Quantitative Compactness Estimates for Hamilton-Jacobi Equations

Science.gov (United States)

Ancona, Fabio; Cannarsa, Piermarco; Nguyen, Khai T.

2016-02-01

We study quantitative compactness estimates in {W^{1,1}_{loc}} for the map {S_t}, {t > 0} that is associated with the given initial data {u_0in Lip (R^N)} for the corresponding solution {S_t u_0} of a Hamilton-Jacobi equation u_t+Hbig(nabla_{x} ubig)=0, qquad t≥ 0,quad xinR^N, with a uniformly convex Hamiltonian {H=H(p)}. We provide upper and lower estimates of order {1/\\varepsilon^N} on the Kolmogorov {\\varepsilon}-entropy in {W^{1,1}} of the image through the map S t of sets of bounded, compactly supported initial data. Estimates of this type are inspired by a question posed by Lax (Course on Hyperbolic Systems of Conservation Laws. XXVII Scuola Estiva di Fisica Matematica, Ravello, 2002) within the context of conservation laws, and could provide a measure of the order of "resolution" of a numerical method implemented for this equation.

Beyond WKB quantum corrections to Hamilton-Jacobi theory

International Nuclear Information System (INIS)

Jurisch, Alexander

2007-01-01

In this paper, we develop quantum mechanics of quasi-one-dimensional systems upon the framework of the quantum-mechanical Hamilton-Jacobi theory. We will show that the Schroedinger point of view and the Hamilton-Jacobi point of view are fully equivalent in their description of physical systems, but differ in their descriptive manner. As a main result of this, a wavefunction in Hamilton-Jacobi theory can be decomposed into travelling waves in any point in space, not only asymptotically. Using the quasi-linearization technique, we derive quantum correction functions in every order of h-bar. The quantum correction functions will remove the turning-point singularity that plagues the WKB-series expansion already in zeroth order and thus provide an extremely good approximation to the full solution of the Schroedinger equation. In the language of quantum action it is also possible to elegantly solve the connection problem without asymptotic approximations. The use of quantum action further allows us to derive an equation by which the Maslov index is directly calculable without any approximations. Stationary quantum trajectories will also be considered and thoroughly discussed

L∞-error estimates of a finite element method for the Hamilton-Jacobi-Bellman equations

International Nuclear Information System (INIS)

Bouldbrachene, M.

1994-11-01

We study the finite element approximation for the solution of the Hamilton-Jacobi-Bellman equations involving a system of quasi-variational inequalities (QVI). We also give the optimal L ∞ -error estimates, using the concepts of subsolutions and discrete regularity. (author). 7 refs

On global solutions of the random Hamilton-Jacobi equations and the KPZ problem

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Bakhtin, Yuri; Khanin, Konstantin

2018-04-01

In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing tree-like structures. We believe that the KPZ universality can be explained in terms of statistics of these structures evolving in time. The paper is focussed on the setting of the random Hamilton-Jacobi equations. We formulate several conjectures concerning global solutions and discuss how their properties are connected to the KPZ scalings in dimension 1  +  1. In the case of general viscous Hamilton-Jacobi equations with non-quadratic Hamiltonians, we define generalised directed polymers. We expect that their behaviour is similar to the behaviour of classical directed polymers, and present arguments in favour of this conjecture. We also define a new renormalisation transformation defined in purely geometrical terms and discuss conjectural properties of the corresponding fixed points. Most of our conjectures are widely open, and supported by only partial rigorous results for particular models.

On the Geometry of the Hamilton-Jacobi Equation and Generating Functions

Science.gov (United States)

Ferraro, Sebastián; de León, Manuel; Marrero, Juan Carlos; Martín de Diego, David; Vaquero, Miguel

2017-10-01

In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results about symplectic groupoids, in particular cotangent groupoids, as a keystone for the construction of our framework. Our methodology follows the ambitious program proposed by Weinstein (In Mechanics day (Waterloo, ON, 1992), volume 7 of fields institute communications, American Mathematical Society, Providence, 1996) in order to develop geometric formulations of the dynamical behavior of Lagrangian and Hamiltonian systems on Lie algebroids and Lie groupoids. This procedure allows us to take symmetries into account, and, as a by-product, we recover results from Channell and Scovel (Phys D 50(1):80-88, 1991), Ge (Indiana Univ. Math. J. 39(3):859-876, 1990), Ge and Marsden (Phys Lett A 133(3):134-139, 1988), but even in these situations our approach is new. A theory of generating functions for the Poisson structures considered here is also developed following the same pattern, solving a longstanding problem of the area: how to obtain a generating function for the identity transformation and the nearby Poisson automorphisms of Poisson manifolds. A direct application of our results gives the construction of a family of Poisson integrators, that is, integrators that conserve the underlying Poisson geometry. These integrators are implemented in the paper in benchmark problems. Some conclusions, current and future directions of research are shown at the end of the paper.

Higher order derivatives via Hamilton-Jacobi approach

International Nuclear Information System (INIS)

Bertin, M.C.; Pimentel, B.M.; Pompeia, P.J.

2006-01-01

In this work we will show how can be derived a general method for dealing with Lagrangians containing high order derivatives using the Hamilton-Jacobi Formalism for singular systems. By the expansion the configuration space of a n dimensional system we will be able to introduce first order actions and build the equations of motion of the system. We will work with the Generalized Electrodynamics of Podolsky as an example. (author)

Probabilistic formulation of estimation problems for a class of Hamilton-Jacobi equations

KAUST Repository

Hofleitner, Aude; Claudel, Christian G.; Bayen, Alexandre M.

2012-01-01

This article presents a method for deriving the probability distribution of the solution to a Hamilton-Jacobi partial differential equation for which the value conditions are random. The derivations lead to analytical or semi-analytical expressions of the probability distribution function at any point in the domain in which the solution is defined. The characterization of the distribution of the solution at any point is a first step towards the estimation of the parameters defining the random value conditions. This work has important applications for estimation in flow networks in which value conditions are noisy. In particular, we illustrate our derivations on a road segment with random capacity reductions. © 2012 IEEE.

Probabilistic formulation of estimation problems for a class of Hamilton-Jacobi equations

KAUST Repository

Hofleitner, Aude

2012-12-01

This article presents a method for deriving the probability distribution of the solution to a Hamilton-Jacobi partial differential equation for which the value conditions are random. The derivations lead to analytical or semi-analytical expressions of the probability distribution function at any point in the domain in which the solution is defined. The characterization of the distribution of the solution at any point is a first step towards the estimation of the parameters defining the random value conditions. This work has important applications for estimation in flow networks in which value conditions are noisy. In particular, we illustrate our derivations on a road segment with random capacity reductions. © 2012 IEEE.

Solutions to estimation problems for scalar hamilton-jacobi equations using linear programming

KAUST Repository

Claudel, Christian G.; Chamoin, Timothee; Bayen, Alexandre M.

2014-01-01

This brief presents new convex formulations for solving estimation problems in systems modeled by scalar Hamilton-Jacobi (HJ) equations. Using a semi-analytic formula, we show that the constraints resulting from a HJ equation are convex, and can be written as a set of linear inequalities. We use this fact to pose various (and seemingly unrelated) estimation problems related to traffic flow-engineering as a set of linear programs. In particular, we solve data assimilation and data reconciliation problems for estimating the state of a system when the model and measurement constraints are incompatible. We also solve traffic estimation problems, such as travel time estimation or density estimation. For all these problems, a numerical implementation is performed using experimental data from the Mobile Century experiment. In the context of reproducible research, the code and data used to compute the results presented in this brief have been posted online and are accessible to regenerate the results. © 2013 IEEE.

Existence of solutions for Hamiltonian field theories by the Hamilton-Jacobi technique

International Nuclear Information System (INIS)

Bruno, Danilo

2011-01-01

The paper is devoted to prove the existence of a local solution of the Hamilton-Jacobi equation in field theory, whence the general solution of the field equations can be obtained. The solution is adapted to the choice of the submanifold where the initial data of the field equations are assigned. Finally, a technique to obtain the general solution of the field equations, starting from the given initial manifold, is deduced.

Hamilton-Jacobi approach to non-slow-roll inflation

International Nuclear Information System (INIS)

Kinney, W.H.

1997-01-01

I describe a general approach to characterizing cosmological inflation outside the standard slow-roll approximation, based on the Hamilton-Jacobi formulation of scalar field dynamics. The basic idea is to view the equation of state of the scalar field matter as the fundamental dynamical variable, as opposed to the field value or the expansion rate. I discuss how to formulate the equations of motion for scalar and tensor fluctuations in situations where the assumption of slow roll is not valid. I apply the general results to the simple case of inflation from an open-quotes invertedclose quotes polynomial potential, and to the more complicated case of hybrid inflation. copyright 1997 The American Physical Society

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

KAUST Repository

Annunziato, Mario

2014-09-01

In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control strategies, the cases of an Itō stochastic process and of a piecewise-deterministic process are considered.

Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling

International Nuclear Information System (INIS)

Sheikhahmadi, Haidar; Saridakis, Emmanuel N.; Aghamohammadi, Ali; Saaidi, Khaled

2016-01-01

In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.

Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling

Energy Technology Data Exchange (ETDEWEB)

Sheikhahmadi, Haidar [Institute for Advance Studies in Basic Sciences (IASBS) Gava Zang, Zanjan 45137-66731 (Iran, Islamic Republic of); Saridakis, Emmanuel N. [Instituto de Física, Pontificia Universidad de Católica de Valparaíso, Casilla 4950, Valparaíso (Chile); Aghamohammadi, Ali [Sanandaj Branch Islamic Azad University (Iran, Islamic Republic of); Saaidi, Khaled, E-mail: h.sh.ahmadi@gmail.com, E-mail: Emmanuel_Saridakis@baylor.edu, E-mail: a.aqamohamadi@iausdj.ac.ir, E-mail: ksaaidi@uok.ac.ir [Department of Physics, Faculty of Science, University of Kurdistan, Sanandaj (Iran, Islamic Republic of)

2016-10-01

In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.

Hamilton-Jacobi formalism for Podolsky's electromagnetic theory on the null-plane

Science.gov (United States)

Bertin, M. C.; Pimentel, B. M.; Valcárcel, C. E.; Zambrano, G. E. R.

2017-08-01

We develop the Hamilton-Jacobi formalism for Podolsky's electromagnetic theory on the null-plane. The main goal is to build the complete set of Hamiltonian generators of the system as well as to study the canonical and gauge transformations of the theory.

Axisymmetric black holes allowing for separation of variables in the Klein-Gordon and Hamilton-Jacobi equations

Science.gov (United States)

Konoplya, R. A.; Stuchlík, Z.; Zhidenko, A.

2018-04-01

We determine the class of axisymmetric and asymptotically flat black-hole spacetimes for which the test Klein-Gordon and Hamilton-Jacobi equations allow for the separation of variables. The known Kerr, Kerr-Newman, Kerr-Sen and some other black-hole metrics in various theories of gravity are within the class of spacetimes described here. It is shown that although the black-hole metric in the Einstein-dilaton-Gauss-Bonnet theory does not allow for the separation of variables (at least in the considered coordinates), for a number of applications it can be effectively approximated by a metric within the above class. This gives us some hope that the class of spacetimes described here may be not only generic for the known solutions allowing for the separation of variables, but also a good approximation for a broader class of metrics, which does not admit such separation. Finally, the generic form of the axisymmetric metric is expanded in the radial direction in terms of the continued fractions and the connection with other black-hole parametrizations is discussed.

Networked traffic state estimation involving mixed fixed-mobile sensor data using Hamilton-Jacobi equations

KAUST Repository

Canepa, Edward S.; Claudel, Christian G.

2017-01-01

Nowadays, traffic management has become a challenge for urban areas, which are covering larger geographic spaces and facing the generation of different kinds of traffic data. This article presents a robust traffic estimation framework for highways modeled by a system of Lighthill Whitham Richards equations that is able to assimilate different sensor data available. We first present an equivalent formulation of the problem using a Hamilton–Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton–Jacobi equation are linear ones. We then pose the problem of estimating the traffic density given incomplete and inaccurate traffic data as a Mixed Integer Program. We then extend the density estimation framework to highway networks with any available data constraint and modeling junctions. Finally, we present a travel estimation application for a small network using real traffic measurements obtained obtained during Mobile Century traffic experiment, and comparing the results with ground truth data.

Networked traffic state estimation involving mixed fixed-mobile sensor data using Hamilton-Jacobi equations

KAUST Repository

Canepa, Edward S.

2017-06-19

Nowadays, traffic management has become a challenge for urban areas, which are covering larger geographic spaces and facing the generation of different kinds of traffic data. This article presents a robust traffic estimation framework for highways modeled by a system of Lighthill Whitham Richards equations that is able to assimilate different sensor data available. We first present an equivalent formulation of the problem using a Hamilton–Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton–Jacobi equation are linear ones. We then pose the problem of estimating the traffic density given incomplete and inaccurate traffic data as a Mixed Integer Program. We then extend the density estimation framework to highway networks with any available data constraint and modeling junctions. Finally, we present a travel estimation application for a small network using real traffic measurements obtained obtained during Mobile Century traffic experiment, and comparing the results with ground truth data.

Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: A new approach with the adjoint method

KAUST Repository

Cagnetti, Filippo; Gomes, Diogo A.; Tran, Hung Vinh

2013-01-01

We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.

Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: A new approach with the adjoint method

KAUST Repository

Cagnetti, Filippo

2013-11-01

We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.

Hamilton-Jacobi formalism to warm inflationary scenario

Science.gov (United States)

Sayar, K.; Mohammadi, A.; Akhtari, L.; Saaidi, Kh.

2017-01-01

The Hamilton-Jacobi formalism as a powerful method is being utilized to reconsider the warm inflationary scenario, where the scalar field as the main component driving inflation interacts with other fields. Separating the context into strong and weak dissipative regimes, the goal is followed for two popular functions of Γ . Applying slow-rolling approximation, the required perturbation parameters are extracted and, by comparing to the latest Planck data, the free parameters are restricted. The possibility of producing an acceptable inflation is studied where the result shows that for all cases the model could successfully suggest the amplitude of scalar perturbation, scalar spectral index, its running, and the tensor-to-scalar ratio.

Hamiltonian theory of wave and particle in quantum mechanics 2. Hamilton-Jacobi theory and particle back-reaction

International Nuclear Information System (INIS)

Holland, P.

2001-01-01

Pursuing the Hamiltonian formulation of the De Broglie-Bohm (deBB) theory presented in the preceding paper, the Hamilton-Jacobi (HJ) theory of the wave-particle system is developed. It is shown how to derive a HJ equation for the particle, which enables trajectories to be computed algebraically using Jacobi's method. Using Liouville's equation in the HJ representation it was found the restriction on the Jacobi solutions which implies the quantal distribution. This gives a first method for interpreting the deBB theory in HJ terms. A second method proceeds via an explicit solution of the field+particle HJ equation. Both methods imply that the quantum phase may be interpreted as an incomplete integral. Using these results and those of the first paper it is shown how Schroedinger's equation can be represented in Liouvilian terms, and vice versa. The general theory of canonical transformations that represent quantum unitary transformations is given, and it is shown in principle how the trajectory theory may be expressed in other quantum representations. Using the solution found for the total HJ equation, an explicit solution for the additional field containing a term representing the particle back-reaction is found. The conservation of energy and momentum in the model is established, and weak form of the action-reaction principle is shown to hold. Alternative forms for the Hamiltonian are explored and it is shown that, within this theoretical context, the deBB theory is not unique. The theory potentially provides an alternative way of obtaining the classical limit

Viscous warm inflation: Hamilton-Jacobi formalism

Science.gov (United States)

Akhtari, L.; Mohammadi, A.; Sayar, K.; Saaidi, Kh.

2017-04-01

Using Hamilton-Jacobi formalism, the scenario of warm inflation with viscous pressure is considered. The formalism gives a way of computing the slow-rolling parameter without extra approximation, and it is well-known as a powerful method in cold inflation. The model is studied in detail for three different cases of the dissipation and bulk viscous pressure coefficients. In the first case where both coefficients are taken as constant, it is shown that the case could not portray warm inflationary scenario compatible with observational data even it is possible to restrict the model parameters. For other cases, the results shows that the model could properly predicts the perturbation parameters in which they stay in perfect agreement with Planck data. As a further argument, r -ns and αs -ns are drown that show the acquired result could stand in acceptable area expressing a compatibility with observational data.

A new method for large time behavior of degenerate viscous Hamilton–Jacobi equations with convex Hamiltonians

KAUST Repository

Cagnetti, Filippo; Gomes, Diogo A.; Mitake, Hiroyoshi; Tran, Hung V.

2015-01-01

We investigate large-time asymptotics for viscous Hamilton-Jacobi equations with possibly degenerate diffusion terms. We establish new results on the convergence, which are the first general ones concerning equations which are neither uniformly parabolic nor first order. Our method is based on the nonlinear adjoint method and the derivation of new estimates on long time averaging effects. It also extends to the case of weakly coupled systems.

Hamilton-Jacobi-Bellman approach for the climbing problem for heavy launchers

OpenAIRE

Bokanowski , Olivier; Cristiani , Emiliano; Laurent-Varin , Julien; Zidani , Hasnaa

2012-01-01

International audience; In this paper we investigate the Hamilton-Jacobi-Bellman (HJB) approach for solving a complex real-world optimal control problem in high dimension. We consider the climbing problem for the European launcher Ariane V: The launcher has to reach the Geostationary Transfer Orbit with minimal propellant consumption under state/control constraints. In order to circumvent the well-known curse of dimensionality, we reduce the number of variables in the model exploiting the spe...

Dirac equation of spin particles and tunneling radiation from a Kinnersly black hole

Energy Technology Data Exchange (ETDEWEB)

Li, Guo-Ping; Zu, Xiao-Tao [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Feng, Zhong-Wen [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); China West Normal University, College of Physics and Space Science, Nanchong (China); Li, Hui-Ling [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Shenyang Normal University, College of Physics Science and Technology, Shenyang (China)

2017-04-15

In curved space-time, the Hamilton-Jacobi equation is a semi-classical particle equation of motion, which plays an important role in the research of black hole physics. In this paper, starting from the Dirac equation of spin 1/2 fermions and the Rarita-Schwinger equation of spin 3/2 fermions, respectively, we derive a Hamilton-Jacobi equation for the non-stationary spherically symmetric gravitational field background. Furthermore, the quantum tunneling of a charged spherically symmetric Kinnersly black hole is investigated by using the Hamilton-Jacobi equation. The result shows that the Hamilton-Jacobi equation is helpful to understand the thermodynamic properties and the radiation characteristics of a black hole. (orig.)

The time dependent Schrodinger equation revisited I: quantum field and classical Hamilton-Jacobi routes to Schrodinger's wave equation

International Nuclear Information System (INIS)

Scully, M O

2008-01-01

The time dependent Schrodinger equation is frequently 'derived' by postulating the energy E → i h-bar (∂/∂t) and momentum p-vector → ( h-bar /i)∇ operator relations. In the present paper we review the quantum field theoretic route to the Schrodinger wave equation which treats time and space as parameters, not operators. Furthermore, we recall that a classical (nonlinear) wave equation can be derived from the classical action via Hamiltonian-Jacobi theory. By requiring the wave equation to be linear we again arrive at the Schrodinger equation, without postulating operator relations. The underlying philosophy is operational: namely 'a particle is what a particle detector detects.' This leads us to a useful physical picture combining the wave (field) and particle paradigms which points the way to the time-dependent Schrodinger equation

Hamilton-Jacobi theory for continuation of magnetic field across a toroidal surface supporting a plasma pressure discontinuity

International Nuclear Information System (INIS)

McGann, M.; Hudson, S.R.; Dewar, R.L.; Nessi, G. von

2010-01-01

The vanishing of the divergence of the total stress tensor (magnetic plus kinetic) in a neighborhood of an equilibrium plasma containing a toroidal surface of discontinuity gives boundary and jump conditions that strongly constrain allowable continuations of the magnetic field across the surface. The boundary conditions allow the magnetic fields on either side of the discontinuity surface to be described by surface magnetic potentials, reducing the continuation problem to that of solving a Hamilton-Jacobi equation. The characteristics of this equation obey Hamiltonian equations of motion, and a necessary condition for the existence of a continued field across a general toroidal surface is that there exist invariant tori in the phase space of this Hamiltonian system. It is argued from the Birkhoff theorem that existence of such an invariant torus is also, in general, sufficient for continuation to be possible. An important corollary is that the rotational transform of the continued field on a surface of discontinuity must, generically, be irrational.

