Hamilton Jacobi equations
Estimates for multiple stochastic integrals and stochastic Hamilton Jacobi equations
... was considered, convergence of the series from perturbations theory proved, and necessary estimates for multiple integrals obtained. Multiple stochastic integrals with respect to general semimartingales or infinitely ...
49
Duality methods for the study of Hamilton–Jacobi equations
... Many problems of applied mathematics can be solved because one uses useful transforms as a tool. Among these transforms are the Fourier transform, the Laplace transform, the Radon and Cramer transforms. The benefit of ...
47
Hamilton Jacobi equations on an evolving surface
... order equations on evolving surfaces which may be useful in the modelling of transport on moving surfaces, for example in material science and cell ...of Hamilton–Jacobi equations on moving ...
24
Parallel solutions of static Hamilton-Jacobi equations for simulations of geological folds
... static Hamilton-Jacobi equations are nonlinear, and the compu- tations needed for updating the solution in a grid node are expensive in terms of both floating-point operations and logical ...
31
Homogenization of monotone systems of non coercive Hamilton Jacobi Equations
... In this article, we study homogenization for a class of monotone systems of first-order time- dependent Hamilton-Jacobi equations in the case of non-coercive Hamiltonians. And we prove the uniform ...
16
Efficient algorithms for solving static Hamilton Jacobi equations
... For evolving surfaces or for applying geometric operations, the implicit repre- sentation has some advantages over the explicit one. Partial differential equations governing the evolution of the surface may be ...
264
A discontinuous Galerkin moving mesh method for Hamilton-Jacobi equations
... There are two main ways to solve PDEs using moving meshes. The first is to reformulate the governing equations with respect to the moving reference frame. If conservation is important, then this reformulation must ...
25
Some non monotone schemes for Hamilton-Jacobi-Bellman equations
... HJB equations includes Finite Difference methods and Semi Lagrangian ...order Hamilton-Jacobi equations for examples in [2, 23] or in [22] using spectral methods on a periodic ...order ...
22
Symplectic Numerical Approach for Nonlinear Optimal Control of Systems with Inequality Constraints
... This paper proposes a system representation for unifying control design and numerical calcula- tion in nonlinear optimal control problems with inequality constraints in terms of the symplectic structure. The symplectic ...
15
Computation of nonclassical solutions to Hamilton-Jacobi problems
... Abstract. This paper is devoted to the construction of numerical methods for the approximation of nonclassical solutions to multidimensional Hamilton–Jacobi equations for both scalar and vectorial ...
20
Robustness Analysis of Optimal Regulator for Vehicle Model with Nonlinear Friction
... of Hamilton-Jacobi equations.Solving Hamilton-Jacobi equations had been considered to be difficult for a long time; however, an effective numerical solver called the stable manifold ...
6
Computation of nonclassical solutions to Hamilton-Jacobi problems
... mation of nonclassical solutions to multidimensional Hamilton-Jacobi equations, for both scalar and vectorial problems. Recent theoretical results have yielded existence of solutions in many cases ...
20
Constraints on holographic multifield inflation and models based on the Hamilton-Jacobi formalism
... The purpose of this Letter is to study some of the consequences on the dynamics of multifield fluctuations coming from the constrained structure of the potential in Eq. (2). Our goal is to understand how the structure of ...
7
Large time behavior of solutions for the porous medium equation with a nonlinear gradient source
... The main purpose of this paper is to further study the large time behavior of non- negative solutions u(x, t) to (.) with homogeneous Dirichlet boundary conditions. In recent years, many authors have investigated the ...
20
Correcting curvature-density effects in the Hamilton-Jacobi skeleton
... the Hamilton–Jacobi equations from classical mechanics ...the Hamilton–Jacobi setting, skeletal points are detected by searching for locations where the system ceases to be ...
16
An exact viscosity solution to a Hamilton–Jacobi–Bellman quasi-variational inequality for animal population management
... This paper focuses on mathematical analysis of an exact viscosity solution to Hamilton– Jacobi–Bellman quasi-variational inequality arising in an animal population management problem. Our problem, despite ...
26
Differential equation based specification of turbulence integral length scales for cavity flows
... mately two orders of magnitude lower than the freestream velocity. Table 5 summarizes percentage error variations at differ- ent profile locations. At the first profile location (x/L = 0.05), close to the cavity leading ...
25
Some results on radial symmetry in partial differential equations
... problem and observe that the method of domain derivatives fails this time, hence we apply the method of symmetrization to overcome the difficulty. Problem 3. The last problem we will consider in this paper is related to ...
15
Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan
... Similar equations have been studied in the autonomous case in [Di Giacinto, Federico & Gozzi, 2010] and [Zariphopoulou; 1994] finding regularity results, but we did not find results useful for this ...
54
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
... Keywords: Constant Elasticity of Variance Model; Stochastic Optimal Control; Hamilton-Jacobi-Bellman Equation; Portfolio Selection; Multiple Risky Assets; Stochastic Volatility.. Introdu[r] ...
8