Results 111 to 120 of about 82,726 (225)

A stochastic control problem

Electronic Journal of Differential Equations, 2004
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  

Limit of the infinite horizon discounted Hamilton-Jacobi equation

, 2011
Motivated by the infinite horizon discounted problem, we study the convergence of solutions of the Hamilton Jacobi equation when the discount vanishes.
R. Iturriaga, H. Sánchez-Morgado
semanticscholar   +1 more source

Hamilton-Jacobi equation in momentum space

Optics Express, 2006
The application of the Hamilton-Jacobi equation to isotropic optical materials leads to the well-known eikonal equation which provides the surfaces normal to the ray trajectories. The symmetry between the coordinates x=(x(1),x(2),x(3)) and the momenta p=(p(1),p(2),p(3)) in the Hamiltonian formulation of Geometrical Optics establishes a dual Hamilton ...
Juan C, Miñano, Pablo, Benítez, Asunción, Santamaría   +2 more
openaire   +2 more sources

Uniqueness of solutions to Hamilton-Jacobi equations arising in the Calculus of Variations

, 2000
We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual convexity ...
Frankowska, H., Maso, G. Dal
core  

An advection–diffusion equation with a generalized advection term: Well-posedness analysis and examples

Examples and Counterexamples
We consider a Cauchy–Dirichlet problem for a semilinear advection–diffusion equation with a generalized advection term. Specific examples include an incision–diffusion landscape evolution model and a viscous Hamilton–Jacobi equation with an absorbing ...
Tetyana Malysheva, Luther W. White
doaj   +1 more source

Lorentz Invariance Violation and Modified Hawking Fermions Tunneling Radiation

Advances in High Energy Physics, 2016
Recently the modified Dirac equation with Lorentz invariance violation has been proposed, which would be helpful to resolve some issues in quantum gravity theory and high energy physics.
Shu-Zheng Yang, Kai Lin, Jin Li, Qing-Quan Jiang   +3 more
doaj   +1 more source

Fuel optimum stochastic attitude control [PDF]

Numerical solution of stochastic Hamilton-Jacobi equation for fuel optimal spacecraft attitude control ...
Mc Ghee, R. B., Payne, H. J., Spuck, W. H., III   +2 more
core   +1 more source

FIXED POINTS IN THE CONSTRUCTION OF A MINIMAX SOLUTION FOR A CLASS OF BOUNDARY VALUE PROBLEMS FOR HAMILTON–JACOBI EQUATIONS

Ural Mathematical Journal
This paper deals with analytical and numerical methods for constructing a minimax (generalized) solution to the Dirichlet problem for the Hamilton–Jacobi equation.
Pavel D. Lebedev, Alexander A. Uspenskii
doaj   +1 more source

Regularity theory for Hamilton–Jacobi equations

Journal of Differential Equations, 2003
The author studies the regularity and stability under small perturbations of viscosity solutions of Hamilton-Jacobi equations \(H(P+D_x u, x)=\overline{H}(P),\) where \(H(p,x):\mathbb{R}^{2n}\rightarrow \mathbb{R}\) is a strictly convex smooth Hamiltonian (\(D^{2}_{vv} L(x,v)>\gamma >0\) uniformly and coercive in \(p, \lim_{|p|\rightarrow\infty} \frac ...
openaire   +2 more sources

Homogenization of pathwise Hamilton–Jacobi equations

Journal de Mathématiques Pures et Appliquées, 2018
We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation, as well as equations with smooth approximating paths, homogenize. In the multi-signal setting, we demonstrate that
openaire   +3 more sources