scholarly journals A singular 1-D Hamilton–Jacobi equation, with application to large deviation of diffusions

2011 ◽  
Vol 9 (1) ◽  
pp. 289-300 ◽  
Author(s):  
Xiaoxue Deng ◽  
Jin Feng ◽  
Yong Liu
Keyword(s):  
Jacobi Equation ◽  
Large Deviation ◽  
Hamilton Jacobi Equation

scholarly journals THE MATHER MEASURE AND A LARGE DEVIATION PRINCIPLE FOR THE ENTROPY PENALIZED METHOD

2011 ◽  
Vol 13 (02) ◽  
pp. 235-268 ◽  
Author(s):  
D. A. GOMES ◽  
A. O. LOPES ◽  
J. MOHR
Keyword(s):  
Jacobi Equation ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Rate Function ◽  
Deviation Function ◽  
Deviation Principle ◽  
Probability Densities ◽  
Aubry Set ◽  
Dynamical Properties ◽  
Hamilton Jacobi Equation

We present the rate function and a large deviation principle for the entropy penalized Mather problem when the Lagrangian is generic (it is known that in this case the Mather measure μ is unique and the support of μ is the Aubry set). We assume the Lagrangian L(x, v), with x in the torus 𝕋N and v∈ℝN, satisfies certain natural hypotheses, such as superlinearity and convexity in v, as well as some technical estimates. Consider, for each value of ϵ and h, the entropy penalized Mather problem [Formula: see text] where the entropy S is given by [Formula: see text], and the minimization is performed over the space of probability densities μ(x, v) on 𝕋N×ℝN that satisfy the discrete holonomy constraint ∫𝕋N×ℝN φ(x + hv) - φ(x) dμ = 0. It is known [17] that there exists a unique minimizing measure μϵ, h which converges to a Mather measure μ, as ϵ, h→0. In the case in which the Mather measure μ is unique we prove a Large Deviation Principle for the limit lim ϵ, h→0ϵ ln μϵ, h(A), where A ⊂ 𝕋N×ℝN. In particular, we prove that the deviation function I can be written as [Formula: see text], where ϕ0 is the unique viscosity solution of the Hamilton – Jacobi equation, [Formula: see text]. We also prove a large deviation principle for the limit ϵ→ 0 with fixed h. Finally, in the last section, we study some dynamical properties of the discrete time Aubry–Mather problem, and present a proof of the existence of a separating subaction.

scholarly journals ANALYTICAL MECHANICS IN STOCHASTIC DYNAMICS: MOST PROBABLE PATH, LARGE-DEVIATION RATE FUNCTION AND HAMILTON–JACOBI EQUATION

2012 ◽  
Vol 26 (24) ◽  
pp. 1230012 ◽  
Author(s):  
HAO GE ◽  
HONG QIAN
Keyword(s):  
Jacobi Equation ◽  
Stochastic Dynamics ◽  
Large Deviation ◽  
Applied Mathematics ◽  
Rate Function ◽  
Analytical Mechanics ◽  
Stochastic Motion ◽  
Deviation Rate Function ◽  
Deviation Rate ◽  
Hamilton Jacobi Equation

Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Lagrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of an overdamped individual particle immersed in a fluid, initiated by Einstein, Smoluchowski, Langevin and Wiener, has no momentum since its path is nowhere differentiable. In this exposition, we illustrate how analytical mechanics arises in stochastic dynamics from a randomly perturbed ordinary differential equation dXt = b(Xt)dt+ϵdWt, where Wt is a Brownian motion. In the limit of vanishingly small ϵ, the solution to the stochastic differential equation other than [Formula: see text] are all rare events. However, conditioned on an occurrence of such an event, the most probable trajectory of the stochastic motion is the solution to Lagrangian mechanics with [Formula: see text] and Hamiltonian equations with H(p, q) = ‖p‖2+b(q)⋅p. Hamiltonian conservation law implies that the most probable trajectory for a "rare" event has a uniform "excess kinetic energy" along its path. Rare events can also be characterized by the principle of large deviations which expresses the probability density function for Xt as f(x, t) = e-u(x, t)/ϵ, where u(x, t) is called a large-deviation rate function which satisfies the corresponding Hamilton–Jacobi equation. An irreversible diffusion process with ∇×b≠0 corresponds to a Newtonian system with a Lorentz force [Formula: see text]. The connection between stochastic motion and analytical mechanics can be explored in terms of various techniques of applied mathematics, for example, singular perturbations, viscosity solutions and integrable systems.

Center of Mass Theorem and the Separation of Variables for Two-Body System on a Three-Dimensional Sphere

2020 ◽  
Vol 23 (3) ◽  
pp. 306-311
Author(s):  
Yu. Kurochkin ◽  
Dz. Shoukavy ◽  
I. Boyarina
Keyword(s):  
Constant Curvature ◽  
Jacobi Equation ◽  
Separation Of Variables ◽  
Center Of Mass ◽  
Three Dimensional ◽  
Relative Distance ◽  
Dimensional Sphere ◽  
Body System ◽  
Spaces Of Constant Curvature ◽  
Hamilton Jacobi Equation

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.

Hamiltonian Mechanics

2017 ◽  
Author(s):  
Jennifer Coopersmith
Keyword(s):  
Angular Momentum ◽  
Jacobi Equation ◽  
Modern Theory ◽  
Hamiltonian Mechanics ◽  
Lagrangian Mechanics ◽  
Canonical Transformations ◽  
Canonical Variables ◽  
Light Waves ◽  
Hamilton Jacobi Equation ◽  
Common Action

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.

scholarly journals Classification of extinction profiles for a one-dimensional diffusive Hamilton–Jacobi equation with critical absorption

2018 ◽  
Vol 148 (3) ◽  
pp. 559-574
Author(s):  
Razvan Gabriel Iagar ◽  
Philippe Laurençot
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Jacobi Equation ◽  
Threshold Value ◽  
Monotonicity Property ◽  
Fast Diffusion ◽  
Extinction Time ◽  
One Step ◽  
Hamilton Jacobi Equation

A classification of the behaviour of the solutions f(·, a) to the ordinary differential equation (|f′|p-2f′)′ + f - |f′|p-1 = 0 in (0,∞) with initial condition f(0, a) = a and f′(0, a) = 0 is provided, according to the value of the parameter a > 0 when the exponent p takes values in (1, 2). There is a threshold value a* that separates different behaviours of f(·, a): if a > a*, then f(·, a) vanishes at least once in (0,∞) and takes negative values, while f(·, a) is positive in (0,∞) and decays algebraically to zero as r→∞ if a ∊ (0, a*). At the threshold value, f(·, a*) is also positive in (0,∞) but decays exponentially fast to zero as r→∞. The proof of these results relies on a transformation to a first-order ordinary differential equation and a monotonicity property with respect to a > 0. This classification is one step in the description of the dynamics near the extinction time of a diffusive Hamilton–Jacobi equation with critical gradient absorption and fast diffusion.

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