparable systems: Nonperturbative solution of the Hamilton–Jacobi equation in action-angle variables [PDF]
Sally Chapman+2 more
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𝑅-separation of variables for the four-dimensional flat space Laplace and Hamilton-Jacobi equations [PDF]
E. G. Kalnins, Willard Miller
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"Itô's Lemma" and the Bellman equation: An applied view [PDF]
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core
A regularity result for viscosity solutions of Hamilton-Jacobi equations in one space dimension [PDF]
R. Jensen, Panagiotis E. Souganidis
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Nonlinear Optimal Control with Infinite Horizon for Distributed Parameter Systems and Stationary Hamilton–Jacobi Equations [PDF]
Piermarco Cannarsa, Giuseppe Da Prato
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"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view [PDF]
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core