Results 1 to 10 of about 1,005 (161)

Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations

open access: yesJournal of Inequalities and Applications, 2001
This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB) equations (one for finite horizon and the other one for infinite horizon) which arise in the optimal control of nonlinear piecewise deterministic ...
Başar Tamer, Xiao Mingqing
doaj  

Homogenization of pathwise Hamilton–Jacobi equations

open access: yesJournal 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

A Hybrid Scheme for Fuzzy Dark Matter Simulations Combining the Schrödinger and Hamilton–Jacobi–Madelung Equations

open access: yesThe Astrophysical Journal Supplement Series
This paper introduces a hybrid numerical scheme for the fuzzy dark matter (FDM) model: it combines a wave-based approach to solve the Schrödinger equation using Fourier continuations with Gram polynomials and a fluid-based approach to solve the Hamilton ...
Alexander Kunkel   +4 more
doaj   +1 more source

Ordered upwind methods for static Hamilton-Jacobi equations. [PDF]

open access: yesProc Natl Acad Sci U S A, 2001
Sethian JA, Vladimirsky A.
europepmc   +1 more source

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