Variational characterization of generalized Jacobi equations

International Nuclear Information System (INIS)

Casciaro, B.

1995-09-01

A Lagrangian depending on derivatives of the fields up to a generic order is considered, together with a series development around a given section. The problem of extremality and stability of action for this system is then addressed. Higher-order variations in the Lagrangian, the Euler-Lagrange equation, the expansion of the action, the D-invariant decomposition of the Lagrangian, the Jacobi equation, and a unified description of the Euler-Lag range and Jacobi equations are discussed. As a conclusion of the work it is stated that the theory of second variations is worthy to be revisited and a comment on a recent paper by Taub is made. 10 refs

Dynamical and geometric aspects of Hamilton-Jacobi and linearized Monge-Ampère equations VIASM 2016

CERN Document Server

Tran, Hung

2017-01-01

Consisting of two parts, the first part of this volume is an essentially self-contained exposition of the geometric aspects of local and global regularity theory for the Monge–Ampère and linearized Monge–Ampère equations. As an application, we solve the second boundary value problem of the prescribed affine mean curvature equation, which can be viewed as a coupling of the latter two equations. Of interest in its own right, the linearized Monge–Ampère equation also has deep connections and applications in analysis, fluid mechanics and geometry, including the semi-geostrophic equations in atmospheric flows, the affine maximal surface equation in affine geometry and the problem of finding Kahler metrics of constant scalar curvature in complex geometry. Among other topics, the second part provides a thorough exposition of the large time behavior and discounted approximation of Hamilton–Jacobi equations, which have received much attention in the last two decades, and a new approach to the subject, the n...

Jacobi Elliptic Solutions for Nonlinear Differential Difference Equations in Mathematical Physics

Directory of Open Access Journals (Sweden)

Khaled A. Gepreel

2012-01-01

Full Text Available We put a direct new method to construct the rational Jacobi elliptic solutions for nonlinear differential difference equations which may be called the rational Jacobi elliptic functions method. We use the rational Jacobi elliptic function method to construct many new exact solutions for some nonlinear differential difference equations in mathematical physics via the lattice equation and the discrete nonlinear Schrodinger equation with a saturable nonlinearity. The proposed method is more effective and powerful to obtain the exact solutions for nonlinear differential difference equations.

Théorie de Perron-Frobenius non linéaire et méthodes numériques max-plus pour la résolution d'équations d'Hamilton-Jacobi

OpenAIRE

Qu , Zheng

2013-01-01

Dynamic programming is one of the main approaches to solve optimal control problems. It reduces the latter problems to Hamilton-Jacobi partial differential equations (PDE). Several techniques have been proposed in the literature to solve these PDE. We mention, for example, finite difference schemes, the so-called discrete dynamic programming method or semi-Lagrangian method, or the antidiffusive schemes. All these methods are grid-based, i.e., they require a discretization of the state space,...

A second order discontinuous Galerkin fast sweeping method for Eikonal equations

Science.gov (United States)

Li, Fengyan; Shu, Chi-Wang; Zhang, Yong-Tao; Zhao, Hongkai

2008-09-01

In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton-Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng, C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Journal of Computational Physics 223 (2007) 398-415] for the time-dependent Hamilton-Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss-Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method.

Hamilton-Jacobi approach for first order actions and theories with higher derivatives

International Nuclear Information System (INIS)

Bertin, M.C.; Pimentel, B.M.; Pompeia, P.J.

2008-01-01

In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made

Five-dimensional Hamiltonian-Jacobi approach to relativistic quantum mechanics

International Nuclear Information System (INIS)

Rose, Harald

2003-01-01

A novel theory is outlined for describing the dynamics of relativistic electrons and positrons. By introducing the Lorentz-invariant universal time as a fifth independent variable, the Hamilton-Jacobi formalism of classical mechanics is extended from three to four spatial dimensions. This approach allows one to incorporate gravitation and spin interactions in the extended five-dimensional Lagrangian in a covariant form. The universal time has the function of a hidden Bell parameter. By employing the method of variation with respect to the four coordinates of the particle and the components of the electromagnetic field, the path equation and the electromagnetic field produced by the charge and the spin of the moving particle are derived. In addition the covariant equations for the dynamics of the components of the spin tensor are obtained. These equations can be transformed to the familiar BMT equation in the case of homogeneous electromagnetic fields. The quantization of the five-dimensional Hamilton-Jacobi equation yields a five-dimensional spinor wave equation, which degenerates to the Dirac equation in the stationary case if we neglect gravitation. The quantity which corresponds to the probability density of standard quantum mechanics is the four-dimensional mass density which has a real physical meaning. By means of the Green method the wave equation is transformed into an integral equation enabling a covariant relativistic path integral formulation. Using this approach a very accurate approximation for the four-dimensional propagator is derived. The proposed formalism makes Dirac's hole theory obsolete and can readily be extended to many particles

Computations of Wall Distances Based on Differential Equations

Science.gov (United States)

Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.

2004-01-01

The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.

The selection problem for discounted Hamilton–Jacobi equations: some non-convex cases

KAUST Repository

Gomes, Diogo A.; Mitake, Hiroyoshi; Tran, Hung V.

2018-01-01

Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton–Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex Hamiltonians has thus far not been studied. We begin our study by examining a generalized discounted Hamilton–Jacobi equation. Next, using an exponential transformation, we apply our methods to strictly quasi-convex and to some non-convex Hamilton–Jacobi equations. Finally, we examine a non-convex Hamiltonian with flat parts to which our results do not directly apply. In this case, we establish the convergence by a direct approach.

The selection problem for discounted Hamilton–Jacobi equations: some non-convex cases

KAUST Repository

Gomes, Diogo A.

2018-01-26

Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton–Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex Hamiltonians has thus far not been studied. We begin our study by examining a generalized discounted Hamilton–Jacobi equation. Next, using an exponential transformation, we apply our methods to strictly quasi-convex and to some non-convex Hamilton–Jacobi equations. Finally, we examine a non-convex Hamiltonian with flat parts to which our results do not directly apply. In this case, we establish the convergence by a direct approach.

Q-Step methods for Newton-Jacobi operator equation | Uwasmusi ...

African Journals Online (AJOL)

The paper considers the Newton-Jacobi operator equation for the solution of nonlinear systems of equations. Special attention is paid to the computational part of this method with particular reference to the q-step methods. Journal of the Nigerian Association of Mathematical Physics Vol. 8 2004: pp. 237-241 ...

Quantum Hamilton mechanics: Hamilton equations of quantum motion, origin of quantum operators, and proof of quantization axiom

International Nuclear Information System (INIS)

Yang, C.-D.

2006-01-01

This paper gives a thorough investigation on formulating and solving quantum problems by extended analytical mechanics that extends canonical variables to complex domain. With this complex extension, we show that quantum mechanics becomes a part of analytical mechanics and hence can be treated integrally with classical mechanics. Complex canonical variables are governed by Hamilton equations of motion, which can be derived naturally from Schroedinger equation. Using complex canonical variables, a formal proof of the quantization axiom p → p = -ih∇, which is the kernel in constructing quantum-mechanical systems, becomes a one-line corollary of Hamilton mechanics. The derivation of quantum operators from Hamilton mechanics is coordinate independent and thus allows us to derive quantum operators directly under any coordinate system without transforming back to Cartesian coordinates. Besides deriving quantum operators, we also show that the various prominent quantum effects, such as quantization, tunneling, atomic shell structure, Aharonov-Bohm effect, and spin, all have the root in Hamilton mechanics and can be described entirely by Hamilton equations of motion

Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control

International Nuclear Information System (INIS)

Masiero, Federica

2005-01-01

Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations

Hamilton-Jacobi approach for quasi-exponential inflation: predictions and constraints after Planck 2015 results

Energy Technology Data Exchange (ETDEWEB)

Videla, Nelson [FCFM, Universidad de Chile, Departamento de Fisica, Santiago (Chile)

2017-03-15

In the present work we study the consequences of considering an inflationary universe model in which the Hubble rate has a quasi-exponential dependence in the inflaton field, given by H(φ) = H{sub inf} exp[((φ)/(m{sub p}))/(p(1+(φ)/(m{sub p})))]. We analyze the inflation dynamics under the Hamilton-Jacobi approach, which allows us to consider H(φ), rather than V(φ), as the fundamental quantity to be specified. By comparing the theoretical predictions of the model together with the allowed contour plots in the n{sub s} - r plane and the amplitude of primordial scalar perturbations from the latest Planck data, the parameters charactering this model are constrained. The model predicts values for the tensor-to-scalar ratio r and for the running of the scalar spectral index dn{sub s}/d ln k consistent with the current bounds imposed by Planck, and we conclude that the model is viable. (orig.)

From nonlinear Schroedinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential equations

International Nuclear Information System (INIS)

Yang Xiao; Du Dianlou

2010-01-01

The Poisson structure on C N xR N is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schroedinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.

Convergence Analysis of Generalized Jacobi-Galerkin Methods for Second Kind Volterra Integral Equations with Weakly Singular Kernels

Directory of Open Access Journals (Sweden)

Haotao Cai

2017-01-01

Full Text Available We develop a generalized Jacobi-Galerkin method for second kind Volterra integral equations with weakly singular kernels. In this method, we first introduce some known singular nonpolynomial functions in the approximation space of the conventional Jacobi-Galerkin method. Secondly, we use the Gauss-Jacobi quadrature rules to approximate the integral term in the resulting equation so as to obtain high-order accuracy for the approximation. Then, we establish that the approximate equation has a unique solution and the approximate solution arrives at an optimal convergence order. One numerical example is presented to demonstrate the effectiveness of the proposed method.

Effect of the refractive index on the hawking temperature: an application of the Hamilton-Jacobi method

Science.gov (United States)

Sakalli, I.; Mirekhtiary, S. F.

2013-10-01

Hawking radiation of a non-asymptotically flat 4-dimensional spherically symmetric and static dilatonic black hole (BH) via the Hamilton-Jacobi (HJ) method is studied. In addition to the naive coordinates, we use four more different coordinate systems that are well-behaved at the horizon. Except for the isotropic coordinates, direct computation by the HJ method leads to the standard Hawking temperature for all coordinate systems. The isotropic coordinates allow extracting the index of refraction from the Fermat metric. It is explicitly shown that the index of refraction determines the value of the tunneling rate and its natural consequence, the Hawking temperature. The isotropic coordinates in the conventional HJ method produce a wrong result for the temperature of the linear dilaton. Here, we explain how this discrepancy can be resolved by regularizing the integral possessing a pole at the horizon.

Effect of the refractive index on the hawking temperature: an application of the Hamilton-Jacobi method

Energy Technology Data Exchange (ETDEWEB)

Sakalli, I., E-mail: izzet.sakalli@emu.edu.tr; Mirekhtiary, S. F., E-mail: fatemeh.mirekhtiary@emu.edu.tr [Eastern Mediterranean University G. Magosa, Department of Physics (Turkey)

2013-10-15

Hawking radiation of a non-asymptotically flat 4-dimensional spherically symmetric and static dilatonic black hole (BH) via the Hamilton-Jacobi (HJ) method is studied. In addition to the naive coordinates, we use four more different coordinate systems that are well-behaved at the horizon. Except for the isotropic coordinates, direct computation by the HJ method leads to the standard Hawking temperature for all coordinate systems. The isotropic coordinates allow extracting the index of refraction from the Fermat metric. It is explicitly shown that the index of refraction determines the value of the tunneling rate and its natural consequence, the Hawking temperature. The isotropic coordinates in the conventional HJ method produce a wrong result for the temperature of the linear dilaton. Here, we explain how this discrepancy can be resolved by regularizing the integral possessing a pole at the horizon.

From nonlinear Schrödinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential equations

Science.gov (United States)

Yang, Xiao; Du, Dianlou

2010-08-01

The Poisson structure on CN×RN is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schrödinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.

First-arrival Tomography Using the Double-square-root Equation Solver Stepping in Subsurface Offset

KAUST Repository

Serdyukov, A.S.; Duchkov, A.A.

2013-01-01

Double-square-root (DSR) equation can be viewed as a Hamilton-Jacobi equation describing kinematics of downward data continuation in depth. It describes simultaneous propagation of source and receiver rays assuming that they are nowhere horizontal

Jacobi-Maupertuis metric and Kepler equation

Science.gov (United States)

Chanda, Sumanto; Gibbons, Gary William; Guha, Partha

This paper studies the application of the Jacobi-Eisenhart lift, Jacobi metric and Maupertuis transformation to the Kepler system. We start by reviewing fundamentals and the Jacobi metric. Then we study various ways to apply the lift to Kepler-related systems: first as conformal description and Bohlin transformation of Hooke’s oscillator, second in contact geometry and third in Houri’s transformation [T. Houri, Liouville integrability of Hamiltonian systems and spacetime symmetry (2016), www.geocities.jp/football_physician/publication.html], coupled with Milnor’s construction [J. Milnor, On the geometry of the Kepler problem, Am. Math. Mon. 90 (1983) 353-365] with eccentric anomaly.

Cálculo dos níveis de energia do átomo de hidrogênio sob a ação de um campo magnético externo utilizando a equação de Hamilton-Jacobi relativística

OpenAIRE

Silva, Gesiel Gomes

2014-01-01

Nosso trabalho consistiu em encontrar os níveis de energia do átomo de hidrogênio sob a ação de um campo magnético externo constante. Utilizamos o formalismo de Hamilton-Jacobi relativístico para introduzir o campo magnético e para obter uma equação para o átomo de hidrogênio sob a ação de um campo magnético uniforme. Propusemos também uma função, com base em uma expansão polinomial, como solução da equação obtida a partir do formalismo de Hamilton-Jacobi possibilitando assim a solução numér...

An extended Jacobi elliptic function rational expansion method and its application to (2+1)-dimensional dispersive long wave equation

International Nuclear Information System (INIS)

Wang Qi; Chen Yong; Zhang Hongqing

2005-01-01

With the aid of computerized symbolic computation, a new elliptic function rational expansion method is presented by means of a new general ansatz, in which periodic solutions of nonlinear partial differential equations that can be expressed as a finite Laurent series of some of 12 Jacobi elliptic functions, is more powerful than exiting Jacobi elliptic function methods and is very powerful to uniformly construct more new exact periodic solutions in terms of rational formal Jacobi elliptic function solution of nonlinear partial differential equations. As an application of the method, we choose a (2+1)-dimensional dispersive long wave equation to illustrate the method. As a result, we can successfully obtain the solutions found by most existing Jacobi elliptic function methods and find other new and more general solutions at the same time. Of course, more shock wave solutions or solitary wave solutions can be gotten at their limit condition

A unified framework for mechanics: Hamilton–Jacobi equation and applications

International Nuclear Information System (INIS)

Balseiro, P; Marrero, J C; Padrón, E; Martín de Diego, D

2010-01-01

In this paper, we construct Hamilton–Jacobi equations for a large variety of mechanical systems (nonholonomic systems subjected to linear or affine constraints, dissipative systems subjected to external forces, time-dependent mechanical systems etc). We recover all these, in principle, different cases, using a unified framework based on skew-symmetric algebroids with a distinguished 1-cocycle. Several examples illustrate the theory

Jacobi equations as Lagrange equations of the deformed Lagrangian

International Nuclear Information System (INIS)

Casciaro, B.

1995-03-01

We study higher-order variational derivatives of a generic Lagrangian L 0 = L 0 (t,q,q). We introduce two new Lagrangians, L 1 and L 2 , associated to the first and second-order deformations of the original Lagrangian L 0 . In terms of these Lagrangians, we are able to establish simple relations between the variational derivatives of different orders of a Lagrangian. As a consequence of these relations the Euler-Lagrange and the Jacobi equations are obtained from a single variational principle based on L 1 . We can furthermore introduce an associated Hamiltonian H 1 = H 1 (t,q,q radical,η,η radical) with η equivalent to δq. If L 0 is independent of time then H 1 is a conserved quantity. (author). 15 refs

On the Dynamic Programming Approach for the 3D Navier-Stokes Equations

International Nuclear Information System (INIS)

Manca, Luigi

2008-01-01

The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier-Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated Hamilton-Jacobi-Bellman equation is proved. Finally, existence of an optimal control through the feedback formula and of an optimal state is discussed

An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations

KAUST Repository

Festa, Adriano; Gomes, Diogo A.; Machado Velho, Roberto

2017-01-01

Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.

An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations

KAUST Repository

Festa, Adriano

2017-03-22

Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.

Hamilton's equations for a fluid membrane

International Nuclear Information System (INIS)

Capovilla, R; Guven, J; Rojas, E

2005-01-01

Consider a homogeneous fluid membrane described by the Helfrich-Canham energy, quadratic in the mean curvature of the membrane surface. The shape equation that determines equilibrium configurations is fourth order in derivatives and cubic in the mean curvature. We introduce a Hamiltonian formulation of this equation which dismantles it into a set of coupled first-order equations. This involves interpreting the Helfrich-Canham energy as an action; equilibrium surfaces are generated by the evolution of space curves. Two features complicate the implementation of a Hamiltonian framework. (i) The action involves second derivatives. This requires treating the velocity as a phase-space variable and the introduction of its conjugate momentum. The canonical Hamiltonian is constructed on this phase space. (ii) The action possesses a local symmetry-reparametrization invariance. The two labels we use to parametrize points on the surface are themselves physically irrelevant. This symmetry implies primary constraints, one for each label, that need to be implemented within the Hamiltonian. The two Lagrange multipliers associated with these constraints are identified as the components of the acceleration tangential to the surface. The conservation of the primary constraints implies two secondary constraints, fixing the tangential components of the momentum conjugate to the position. Hamilton's equations are derived and the appropriate initial conditions on the phase-space variables are identified. Finally, it is shown how the shape equation can be reconstructed from these equations

Partial differential equations

CERN Document Server

Evans, Lawrence C

2010-01-01

This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...

High-Order Hamilton's Principle and the Hamilton's Principle of High-Order Lagrangian Function

International Nuclear Information System (INIS)

Zhao Hongxia; Ma Shanjun

2008-01-01

In this paper, based on the theorem of the high-order velocity energy, integration and variation principle, the high-order Hamilton's principle of general holonomic systems is given. Then, three-order Lagrangian equations and four-order Lagrangian equations are obtained from the high-order Hamilton's principle. Finally, the Hamilton's principle of high-order Lagrangian function is given.

New formulae between Jacobi polynomials and some fractional Jacobi functions generalizing some connection formulae

Science.gov (United States)

Abd-Elhameed, W. M.

2017-07-01

In this paper, a new formula relating Jacobi polynomials of arbitrary parameters with the squares of certain fractional Jacobi functions is derived. The derived formula is expressed in terms of a certain terminating hypergeometric function of the type _4F3(1) . With the aid of some standard reduction formulae such as Pfaff-Saalschütz's and Watson's identities, the derived formula can be reduced in simple forms which are free of any hypergeometric functions for certain choices of the involved parameters of the Jacobi polynomials and the Jacobi functions. Some other simplified formulae are obtained via employing some computer algebra algorithms such as the algorithms of Zeilberger, Petkovsek and van Hoeij. Some connection formulae between some Jacobi polynomials are deduced. From these connection formulae, some other linearization formulae of Chebyshev polynomials are obtained. As an application to some of the introduced formulae, a numerical algorithm for solving nonlinear Riccati differential equation is presented and implemented by applying a suitable spectral method.

Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

Energy Technology Data Exchange (ETDEWEB)

Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

2016-07-01

The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations

Directory of Open Access Journals (Sweden)

Espen R. Jakobsen

2002-05-01

Full Text Available Using the maximum principle for semicontinuous functions [3,4], we prove a general ``continuous dependence on the nonlinearities'' estimate for bounded Holder continuous viscosity solutions of fully nonlinear degenerate elliptic equations. Furthermore, we provide existence, uniqueness, and Holder continuity results for bounded viscosity solutions of such equations. Our results are general enough to encompass Hamilton-Jacobi-Bellman-Isaacs's equations of zero-sum, two-player stochastic differential games. An immediate consequence of the results obtained herein is a rate of convergence for the vanishing viscosity method for fully nonlinear degenerate elliptic equations.

The Jacobi inversion formula

NARCIS (Netherlands)

Koekoek, J.; Koekoek, R.

1999-01-01

We look for differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to the weight function [Enlarge Image] where >-1, ß>-1M=0 and N=0. In order to find explicit formulas for the coefficients of these differential equations we

A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations

Science.gov (United States)

Bhrawy, A. H.; Zaky, M. A.

