arXiv research

Equations of motion for linear Hamiltonians in the real Jacobi group

A variational principle is proposed for obtaining the Jacobi equations in systems admitting a Lagrangian description. The variational principle gives simultaneously the Lagrange equations of motion and the Jacobi variational equations for the system. The approach can be of help in finding constants of motion in the Jac…

Geometrically describes Jacobi equations for field theories with dissipation.

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

The Hamilton-Jacobi equation for a Hamiltonian section on a Lie affgebroid is introduced and some examples are discussed.

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

The most general Jacobi brackets in $\mathbb{R}^3$ are constructed after solving the equations imposed by the Jacobi identity. Two classes of Jacobi brackets were identified, according to the rank of the Jacobi structures. The associated Hamiltonian vector fields are also constructed.

Study solves optimal portfolio selection using HJB equation.

Geodesics on extended Siegel-Jacobi upper half-plane determined.

Paper introduces stochastic HJB on Jacobi structures.

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its own. Moreover, the construction of several symplectic integrators rely on approxim…

We discuss some properties of Jacobi fields that do not involve assumptions on the curvature endomorphism. We compare indices of different spaces of Jacobi fields and give some applications to Riemannian geometry.

Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.

Deep neural nets approximate high-dimensional HJB equations efficiently.

We show that the Wei-Norman method applied to describe the evolution on the Siegel-Jacobi disk $\mathcal{D}^J_1=\mathcal{D}_1\times\mathbb{C}^1$, where $\mathcal{D}_1$ denotes the Siegel disk, determined by a hermitian Hamiltonian linear in the generators of the Jacobi group $G^J_1$ and Berezin's scheme using coherent …

Study on Tukey depth in machine learning using Hamilton-Jacobi equations.

Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field theoretic version of the geometric Hamilton-Jacobi theory.

We determine the Christoffel's symbols for the Siegel-Jacobi ball endowed with the balanced metric. We study the equations of geodesics on the Siegel-Jacobi ball. We calculate the covariant derivative of one-forms in the variables in which is expressed the balanced metric on the Siegel-Jacobi ball.

We study the geometric nature of the Jacobi equation. In particular we prove that Jacobi vector fields (JVFs) along a solution of the Euler-Lagrange (EL) equations are themselves solutions of the EL equations but considered on a non-standard algebroid (different from the tangent bundle Lie algebroid). As a consequence …

Defines Jacobi fields in nonholonomic mechanics.

We establish some perturbed minimization principles, and we develop a theory of subdifferential calculus, for functions defined on Riemannian manifolds. Then we apply these results to show existence and uniqueness of viscosity solutions to Hamilton-Jacobi equations defined on Riemannian manifolds.

Minimax solutions are weak solutions to Cauchy problems involving Hamilton--Jacobi equations, constructed from generating families quadratic at infinity of their geometric solutions. We give a complete description of minimax solutions and we classify their generic singularities of codimension not greater than 2.

Abstract: Study Hamiltonian systems on almost cosymplectic manifolds, extending contact Hamiltonian systems.

Model quantifies uncertainty's impact on European option prices.

In this paper a method for the resolution of the differential equation of the Jacobi vector fields in the manifold V1 = Sp(2)/SU(2) is exposed. These results are applied to determine areas and volumes of geodesic spheres and balls.

This paper bridges Kahler geometry and quantum mechanics in lognormal statistical models.

We show that an invariant surface allows to construct the Jacobi vector field along a geodesic and construct the formula for the normal component of the Jacobi field. If a geodesic is the transversal intersection of two invariant surfaces (such situation we have, for example, if the geodesic is hyperbolic), then we can…

To a system of second order ordinary differential equations (SODE) one can assign a canonical nonlinear connection that describes the geometry of the system. In this work we develop a geometric setting that allows us to assign a canonical nonlinear connection also to a system of higher order ordinary differential equat…

Study non-degeneracy of minimal hypersurfaces asymptotic to cones, proving Jacobi equation solvability.

Paper solves investment strategy optimization with deep learning.

The concept of subdifferentiability is studied in the context of $C^1$ Finsler manifolds (modeled on a Banach space with a Lipschitz $C^1$ bump function). A class of Hamilton-Jacobi equations defined on $C^1$ Finsler manifolds is studied and several results related to the existence and uniqueness of viscosity solutions…

The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct…

We recall the notion of Jacobi fields, as it was extended to systems of second-order ordinary differential equations. Two points along a base integral curve are conjugate if there exists a non-trivial Jacobi field along that curve that vanishes on both points. Based on arguments that involve the eigendistributions of t…

We consider a semilinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity which is related to a stochastic control problem with fuel constraint. The fuel constraint translates into a singular initial condition for the HJB equation. We first propose a transformation based on a change of vari…

Investigates harmonic self-maps' stability on cohomogeneity one manifolds.

We show that Jacobi's bound for the order of a system of ordinary differential equations stands in the case of a diffiety defined by a quasi-regular system. We extend the result when there are less equations than variables and characterize the case when the bound is reached.

In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian evolutionary PDEs. We prove that our class of infinite dimensional Jacobi structu…

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear Hamilton-Jacobi-Bellman equation can be transformed into a quasi-linear paraboli…

The paper solves a complex financial optimization problem using a novel mathematical technique.

In this paper, we give precisely the geometric constraint conditions of canonical symplectic form and regular reduced symplectic forms for the dynamical vector fields of a regular controlled Hamiltonian (RCH) system and its regular reduced systems, which are called the Type I and Type II of Hamilton-Jacobi equations. A…

New action functionals for sigma models on Jacobi bundles.

Study on stability in discretized hydrodynamics model.

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

We determine the homogeneous Kähler diffeomorphism $FC$ which expresses the Kähler two-form on the Siegel-Jacobi ball $\mc{D}^J_n=\C^n\times \mc{D}_n$ as the sum of the Kähler two-form on $\C^n$ and the one on the Siegel ball $\mc{D}_n$. The classical motion and quantum evolution on $\mc{D}^J_n$ determined by a hermiti…

We find the homogenous Kähler isomorphism $FC$ which expresses the Kähler two-form on the Siegel-Jacobi domain $\mathcal{D}^J_1=\mathbb{C}\times\mathcal{D}_1$ as the sum of the Kähler two-form on $\mathbb{C}$ and the one on the Siegel ball $\mathcal{D}_1$. The classical motion and quantum evolution on $\mathcal{D}^J_1$…

Optimal contracts are found for agents with quadratic effort costs.

Deep learning method proves convergence for solving HJI equations.

A Hamilton-Jacobi theory for general dynamical systems, defined on fibered phase spaces, has been recently developed. In this paper we shall apply such a theory to contact Hamiltonian systems, as those appearing in thermodynamics and on geodesic flows in fluid mechanics. We first study the partial and complete solution…