scholarly journals The value function representing Hamilton–Jacobi equation with Hamiltonian depending on value of solution

2014 ◽  
Vol 20 (3) ◽  
pp. 771-802 ◽  
Author(s):  
A. Misztela
Author(s):  
Shihong Wang ◽  
Zuoyi Zhou

AbstractWe study the averaging of the Hamilton-Jacobi equation with fast variables in the viscosity solution sense in infinite dimensions. We prove that the viscosity solution of the original equation converges to the viscosity solution of the averaged equation and apply this result to the limit problem of the value function for an optimal control problem with fast variables.


2020 ◽  
Vol 26 ◽  
pp. 109
Author(s):  
Manil T. Mohan

In this work, we consider the controlled two dimensional tidal dynamics equations in bounded domains. A distributed optimal control problem is formulated as the minimization of a suitable cost functional subject to the controlled 2D tidal dynamics equations. The existence of an optimal control is shown and the dynamic programming method for the optimal control of 2D tidal dynamics system is also described. We show that the feedback control can be obtained from the solution of an infinite dimensional Hamilton-Jacobi equation. The non-differentiability and lack of smoothness of the value function forced us to use the method of viscosity solutions to obtain a solution of the infinite dimensional Hamilton-Jacobi equation. The Bellman principle of optimality for the value function is also obtained. We show that a viscosity solution to the Hamilton-Jacobi equation can be used to derive the Pontryagin maximum principle, which give us the first order necessary conditions of optimality. Finally, we characterize the optimal control using the adjoint variable.


2021 ◽  
Vol 18 (02) ◽  
pp. 493-510
Author(s):  
Tomasz Cieślak ◽  
Jakub Siemianowski

We study here a Hamilton–Jacobi equation with a quadratic and degenerate Hamiltonian, which comes from the dynamics of a multipeakon in the Camassa–Holm equation. It is given by a quadratic form with a singular positive semi-definite matrix. We increase the regularity of the value function considered in earlier works, which is known to be the viscosity solution. We prove that for a two-peakon Hamiltonian such solutions are actually [Formula: see text]-Hölder continuous in space and time-Lipschitz continuous. The time-Lipschitz regularity is proven in any dimension [Formula: see text]. Such a regularity is already known in the one-dimensional case and, moreover it is the best possible, as shown earlier.


2011 ◽  
Author(s):  
Anouk Festjens ◽  
Siegfried Dewitte ◽  
Enrico Diecidue ◽  
Sabrina Bruyneel

2020 ◽  
Vol 23 (3) ◽  
pp. 306-311
Author(s):  
Yu. Kurochkin ◽  
Dz. Shoukavy ◽  
I. Boyarina

The immobility of the center of mass in spaces of constant curvature is postulated based on its definition obtained in [1]. The system of two particles which interact through a potential depending only on the distance between particles on a three-dimensional sphere is considered. The Hamilton-Jacobi equation is formulated and its solutions and trajectory equations are found. It was established that the reduced mass of the system depends on the relative distance.


Author(s):  
Jennifer Coopersmith

Hamilton’s genius was to understand what were the true variables of mechanics (the “p − q,” conjugate coordinates, or canonical variables), and this led to Hamilton’s Mechanics which could obtain qualitative answers to a wider ranger of problems than Lagrangian Mechanics. It is explained how Hamilton’s canonical equations arise, why the Hamiltonian is the “central conception of all modern theory” (quote of Schrödinger’s), what the “p − q” variables are, and what phase space is. It is also explained how the famous conservation theorems arise (for energy, linear momentum, and angular momentum), and the connection with symmetry. The Hamilton-Jacobi Equation is derived using infinitesimal canonical transformations (ICTs), and predicts wavefronts of “common action” spreading out in (configuration) space. An analogy can be made with geometrical optics and Huygen’s Principle for the spreading out of light waves. It is shown how Hamilton’s Mechanics can lead into quantum mechanics.


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