2015-01-01

In this paper, we propose and analyze an efficient operational formulation of spectral tau method for multi-term time-space fractional differential equation with Dirichlet boundary conditions. The shifted Jacobi operational matrices of Riemann-Liouville fractional integral, left-sided and right-sided Caputo fractional derivatives are presented. By using these operational matrices, we propose a shifted Jacobi tau method for both temporal and spatial discretizations, which allows us to present an efficient spectral method for solving such problem. Furthermore, the error is estimated and the proposed method has reasonable convergence rates in spatial and temporal discretizations. In addition, some known spectral tau approximations can be derived as special cases from our algorithm if we suitably choose the corresponding special cases of Jacobi parameters θ and ϑ. Finally, in order to demonstrate its accuracy, we compare our method with those reported in the literature.

Weak KAM theory for a weakly coupled system of Hamilton–Jacobi equations

KAUST Repository

Figalli, Alessio; Gomes, Diogo A.; Marcon, Diego

2016-01-01

Here, we extend the weak KAM and Aubry–Mather theories to optimal switching problems. We consider three issues: the analysis of the calculus of variations problem, the study of a generalized weak KAM theorem for solutions of weakly coupled systems of Hamilton–Jacobi equations, and the long-time behavior of time-dependent systems. We prove the existence and regularity of action minimizers, obtain necessary conditions for minimality, extend Fathi’s weak KAM theorem, and describe the asymptotic limit of the generalized Lax–Oleinik semigroup. © 2016, Springer-Verlag Berlin Heidelberg.

Weak KAM theory for a weakly coupled system of Hamilton–Jacobi equations

KAUST Repository

Figalli, Alessio

2016-06-23

Here, we extend the weak KAM and Aubry–Mather theories to optimal switching problems. We consider three issues: the analysis of the calculus of variations problem, the study of a generalized weak KAM theorem for solutions of weakly coupled systems of Hamilton–Jacobi equations, and the long-time behavior of time-dependent systems. We prove the existence and regularity of action minimizers, obtain necessary conditions for minimality, extend Fathi’s weak KAM theorem, and describe the asymptotic limit of the generalized Lax–Oleinik semigroup. © 2016, Springer-Verlag Berlin Heidelberg.

Approximate rational Jacobi elliptic function solutions of the fractional differential equations via the enhanced Adomian decomposition method

International Nuclear Information System (INIS)

Song Lina; Wang Weiguo

2010-01-01

In this Letter, an enhanced Adomian decomposition method which introduces the h-curve of the homotopy analysis method into the standard Adomian decomposition method is proposed. Some examples prove that this method can derive successfully approximate rational Jacobi elliptic function solutions of the fractional differential equations.

A new general method for transform canonically a Hamiltonian in another one of a given form

International Nuclear Information System (INIS)

Gomez T, A.

2002-01-01

The more general method to perform a canonical transformation of a Hamiltonian into another one of a given form is based on the repeated use of the Hamilton-Jacobi equation. This is usually a tedious technique which leads to some particular solutions of the problem. We present a new general method which does not rely on the Hamilton-Jacobi equation and moreover it gives all the possible solutions. (Author)

Fermions Tunneling from Higher-Dimensional Reissner-Nordström Black Hole: Semiclassical and Beyond Semiclassical Approximation

Directory of Open Access Journals (Sweden)

ShuZheng Yang

2016-01-01

Full Text Available Based on semiclassical tunneling method, we focus on charged fermions tunneling from higher-dimensional Reissner-Nordström black hole. We first simplify the Dirac equation by semiclassical approximation, and then a semiclassical Hamilton-Jacobi equation is obtained. Using the Hamilton-Jacobi equation, we study the Hawking temperature and fermions tunneling rate at the event horizon of the higher-dimensional Reissner-Nordström black hole space-time. Finally, the correct entropy is calculation by the method beyond semiclassical approximation.

Numerical study on the incompressible Euler equations as a Hamiltonian system: Sectional curvature and Jacobi field

Science.gov (United States)

Ohkitani, K.

2010-05-01

We study some of the key quantities arising in the theory of [Arnold "Sur la geometrie differentielle des groupes de Lie de dimension infinie et ses applications a l'hydrodynamique des fluides parfaits," Annales de l'institut Fourier 16, 319 (1966)] of the incompressible Euler equations both in two and three dimensions. The sectional curvatures for the Taylor-Green vortex and the ABC flow initial conditions are calculated exactly in three dimensions. We trace the time evolution of the Jacobi fields by direct numerical simulations and, in particular, see how the sectional curvatures get more and more negative in time. The spatial structure of the Jacobi fields is compared to the vorticity fields by visualizations. The Jacobi fields are found to grow exponentially in time for the flows with negative sectional curvatures. In two dimensions, a family of initial data proposed by Arnold (1966) is considered. The sectional curvature is observed to change its sign quickly even if it starts from a positive value. The Jacobi field is shown to be correlated with the passive scalar gradient in spatial structure. On the basis of Rouchon's physical-space based expression for the sectional curvature (1984), the origin of negative curvature is investigated. It is found that a "potential" αξ appearing in the definition of covariant time derivative plays an important role, in that a rapid growth in its gradient makes a major contribution to the negative curvature.

Hybrid massively parallel fast sweeping method for static Hamilton–Jacobi equations

Energy Technology Data Exchange (ETDEWEB)

Detrixhe, Miles, E-mail: mdetrixhe@engineering.ucsb.edu [Department of Mechanical Engineering (United States); University of California Santa Barbara, Santa Barbara, CA, 93106 (United States); Gibou, Frédéric, E-mail: fgibou@engineering.ucsb.edu [Department of Mechanical Engineering (United States); University of California Santa Barbara, Santa Barbara, CA, 93106 (United States); Department of Computer Science (United States); Department of Mathematics (United States)

2016-10-01

The fast sweeping method is a popular algorithm for solving a variety of static Hamilton–Jacobi equations. Fast sweeping algorithms for parallel computing have been developed, but are severely limited. In this work, we present a multilevel, hybrid parallel algorithm that combines the desirable traits of two distinct parallel methods. The fine and coarse grained components of the algorithm take advantage of heterogeneous computer architecture common in high performance computing facilities. We present the algorithm and demonstrate its effectiveness on a set of example problems including optimal control, dynamic games, and seismic wave propagation. We give results for convergence, parallel scaling, and show state-of-the-art speedup values for the fast sweeping method.

Hybrid massively parallel fast sweeping method for static Hamilton–Jacobi equations

International Nuclear Information System (INIS)

Detrixhe, Miles; Gibou, Frédéric

2016-01-01

The fast sweeping method is a popular algorithm for solving a variety of static Hamilton–Jacobi equations. Fast sweeping algorithms for parallel computing have been developed, but are severely limited. In this work, we present a multilevel, hybrid parallel algorithm that combines the desirable traits of two distinct parallel methods. The fine and coarse grained components of the algorithm take advantage of heterogeneous computer architecture common in high performance computing facilities. We present the algorithm and demonstrate its effectiveness on a set of example problems including optimal control, dynamic games, and seismic wave propagation. We give results for convergence, parallel scaling, and show state-of-the-art speedup values for the fast sweeping method.

Hamilton's equations for a fluid membrane

Energy Technology Data Exchange (ETDEWEB)

Capovilla, R [Departamento de Fisica, Centro de Investigacion y de Estudios Avanzados, Apdo. Postal 14-740, 07000 Mexico, DF (Mexico); Guven, J [Instituto de Ciencias Nucleares, Universidad Nacional Autonoma de Mexico, Apdo. Postal 70-543, 04510 Mexico, DF (Mexico); Rojas, E [Facultad de Fisica e Inteligencia Artificial, Universidad Veracruzana, 91000 Xalapa, Veracruz (Mexico)

2005-10-14

Consider a homogeneous fluid membrane described by the Helfrich-Canham energy, quadratic in the mean curvature of the membrane surface. The shape equation that determines equilibrium configurations is fourth order in derivatives and cubic in the mean curvature. We introduce a Hamiltonian formulation of this equation which dismantles it into a set of coupled first-order equations. This involves interpreting the Helfrich-Canham energy as an action; equilibrium surfaces are generated by the evolution of space curves. Two features complicate the implementation of a Hamiltonian framework. (i) The action involves second derivatives. This requires treating the velocity as a phase-space variable and the introduction of its conjugate momentum. The canonical Hamiltonian is constructed on this phase space. (ii) The action possesses a local symmetry-reparametrization invariance. The two labels we use to parametrize points on the surface are themselves physically irrelevant. This symmetry implies primary constraints, one for each label, that need to be implemented within the Hamiltonian. The two Lagrange multipliers associated with these constraints are identified as the components of the acceleration tangential to the surface. The conservation of the primary constraints implies two secondary constraints, fixing the tangential components of the momentum conjugate to the position. Hamilton's equations are derived and the appropriate initial conditions on the phase-space variables are identified. Finally, it is shown how the shape equation can be reconstructed from these equations.

Dynamic Programming Algorithms for Planning and Robotics in Continuous Domains and the Hamilton-Jacobi Equation

Science.gov (United States)

2008-09-22

function essentially binary • Value function measures cost to go – Solution of Eikonal equation – Gradient determines optimal control typical laser...of nodes – Dijkstra’s algorithm is essentially unchanged • Continuous space – Static HJ PDE no longer reduces to the Eikonal equation – Gradient of ϑ...bounded: ||·||1 • If action is bounded in ||·||p, then value function is solution of “ Eikonal ” equation ||ϑ(x)||p* = c(x) in the dual norm p* – p = 1

Balance equations for a viscous fluid from a Hamilton type variational principle

International Nuclear Information System (INIS)

Fierros Palacios, A.

1992-01-01

The partial differential field equations for any viscous fluid are obtained from the Lagrangian formalism as in classical field theory. An action functional is introduced as a space-time integral over a region of three-dimensional Euclidean space, of a Lagrangian density function of certain field variables. A Hamilton type extremum action principle is postulated with adequate boundary conditions, and a set of differential field equations is derived. With an appropriate Lagrangian density of the T-V type, the equation of motion for any viscous fluid is reproduced. A theorem referring to the invariance of the action under time variations lead to the generalized energy balance equation for the viscous fluid and to the energy balance equation proper. The same theoretical approach can be used to solve the problem of potential flow. (Author)

A Killing tensor for higher dimensional Kerr-AdS black holes with NUT charge

International Nuclear Information System (INIS)

Davis, Paul

2006-01-01

In this paper, we study the recently discovered family of higher dimensional Kerr-AdS black holes with an extra NUT-like parameter. We show that the inverse metric is additively separable after multiplication by a simple function. This allows us to separate the Hamilton-Jacobi equation, showing that geodesic motion is integrable on this background. The separation of the Hamilton-Jacobi equation is intimately linked to the existence of an irreducible Killing tensor, which provides an extra constant of motion. We also demonstrate that the Klein-Gordon equation for this background is separable

Field differential equations for a potential flow from a Hamilton type variational principle

International Nuclear Information System (INIS)

Fierros Palacios, A.

1992-01-01

The same theoretical frame that was used to solve the problem of the field equations for a viscous fluid is utilized in this work. The purpose is to obtain the differential field equations for a potential flow from the Lagrangian formalism as in classical field theory. An action functional is introduced as a space-time integral over a region of three-dimensional Euclidean space, of a Lagrangian density as a function of certain field variables. A Hamilton type extremum action principle is postulated with adequate boundary conditions, and a set of differential field equations is derived. A particular Lagrangian density of the T-V type leads to the wave equation for the velocity potential. (Author)

Exact results in the large system size limit for the dynamics of the chemical master equation, a one dimensional chain of equations.

Science.gov (United States)

Martirosyan, A; Saakian, David B

2011-08-01

We apply the Hamilton-Jacobi equation (HJE) formalism to solve the dynamics of the chemical master equation (CME). We found exact analytical expressions (in large system-size limit) for the probability distribution, including explicit expression for the dynamics of variance of distribution. We also give the solution for some simple cases of the model with time-dependent rates. We derived the results of the Van Kampen method from the HJE approach using a special ansatz. Using the Van Kampen method, we give a system of ordinary differential equations (ODEs) to define the variance in a two-dimensional case. We performed numerics for the CME with stationary noise. We give analytical criteria for the disappearance of bistability in the case of stationary noise in one-dimensional CMEs.

Hamiltonian approach to GR - Part 1: covariant theory of classical gravity

Science.gov (United States)

Cremaschini, Claudio; Tessarotto, Massimo

2017-05-01

A challenging issue in General Relativity concerns the determination of the manifestly covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant Hamilton-Jacobi theory. The task is achieved by adopting a synchronous variational principle requiring distinction between the prescribed deterministic metric tensor \\widehat{g}(r)≡ { \\widehat{g}_{μ ν }(r)} solution of the Einstein field equations which determines the geometry of the background space-time and suitable variational fields x≡ { g,π } obeying an appropriate set of continuum Hamilton equations, referred to here as GR-Hamilton equations. It is shown that a prerequisite for reaching such a goal is that of casting the same equations in evolutionary form by means of a Lagrangian parametrization for a suitably reduced canonical state. As a result, the corresponding Hamilton-Jacobi theory is established in manifestly covariant form. Physical implications of the theory are discussed. These include the investigation of the structural stability of the GR-Hamilton equations with respect to vacuum solutions of the Einstein equations, assuming that wave-like perturbations are governed by the canonical evolution equations.

Hamiltonian approach to GR. Pt. 1. Covariant theory of classical gravity

Energy Technology Data Exchange (ETDEWEB)

Cremaschini, Claudio [Silesian University in Opava, Faculty of Philosophy and Science, Institute of Physics and Research Center for Theoretical Physics and Astrophysics, Opava (Czech Republic); Tessarotto, Massimo [University of Trieste, Department of Mathematics and Geosciences, Trieste (Italy); Silesian University in Opava, Faculty of Philosophy and Science, Institute of Physics, Opava (Czech Republic)

2017-05-15

A challenging issue in General Relativity concerns the determination of the manifestly covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant Hamilton-Jacobi theory. The task is achieved by adopting a synchronous variational principle requiring distinction between the prescribed deterministic metric tensor g(r) ≡ {g_μ_ν(r)} solution of the Einstein field equations which determines the geometry of the background space-time and suitable variational fields x ≡ {g,π} obeying an appropriate set of continuum Hamilton equations, referred to here as GR-Hamilton equations. It is shown that a prerequisite for reaching such a goal is that of casting the same equations in evolutionary form by means of a Lagrangian parametrization for a suitably reduced canonical state. As a result, the corresponding Hamilton-Jacobi theory is established in manifestly covariant form. Physical implications of the theory are discussed. These include the investigation of the structural stability of the GR-Hamilton equations with respect to vacuum solutions of the Einstein equations, assuming that wave-like perturbations are governed by the canonical evolution equations. (orig.)

Stringy Jacobi fields in Morse theory

International Nuclear Information System (INIS)

Cho, Yong Seung; Hong, Soon-Tae

2007-01-01

We consider the variation of the surface spanned by closed strings in a spacetime manifold. Using the Nambu-Goto string action, we induce the geodesic surface equation and the geodesic surface deviation equation which yields a Jacobi field, and we define the index form of a geodesic surface as in the case of point particles to discuss conjugate strings on the geodesic surface

Type A Jacobi Elliptic One-Monopole

International Nuclear Information System (INIS)

Teh, Rosy; Wong, Khai-Ming

2010-01-01

We present new classical generalized one-monopole solution of the SU(2) Yang-Mills-Higgs theory with the Higgs field in the adjoint representation. We show that this generalized solution with Θ-winding number m = 1 and φ-winding number n = 1 is an axially symmetric Jacobi elliptic generalization of the 't Hooft-Polyakov one-monopole. We construct this axially symmetric one-monopole solution by generalizing the large distance asymptotic solution of the 't Hooft-Polyakov one-monopole to the Jacobi elliptic functions and solving the second order equations of motion numerically when the Higgs potential is vanishing. This solution is a regular non-BPS finite energy solution.

Exact solutions to traffic density estimation problems involving the Lighthill-Whitham-Richards traffic flow model using mixed integer programming

KAUST Repository

Canepa, Edward S.; Claudel, Christian G.

2012-01-01

This article presents a new mixed integer programming formulation of the traffic density estimation problem in highways modeled by the Lighthill Whitham Richards equation. We first present an equivalent formulation of the problem using an Hamilton-Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton-Jacobi equation result in linear constraints, albeit with unknown integers. We then pose the problem of estimating the density at the initial time given incomplete and inaccurate traffic data as a Mixed Integer Program. We then present a numerical implementation of the method using experimental flow and probe data obtained during Mobile Century experiment. © 2012 IEEE.

Exact solutions to traffic density estimation problems involving the Lighthill-Whitham-Richards traffic flow model using mixed integer programming

KAUST Repository

Canepa, Edward S.

2012-09-01

This article presents a new mixed integer programming formulation of the traffic density estimation problem in highways modeled by the Lighthill Whitham Richards equation. We first present an equivalent formulation of the problem using an Hamilton-Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton-Jacobi equation result in linear constraints, albeit with unknown integers. We then pose the problem of estimating the density at the initial time given incomplete and inaccurate traffic data as a Mixed Integer Program. We then present a numerical implementation of the method using experimental flow and probe data obtained during Mobile Century experiment. © 2012 IEEE.

On Jacobi-fields

International Nuclear Information System (INIS)

Bruening, E.

1981-01-01

The concept of a Jacobi-field is introduced as such a field for which the field-operators have the form of a generalized Jacobi-matrix with respect to the n-field-sector decomposition of the state-space. It is argued that the class of Jacobi-fields is of interest for relativistic quantum field theory for two reasons: (a) Jacobi-fields allow a direct association of particles (charges etc.) with fields. The concept of (generalized) creation- and annihilation-operators is thus available. (b) Jacobi-fields belong to that class of fields which can be characterized in terms of finitely many vacuum expectation values. A characterization of Jacobi-fields in terms of continuity and hermiticity properties of their system of vacuum expectation values is derived. Furthermore it is argued that all examples of relativistic quantum fields in a four-dimensional space-time are Jacobi-fields. This is evident for generalized free fields and Wick-powers of free fields, but is also true for a class of generalized Wick-powers of generalized free fields. (Auth.)

Time-advance algorithms based on Hamilton's principle

International Nuclear Information System (INIS)

Lewis, H.R.; Kostelec, P.J.

1993-01-01

Time-advance algorithms based on Hamilton's variational principle are being developed for application to problems in plasma physics and other areas. Hamilton's principle was applied previously to derive a system of ordinary differential equations in time whose solution provides an approximation to the evolution of a plasma described by the Vlasov-Maxwell equations. However, the variational principle was not used to obtain an algorithm for solving the ordinary differential equations numerically. The present research addresses the numerical solution of systems of ordinary differential equations via Hamilton's principle. The basic idea is first to choose a class of functions for approximating the solution of the ordinary differential equations over a specific time interval. Then the parameters in the approximating function are determined by applying Hamilton's principle exactly within the class of approximating functions. For example, if an approximate solution is desired between time t and time t + Δ t, the class of approximating functions could be polynomials in time up to some degree. The issue of how to choose time-advance algorithms is very important for achieving efficient, physically meaningful computer simulations. The objective is to reliably simulate those characteristics of an evolving system that are scientifically most relevant. Preliminary numerical results are presented, including comparisons with other computational methods

Efficient relaxed-Jacobi smoothers for multigrid on parallel computers

Science.gov (United States)

Yang, Xiang; Mittal, Rajat

2017-03-01

In this Technical Note, we present a family of Jacobi-based multigrid smoothers suitable for the solution of discretized elliptic equations. These smoothers are based on the idea of scheduled-relaxation Jacobi proposed recently by Yang & Mittal (2014) [18] and employ two or three successive relaxed Jacobi iterations with relaxation factors derived so as to maximize the smoothing property of these iterations. The performance of these new smoothers measured in terms of convergence acceleration and computational workload, is assessed for multi-domain implementations typical of parallelized solvers, and compared to the lexicographic point Gauss-Seidel smoother. The tests include the geometric multigrid method on structured grids as well as the algebraic grid method on unstructured grids. The tests demonstrate that unlike Gauss-Seidel, the convergence of these Jacobi-based smoothers is unaffected by domain decomposition, and furthermore, they outperform the lexicographic Gauss-Seidel by factors that increase with domain partition count.

