Results 101 to 110 of about 1,473,150 (249)

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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Finite Element Methods with Artificial Diffusion for Hamilton-Jacobi-Bellman Equations

, 2012
In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arXiv:1111.5423); where a framework
I. Smears, M. Jensen, Max Jensen, Iain Smears (16165220), Max Jensen (4462303), Iain Smears   +5 more
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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
core  

On the Hamilton-Jacobi-Bellman Equation by the Homotopy Perturbation Method

Abstract and Applied Analysis, 2014
Our concern in this paper is to use the homotopy decomposition method to solve the Hamilton-Jacobi-Bellman equation (HJB). The approach is obviously extremely well organized and is an influential procedure in obtaining the solutions of the equations.
Abdon Atangana, Aden Ahmed, Suares Clovis Oukouomi Noutchie   +2 more
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

Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations

Electronic Journal of Differential Equations, 2002
Using the maximum principle for semicontinuous functions [3,4], we prove a general ``continuous dependence on the nonlinearities'' estimate for bounded Holder continuous viscosity solutions of fully nonlinear degenerate elliptic equations.
Espen R. Jakobsen, Kenneth H. Karlsen
doaj  

Uniqueness Results of Semilinear Parabolic Equations in Infinite-Dimensional Hilbert Spaces

Mathematics
This paper is devoted to the uniqueness of solutions for a class of nonhomogeneous stationary partial differential equations related to Hamilton–Jacobi-type equations in infinite-dimensional Hilbert spaces.
Carlo Bianca, Christian Dogbe
doaj   +1 more source

SOLUTION OF HARMONIC OSCILLATOR OF NONLINEAR MASTER SCHRÖDINGER

Jurnal Fisika, 2012
We have computed the solution of a nonrelativistic particle motion in a harmonic oscillator potential of the nonlinear master Schrödinger equation. The equation itself is based on two classical conservation laws, the Hamilton-Jacobi and the continuity ...
T B Prayitno
doaj  

Improved Regularity for Nonlocal Hamilton--Jacobi Equations with Superlinear Hamiltonians [PDF]

Adina Ciomaga, Tri Minh Lê, Olivier Ley, Erwin Topp   +3 more
openalex   +1 more source

Relaxation in the Cauchy problem for Hamilton-Jacobi equations

, 2005
In this note we study a little further the relaxation of Hamilton- Jacobi equations
LORETI, Paola, Ishii H.
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