Results 51 to 60 of about 10,247 (176)
Special integrals of the Hamilton-Jacobi equation
It is pointed out that special solutions, analogous to envelopes, except for the Hamilton–Jacobi equation, and that they may be used to generate equations of motion.
LL.G. Chambers, Chambers, LL.G.
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Envelopes and nonconvex Hamilton–Jacobi equations [PDF]
The author derives a new representation formula for viscosity solutions of nonconvex Hamilton-Jacobi PDEs given by \[ \begin{cases} u_{t}(x,t)+H(Du(x,t)) =0, &(x,t)\in \mathbb{R}^{n}\times (0,+\infty)\\ u(x,0) =g(x), &x\in \mathbb{R}^{n}, \end{cases} \] where \( H:\mathbb{R}^{n}\rightarrow \mathbb{R} \) is a smooth nonconvex Hamiltonian and \( g ...
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Parabolic perturbations of Hamilton–Jacobi equations [PDF]
Summary: We consider a parabolic perturbation of the Hamilton-Jacobi equation where the potential is periodic in space and time. We show that any solution converges to a limit not depending on initial conditions.
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Equilibrium Points for Optimal Investment with Vintage Capital [PDF]
The paper concerns the study of equilibrium points, namely the stationary solutions to the closed loop equation, of an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. Sufficient conditions for
Silvia Faggian
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Gradient Descent Approaches to Neural-Net-Based Solutions of the Hamilton-Jacobi-Bellman Equation
We investigate new approaches to dynamic-programming-based optimal control of continuous time-and-space systems. We use neural networks to approximate the solution to the Hamilton-Jacobi-Bellman (HJB) equation which is a first-order, nonlinear, partial ...
Andrew W Moore (5401907) +2 more
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A stochastic Hamilton–Jacobi equation with infinite speed of propagation [PDF]
International audienceWe give an example of a stochastic Hamilton-Jacobi equation du = H(Du)dξ which has an infinite speed of propagation as soon as the driving signal ξ is not of bounded variation.Nous présentons un exemple d'équation d'Hamilton–Jacobi ...
Paul Gassiat, Gassiat, Paul
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The Hamilton-Jacobi Difference Equation
. We study a system of difference equations which, like Hamilton's equations, preserves the standard symplectic structure on R 2m . In particular, we construct a differential-difference equation which we call the Hamilton-Jacobi difference ...
N. A. Elnatanov, Jeremy Schiff
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Hypercontractivity of Solutions to Hamilton-Jacobi Equations [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital [PDF]
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations.
Silvia Faggian
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The Lax solution to a Hamilton-Jacobi equation and its generalizations: Part 2
A study on the Lax solution to a Hamilton-Jacobi equation is presented. It is proved that the function defined by the infimum-based Lax formula provides a solution almost everywhere in x for each fixed t\u3e0 to the Hamilton-Jacobi, Cauchy problem.
Blackmore, D. +2 more
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