Dirac Mass Dynamics in Multidimensional Nonlocal Parabolic Equations

KAUST Repository

Lorz, Alexander

2011-01-17

Nonlocal Lotka-Volterra models have the property that solutions concentrate as Dirac masses in the limit of small diffusion. Is it possible to describe the dynamics of the limiting concentration points and of the weights of the Dirac masses? What is the long time asymptotics of these Dirac masses? Can several Dirac masses coexist? We will explain how these questions relate to the so-called "constrained Hamilton-Jacobi equation" and how a form of canonical equation can be established. This equation has been established assuming smoothness. Here we build a framework where smooth solutions exist and thus the full theory can be developed rigorously. We also show that our form of canonical equation comes with a kind of Lyapunov functional. Numerical simulations show that the trajectories can exhibit unexpected dynamics well explained by this equation. Our motivation comes from population adaptive evolution a branch of mathematical ecology which models Darwinian evolution. © Taylor & Francis Group, LLC.

From the Snell-Descartes refraction law, to the Hamilton equations in the phase space of geometrical optics

International Nuclear Information System (INIS)

Lopez Moreno, E.; Wolf, K.B.

1989-01-01

Starting from the Snell-Descartes' refraction law, we obtain in a brief and direct way the Hamilton equations of Geometrical Optics. We show the global structure of phase space and compare it with that used in paraxial optics. (Author)

Gap probabilities for edge intervals in finite Gaussian and Jacobi unitary matrix ensembles

International Nuclear Information System (INIS)

Witte, N.S.; Forrester, P.J.

1999-01-01

The probabilities for gaps in the eigenvalue spectrum of the finite dimension N x N random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection symmetry exists and the probability factors into two other related probabilities, defined on single intervals. Our investigation uses the system of partial differential equations arising from the Fredholm determinant expression for the gap probability and the differential-recurrence equations satisfied by Hermite and Jacobi orthogonal polynomials. In our study we find second and third order nonlinear ordinary differential equations defining the probabilities in the general N case, specific explicit solutions for N = 1 and N = 2, asymptotic expansions, scaling at the edge of the Hermite spectrum as N →∞ and the Jacobi to Hermite limit both of which make correspondence to other cases reported here or known previously. (authors)

Measurement by phase severance

International Nuclear Information System (INIS)

Noyes, H.P.

1987-03-01

It is claimed that the measurement process is more accurately described by ''quasi-local phase severance'' than by ''wave function collapse''. The approach starts from the observation that the usual route to quantum mechanics starting from the Hamilton-Jacobi equations throws away half the degrees of freedom, namely, the classical initial state parameters. To overcome this difficulty, the full set of Hamilton-Jacobi equations is interpreted as operator equations acting on a state vector. The measurement theory presented is based on the conventional S-matrix boundary condition of N/sub A/ free particles in the distant past and N/sub B/ free particles in the distant future and taking the usual free particle wave functions, multiplied by phase factors

Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing

International Nuclear Information System (INIS)

Hoang, Viet Ha

2012-01-01

This paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes’ formula and the well posedness of the posterior measure are studied. The abstract theory is then applied to Burgers and Hamilton–Jacobi equations on a semi-infinite time interval with forcing functions which are white noise in time. Inference is made on the white noise forcing, assuming the Wiener measure as the prior. (paper)

Value functions for certain class of Hamilton Jacobi equations

Indian Academy of Sciences (India)

in Rn × R+ and m > 1, with bounded, Lipschitz continuous initial data. We give a. Hopf-Lax type representation for the value function and also characterize the set of minimizing paths. It is shown that the minimizing paths in the representation of value function need not be straight lines. Then we consider HJE with ...

The Hamiltonian formulation of regular rth-order Lagrangian field theories

International Nuclear Information System (INIS)

Shadwick, W.F.

1982-01-01

A Hamiltonian formulation of regular rth-order Lagrangian field theories over an m-dimensional manifold is presented in terms of the Hamilton-Cartan formalism. It is demonstrated that a uniquely determined Cartan m-form may be associated to an rth-order Lagrangian by imposing conditions of congruence modulo a suitably defined system of contact m-forms. A geometric regularity condition is given and it is shown that, for a regular Lagrangian, the momenta defined by the Hamilton-Cartan formalism, together with the coordinates on the (r-1)st-order jet bundle, are a minimal set of local coordinates needed to express the Euler-Lagrange equations. When r is greater than one, the number of variables required is strictly less than the dimension of the (2r-1)st order jet bundle. It is shown that, in these coordinates, the Euler-Lagrange equations take the first-order Hamiltonian form given by de Donder. It is also shown that the geometrically natural generalization of the Hamilton-Jacobi procedure for finding extremals is equivalent to de Donder's Hamilton-Jacobi equation. (orig.)

Jacobi's last multiplier and symmetries for the Kepler problem plus a lineal story

International Nuclear Information System (INIS)

Nucci, M C; Leach, P G L

2004-01-01

We calculate the first integrals of the Kepler problem by the method of Jacobi's last multiplier using the symmetries for the equations of motion. Also we provide another example which shows that Jacobi's last multiplier together with Lie symmetries unveils many first integrals neither necessarily algebraic nor rational whereas other published methods may yield just one

Classical dynamics

CERN Document Server

Greenwood, Donald T

1997-01-01

Graduate-level text for science and technology students provides strong background in the more abstract and intellectually satisfying areas of dynamical theory. Topics include d'Alembert's principle and the idea of virtual work, Hamilton's equations, Hamilton-Jacobi theory, canonical transformations, more. Problems and references at chapter ends.

Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems

Science.gov (United States)

1971-06-01

the Equilibrium Solution . 7 Hamilton-Jacobi-Bellman Partial Differential Equations ............. .............. 9 Influence Function Differential...Linearly .......... ............ 18 Problem Statement .......... ............ 18 Formulation of LJB Equations, Influence Function Equations and the TPBVP...19 Control Lawe . . .. ...... ........... 21 Conditions for Influence Function Continuity along Singular Surfaces

Mathematical methods in the solution of the the Hamilton-Darwin and the Takagi-Taupin equations

International Nuclear Information System (INIS)

Werner, S.A.; Berliner, R.R.; Arif, M.; Missouri Univ., Columbia

1986-01-01

The diffraction of neutrons by a single crystal is intrinsically a multiple scattering problem. For an ideally imperfect mosaic crystal the Hamilton-Darwin transfer equations describe the coupling of the incident and diffracted beams; whereas, for a perfect crystal one must use the dynamical theory of diffraction, which can be recast in the form of two coupled partial differential equations commonly referred to as the Takagi-Taupin equations. From a mathematical point of view these two problems are equivalent, although the physical manifestations of the solutions are quite different. For the occasion of Professor Shull's seventieth birthday celebration, we bring together in this paper some of the mathematical techniques which we have found useful in elucidating the subtleties of the Bragg diffraction of neutron by crystals. (orig.)

State transformations and Hamiltonian structures for optimal control in discrete systems

Science.gov (United States)

Sieniutycz, S.

2006-04-01

Preserving usual definition of Hamiltonian H as the scalar product of rates and generalized momenta we investigate two basic classes of discrete optimal control processes governed by the difference rather than differential equations for the state transformation. The first class, linear in the time interval θ, secures the constancy of optimal H and satisfies a discrete Hamilton-Jacobi equation. The second class, nonlinear in θ, does not assure the constancy of optimal H and satisfies only a relationship that may be regarded as an equation of Hamilton-Jacobi type. The basic question asked is if and when Hamilton's canonical structures emerge in optimal discrete systems. For a constrained discrete control, general optimization algorithms are derived that constitute powerful theoretical and computational tools when evaluating extremum properties of constrained physical systems. The mathematical basis is Bellman's method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage optimality criterion which allows a variation of the terminal state that is otherwise fixed in Bellman's method. For systems with unconstrained intervals of the holdup time θ two powerful optimization algorithms are obtained: an unconventional discrete algorithm with a constant H and its counterpart for models nonlinear in θ. We also present the time-interval-constrained extension of the second algorithm. The results are general; namely, one arrives at: discrete canonical equations of Hamilton, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory, along with basic results of variational calculus. A vast spectrum of applications and an example are briefly discussed with particular attention paid to models nonlinear in the time interval θ.

Minimal Length Effects on Tunnelling from Spherically Symmetric Black Holes

Directory of Open Access Journals (Sweden)

Benrong Mu

2015-01-01

Full Text Available We investigate effects of the minimal length on quantum tunnelling from spherically symmetric black holes using the Hamilton-Jacobi method incorporating the minimal length. We first derive the deformed Hamilton-Jacobi equations for scalars and fermions, both of which have the same expressions. The minimal length correction to the Hawking temperature is found to depend on the black hole’s mass and the mass and angular momentum of emitted particles. Finally, we calculate a Schwarzschild black hole's luminosity and find the black hole evaporates to zero mass in infinite time.

Reconstruction of boundary conditions from internal conditions using viability theory

KAUST Repository

Hofleitner, Aude; Claudel, Christian G.; Bayen, Alexandre M.

2012-01-01

This article presents a method for reconstructing downstream boundary conditions to a HamiltonJacobi partial differential equation for which initial and upstream boundary conditions are prescribed as piecewise affine functions and an internal condition is prescribed as an affine function. Based on viability theory, we reconstruct the downstream boundary condition such that the solution of the Hamilton-Jacobi equation with the prescribed initial and upstream conditions and reconstructed downstream boundary condition satisfies the internal value condition. This work has important applications for estimation in flow networks with unknown capacity reductions. It is applied to urban traffic, to reconstruct signal timings and temporary capacity reductions at intersections, using Lagrangian sensing such as GPS devices onboard vehicles.

Reconstruction of boundary conditions from internal conditions using viability theory

KAUST Repository

Hofleitner, Aude

2012-06-01

This article presents a method for reconstructing downstream boundary conditions to a HamiltonJacobi partial differential equation for which initial and upstream boundary conditions are prescribed as piecewise affine functions and an internal condition is prescribed as an affine function. Based on viability theory, we reconstruct the downstream boundary condition such that the solution of the Hamilton-Jacobi equation with the prescribed initial and upstream conditions and reconstructed downstream boundary condition satisfies the internal value condition. This work has important applications for estimation in flow networks with unknown capacity reductions. It is applied to urban traffic, to reconstruct signal timings and temporary capacity reductions at intersections, using Lagrangian sensing such as GPS devices onboard vehicles.

Efficient Traveltime Solutions of the TI Acoustic Eikonal Equation

KAUST Repository

Waheed, Umair bin

2014-10-22

Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for integral imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial at each computational step. Using perturbation theory, we approximate the first-order discretized form of the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for the anisotropic Marmousi model, with complex distribution of velocity and anellipticity anisotropy parameter. The formulation allows tremendous cost reduction compared to using the exact TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy of the proposed approximation, without any addition to the computational cost.

Efficient Traveltime Solutions of the TI Acoustic Eikonal Equation

KAUST Repository

Waheed, Umair bin; Alkhalifah, Tariq Ali

2014-01-01

Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for integral imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial at each computational step. Using perturbation theory, we approximate the first-order discretized form of the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for the anisotropic Marmousi model, with complex distribution of velocity and anellipticity anisotropy parameter. The formulation allows tremendous cost reduction compared to using the exact TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy of the proposed approximation, without any addition to the computational cost.

BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS.ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS

Institute of Scientific and Technical Information of China (English)

Tao HAO; Juan LI

2017-01-01

We establish a new type of backward stochastic differential equations (BSDEs) connected with stochastic differential games (SDGs),namely,BSDEs strongly coupled with the lower and the upper value functions of SDGs,where the lower and the upper value functions are defined through this BSDE.The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method.We also show that the lower and the upper value functions satisfy the dynamic programming principle.Moreover,we study the associated Hamilton-Jacobi-Bellman-Isaacs (HJB-Isaacs) equations,which are nonlocal,and strongly coupled with the lower and the upper value functions.Using a new method,we characterize the pair (W,U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation.Furthermore,the game has a value under the Isaacs' condition.

Analytical mechanics

CERN Document Server

Helrich, Carl S

2017-01-01

This advanced undergraduate textbook begins with the Lagrangian formulation of Analytical Mechanics and then passes directly to the Hamiltonian formulation and the canonical equations, with constraints incorporated through Lagrange multipliers. Hamilton's Principle and the canonical equations remain the basis of the remainder of the text. Topics considered for applications include small oscillations, motion in electric and magnetic fields, and rigid body dynamics. The Hamilton-Jacobi approach is developed with special attention to the canonical transformation in order to provide a smooth and logical transition into the study of complex and chaotic systems. Finally the text has a careful treatment of relativistic mechanics and the requirement of Lorentz invariance. The text is enriched with an outline of the history of mechanics, which particularly outlines the importance of the work of Euler, Lagrange, Hamilton and Jacobi. Numerous exercises with solutions support the exceptionally clear and concise treatment...

Lie-admissible structure of Hamilton's original equations with external terms

International Nuclear Information System (INIS)

Santilli, R.M.

1991-09-01

As a necessary additional step in preparation of our operator studies of closed nonhamiltonian systems, in this note we consider the algebraic structure of the original equations proposed by Lagrange and Hamilton, those with external terms representing precisely the contact nonpotential forces of the interior dynamical problem. We show that the brackets of the theory violate the conditions to characterize any algebra. Nevertheless, when properly written, they characterize a covering of the Lie-isotopic algebras called Lie-admissible algebras. It is indicated that a similar occurrence exists for conventional operator treatments, e.g. for nonconservative nuclear cases characterized by nonhermitean Hamiltonians. This occurrence then prevents a rigorous treatment of basic notions, such as that of angular momentum and spin spin, which are centrally dependent on the existence of a consistent algebraic structure. The emergence of the Lie-admissible algebras is therefore expected to be unavoidable for any rigorous operator treatment of open systems with nonlinear, nonlocal and nonhamiltonian external forces. (author). 14 refs, 1 fig

Hamiltonian approach to GR. Pt. 2. Covariant theory of quantum gravity

Energy Technology Data Exchange (ETDEWEB)

Cremaschini, Claudio [Faculty of Philosophy and Science, Silesian University in Opava, Institute of Physics and Research Center for Theoretical Physics and Astrophysics, Opava (Czech Republic); Tessarotto, Massimo [University of Trieste, Department of Mathematics and Geosciences, Trieste (Italy); Faculty of Philosophy and Science, Silesian University in Opava, Institute of Physics, Opava (Czech Republic)

2017-05-15

A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with the classical space-time, i.e., the corresponding manifestly covariant Hamilton equations and the related Hamilton-Jacobi theory. The quantum Hamiltonian operator and the CQG-wave equation for the corresponding CQG-state and wave function are realized in 4-scalar form. The new quantum wave equation is shown to be equivalent to a set of quantum hydrodynamic equations which warrant the consistency with the classical GR Hamilton-Jacobi equation in the semiclassical limit. A perturbative approximation scheme is developed, which permits the adoption of the harmonic oscillator approximation for the treatment of the Hamiltonian potential. As an application of the theory, the stationary vacuum CQG-wave equation is studied, yielding a stationary equation for the CQG-state in terms of the 4-scalar invariant-energy eigenvalue associated with the corresponding approximate quantum Hamiltonian operator. The conditions for the existence of a discrete invariant-energy spectrum are pointed out. This yields a possible estimate for the graviton mass together with a new interpretation about the quantum origin of the cosmological constant. (orig.)

Quantum-Wave Equation and Heisenberg Inequalities of Covariant Quantum Gravity

Directory of Open Access Journals (Sweden)

Claudio Cremaschini

2017-07-01

Full Text Available Key aspects of the manifestly-covariant theory of quantum gravity (Cremaschini and Tessarotto 2015–2017 are investigated. These refer, first, to the establishment of the four-scalar, manifestly-covariant evolution quantum wave equation, denoted as covariant quantum gravity (CQG wave equation, which advances the quantum state ψ associated with a prescribed background space-time. In this paper, the CQG-wave equation is proved to follow at once by means of a Hamilton–Jacobi quantization of the classical variational tensor field g ≡ g μ ν and its conjugate momentum, referred to as (canonical g-quantization. The same equation is also shown to be variational and to follow from a synchronous variational principle identified here with the quantum Hamilton variational principle. The corresponding quantum hydrodynamic equations are then obtained upon introducing the Madelung representation for ψ , which provides an equivalent statistical interpretation of the CQG-wave equation. Finally, the quantum state ψ is proven to fulfill generalized Heisenberg inequalities, relating the statistical measurement errors of quantum observables. These are shown to be represented in terms of the standard deviations of the metric tensor g ≡ g μ ν and its quantum conjugate momentum operator.

Efficient traveltime solutions of the acoustic TI eikonal equation

KAUST Repository

Waheed, Umair bin

2015-02-01

Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial for every grid point. Analytical solutions of the quartic polynomial yield numerically unstable formulations. Thus, it requires a numerical root finding algorithm, adding significantly to the computational load. Using perturbation theory we approximate, in a first order discretized form, the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution, in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for models with complex distribution of velocity and anisotropic anellipticity parameter, such as that for the complicated Marmousi model. The formulation allows for large cost reduction compared to using the direct TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy in the proposed algorithm, without any addition to the computational cost.

Generalized Killing-Yano equations in D=5 gauged supergravity

International Nuclear Information System (INIS)

Kubiznak, David; Kunduri, Hari K.; Yasui, Yukinori

2009-01-01

We propose a generalization of the (conformal) Killing-Yano equations relevant to D=5 minimal gauged supergravity. The generalization stems from the fact that the dual of the Maxwell flux, the 3-form *F, couples naturally to particles in the background as a 'torsion'. Killing-Yano tensors in the presence of torsion preserve most of the properties of the standard Killing-Yano tensors - exploited recently for the higher-dimensional rotating black holes of vacuum gravity with cosmological constant. In particular, the generalized closed conformal Killing-Yano 2-form gives rise to the tower of generalized closed conformal Killing-Yano tensors of increasing rank which in turn generate the tower of Killing tensors. An example of a generalized Killing-Yano tensor is found for the Chong-Cvetic-Lue-Pope black hole spacetime [Z.W. Chong, M. Cvetic, H. Lu, C.N. Pope, (hep-th/0506029)]. Such a tensor stands behind the separability of the Hamilton-Jacobi, Klein-Gordon, and Dirac equations in this background.

Quantum demolition filtering and optimal control of unstable systems.

Science.gov (United States)

Belavkin, V P

2012-11-28

A brief account of the quantum information dynamics and dynamical programming methods for optimal control of quantum unstable systems is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme, we exploit the separation theorem of filtering and control aspects as in the usual case of quantum stable systems with non-demolition observation. This allows us to start with the Belavkin quantum filtering equation generalized to demolition observations and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to Hamiltonian terms in the filtering equation. An unstable controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

Symmetries of supergravity black holes

International Nuclear Information System (INIS)

Chow, David D K

2010-01-01

We investigate Killing tensors for various black hole solutions of supergravity theories. Rotating black holes of an ungauged theory, toroidally compactified heterotic supergravity, with NUT parameters and two U(1) gauge fields are constructed. If both charges are set equal, then the solutions simplify, and then there are concise expressions for rank-2 conformal Killing-Staeckel tensors. These are induced by rank-2 Killing-Staeckel tensors of a conformally related metric that possesses a separability structure. We directly verify the separation of the Hamilton-Jacobi equation on this conformally related metric and of the null Hamilton-Jacobi and massless Klein-Gordon equations on the 'physical' metric. Similar results are found for more general solutions; we mainly focus on those with certain charge combinations equal in gauged supergravity but also consider some other solutions.

First-arrival Tomography Using the Double-square-root Equation Solver Stepping in Subsurface Offset

KAUST Repository

Serdyukov, A.S.

2013-01-01

Double-square-root (DSR) equation can be viewed as a Hamilton-Jacobi equation describing kinematics of downward data continuation in depth. It describes simultaneous propagation of source and receiver rays assuming that they are nowhere horizontal. Thus it is not suitable for describing diving waves. This equation can be rewritten in a new form when stepping is made in subsurface offset instead of depth. In this form it can be used for describing traveltimes of diving waves in prestack seismic data. This equation can be solved using WENO-RK numerical scheme. Prestack traveltimes (for multiple sources) can be computed in one run thus speeding up solution of the forward problem. We derive linearized version of this new DSR equation that can be used for tomographic inversion of first-arrival traveltimes. Here we used a ray-based tomographic inversion consisting of the following steps: get numerical solution of the offset DSR equation in the background velocity model, back trace DSR rays connecting receivers to sources, update velocity model using truncated SVD pseudoinverse. This approach was tested on a synthetic model generating diving waves.

Formula for a solution of ut ‡ H…uYDu† ˆ g

Indian Academy of Sciences (India)

E-mail: aditi@math.tifrbng.res.in; gowda@math.tifrbng.res.in. MS received 10 ... Hamilton±Jacobi equation; dynamic programming principle; viscosity sub and super ...... [11] Rudin W, Functional Analysis (Tata McGraw Hill Pub.) (1974). 414.

