4 Recherche d'orbites périodiques d'un champ hamiltonien associé à une structure symplectique non standard
A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems.
A first-order canonical set of generalized Jacobi-type variables for hyperbolic orbital motion.
A new geometrical framework for time-dependent Hamiltonian mechanics.
A new method for measuring the splitting of invariant manifolds
A note on the rotationally symmetric SO(4) Euler rigid body.
A super-integrable two-dimensional nonlinear oscillator with an exactly solvable quantum analog.
Algebro-geometric Integration in Classical and Statistical Mechanics
Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group
We propose and analyze numerical schemes for viscosity solutions of time-dependent Hamilton-Jacobi equations on the Heisenberg group. The main idea is to construct a grid compatible with the noncommutative group geometry. Under suitable assumptions on the data, the Hamiltonian and the parameters for the discrete first order scheme, we prove that the error between the viscosity solution computed at the grid nodes and the solution of the discrete problem behaves like where h is the mesh step. Such...
Canonical forms for -structures in pseudo-riemannian manifolds
Characterizations of the nonlinear connection in the higher order geometry.
Comparison and existence results for evolutive non-coercive first-order Hamilton-Jacobi equations
In this paper we prove a comparison result between semicontinuous viscosity subsolutions and supersolutions to Hamilton-Jacobi equations of the form in where the Hamiltonian H may be noncoercive in the gradient Du. As a consequence of the comparison result and the Perron's method we get the existence of a continuous solution of this equation.
Conservation Criteria, Canonical Transformations, and Integral Invariants in the Field Theory of Carathéodory for Multiple Integral Variational Problems. (Short Communication).
Conservation criteria, canonical transformations, and integral invariants in the field theory of Carathéodory for multiple integral variational problems.
Convergenza per l'equazione degli integrali primi associata al problema del rimbalzo
In this paper we present a few results on convergence for the prime integrals equations connected with the bounce problem. This approach allows both to prove uniqueness for the one-dimensional bounce problem for almost all permissible Cauchy data (see also [6]) and to deepen previous results (see [3], [5], [7]).
Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation
We consider a stochastic Burgers equation. We show that the gradient of the corresponding transition semigroup does exist for any bounded ; and can be estimated by a suitable exponential weight. An application to some Hamilton-Jacobi equation arising in Stochastic Control is given.
Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations.
We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present papel is to show existence, uniqueness and a (locally in time) diffeomorphism property of the solution: the solution trajectory of the system is a diffeomorphism as a function of the initial momentum. This result enables us to implement a stochastic version of the classical method of characteristics for the Hamilton-Jacobi equations....
Existence results for first order Hamilton Jacobi equations
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...
Frentes de explosión en ecuaciones de Hamilton Jacobi por argumentos de control determinista.