Results 41 to 50 of about 1,005 (161)

Spinning black holes with a separable Hamilton–Jacobi equation from a modified Newman–Janis algorithm

open access: yesEuropean Physical Journal C: Particles and Fields, 2020
Obtaining solutions of the Einstein field equations describing spinning compact bodies is typically challenging. The Newman–Janis algorithm provides a procedure to obtain rotating spacetimes from a static, spherically symmetric, seed metric.
Haroldo C. D. Lima Junior   +3 more
doaj   +1 more source

Resurgence in a Hamilton-Jacobi equation [PDF]

open access: yesAnnales de l'Institut Fourier, 2003
We study the resurgent structure associated with a Hamilton-Jacobi equation. This equation is obtained as the inner equation when studying the separatrix splitting problem for a perturbed pendulum via complex matching. We derive the Bridge equation, which encompasses infinitely many resurgent relations satisfied by the formal ...
Olivé, Carme   +2 more
openaire   +2 more sources

Hamilton–Jacobi equations constrained on networks [PDF]

open access: yesNonlinear Differential Equations and Applications NoDEA, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yves Achdou   +3 more
openaire   +4 more sources

First order flow equations for nonextremal black holes in AdS (super)gravity

open access: yesJournal of High Energy Physics, 2017
We consider electrically charged static nonextremal black holes in d-dimensional Einstein-Maxwell-(A)dS gravity, whose horizon is a generic Einstein space in d − 2 dimensions.
Dietmar Klemm, Marco Rabbiosi
doaj   +1 more source

Complex variational calculus with mean of (min, +)-analysis

open access: yesTrends in Computational and Applied Mathematics, 2018
One develops a new mathematical tool, the complex (min, +)-analysis which permits to define a new variational calculus analogous to the classical one (Euler-Lagrange and Hamilton Jacobi equations), but which is well-suited for functions defined from C^n
Michel Gondran   +2 more
doaj   +1 more source

Optimal Control in Financial Markets for the Uncertain Volatility Model

open access: yesMathematics
This paper generalizes the well-known Black–Scholes model, specifically the uncertain volatility model. To calculate the fair price range of a payment obligation, Hamilton–Jacobi–Bellman equations are derived and transformed into nonlinear heat equations
Grigory Belyavski   +3 more
doaj   +1 more source

Symmetries of the Hamilton–Jacobi equation [PDF]

open access: yesJournal of Mathematical Physics, 1977
We present a detailed discussion of the infinit esimal symmetries of the Hamilton-Jacobi equation (an arbitrary first order partial equation) Our presentation clucidates the role played by the characteristic system in determining the symmetries. We then specialize to the case of a free particle in one space and one time dimension, and study of local ...
Boyer, C.P., Kalnins, Ernie G.
openaire   +3 more sources

Analytic solutions for Hamilton-Jacobi-Bellman equations

open access: yesElectronic Journal of Differential Equations, 2017
Closed form solutions are found for a particular class of Hamilton-Jacobi-Bellman equations emerging from a differential game among firms competing over quantities in a simultaneous oligopoly framework.
Arsen Palestini
doaj  

Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System

open access: yesJournal of Probability and Statistics, 2009
The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-
Azizul Baten, Anton Abdulbasah Kamil
doaj   +1 more source

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

open access: yesLietuvos 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

Home - About - Disclaimer - Privacy