Integrating factors and conservation theorems for Hamilton's canonical equations of motion of variable mass nonholonomic nonconservative dynamical systems

Institute of Scientific and Technical Information of China (English)

李仁杰; 乔永芬; 刘洋

2002-01-01

We present a general approach to the construction of conservation laws for variable mass nonholonomic noncon-servative systems. First, we give the definition of integrating factors, and we study in detail the necessary conditionsfor the existence of the conserved quantities. Then, we establish the conservation theorem and its inverse theorem forHamilton's canonical equations of motion of variable mass nonholonomic nonconservative dynamical systems. Finally,we give an example to illustrate the application of the results.

The construction of optimal hedging portfolio strategies of an investor

African Journals Online (AJOL)

that can capture all the investor's investment in i, i = 1, 2, …, N investment company at time t, using stochastic differential equation for derivative pricing process. We will also describe the dynamic of our stock price using Binomial lattice model. We also intend to apply Hamilton-Jacobi-Bellman,(HJB) equation to derive the ...

Infinite families of (non)-Hermitian Hamiltonians associated with exceptional Xm Jacobi polynomials

International Nuclear Information System (INIS)

Midya, Bikashkali; Roy, Barnana

2013-01-01

Using an appropriate change of variable, the Schrödinger equation is transformed into a second-order differential equation satisfied by recently discovered Jacobi-type X m exceptional orthogonal polynomials. This facilitates the derivation of infinite families of exactly solvable Hermitian as well as non-Hermitian trigonometric Scarf potentials and a finite number of Hermitian and an infinite number of non-Hermitian PT-symmetric hyperbolic Scarf potentials. The bound state solutions of all these potentials are associated with the aforesaid exceptional orthogonal polynomials. These infinite families of potentials are shown to be extensions of the conventional trigonometric and hyperbolic Scarf potentials by the addition of some rational terms characterized by the presence of classical Jacobi polynomials. All the members of a particular family of these ‘rationally extended polynomial-dependent’ potentials have the same energy spectrum and possess translational shape-invariant symmetry. The obtained non-Hermitian trigonometric Scarf potentials are shown to be quasi-Hermitian in nature ensuring the reality of the associated energy spectra. (paper)

Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics

Science.gov (United States)

Belavkin, V. P.

2009-02-01

A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

A parallel additive Schwarz preconditioned Jacobi-Davidson algorithm for polynomial eigenvalue problems in quantum dot simulation

International Nuclear Information System (INIS)

Hwang, F-N; Wei, Z-H; Huang, T-M; Wang Weichung

2010-01-01

We develop a parallel Jacobi-Davidson approach for finding a partial set of eigenpairs of large sparse polynomial eigenvalue problems with application in quantum dot simulation. A Jacobi-Davidson eigenvalue solver is implemented based on the Portable, Extensible Toolkit for Scientific Computation (PETSc). The eigensolver thus inherits PETSc's efficient and various parallel operations, linear solvers, preconditioning schemes, and easy usages. The parallel eigenvalue solver is then used to solve higher degree polynomial eigenvalue problems arising in numerical simulations of three dimensional quantum dots governed by Schroedinger's equations. We find that the parallel restricted additive Schwarz preconditioner in conjunction with a parallel Krylov subspace method (e.g. GMRES) can solve the correction equations, the most costly step in the Jacobi-Davidson algorithm, very efficiently in parallel. Besides, the overall performance is quite satisfactory. We have observed near perfect superlinear speedup by using up to 320 processors. The parallel eigensolver can find all target interior eigenpairs of a quintic polynomial eigenvalue problem with more than 32 million variables within 12 minutes by using 272 Intel 3.0 GHz processors.

The Magnus problem in Rodrigues-Hamilton parameters

Science.gov (United States)

Koshliakov, V. N.

1984-04-01

The formalism of Rodrigues-Hamilton parameters is applied to the Magnus problem related to the systematic drift of a gimbal-mounted astatic gyroscope due to the nutational vibration of the main axis of the rotor. It is shown that the use of the above formalism makes it possible to limit the analysis to a consideration of a linear system of differential equations written in perturbed values of Rodrigues-Hamilton parameters. A refined formula for the drift of the main axis of the gyroscope rotor is obtained, and an estimation is made of the effect of the truncation of higher-order terms.

Bäcklund transformations for the Jacobi system on an ellipsoid

Science.gov (United States)

Tsiganov, A. V.

2017-09-01

We consider analogues of auto- and hetero-Bäcklund transformations for the Jacobi system on a threeaxis ellipsoid. Using the results in a Weierstrass paper, where the change of times reduces integrating the equations of motion to inverting the Abel mapping, we construct the differential Abel equations and auto-Bäcklund transformations preserving the Poisson bracket with respect to which the equations of motion written in the Weierstrass form are Hamiltonian. Transforming this bracket to the canonical form, we can construct a new integrable system on the ellipsoid with a Hamiltonian of the natural form and with a fourth-degree integral of motion in momenta.

About an Optimal Visiting Problem

Energy Technology Data Exchange (ETDEWEB)

Bagagiolo, Fabio, E-mail: bagagiol@science.unitn.it; Benetton, Michela [Unversita di Trento, Dipartimento di Matematica (Italy)

2012-02-15

In this paper we are concerned with the optimal control problem consisting in minimizing the time for reaching (visiting) a fixed number of target sets, in particular more than one target. Such a problem is of course reminiscent of the famous 'Traveling Salesman Problem' and brings all its computational difficulties. Our aim is to apply the dynamic programming technique in order to characterize the value function of the problem as the unique viscosity solution of a suitable Hamilton-Jacobi equation. We introduce some 'external' variables, one per target, which keep in memory whether the corresponding target is already visited or not, and we transform the visiting problem in a suitable Mayer problem. This fact allows us to overcome the lacking of the Dynamic Programming Principle for the originary problem. The external variables evolve with a hysteresis law and the Hamilton-Jacobi equation turns out to be discontinuous.

First integrals of geodesics in the Einstein-Schwarzschild space

International Nuclear Information System (INIS)

Meshkov, A.G.; Dordzhiev, P.B.

1984-01-01

Linear and quadratic velocity integrals of geodesics in the Einstein-Schwarzschild space are calculated. The Schwarzschild geodesics equations have only four independent linear integrals. Quadratic integrals are polynomials from linear ones with constant coefficients. Total separation of variables in the Hamilton-Jacobi equation with Schwarzschild metric is possible only in two coordinate systems: ''spherical'' and ''conic'' systems

Doubly periodic solutions of the modified Kawahara equation

International Nuclear Information System (INIS)

Zhang Dan

2005-01-01

Some doubly periodic (Jacobi elliptic function) solutions of the modified Kawahara equation are presented in closed form. Our approach is to introduce a new auxiliary ordinary differential equation and use its Jacobi elliptic function solutions to construct doubly periodic solutions of the modified Kawahara equation. When the module m → 1, these solutions degenerate to the exact solitary wave solutions of the equation. Then we reveal the relation of some exact solutions for the modified Kawahara equation obtained by other authors

Introduction to analytical mechanics

CERN Document Server

Gamalath, KAILW

2011-01-01

INTRODUCTION TO ANALYTICAL MECHANICS is an attempt to introduce the modern treatment of classical mechanics so that transition to many fields in physics can be made with the least difficulty. This book deal with the formulation of Newtonian mechanics, Lagrangian dynamics, conservation laws relating to symmetries, Hamiltonian dynamics Hamilton's principle, Poisson brackets, canonical transformations which are invaluable in formulating the quantum mechanics and Hamilton-Jacobi equation which provides the transition to wave mechanics.

Coherent states associated to the Jacobi group

International Nuclear Information System (INIS)

Berceanu, S.

2007-01-01

.The coherent states (CS) offer a useful connection between classical and quantum mechanics. In several previous works we have constructed CS attached to the Jacobi group. It is well known that the Jacobi group appears in Quantum Mechanics, Geometric Quantization, Optics. The mathematicians have given the name 'Jacobi group' to the semidirect product of the Heisenberg-Weyl group and the symplectic group. The same group is known to physicists under other names, as the Schroedinger group. Also the name 'Weyl-symplectic' group is used for the same semi-direct product of the Heisenberg-Weyl group and the symplectic group. In this paper we review and discuss some properties of the coherent states associated to the Jacobi group. (author)

The cosmological model with a wormhole and Hawking temperature near apparent horizon

Science.gov (United States)

Kim, Sung-Won

2018-05-01

In this paper, a cosmological model with an isotropic form of the Morris-Thorne type wormhole was derived in a similar way to the McVittie solution to the black hole in the expanding universe. By solving Einstein's field equation with plausible matter distribution, we found the exact solution of the wormhole embedded in Friedmann-Lemaître-Robertson-Walker universe. We also found the apparent cosmological horizons from the redefined metric and analyzed the geometric natures, including causal and dynamic structures. The Hawking temperature for thermal radiation was obtained by the WKB approximation using the Hamilton-Jacobi equation and Hamilton's equation, near the apparent cosmological horizon.

Dynamics of relative motion of test particles in general relativity

International Nuclear Information System (INIS)

Bazanski, S.L.

1977-01-01

Several variational principles which lead to the first and the second geodesic deviation equations, recently formulated by the author and used for the description of the relative motion of test particles in general relativity are presented. Relations between these principles are investigated and exhibited. The Hamilton-Jacobi equation is also studied for these generalized deviations and the conservation laws appearing here are discussed

Optimal Operation of Radial Distribution Systems Using Extended Dynamic Programming

DEFF Research Database (Denmark)

Lopez, Juan Camilo; Vergara, Pedro P.; Lyra, Christiano

2018-01-01

An extended dynamic programming (EDP) approach is developed to optimize the ac steady-state operation of radial electrical distribution systems (EDS). Based on the optimality principle of the recursive Hamilton-Jacobi-Bellman equations, the proposed EDP approach determines the optimal operation o...... approach is illustrated using real-scale systems and comparisons with commercial programming solvers. Finally, generalizations to consider other EDS operation problems are also discussed.......An extended dynamic programming (EDP) approach is developed to optimize the ac steady-state operation of radial electrical distribution systems (EDS). Based on the optimality principle of the recursive Hamilton-Jacobi-Bellman equations, the proposed EDP approach determines the optimal operation...... of the EDS by setting the values of the controllable variables at each time period. A suitable definition for the stages of the problem makes it possible to represent the optimal ac power flow of radial EDS as a dynamic programming problem, wherein the 'curse of dimensionality' is a minor concern, since...

Jacobi bundles and the BFV-complex

Czech Academy of Sciences Publication Activity Database

Le, Hong-Van; Tortorella, A. G.; Vitagliano, L.

2017-01-01

Roč. 121, November (2017), s. 347-377 ISSN 0393-0440 Institutional support: RVO:67985840 Keywords : Jacobi manifold * Jacobi bundle * coisotropic submanifolds Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 0.819, year: 2016 http://www.sciencedirect.com/science/article/pii/S0393044017301948

The CEV Model and Its Application in a Study of Optimal Investment Strategy

Directory of Open Access Journals (Sweden)

Aiyin Wang

2014-01-01

Full Text Available The constant elasticity of variance (CEV model is used to describe the price of the risky asset. Maximizing the expected utility relating to the Hamilton-Jacobi-Bellman (HJB equation which describes the optimal investment strategies, we obtain a partial differential equation. Applying the Legendre transform, we transform the equation into a dual problem and obtain an approximation solution and an optimal investment strategies for the exponential utility function.

Error Estimates for the Approximation of the Effective Hamiltonian

International Nuclear Information System (INIS)

Camilli, Fabio; Capuzzo Dolcetta, Italo; Gomes, Diogo A.

2008-01-01

We study approximation schemes for the cell problem arising in homogenization of Hamilton-Jacobi equations. We prove several error estimates concerning the rate of convergence of the approximation scheme to the effective Hamiltonian, both in the optimal control setting and as well as in the calculus of variations setting

Jacobi Dynamics A Unified Theory with Applications to Geophysics, Celestial Mechanics, Astrophysics and Cosmology

CERN Document Server

Ferronsky, V I; Ferronsky, S V

2011-01-01

In their approach to Earth dynamics the authors consider the fundamentals of Jacobi Dynamics (1987, Reidel) for two reasons. First, because satellite observations have proved that the Earth does not stay in hydrostatic equilibrium, which is the physical basis of today’s treatment of geodynamics. And secondly, because satellite data have revealed a relationship between gravitational moments and the potential of the Earth’s outer force field (potential energy), which is the basis of Jacobi Dynamics. This has also enabled the authors to come back to the derivation of the classical virial theorem and, after introducing the volumetric forces and moments, to obtain a generalized virial theorem in the form of Jacobi’s equation. Thus a physical explanation and rigorous solution was found for the famous Jacobi’s equation, where the measure of the matter interaction is the energy. The main dynamical effects which become understandable by that solution can be summarized as follows: • the kinetic energy of osci...

Extended Jacobi Elliptic Function Rational Expansion Method and Its Application to (2+1)-Dimensional Stochastic Dispersive Long Wave System

International Nuclear Information System (INIS)

Song Lina; Zhang Hongqing

2007-01-01

In this work, by means of a generalized method and symbolic computation, we extend the Jacobi elliptic function rational expansion method to uniformly construct a series of stochastic wave solutions for stochastic evolution equations. To illustrate the effectiveness of our method, we take the (2+1)-dimensional stochastic dispersive long wave system as an example. We not only have obtained some known solutions, but also have constructed some new rational formal stochastic Jacobi elliptic function solutions.

Generalized Jacobi identities in gauge theories

International Nuclear Information System (INIS)

Chaves, F.M.P.

1990-01-01

A spatial generalized Jacobi identity obeyed by the polarization-dependent factors of the vertices in a q q-bar - Wγ process is studied. The amplitude of a scattering gluon-gluon with five particles is worked out. By reorganizing this amplitude in analogy with an interaction process photon-pion, the non existence of the spatial generalized Jacobi identity, but instead many spatial partial identities that compose themselves, in the case of a four particle process, in one single identity is shown. A process with four particles, three of them scalar fields, but in the one loop approximation is studied. In this case also, the non existence of the spatial generalized Jacobi identity is demonstrated. (author)

A wave equation interpolating between classical and quantum mechanics

Science.gov (United States)

Schleich, W. P.; Greenberger, D. M.; Kobe, D. H.; Scully, M. O.

2015-10-01

We derive a ‘master’ wave equation for a family of complex-valued waves {{Φ }}\\equiv R{exp}[{{{i}}S}({cl)}/{{\\hbar }}] whose phase dynamics is dictated by the Hamilton-Jacobi equation for the classical action {S}({cl)}. For a special choice of the dynamics of the amplitude R which eliminates all remnants of classical mechanics associated with {S}({cl)} our wave equation reduces to the Schrödinger equation. In this case the amplitude satisfies a Schrödinger equation analogous to that of a charged particle in an electromagnetic field where the roles of the scalar and the vector potentials are played by the classical energy and the momentum, respectively. In general this amplitude is complex and thereby creates in addition to the classical phase {S}({cl)}/{{\\hbar }} a quantum phase. Classical statistical mechanics, as described by a classical matter wave, follows from our wave equation when we choose the dynamics of the amplitude such that it remains real for all times. Our analysis shows that classical and quantum matter waves are distinguished by two different choices of the dynamics of their amplitudes rather than two values of Planck’s constant. We dedicate this paper to the memory of Richard Lewis Arnowitt—a pioneer of many-body theory, a path finder at the interface of gravity and quantum mechanics, and a true leader in non-relativistic and relativistic quantum field theory.

SOLUTION OF HARMONIC OSCILLATOR OF NONLINEAR MASTER SCHRÖDINGER

Directory of Open Access Journals (Sweden)

T B Prayitno

2012-02-01

Full Text Available We have computed the solution of a nonrelativistic particle motion in a harmonic oscillator potential of the nonlinear master Schrödinger equation. The equation itself is based on two classical conservation laws, the Hamilton-Jacobi and the continuity equations. Those two equations give each contribution for the definition of quantum particle. We also prove that the solution can’t be normalized.   Keywords : harmonic oscillator, nonlinear Schrödinger.

EPR and Klein Paradoxes in Complex Hamiltonian Dynamics and Krein Space Quantization

International Nuclear Information System (INIS)

Payandeh, Farrin

2015-01-01

Negative energy states are applied in Krein space quantization approach to achieve a naturally renormalized theory. For example, this theory by taking the full set of Dirac solutions, could be able to remove the propagator Green function's divergences and automatically without any normal ordering, to vanish the expected value for vacuum state energy. However, since it is a purely mathematical theory, the results are under debate and some efforts are devoted to include more physics in the concept. Whereas Krein quantization is a pure mathematical approach, complex quantum Hamiltonian dynamics is based on strong foundations of Hamilton-Jacobi (H-J) equations and therefore on classical dynamics. Based on complex quantum Hamilton-Jacobi theory, complex spacetime is a natural consequence of including quantum effects in the relativistic mechanics, and is a bridge connecting the causality in special relativity and the non-locality in quantum mechanics, i.e. extending special relativity to the complex domain leads to relativistic quantum mechanics. So that, considering both relativistic and quantum effects, the Klein-Gordon equation could be derived as a special form of the Hamilton-Jacobi equation. Characterizing the complex time involved in an entangled energy state and writing the general form of energy considering quantum potential, two sets of positive and negative energies will be realized. The new states enable us to study the spacetime in a relativistic entangled “space-time” state leading to 12 extra wave functions than the four solutions of Dirac equation for a free particle. Arguing the entanglement of particle and antiparticle leads to a contradiction with experiments. So, in order to correct the results, along with a previous investigation [1], we realize particles and antiparticles as physical entities with positive energy instead of considering antiparticles with negative energy. As an application of modified descriptions for entangled (space

EPR & Klein Paradoxes in Complex Hamiltonian Dynamics and Krein Space Quantization

Science.gov (United States)

Payandeh, Farrin

2015-07-01

Negative energy states are applied in Krein space quantization approach to achieve a naturally renormalized theory. For example, this theory by taking the full set of Dirac solutions, could be able to remove the propagator Green function's divergences and automatically without any normal ordering, to vanish the expected value for vacuum state energy. However, since it is a purely mathematical theory, the results are under debate and some efforts are devoted to include more physics in the concept. Whereas Krein quantization is a pure mathematical approach, complex quantum Hamiltonian dynamics is based on strong foundations of Hamilton-Jacobi (H-J) equations and therefore on classical dynamics. Based on complex quantum Hamilton-Jacobi theory, complex spacetime is a natural consequence of including quantum effects in the relativistic mechanics, and is a bridge connecting the causality in special relativity and the non-locality in quantum mechanics, i.e. extending special relativity to the complex domain leads to relativistic quantum mechanics. So that, considering both relativistic and quantum effects, the Klein-Gordon equation could be derived as a special form of the Hamilton-Jacobi equation. Characterizing the complex time involved in an entangled energy state and writing the general form of energy considering quantum potential, two sets of positive and negative energies will be realized. The new states enable us to study the spacetime in a relativistic entangled “space-time” state leading to 12 extra wave functions than the four solutions of Dirac equation for a free particle. Arguing the entanglement of particle and antiparticle leads to a contradiction with experiments. So, in order to correct the results, along with a previous investigation [1], we realize particles and antiparticles as physical entities with positive energy instead of considering antiparticles with negative energy. As an application of modified descriptions for entangled (space

Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

Science.gov (United States)

Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong

2015-11-01

The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

Journal of Astrophysics and Astronomy | Indian Academy of Sciences

Indian Academy of Sciences (India)

The Hawking radiation is considered as a quantum tunneling process, which can be studied in the framework of the Hamilton--Jacobi method. In this study, we present the wave equation for a mass generating massive and charged scalar particle (boson). In sequel, we analyse the quantum tunneling of these bosons from a ...

The study of lossy compressive method with different interpolation for holographic reconstruction in optical scanning holography

Directory of Open Access Journals (Sweden)

HU Zhijuan

2015-08-01

Full Text Available We study the cosmological inflation models driven by the rolling tachyon field which has a Born-Infeld-type action.We drive the Hamilton-Jacobi equation for the cosmological dynamics of tachyon inflation and the mode equations for the scalar and tensor perturbations of tachyon field and spacetime, then a solution under the slow-roll condition is given. In the end,a realistic model from string theory is discussed.

Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management

Science.gov (United States)

Koleva, M. N.

2011-11-01

In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.

Regularization of Hamilton-Lagrangian guiding center theories

International Nuclear Information System (INIS)

Correa-Restrepo, D.; Wimmel, H.K.

