Results 31 to 40 of about 1,550,223 (212)

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

Hamilton–Jacobi equations for nonholonomic dynamics [PDF]

Journal of Mathematical Physics, 2005
We derive generalized Hamilton–Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton–Jacobi equation exists, the action is actually minimized (not just extremized).
openaire   +2 more sources

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

Entropy in the Sense of Boltzmann and Poincare, Boltzmann Extremals, and the Hamilton-Jacobi Method in Non-Hamiltonian Context

Современная математика: Фундаментальные направления, 2018
In this paper, we prove the H-theorem for generalized chemical kinetics equations. We consider important physical examples of such a generalization: discrete models of quantum kinetic equations (Uehling-Uhlenbeck equations) and a quantum Markov process ...
Victor V Vedenyapin, Sergey Z Adzhiev, Vladlena V Kazantseva   +2 more
doaj   +1 more source

Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches [PDF]

ESAIM: Proceedings and Surveys, 2020
Horizontal gene Transfer (HT) denotes the transmission of genetic material between two living organisms, while the vertical transmission refers to a DNA transfer from parents to their offspring.
Calvez Vincent, Figueroa Iglesias Susely, Hivert Hélène, Méléard Sylvie, Melnykova Anna, Nordmann Samuel   +5 more
doaj   +1 more source

The Equivalence Postulate of Quantum Mechanics, Dark Energy, and the Intrinsic Curvature of Elementary Particles

Advances in High Energy Physics, 2013
The equivalence postulate of quantum mechanics offers an axiomatic approach to quantum field theories and quantum gravity. The equivalence hypothesis can be viewed as adaptation of the classical Hamilton-Jacobi formalism to quantum mechanics.
Alon E. Faraggi
doaj   +1 more source

Hamilton-Jacobi equations [PDF]

, 2015
Voce in ...
Cristiani, E.
  +6 more sources

Two-dimensional particle solution of the extended Hamilton-Jacobi equation [PDF]

, 2008
In classical mechanics the Hamilton-Jacobi equation for a free particle has the property of reducing a perturbation of spatially uniform solution into a point.
Strunin, D. V.
core   +1 more source

Covariant GUP Deformed Hamilton-Jacobi Method

Advances in High Energy Physics, 2017
We first briefly revisit the original Hamilton-Jacobi method and show that the Hamilton-Jacobi equation for the action I of tunneling of a fermionic particle from a charged black hole can be written in the same form of that for a scalar particle.
Benrong Mu, Peng Wang, Haitang Yang
doaj   +1 more source

The representation formula for solutions of some class Hamilton–Jacobi equations

Lietuvos Matematikos Rinkinys, 2011
The lower semicontinious solutions of Hamilton–Jacobi equation are contructed by Hopf formula, when hamiltonian is maximum of linear functions.
Gintautas Gudynas
doaj   +1 more source