1985-04-01

The Hamilton-Lagrangian guiding-center (G.C.) theories of Littlejohn, Wimmel, and Pfirsch show a singularity for B-fields with non-vanishing parallel curl at a critical value of vsub(parallel), which complicates applications. The singularity is related to a sudden breakdown, at a critical vsub(parallel), of gyration in the exact particle mechanics. While the latter is a real effect, the G.C. singularity can be removed. To this end a regularization method is defined that preserves the Hamilton-Lagrangian structure and the conservation theorems. For demonstration this method is applied to the standard G.C. theory (without polarization drift). Liouville's theorem and G.C. kinetic equations are also derived in regularized form. The method could equally well be applied to the case with polarization drift and to relativistic G.C. theory. (orig.)

Mean field games

KAUST Repository

Gomes, Diogo A.

2014-01-06

In this talk we will report on new results concerning the existence of smooth solutions for time dependent mean-field games. This new result is established through a combination of various tools including several a-priori estimates for time-dependent mean-field games combined with new techniques for the regularity of Hamilton-Jacobi equations.

Mean field games

KAUST Repository

Gomes, Diogo A.

2014-01-01

In this talk we will report on new results concerning the existence of smooth solutions for time dependent mean-field games. This new result is established through a combination of various tools including several a-priori estimates for time-dependent mean-field games combined with new techniques for the regularity of Hamilton-Jacobi equations.

Structure preserving transformations for Newtonian Lie-admissible equations

International Nuclear Information System (INIS)

Cantrijn, F.

1979-01-01

Recently, a new formulation of non-conservative mechanics has been presented in terms of Hamilton-admissible equations which constitute a generalization of the conventional Hamilton equations. The algebraic structure entering the Hamilton-admissible description of a non-conservative system is that of a Lie-admissible algebra. The corresponding geometrical treatment is related to the existence of a so-called symplectic-admissible form. The transformation theory for Hamilton-admissible systems is currently investigated. The purpose of this paper is to describe one aspect of this theory by identifying the class of transformations which preserve the structure of Hamilton-admissible equations. Necessary and sufficient conditions are established for a transformation to be structure preserving. Some particular cases are discussed and an example is worked out

Tensor calculus in polar coordinates using Jacobi polynomials

Science.gov (United States)

Vasil, Geoffrey M.; Burns, Keaton J.; Lecoanet, Daniel; Olver, Sheehan; Brown, Benjamin P.; Oishi, Jeffrey S.

2016-11-01

Spectral methods are an efficient way to solve partial differential equations on domains possessing certain symmetries. The utility of a method depends strongly on the choice of spectral basis. In this paper we describe a set of bases built out of Jacobi polynomials, and associated operators for solving scalar, vector, and tensor partial differential equations in polar coordinates on a unit disk. By construction, the bases satisfy regularity conditions at r = 0 for any tensorial field. The coordinate singularity in a disk is a prototypical case for many coordinate singularities. The work presented here extends to other geometries. The operators represent covariant derivatives, multiplication by azimuthally symmetric functions, and the tensorial relationship between fields. These arise naturally from relations between classical orthogonal polynomials, and form a Heisenberg algebra. Other past work uses more specific polynomial bases for solving equations in polar coordinates. The main innovation in this paper is to use a larger set of possible bases to achieve maximum bandedness of linear operations. We provide a series of applications of the methods, illustrating their ease-of-use and accuracy.

David Bohm and his work-on the occasion of his seventieth birthday

International Nuclear Information System (INIS)

Jammer, M.

1988-01-01

This biographical sketch of David Bohm summarizes his professional career, his relationships with Bohr, Einstein, Pauli, and other quantum theorists of his time, and discusses his published contributions to the fields of quantum mechanics, the refinement of the Schroedinger and Hamilton-Jacobi equations, the notion of hidden variables in particle observation and measure theory, and special relativity theory

The multi-order envelope periodic solutions to the nonlinear Schrodinger equation and cubic nonlinear Schrodinger equation

International Nuclear Information System (INIS)

Xiao Yafeng; Xue Haili; Zhang Hongqing

2011-01-01

Based on Jacobi elliptic function and the Lame equation, the perturbation method is applied to get the multi-order envelope periodic solutions of the nonlinear Schrodinger equation and cubic nonlinear Schrodinger equation. These multi-order envelope periodic solutions can degenerate into the different envelope solitary solutions. (authors)

Neural network based online simultaneous policy update algorithm for solving the HJI equation in nonlinear H∞ control.

Science.gov (United States)

Wu, Huai-Ning; Luo, Biao

2012-12-01

It is well known that the nonlinear H∞ state feedback control problem relies on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that has proven to be impossible to solve analytically. In this paper, a neural network (NN)-based online simultaneous policy update algorithm (SPUA) is developed to solve the HJI equation, in which knowledge of internal system dynamics is not required. First, we propose an online SPUA which can be viewed as a reinforcement learning technique for two players to learn their optimal actions in an unknown environment. The proposed online SPUA updates control and disturbance policies simultaneously; thus, only one iterative loop is needed. Second, the convergence of the online SPUA is established by proving that it is mathematically equivalent to Newton's method for finding a fixed point in a Banach space. Third, we develop an actor-critic structure for the implementation of the online SPUA, in which only one critic NN is needed for approximating the cost function, and a least-square method is given for estimating the NN weight parameters. Finally, simulation studies are provided to demonstrate the effectiveness of the proposed algorithm.

Lorentz Invariance Violation and Modified Hawking Fermions Tunneling Radiation

Directory of Open Access Journals (Sweden)

Shu-Zheng Yang

2016-01-01

Full Text Available Recently the modified Dirac equation with Lorentz invariance violation has been proposed, which would be helpful to resolve some issues in quantum gravity theory and high energy physics. In this paper, the modified Dirac equation has been generalized in curved spacetime, and then fermion tunneling of black holes is researched under this correctional Dirac field theory. We also use semiclassical approximation method to get correctional Hamilton-Jacobi equation, so that the correctional Hawking temperature and correctional black hole’s entropy are derived.

Particle motion and scalar field propagation in Myers-Perry black-hole spacetimes in all dimensions

International Nuclear Information System (INIS)

Vasudevan, Muraari; Stevens, Kory A; Page, Don N

2005-01-01

We study separability of the Hamilton-Jacobi and massive Klein-Gordon equations in the general Myers-Perry black-hole background in all dimensions. Complete separation of both equations is carried out in cases when there are two sets of equal black-hole rotation parameters, which significantly enlarges the rotational symmetry group. We explicitly construct a nontrivial irreducible Killing tensor associated with the enlarged symmetry group which permits separation. We also derive first-order equations of motion for particles in these backgrounds and examine some of their properties

Space-time spectral collocation algorithm for solving time-fractional Tricomi-type equations

Directory of Open Access Journals (Sweden)

Abdelkawy M.A.

2016-01-01

Full Text Available We introduce a new numerical algorithm for solving one-dimensional time-fractional Tricomi-type equations (T-FTTEs. We used the shifted Jacobi polynomials as basis functions and the derivatives of fractional is evaluated by the Caputo definition. The shifted Jacobi Gauss-Lobatt algorithm is used for the spatial discretization, while the shifted Jacobi Gauss-Radau algorithmis applied for temporal approximation. Substituting these approximations in the problem leads to a system of algebraic equations that greatly simplifies the problem. The proposed algorithm is successfully extended to solve the two-dimensional T-FTTEs. Extensive numerical tests illustrate the capability and high accuracy of the proposed methodologies.

Quantum mechanics from an equivalence principle

International Nuclear Information System (INIS)

Faraggi, A.E.

1997-01-01

The authors show that requiring diffeomorphic equivalence for one-dimensional stationary states implies that the reduced action S 0 satisfies the quantum Hamilton-Jacobi equation with the Planck constant playing the role of a covariantizing parameter. The construction shows the existence of a fundamental initial condition which is strictly related to the Moebius symmetry of the Legendre transform and to its involutive character. The universal nature of the initial condition implies the Schroedinger equation in any dimension

Multiple travelling wave solutions of nonlinear evolution equations using a unified algebraic method

International Nuclear Information System (INIS)

Fan Engui

2002-01-01

A new direct and unified algebraic method for constructing multiple travelling wave solutions of general nonlinear evolution equations is presented and implemented in a computer algebraic system. Compared with most of the existing tanh methods, the Jacobi elliptic function method or other sophisticated methods, the proposed method not only gives new and more general solutions, but also provides a guideline to classify the various types of the travelling wave solutions according to the values of some parameters. The solutions obtained in this paper include (a) kink-shaped and bell-shaped soliton solutions, (b) rational solutions, (c) triangular periodic solutions and (d) Jacobi and Weierstrass doubly periodic wave solutions. Among them, the Jacobi elliptic periodic wave solutions exactly degenerate to the soliton solutions at a certain limit condition. The efficiency of the method can be demonstrated on a large variety of nonlinear evolution equations such as those considered in this paper, KdV-MKdV, Ito's fifth MKdV, Hirota, Nizhnik-Novikov-Veselov, Broer-Kaup, generalized coupled Hirota-Satsuma, coupled Schroedinger-KdV, (2+1)-dimensional dispersive long wave, (2+1)-dimensional Davey-Stewartson equations. In addition, as an illustrative sample, the properties of the soliton solutions and Jacobi doubly periodic solutions for the Hirota equation are shown by some figures. The links among our proposed method, the tanh method, extended tanh method and the Jacobi elliptic function method are clarified generally. (author)

Integrable model of Yang-Mills theory and quasi-instantons

International Nuclear Information System (INIS)

Yatsun, V.A.

1986-01-01

Within the framework of Euclidean conformal invariant Yang-Mills theory with a scalar field, a two-dimensional Hamiltonian system integrable for a definite relation between the coupling constants is considered. A particular solution of the Hamilton-Jacobi equation leads to a system of first-order equations providing a nonself-dual instanton-like solution of the model concerned. As a generalizationof the system, a quasi-self-duality equation is suggested which is integrated by means of the 't Hooft ansatz and results in quasi-self-dual instantons (quasi-instantons). (orig.)

Complex-valued derivative propagation method with approximate Bohmian trajectories: Application to electronic nonadiabatic dynamics

Science.gov (United States)

Wang, Yu; Chou, Chia-Chun

2018-05-01

The coupled complex quantum Hamilton-Jacobi equations for electronic nonadiabatic transitions are approximately solved by propagating individual quantum trajectories in real space. Equations of motion are derived through use of the derivative propagation method for the complex actions and their spatial derivatives for wave packets moving on each of the coupled electronic potential surfaces. These equations for two surfaces are converted into the moving frame with the same grid point velocities. Excellent wave functions can be obtained by making use of the superposition principle even when nodes develop in wave packet scattering.

Exact solutions to sine-Gordon-type equations

International Nuclear Information System (INIS)

Liu Shikuo; Fu Zuntao; Liu Shida

2006-01-01

In this Letter, sine-Gordon-type equations, including single sine-Gordon equation, double sine-Gordon equation and triple sine-Gordon equation, are systematically solved by Jacobi elliptic function expansion method. It is shown that different transformations for these three sine-Gordon-type equations play different roles in obtaining exact solutions, some transformations may not work for a specific sine-Gordon equation, while work for other sine-Gordon equations

Particle dynamics in a wave with variable amplitude

International Nuclear Information System (INIS)

Cary, J.R.

1992-01-01

Our past research efforts led to the derivation of the adiabatic invariant in spatially varying accelerator structures, to the calculation of the loss of the invariant due to trapping, and to a method for determining transverse invariants using a nonperturbative approach to the Hamilton-Jacobi equation. These research efforts resulted in the training of two graduate students who are now working in the area of accelerator physics

Eruptive Massive Vector Particles of 5-Dimensional Kerr-Gödel Spacetime

Science.gov (United States)

Övgün, A.; Sakalli, I.

2018-02-01

In this paper, we investigate Hawking radiation of massive spin-1 particles from 5-dimensional Kerr-Gödel spacetime. By applying the WKB approximation and the Hamilton-Jacobi ansatz to the relativistic Proca equation, we obtain the quantum tunneling rate of the massive vector particles. Using the obtained tunneling rate, we show how one impeccably computes the Hawking temperature of the 5-dimensional Kerr-Gödel spacetime.

Solutions for the motion of an electron in electromagnetic fields

International Nuclear Information System (INIS)

Bagrov, V.G.; Gitman, D.M.; Jushin, A.V.

1975-01-01

New exact solutions of the Lorentz, Hamilton--Jacobi, Klein--Gordon, and Dirac equations for an electron moving in the field of a plane wave and in electric and magnetic fields were found. The electric and magnetic fields are parallel to the direction of propagation of the plane wave. The magnetic field is constant and the electric field is an arbitrary function of the combination ct-z

Nonlinear Filtering and Approximation Techniques

Science.gov (United States)

1991-09-01

filtering. UNIT8 Q RECERCE**No 1223 Programme 5 A utomatique, Productique, Traitement dui Signal et des Donnc~es CONSISTENT PARAMETER ESTIMATION FOR...ue’e[71 E C 2.’(Rm x [0,7]; R) is the unique solution of the Hamilton-Jacobi-Bellman equation 9u,’[7](x, t) - EAu "’[ 7](x,t) + He,’[ 7](x,t,Du,[ 7](x,t

Integrable model of Yang-Mills theory with scalar field and quasi-instantons

International Nuclear Information System (INIS)

Yatsun, V.A.

1988-01-01

In the framework of Euclidean conformally invariant Yang-Mills theory with a scalar field a study is made of a Hamiltonian system with two degrees of freedom that is integrable for a definite relationship between the coupling constants. A particular solution of the Hamilton-Jacobi equation leads to first-order equations that ensure a nonself-dual solution of instanton type of the considered model. As generalization of the first-order equations a quasiself-dual equation that can be integrated by means of the 't Hooft ansatz and leads to quasiself-dual instantons - quasi-instantons - is proposed

Fractional order differentiation by integration with Jacobi polynomials

KAUST Repository

Liu, Dayan

2012-12-01

The differentiation by integration method with Jacobi polynomials was originally introduced by Mboup, Join and Fliess [22], [23]. This paper generalizes this method from the integer order to the fractional order for estimating the fractional order derivatives of noisy signals. The proposed fractional order differentiator is deduced from the Jacobi orthogonal polynomial filter and the Riemann-Liouville fractional order derivative definition. Exact and simple formula for this differentiator is given where an integral formula involving Jacobi polynomials and the noisy signal is used without complex mathematical deduction. Hence, it can be used both for continuous-time and discrete-time models. The comparison between our differentiator and the recently introduced digital fractional order Savitzky-Golay differentiator is given in numerical simulations so as to show its accuracy and robustness with respect to corrupting noises. © 2012 IEEE.

Fractional order differentiation by integration with Jacobi polynomials

KAUST Repository

Liu, Dayan; Gibaru, O.; Perruquetti, Wilfrid; Laleg-Kirati, Taous-Meriem

2012-01-01

The differentiation by integration method with Jacobi polynomials was originally introduced by Mboup, Join and Fliess [22], [23]. This paper generalizes this method from the integer order to the fractional order for estimating the fractional order derivatives of noisy signals. The proposed fractional order differentiator is deduced from the Jacobi orthogonal polynomial filter and the Riemann-Liouville fractional order derivative definition. Exact and simple formula for this differentiator is given where an integral formula involving Jacobi polynomials and the noisy signal is used without complex mathematical deduction. Hence, it can be used both for continuous-time and discrete-time models. The comparison between our differentiator and the recently introduced digital fractional order Savitzky-Golay differentiator is given in numerical simulations so as to show its accuracy and robustness with respect to corrupting noises. © 2012 IEEE.

The exact solution to the one-dimensional Poisson–Boltzmann equation with asymmetric boundary conditions

DEFF Research Database (Denmark)

Johannessen, Kim

2014-01-01

The exact solution to the one-dimensional Poisson–Boltzmann equation with asymmetric boundary conditions can be expressed in terms of the Jacobi elliptic functions. The boundary conditions determine the modulus of the Jacobi elliptic functions. The boundary conditions can not be solved analytically...

Time-Dependent Mean-Field Games in the Subquadratic Case

KAUST Repository

Gomes, Diogo A.; Pimentel, Edgard A.; Sá nchez-Morgado, Hé ector

2014-01-01

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.

Time-Dependent Mean-Field Games in the Subquadratic Case

KAUST Repository

Gomes, Diogo A.

2014-10-14

In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.

Fifty years with the Hamilton scales for anxiety and depression. A tribute to Max Hamilton.

Science.gov (United States)

Bech, P

2009-01-01

From the moment Max Hamilton started his psychiatric education, he considered psychometrics to be a scientific discipline on a par with biochemistry or pharmacology in clinical research. His clinimetric skills were in operation in the 1950s when randomised clinical trials were established as the method for the evaluation of the clinical effects of psychotropic drugs. Inspired by Eysenck, Hamilton took the long route around factor analysis in order to qualify his scales for anxiety (HAM-A) and depression (HAM-D) as scientific tools. From the moment when, 50 years ago, Hamilton published his first placebo-controlled trial with an experimental anti-anxiety drug, he realized the dialectic problem in using the total score on HAM-A as a sufficient statistic for the measurement of outcome. This dialectic problem has been investigated for more than 50 years with different types of factor analyses without success. Using modern psychometric methods, the solution to this problem is a simple matter of reallocating the Hamilton scale items according to the scientific hypothesis under examination. Hamilton's original intention, to measure the global burden of the symptoms experienced by the patients with affective disorders, is in agreement with the DSM-IV and ICD-10 classification systems. Scale reliability and obtainment of valid information from patients and their relatives were the most important clinimetric innovations to be developed by Hamilton. Max Hamilton therefore belongs to the very exclusive family of eminent physicians celebrated by this journal with a tribute. 2009 S. Karger AG, Basel.

The Jacobi metric for timelike geodesics in static spacetimes

Science.gov (United States)

Gibbons, G. W.

2016-01-01

It is shown that the free motion of massive particles moving in static spacetimes is given by the geodesics of an energy-dependent Riemannian metric on the spatial sections analogous to Jacobi's metric in classical dynamics. In the massless limit Jacobi's metric coincides with the energy independent Fermat or optical metric. For stationary metrics, it is known that the motion of massless particles is given by the geodesics of an energy independent Finslerian metric of Randers type. The motion of massive particles is governed by neither a Riemannian nor a Finslerian metric. The properies of the Jacobi metric for massive particles moving outside the horizon of a Schwarschild black hole are described. By constrast with the massless case, the Gaussian curvature of the equatorial sections is not always negative.

Generalized quantal equation of motion

International Nuclear Information System (INIS)

Morsy, M.W.; Embaby, M.

1986-07-01

In the present paper, an attempt is made for establishing a generalized equation of motion for quantal objects, in which intrinsic self adjointness is naturally built in, independently of any prescribed representation. This is accomplished by adopting Hamilton's principle of least action, after incorporating, properly, the quantal features and employing the generalized calculus of variations, without being restricted to fixed end points representation. It turns out that our proposed equation of motion is an intrinsically self-adjoint Euler-Lagrange's differential equation that ensures extremization of the quantal action as required by Hamilton's principle. Time dependence is introduced and the corresponding equation of motion is derived, in which intrinsic self adjointness is also achieved. Reducibility of the proposed equation of motion to the conventional Schroedinger equation is examined. The corresponding continuity equation is established, and both of the probability density and the probability current density are identified. (author)

Constrained multi-degree reduction with respect to Jacobi norms

KAUST Repository

Ait-Haddou, Rachid; Barton, Michael

2015-01-01

We show that a weighted least squares approximation of Bézier coefficients with factored Hahn weights provides the best constrained polynomial degree reduction with respect to the Jacobi L2L2-norm. This result affords generalizations to many previous findings in the field of polynomial degree reduction. A solution method to the constrained multi-degree reduction with respect to the Jacobi L2L2-norm is presented.

Constrained multi-degree reduction with respect to Jacobi norms

KAUST Repository

Ait-Haddou, Rachid

2015-12-31

We show that a weighted least squares approximation of Bézier coefficients with factored Hahn weights provides the best constrained polynomial degree reduction with respect to the Jacobi L2L2-norm. This result affords generalizations to many previous findings in the field of polynomial degree reduction. A solution method to the constrained multi-degree reduction with respect to the Jacobi L2L2-norm is presented.

Benney's long wave equations

International Nuclear Information System (INIS)

Lebedev, D.R.

1979-01-01

Benney's equations of motion of incompressible nonviscous fluid with free surface in the approximation of long waves are analyzed. The connection between the Lie algebra of Hamilton plane vector fields and the Benney's momentum equations is shown

Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

KAUST Repository

Li, Yanning

2013-10-01

This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

KAUST Repository

Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

2013-01-01

This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

Computational time analysis of the numerical solution of 3D electrostatic Poisson's equation

Science.gov (United States)

Kamboh, Shakeel Ahmed; Labadin, Jane; Rigit, Andrew Ragai Henri; Ling, Tech Chaw; Amur, Khuda Bux; Chaudhary, Muhammad Tayyab

2015-05-01

3D Poisson's equation is solved numerically to simulate the electric potential in a prototype design of electrohydrodynamic (EHD) ion-drag micropump. Finite difference method (FDM) is employed to discretize the governing equation. The system of linear equations resulting from FDM is solved iteratively by using the sequential Jacobi (SJ) and sequential Gauss-Seidel (SGS) methods, simulation results are also compared to examine the difference between the results. The main objective was to analyze the computational time required by both the methods with respect to different grid sizes and parallelize the Jacobi method to reduce the computational time. In common, the SGS method is faster than the SJ method but the data parallelism of Jacobi method may produce good speedup over SGS method. In this study, the feasibility of using parallel Jacobi (PJ) method is attempted in relation to SGS method. MATLAB Parallel/Distributed computing environment is used and a parallel code for SJ method is implemented. It was found that for small grid size the SGS method remains dominant over SJ method and PJ method while for large grid size both the sequential methods may take nearly too much processing time to converge. Yet, the PJ method reduces computational time to some extent for large grid sizes.

Time dependent mean-field games

KAUST Repository

Gomes, Diogo A.; Pimentel, Edgard; Sá nchez-Morgado, Hé ctor

2014-01-01

In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.

Quantization of dynamical systems and stochastic control theory

International Nuclear Information System (INIS)

Guerra, F.; Morato, L.M.

1982-09-01

In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

Covariance Method of the Tunneling Radiation from High Dimensional Rotating Black Holes

Science.gov (United States)

Li, Hui-Ling; Han, Yi-Wen; Chen, Shuai-Ru; Ding, Cong

2018-04-01

In this paper, Angheben-Nadalini-Vanzo-Zerbini (ANVZ) covariance method is used to study the tunneling radiation from the Kerr-Gödel black hole and Myers-Perry black hole with two independent angular momentum. By solving the Hamilton-Jacobi equation and separating the variables, the radial motion equation of a tunneling particle is obtained. Using near horizon approximation and the distance of the proper pure space, we calculate the tunneling rate and the temperature of Hawking radiation. Thus, the method of ANVZ covariance is extended to the research of high dimensional black hole tunneling radiation.

Elements of non-equilibrium (ℎ, k)-dynamics at zero and finite temperatures

International Nuclear Information System (INIS)

Golubeva, O.N.; Sukhanov, A.D.

2011-01-01

We suggest a method which allows developing some elements of non-equilibrium (ℎ, k)-dynamics without use of Schroedinger equation. It is based on the generalization pf Fokker-Planck and Hamilton-Jacobi equations. Sequential considering of stochastic influence of vacuum is realized in the quantum heat bath model. We show that at the presence of quantum-thermal diffusion non-equilibrium wave functions describe the process of nearing to generalized state of thermal equilibrium at zero and finite temperatures. They can be used as a ground for universal description of transport phenomena

Lie-Hamilton systems on curved spaces: a geometrical approach

Science.gov (United States)

Herranz, Francisco J.; de Lucas, Javier; Tobolski, Mariusz

2017-12-01

A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a t-dependent vector field taking values in a finite-dimensional Lie algebra, a Vessiot-Guldberg Lie algebra, of Hamiltonian vector fields relative to a Poisson structure. Its general solution can be written as an autonomous function, the superposition rule, of a generic finite family of particular solutions and a set of constants. We pioneer the study of Lie-Hamilton systems on Riemannian spaces (sphere, Euclidean and hyperbolic plane), pseudo-Riemannian spaces (anti-de Sitter, de Sitter, and Minkowski spacetimes) as well as on semi-Riemannian spaces (Newtonian spacetimes). Their corresponding constants of motion and superposition rules are obtained explicitly in a geometric way. This work extends the (graded) contraction of Lie algebras to a contraction procedure for Lie algebras of vector fields, Hamiltonian functions, and related symplectic structures, invariants, and superposition rules.

MOC Efficiency Improvements Using a Jacobi Inscatter Approximation

International Nuclear Information System (INIS)

Stimpson, Shane; Collins, Benjamin; Kochunas, Brendan

2016-01-01

In recent weeks, attention has been given to resolving the convergence issues encountered with TCP_0 by trying a Jacobi (J) inscatter approach when group sweeping, where the inscatter source is constructed using the previous iteration flux. This is in contrast to a Gauss-Seidel (GS) approach, which has been the default to-date, where the scattering source uses the most up-to-date flux values. The former is consistent with CASMO, which has no issues with TCP_0 convergence. Testing this out on a variety of problems has demonstrated that the Jacobi approach does indeed provide substantially more stability, though can take more outer iterations to converge. While this is not surprising, there are improvements that can be made to the MOC sweeper to capitalize on the Jacobi approximation and provide substantial speedup. For example, the loop over groups, which has traditionally been the outermost loop in MPACT, can be moved to the interior, avoiding duplicate modular ray trace and coarse ray trace setup (mapping coarse mesh surface indexes), which needs to be performed repeatedly when group is outermost.

A stochastic programming approach to manufacturing flow control

OpenAIRE

Haurie, Alain; Moresino, Francesco

2012-01-01

This paper proposes and tests an approximation of the solution of a class of piecewise deterministic control problems, typically used in the modeling of manufacturing flow processes. This approximation uses a stochastic programming approach on a suitably discretized and sampled system. The method proceeds through two stages: (i) the Hamilton-Jacobi-Bellman (HJB) dynamic programming equations for the finite horizon continuous time stochastic control problem are discretized over a set of sample...

The Optimal Strategy to Research Pension Funds in China Based on the Loss Function

OpenAIRE

Gao, Jian-wei; Guo, Hong-zhen; Ye, Yan-cheng

2007-01-01

Based on the theory of actuarial present value, a pension fund investment goal can be formulated as an objective function. The mean-variance model is extended by defining the objective loss function. Furthermore, using the theory of stochastic optimal control, an optimal investment model is established under the minimum expectation of loss function. In the light of the Hamilton-Jacobi-Bellman (HJB) equation, the analytic solution of the optimal investment strategy problem is derived.

An Explicit Example Of Optimal Portfolio-Consumption Choices With Habit Formation And Partial Observations

OpenAIRE

Yu, Xiang

2011-01-01

We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete It\\^{o} processes market. The investor chooses his consumption under the addictive habits constraint while only observing the market stock prices but not the instantaneous rate of return. Applying the Kalman-Bucy filtering theorem and the Dynamic Programming arguments, we solve the associated Hamilton-Jacobi-Bellman (HJB) equation explicitly for the path dependent stochas...

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

Science.gov (United States)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

Generating functionals and Lagrangian partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin [Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept. 0112, La Jolla, California 92093-0112 (United States)

2013-08-15

The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.

Continuous and discrete best polynomial degree reduction with Jacobi and Hahn weights

KAUST Repository

Ait-Haddou, Rachid

2016-01-01

We show that the weighted least squares approximation of Bézier coefficients with Hahn weights provides the best polynomial degree reduction in the Jacobi L2L2-norm. A discrete analogue of this result is also provided. Applications to Jacobi

The matrix realization of affine Jacobi varieties and the extended Lotka-Volterra lattice

International Nuclear Information System (INIS)

Inoue, Rei

2004-01-01

We study completely integrable Hamiltonian systems whose monodromy matrices are related to the representatives for the set of gauge equivalence classes M F of polynomial matrices. Let X be the algebraic curve given by the common characteristic equation for M F . We construct the isomorphism from the set of representatives to an affine part of the Jacobi variety of X. This variety corresponds to the invariant manifold of the system, where the Hamiltonian flow is linearized. As an application, we discuss the algebraic complete integrability of the extended Lotka-Volterra lattice with a periodic boundary condition

PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

Directory of Open Access Journals (Sweden)

Korhan KARABULUT

1998-03-01

Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.

Local identities involving Jacobi elliptic functions

Indian Academy of Sciences (India)

systematize the local identities by deriving four local 'master identities' analogous to the ... involving Jacobi elliptic functions can be explicitly evaluated and a number of .... most of these integrals do not seem to be known in the literature. In §6 ...

Classification of exact solutions to the generalized Kadomtsev-Petviashvili equation

International Nuclear Information System (INIS)

Pandir, Yusuf; Gurefe, Yusuf; Misirli, Emine

2013-01-01

In this paper, we study the Kadomtsev-Petviashvili equation with generalized evolution and derive some new results using the approach called the trial equation method. The obtained results can be expressed by the soliton solutions, rational function solutions, elliptic function solutions and Jacobi elliptic function solutions. In the discussion, we give a new version of the trial equation method for nonlinear differential equations.

Classical mechanics systems of particles and Hamiltonian dynamics

CERN Document Server

Greiner, Walter

2010-01-01

This textbook Classical Mechanics provides a complete survey on all aspects of classical mechanics in theoretical physics. An enormous number of worked examples and problems show students how to apply the abstract principles to realistic problems. The textbook covers Newtonian mechanics in rotating coordinate systems, mechanics of systems of point particles, vibrating systems and mechanics of rigid bodies. It thoroughly introduces and explains the Lagrange and Hamilton equations and the Hamilton-Jacobi theory. A large section on nonlinear dynamics and chaotic behavior of systems takes Classical Mechanics to newest development in physics. The new edition is completely revised and updated. New exercises and new sections in canonical transformation and Hamiltonian theory have been added.

Generalized Lagrangian Jacobi Gauss collocation method for solving unsteady isothermal gas through a micro-nano porous medium

Science.gov (United States)

Parand, Kourosh; Latifi, Sobhan; Delkhosh, Mehdi; Moayeri, Mohammad M.

2018-01-01

In the present paper, a new method based on the Generalized Lagrangian Jacobi Gauss (GLJG) collocation method is proposed. The nonlinear Kidder equation, which explains unsteady isothermal gas through a micro-nano porous medium, is a second-order two-point boundary value ordinary differential equation on the unbounded interval [0, ∞). Firstly, using the quasilinearization method, the equation is converted to a sequence of linear ordinary differential equations. Then, by using the GLJG collocation method, the problem is reduced to solving a system of algebraic equations. It must be mentioned that this equation is solved without domain truncation and variable changing. A comparison with some numerical solutions made and the obtained results indicate that the presented solution is highly accurate. The important value of the initial slope, y'(0), is obtained as -1.191790649719421734122828603800159364 for η = 0.5. Comparing to the best result obtained so far, it is accurate up to 36 decimal places.

Stable Numerical Approach for Fractional Delay Differential Equations

Science.gov (United States)

Singh, Harendra; Pandey, Rajesh K.; Baleanu, D.

2017-12-01

In this paper, we present a new stable numerical approach based on the operational matrix of integration of Jacobi polynomials for solving fractional delay differential equations (FDDEs). The operational matrix approach converts the FDDE into a system of linear equations, and hence the numerical solution is obtained by solving the linear system. The error analysis of the proposed method is also established. Further, a comparative study of the approximate solutions is provided for the test examples of the FDDE by varying the values of the parameters in the Jacobi polynomials. As in special case, the Jacobi polynomials reduce to the well-known polynomials such as (1) Legendre polynomial, (2) Chebyshev polynomial of second kind, (3) Chebyshev polynomial of third and (4) Chebyshev polynomial of fourth kind respectively. Maximum absolute error and root mean square error are calculated for the illustrated examples and presented in form of tables for the comparison purpose. Numerical stability of the presented method with respect to all four kind of polynomials are discussed. Further, the obtained numerical results are compared with some known methods from the literature and it is observed that obtained results from the proposed method is better than these methods.

Coherent distributions for the rigid rotator

Energy Technology Data Exchange (ETDEWEB)

Grigorescu, Marius [CP 15-645, Bucharest 014700 (Romania)

2016-06-15

Coherent solutions of the classical Liouville equation for the rigid rotator are presented as positive phase-space distributions localized on the Lagrangian submanifolds of Hamilton-Jacobi theory. These solutions become Wigner-type quasiprobability distributions by a formal discretization of the left-invariant vector fields from their Fourier transform in angular momentum. The results are consistent with the usual quantization of the anisotropic rotator, but the expected value of the Hamiltonian contains a finite “zero point” energy term. It is shown that during the time when a quasiprobability distribution evolves according to the Liouville equation, the related quantum wave function should satisfy the time-dependent Schrödinger equation.

Continuous and discrete best polynomial degree reduction with Jacobi and Hahn weights

KAUST Repository

Ait-Haddou, Rachid

2016-03-02

We show that the weighted least squares approximation of Bézier coefficients with Hahn weights provides the best polynomial degree reduction in the Jacobi L2L2-norm. A discrete analogue of this result is also provided. Applications to Jacobi and Hahn orthogonal polynomials are presented.

Limit sets for the discrete spectrum of complex Jacobi matrices

International Nuclear Information System (INIS)

Golinskii, L B; Egorova, I E

2005-01-01

The discrete spectrum of complex Jacobi matrices that are compact perturbations of the discrete Laplacian is studied. The precise stabilization rate (in the sense of order) of the matrix elements ensuring the finiteness of the discrete spectrum is found. An example of a Jacobi matrix with discrete spectrum having a unique limit point is constructed. These results are discrete analogues of Pavlov's well-known results on Schroedinger operators with complex potential on a half-axis.

Discrete ergodic Jacobi matrices: Spectral properties and Quantum dynamical bounds

OpenAIRE

Han, Rui

2017-01-01

In this thesis we study discrete quasiperiodic Jacobi operators as well as ergodic operators driven by more general zero topological entropy dynamics. Such operators are deeply connected to physics (quantum Hall effect and graphene) and have enjoyed great attention from mathematics (e.g. several of Simon’s problems). The thesis has two main themes. First, to study spectral properties of quasiperiodic Jacobi matrices, in particular when off-diagonal sampling function has non-zero winding numbe...

Dynamic asset allocation for bank under stochastic interest rates.

OpenAIRE

Chakroun, Fatma; Abid, Fathi

2014-01-01

This paper considers the optimal asset allocation strategy for bank with stochastic interest rates when there are three types of asset: Bank account, loans and securities. The asset allocation problem is to maximize the expected utility from terminal wealth of a bank's shareholders over a finite time horizon. As a consequence, we apply a dynamic programming principle to solve the Hamilton-Jacobi-Bellman (HJB) equation explicitly in the case of the CRRA utility function. A case study is given ...

The Optimal Strategy to Research Pension Funds in China Based on the Loss Function

Directory of Open Access Journals (Sweden)

Jian-wei Gao

2007-10-01

Full Text Available Based on the theory of actuarial present value, a pension fund investment goal can be formulated as an objective function. The mean-variance model is extended by defining the objective loss function. Furthermore, using the theory of stochastic optimal control, an optimal investment model is established under the minimum expectation of loss function. In the light of the Hamilton-Jacobi-Bellman (HJB equation, the analytic solution of the optimal investment strategy problem is derived.

Symplectic maps for accelerator lattices

International Nuclear Information System (INIS)

Warnock, R.L.; Ruth, R.; Gabella, W.

1988-05-01

We describe a method for numerical construction of a symplectic map for particle propagation in a general accelerator lattice. The generating function of the map is obtained by integrating the Hamilton-Jacobi equation as an initial-value problem on a finite time interval. Given the generating function, the map is put in explicit form by means of a Fourier inversion technique. We give an example which suggests that the method has promise. 9 refs., 9 figs

Optimal Control of a PEM Fuel Cell for the Inputs Minimization

Directory of Open Access Journals (Sweden)

José de Jesús Rubio

2014-01-01

Full Text Available The trajectory tracking problem of a proton exchange membrane (PEM fuel cell is considered. To solve this problem, an optimal controller is proposed. The optimal technique has the objective that the system states should reach the desired trajectories while the inputs are minimized. The proposed controller uses the Hamilton-Jacobi-Bellman method where its Riccati equation is considered as an adaptive function. The effectiveness of the proposed technique is verified by two simulations.

Poisson-Jacobi reduction of homogeneous tensors

International Nuclear Information System (INIS)

Grabowski, J; Iglesias, D; Marrero, J C; Padron, E; Urbanski, P

2004-01-01

The notion of homogeneous tensors is discussed. We show that there is a one-to-one correspondence between multivector fields on a manifold M, homogeneous with respect to a vector field Δ on M, and first-order polydifferential operators on a closed submanifold N of codimension 1 such that Δ is transversal to N. This correspondence relates the Schouten-Nijenhuis bracket of multivector fields on M to the Schouten-Jacobi bracket of first-order polydifferential operators on N and generalizes the Poissonization of Jacobi manifolds. Actually, it can be viewed as a super-Poissonization. This procedure of passing from a homogeneous multivector field to a first-order polydifferential operator can also be understood as a sort of reduction; in the standard case-a half of a Poisson reduction. A dual version of the above correspondence yields in particular the correspondence between Δ-homogeneous symplectic structures on M and contact structures on N

Razón y fe, un diálogo entre Kant y Jacobi

Directory of Open Access Journals (Sweden)

Hugo Ochoa

2003-01-01

Full Text Available El presente trabajo expone dialécticamente las concepciones de Jacobi y Kant respecto de la relación entre fe y razón. Con este propósito se analiza especialmente el trabajo de Kant, ¿Qué significa orientarse en el pensamiento?, escrito para mediar en el conflicto entre Mendelssohn y Jacobi a propósito del presunto panteísmo de Lessing, así como otros escritos postcríticos atingentes al tema. Respecto de Jacobi, este trabajo se centra particularmente en la introducción a David Hume y la creencia, o Idealismo y realismo, un diálogo, que el mismo autor considera una introducción al conjunto de escritos filosóficos del autor (65The present work dialectically sets forth Jacobi´s and Kant´s conception of the relation between faith and reason. With this intention Kant´s work is specially analyzed _Was heißt: Sich im Denken orientieren? (1786_, and written in order to mediate the conflict between Mendelssohn and Jacobi apropos of Lessing´s allegedly pantheism, as well as other postcritic writings relevant to the issue. In regard to Jacobi, this work is maily focused in the introduction to "David Hume über den Glauben, oder Idealismus und Realismus", a dialogue, that the author himself considers an introduction to the philosophic writings of the author in its entirety

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

Directory of Open Access Journals (Sweden)

Shaolin Ji

2013-01-01

Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

Fractional Schroedinger equation

International Nuclear Information System (INIS)

Laskin, Nick

2002-01-01

Some properties of the fractional Schroedinger equation are studied. We prove the Hermiticity of the fractional Hamilton operator and establish the parity conservation law for fractional quantum mechanics. As physical applications of the fractional Schroedinger equation we find the energy spectra of a hydrogenlike atom (fractional 'Bohr atom') and of a fractional oscillator in the semiclassical approximation. An equation for the fractional probability current density is developed and discussed. We also discuss the relationships between the fractional and standard Schroedinger equations

On the Two Spectra Inverse Problem for Semi-infinite Jacobi Matrices

International Nuclear Information System (INIS)

Silva, Luis O.; Weder, Ricardo

2006-01-01

We present results on the unique reconstruction of a semi-infinite Jacobi operator from the spectra of the operator with two different boundary conditions. This is the discrete analogue of the Borg-Marchenko theorem for Schroedinger operators on the half-line. Furthermore, we give necessary and sufficient conditions for two real sequences to be the spectra of a Jacobi operator with different boundary conditions

William Rowan Hamilton: Mathematical genius

International Nuclear Information System (INIS)

Wilkins, D.R.

2006-01-01

This year Ireland celebrates the bicentenary of the mathematician William Rowan Hamilton, best remembered for quaternions and for his pioneering work on optics and dynamics. Two centuries after his birth, the extent to which terms such as Hamiltonian and Hamiltonian system have entered the everyday language of mathematicians and physicists testifies to the continuing impact of the scientific work of William Rowan Hamilton. (U.K.)

Efficient robust control of first order scalar conservation laws using semi-analytical solutions

KAUST Repository

Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

2014-01-01

This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using initial density control and boundary flow control, as a Linear Program. We then show that this framework can be extended to arbitrary control problems involving the control of subsets of the initial and boundary conditions. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP/MILP. Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality.

Jacobi fields of completely integrable Hamiltonian systems

International Nuclear Information System (INIS)

Giachetta, G.; Mangiarotti, L.; Sardanashvily, G.

2003-01-01

We show that Jacobi fields of a completely integrable Hamiltonian system of m degrees of freedom make up an extended completely integrable system of 2m degrees of freedom, where m additional first integrals characterize a relative motion

New Exact Solutions of Time Fractional Gardner Equation by Using New Version of F -Expansion Method

International Nuclear Information System (INIS)

Pandir, Yusuf; Duzgun, Hasan Huseyin

2017-01-01

In this article, we consider analytical solutions of the time fractional derivative Gardner equation by using the new version of F-expansion method. With this proposed method multiple Jacobi elliptic functions are situated in the solution function. As a result, various exact analytical solutions consisting of single and combined Jacobi elliptic functions solutions are obtained. (paper)

The modified extended Fan's sub-equation method and its application to (2 + 1)-dimensional dispersive long wave equation

International Nuclear Information System (INIS)

Yomba, Emmanuel

2005-01-01

By using a modified extended Fan's sub-equation method, we have obtained new and more general solutions including a series of non-travelling wave and coefficient function solutions namely: soliton-like solutions, triangular-like solutions, single and combined non-degenerative Jacobi elliptic wave function-like solutions for the (2 + 1)-dimensional dispersive long wave equation. The most important achievement of this method lies on the fact that, we have succeeded in one move to give all the solutions which can be previously obtained by application of at least four methods (method using Riccati equation, or first kind elliptic equation, or auxiliary ordinary equation, or generalized Riccati equation as mapping equation)

William Rowan Hamilton: Mathematical genius

Energy Technology Data Exchange (ETDEWEB)

Wilkins, D.R. [School of Mathematics, Trinity College, Dublin (Ireland)]. E-mail: dwilkins@maths.tcd.ie

2005-08-01

This year Ireland celebrates the bicentenary of the mathematician William Rowan Hamilton, best remembered for 'quaternions' and for his pioneering work on optics and dynamics. Two centuries after his birth, the extent to which terms such as 'Hamiltonian' and 'Hamiltonian system' have entered the everyday language of mathematicians and physicists testifies to the continuing impact of the scientific work of William Rowan Hamilton. (U.K.)

Symplectic Geometric Algorithms for Hamiltonian Systems

CERN Document Server

Feng, Kang

2010-01-01

"Symplectic Geometry Algorithms for Hamiltonian Systems" will be useful not only for numerical analysts, but also for those in theoretical physics, computational chemistry, celestial mechanics, etc. The book generalizes and develops the generating function and Hamilton-Jacobi equation theory from the perspective of the symplectic geometry and symplectic algebra. It will be a useful resource for engineers and scientists in the fields of quantum theory, astrophysics, atomic and molecular dynamics, climate prediction, oil exploration, etc. Therefore a systematic research and development

Une généralisation possible de la mécanique quantique à la relativité restreinte et générale

OpenAIRE

Chavoya Aceves , Oscar

2015-01-01

Based on a reinterpretation of Hamilton-Jacobi equation, a generalization of Madelung's hydrodynamic model of quantum mechanics is proposed, which is valid in the realm of special relativity and can be extended to study gravitational fields with quantum effects. We estimate that gravitational quantum effects will not be noticeable but for particles of very small mass at very high energy $\\approx 1.223 \\times 10^{19} \\mbox{G eV}$, for which the de Broglie wave-length is of the order of Planck'...

Analytical methods of optimization

CERN Document Server

Lawden, D F

2006-01-01

Suitable for advanced undergraduates and graduate students, this text surveys the classical theory of the calculus of variations. It takes the approach most appropriate for applications to problems of optimizing the behavior of engineering systems. Two of these problem areas have strongly influenced this presentation: the design of the control systems and the choice of rocket trajectories to be followed by terrestrial and extraterrestrial vehicles.Topics include static systems, control systems, additional constraints, the Hamilton-Jacobi equation, and the accessory optimization problem. Prereq

A Mean Value Theorem for non Differentiable Mappings in Banach Spaces

OpenAIRE

Deville, Robert

1995-01-01

We prove that if f is a real valued lower semicontinuous function on a Banach space X and if there exists a C^1, real valued Lipschitz continuous function on X with bounded support and which is not identically equal to zero, then f is Lipschitz continuous of constant K provided all lower subgradients of f are bounded by K. As an application, we give a regularity result of viscosity supersolutions (or subsolutions) of Hamilton-Jacobi equations in infinite dimensions which sat...

Generalized classical mechanics

International Nuclear Information System (INIS)

De Leon, M.; Rodrigues, P.R.

1985-01-01

The geometrical study of Classical Mechanics shows that the Hamiltonian (respectively, Lagrangian) formalism may be characterized by intrinsical structures canonically defined on the cotangent (respectively, tangent) bundle of a differentiable manifold. A generalized formalism for higher order Lagrangians is developed. Then the Hamiltonian form of the theory is developed. Finally, the Poisson brackets are defined and the conditions under which a mapping is a canonical transformation are studied. The Hamilton-Jacobi equation for this type of mechanics is established. (Auth.)

The periodic wave solutions for the (2 + 1)-dimensional Konopelchenko-Dubrovsky equations

International Nuclear Information System (INIS)

Sheng Zhang

2006-01-01

More periodic wave solutions expressed by Jacobi elliptic functions for the (2 + 1)-dimensional Konopelchenko-Dubrovsky equations are obtained by using the extended F-expansion method. In the limit cases, the solitary wave solutions and trigonometric function solutions for the equations are also obtained

An integrable (2+1)-dimensional Toda equation with two discrete variables

International Nuclear Information System (INIS)

Cao Cewen; Cao Jianli

2007-01-01

An integrable (2+1)-dimensional Toda equation with two discrete variables is presented from the compatible condition of a Lax triad composed of the ZS-AKNS (Zakharov, Shabat; Ablowitz, Kaup, Newell, Segur) eigenvalue problem and two discrete spectral problems. Through the nonlinearization technique, the Lax triad is transformed into a Hamiltonian system and two symplectic maps, respectively, which are integrable in the Liouville sense, sharing the same set of integrals, functionally independent and involutive with each other. In the Jacobi variety of the associated algebraic curve, both the continuous and the discrete flows are straightened out by the Abel-Jacobi coordinates, and are integrated by quadratures. An explicit algebraic-geometric solution in the original variable is obtained by the Riemann-Jacobi inversion

Dynamical behavior and Jacobi stability analysis of wound strings

Science.gov (United States)

Lake, Matthew J.; Harko, Tiberiu

2016-06-01

We numerically solve the equations of motion (EOM) for two models of circular cosmic string loops with windings in a simply connected internal space. Since the windings cannot be topologically stabilized, stability must be achieved (if at all) dynamically. As toy models for realistic compactifications, we consider windings on a small section of mathbb {R}^2, which is valid as an approximation to any simply connected internal manifold if the winding radius is sufficiently small, and windings on an S^2 of constant radius mathcal {R}. We then use Kosambi-Cartan-Chern (KCC) theory to analyze the Jacobi stability of the string equations and determine bounds on the physical parameters that ensure dynamical stability of the windings. We find that, for the same initial conditions, the curvature and topology of the internal space have nontrivial effects on the microscopic behavior of the string in the higher dimensions, but that the macroscopic behavior is remarkably insensitive to the details of the motion in the compact space. This suggests that higher-dimensional signatures may be extremely difficult to detect in the effective (3+1)-dimensional dynamics of strings compactified on an internal space, even if configurations with nontrivial windings persist over long time periods.

Dynamical behavior and Jacobi stability analysis of wound strings

Energy Technology Data Exchange (ETDEWEB)

Lake, Matthew J. [Naresuan University, The Institute for Fundamental Study, ' ' The Tah Poe Academia Institute' ' , Phitsanulok (Thailand); Thailand Center of Excellence in Physics, Ministry of Education, Bangkok (Thailand); Harko, Tiberiu [Babes-Bolyai University, Department of Physics, Cluj-Napoca (Romania); University College London, Department of Mathematics, London (United Kingdom)

2016-06-15

We numerically solve the equations of motion (EOM) for two models of circular cosmic string loops with windings in a simply connected internal space. Since the windings cannot be topologically stabilized, stability must be achieved (if at all) dynamically. As toy models for realistic compactifications, we consider windings on a small section of R{sup 2}, which is valid as an approximation to any simply connected internal manifold if the winding radius is sufficiently small, and windings on an S{sup 2} of constant radius R. We then use Kosambi-Cartan-Chern (KCC) theory to analyze the Jacobi stability of the string equations and determine bounds on the physical parameters that ensure dynamical stability of the windings. We find that, for the same initial conditions, the curvature and topology of the internal space have nontrivial effects on the microscopic behavior of the string in the higher dimensions, but that the macroscopic behavior is remarkably insensitive to the details of the motion in the compact space. This suggests that higher-dimensional signatures may be extremely difficult to detect in the effective (3+1)-dimensional dynamics of strings compactified on an internal space, even if configurations with nontrivial windings persist over long time periods. (orig.)

A limit of the confluent Heun equation and the Schroedinger equation for an inverted potential and for an electric dipole

International Nuclear Information System (INIS)

El-Jaick, Lea Jaccoud; Figueiredo, Bartolomeu D.B.

2009-01-01

We reexamine and extend a group of solutions in series of Bessel functions for a limiting case of the confluent Heun equation and, then, apply such solutions to the one-dimensional Schroedinger equation with an inverted quasi-exactly solvable potential as well as to the angular equation for an electron in the field of a point electric dipole. For the first problem we find finite and infinite-series solutions which are convergent and bounded for any value of the independent variable. For the angular equation, we also find expansions in series of Jacobi polynomials. (author)

Nilpotent mechanics and supersymmetry

International Nuclear Information System (INIS)

Duplij, S.A.

1988-01-01

Three formulations of the one dimensional nilpotent classical mechanics are given: Lagrange, Hamilton and Hamilton-Jacobi. The nilpotent part of the Lagrangian or Hamiltonian fully describes the nilpotent system. New nilpotent Poisson brackets are found. The Hamiltonian of SUSY mechanics is obtained

Tunnelling of Massive/Massless Bosons from the Apparent Horizon of FRW Universe

Directory of Open Access Journals (Sweden)

Kimet Jusufi

2017-01-01

Full Text Available We investigate the Hawking radiation of vector particles from the apparent horizon of a Friedmann-Robertson-Walker (FRW universe in the framework of quantum tunnelling method. Furthermore we use Proca equation, a relativistic wave equation for a massive/massless spin-1 particle (massless γ photons, weak massive W± and Z0 bosons, strong massless gluons, and ρ and ω mesons together with a Painlevé space-time metric for the FRW universe. We solve the Proca equation via Hamilton-Jacobi (HJ equation and the WKB approximation method. We recover the same result for the Hawking temperature associated with vector particles as in the case of scalar and Dirac particles tunnelled from outside to the inside of the apparent horizon in a FRW universe.

Variational coupling between q-number and c-number dynamics

International Nuclear Information System (INIS)

Amaral, C.M. do; Joffily, S.

1984-01-01

The time-dependent quantum variational principle is generalized for the case of hamiltonian operators having real parameters and their time derivates. The obtained variational system is formed by a Schroedinger equation coupled to a Lagrange equation system, where the lagrangian is the average value of the parametrized hamiltonian operator. The consequent dynamics of the variational principle, describes the interaction between a q-number sub-dynamics with a c-number sub-dynamics. In the ((h/2π)) 0 -order W.K.B. approximation, the variational system reduces to a Hamilton-Jacobi-like equation, coupled to a Lagrange equation family. The formal features of the obtained variational system are appropriated for the description of, adiabatics and non-adiabatics, time-dependent q-number c-number interactions. (L.C.) [pt

Hamilton's gradient estimate for the heat kernel on complete manifolds

OpenAIRE

Kotschwar, Brett

2007-01-01

In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \\geq -Kg$. We accomplish this extension via a maximum principle of L. Karp and P. Li and a Bernstein-type estimate on the gradient of the solution. An application of our result, together with the bounds of P. Li and S.T. Yau, yields an estimate on the gradient of the heat kernel for complete manifol...

New exact solutions of the KdV-Burgers-Kuramoto equation

International Nuclear Information System (INIS)

Zhang Sheng

2006-01-01

A generalized F-expansion method is proposed and applied to the KdV-Burgers-Kuramoto equation. As a result, many new and more general exact travelling wave solutions are obtained including combined non-degenerate Jacobi elliptic function solutions, solitary wave solutions and trigonometric function solutions. The method can be applied to other nonlinear partial differential equations in mathematical physics

Time dependent optimal switching controls in online selling models

Energy Technology Data Exchange (ETDEWEB)

Bradonjic, Milan [Los Alamos National Laboratory; Cohen, Albert [MICHIGAN STATE UNIV

2010-01-01

We present a method to incorporate dishonesty in online selling via a stochastic optimal control problem. In our framework, the seller wishes to maximize her average wealth level W at a fixed time T of her choosing. The corresponding Hamilton-Jacobi-Bellmann (HJB) equation is analyzed for a basic case. For more general models, the admissible control set is restricted to a jump process that switches between extreme values. We propose a new approach, where the optimal control problem is reduced to a multivariable optimization problem.

Ergodic optimization in the expanding case concepts, tools and applications

CERN Document Server

Garibaldi, Eduardo

2017-01-01

This book focuses on the interpretation of ergodic optimal problems as questions of variational dynamics, employing a comparable approach to that of the Aubry-Mather theory for Lagrangian systems. Ergodic optimization is primarily concerned with the study of optimizing probability measures. This work presents and discusses the fundamental concepts of the theory, including the use and relevance of Sub-actions as analogues to subsolutions of the Hamilton-Jacobi equation. Further, it provides evidence for the impressively broad applicability of the tools inspired by the weak KAM theory.

Discrete-time inverse optimal control for nonlinear systems

CERN Document Server

Sanchez, Edgar N

2013-01-01

Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th

Transformation of CLF to ISS-CLF for Nonlinear Systems with Disturbance and Construction of Nonlinear Robust Controller with L2 Gain Performance

Directory of Open Access Journals (Sweden)

Keizo Okano

2014-01-01

Full Text Available A new nonlinear control law for a class of nonlinear systems with disturbance is proposed. A control law is designed by transforming control Lyapunov function (CLF to input-to-state stability control Lyapunov function (ISS-CLF. The transformed CLF satisfies a Hamilton-Jacobi-Isaacs (HJI equation. The feedback system by the proposed control law has characteristics of L2 gain. Finally, it is shown by a numerical example that the proposed control law makes a controller by feedback linearization robust against disturbance.

Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

KAUST Repository

Gomes, Diogo A.

2015-10-06

In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.

Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

KAUST Repository

Gomes, Diogo A.; Pimentel, Edgard

2015-01-01

In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.

Calculating qP-wave traveltimes in 2-D TTI media by high-order fast sweeping methods with a numerical quartic equation solver

Science.gov (United States)

Han, Song; Zhang, Wei; Zhang, Jie

2017-09-01

A fast sweeping method (FSM) determines the first arrival traveltimes of seismic waves by sweeping the velocity model in different directions meanwhile applying a local solver. It is an efficient way to numerically solve Hamilton-Jacobi equations for traveltime calculations. In this study, we develop an improved FSM to calculate the first arrival traveltimes of quasi-P (qP) waves in 2-D tilted transversely isotropic (TTI) media. A local solver utilizes the coupled slowness surface of qP and quasi-SV (qSV) waves to form a quartic equation, and solve it numerically to obtain possible traveltimes of qP-wave. The proposed quartic solver utilizes Fermat's principle to limit the range of the possible solution, then uses the bisection procedure to efficiently determine the real roots. With causality enforced during sweepings, our FSM converges fast in a few iterations, and the exact number depending on the complexity of the velocity model. To improve the accuracy, we employ high-order finite difference schemes and derive the second-order formulae. There is no weak anisotropy assumption, and no approximation is made to the complex slowness surface of qP-wave. In comparison to the traveltimes calculated by a horizontal slowness shooting method, the validity and accuracy of our FSM is demonstrated.

Symbolic computation of exact solutions expressible in rational formal hyperbolic and elliptic functions for nonlinear partial differential equations

International Nuclear Information System (INIS)

Wang Qi; Chen Yong

2007-01-01

With the aid of symbolic computation, some algorithms are presented for the rational expansion methods, which lead to closed-form solutions of nonlinear partial differential equations (PDEs). The new algorithms are given to find exact rational formal polynomial solutions of PDEs in terms of Jacobi elliptic functions, solutions of the Riccati equation and solutions of the generalized Riccati equation. They can be implemented in symbolic computation system Maple. As applications of the methods, we choose some nonlinear PDEs to illustrate the methods. As a result, we not only can successfully obtain the solutions found by most existing Jacobi elliptic function methods and Tanh-methods, but also find other new and more general solutions at the same time

Hamilton : the electric city

Energy Technology Data Exchange (ETDEWEB)

Gilbert, R [Richard Gilbert Consultant, Toronto, ON (Canada)

2006-04-13

The City of Hamilton has launched an extensive energy planning exercise that examines the possibility of steep increases in oil and natural gas prices. This report examined and illustrated the issue of oil and gas price points. The report also examined and presented the city's role in an era of energy constraints, focusing on the city's transit system and its vehicle fleet. In addition, in response to City Council's direction, the report presented the aerotropolis proposal and discussed freight transport issues. Specific topics of discussion included oil and natural gas prospects; prospects for high oil and natural gas prices; impacts of fuel price increases; strategic planning objectives for energy constraints; reducing energy use by Hamilton's transport and in buildings; and land-use planning for energy constraints. Energy production opportunities involve the use of solar energy; wind energy; deep lake water cooling (DLWC); hydro-electric power; energy from waste; biogas production; district energy; and local food production. Economic and social development through preparing for energy constraints and matters raised by city council were also presented. The report also demonstrated how an energy-based strategy could be paid for and its components approved. The next steps for Hamilton were also identified. refs., tabs., figs.

Hamilton : the electric city

International Nuclear Information System (INIS)

Gilbert, R.

2006-01-01

The City of Hamilton has launched an extensive energy planning exercise that examines the possibility of steep increases in oil and natural gas prices. This report examined and illustrated the issue of oil and gas price points. The report also examined and presented the city's role in an era of energy constraints, focusing on the city's transit system and its vehicle fleet. In addition, in response to City Council's direction, the report presented the aerotropolis proposal and discussed freight transport issues. Specific topics of discussion included oil and natural gas prospects; prospects for high oil and natural gas prices; impacts of fuel price increases; strategic planning objectives for energy constraints; reducing energy use by Hamilton's transport and in buildings; and land-use planning for energy constraints. Energy production opportunities involve the use of solar energy; wind energy; deep lake water cooling (DLWC); hydro-electric power; energy from waste; biogas production; district energy; and local food production. Economic and social development through preparing for energy constraints and matters raised by city council were also presented. The report also demonstrated how an energy-based strategy could be paid for and its components approved. The next steps for Hamilton were also identified. refs., tabs., figs

Multimodal electromechanical model of piezoelectric transformers by Hamilton's principle.

Science.gov (United States)

Nadal, Clement; Pigache, Francois

2009-11-01

This work deals with a general energetic approach to establish an accurate electromechanical model of a piezoelectric transformer (PT). Hamilton's principle is used to obtain the equations of motion for free vibrations. The modal characteristics (mass, stiffness, primary and secondary electromechanical conversion factors) are also deduced. Then, to illustrate this general electromechanical method, the variational principle is applied to both homogeneous and nonhomogeneous Rosen-type PT models. A comparison of modal parameters, mechanical displacements, and electrical potentials are presented for both models. Finally, the validity of the electrodynamical model of nonhomogeneous Rosen-type PT is confirmed by a numerical comparison based on a finite elements method and an experimental identification.

Lifshitz holography: the whole shebang

Energy Technology Data Exchange (ETDEWEB)

Chemissany, Wissam [Department of Physics and SITP, Stanford University,Stanford, California 94305 (United States); Papadimitriou, Ioannis [Instituto de Física Teórica UAM/CSIC, Universidad Autónoma de Madrid,Madrid 28049 (Spain)

2015-01-12

We provide a general algorithm for constructing the holographic dictionary for any asymptotically locally Lifshitz background, with or without hyperscaling violation, and for any values of the dynamical exponents z and θ, as well as the vector hyperscaling violating exponent (http://dx.doi.org/10.1007/JHEP04(2013)053, http://dx.doi.org/10.1007/JHEP04(2013)159), that are compatible with the null energy condition. The analysis is carried out for a very general bottom up model of gravity coupled to a massive vector field and a dilaton with arbitrary scalar couplings. The solution of the radial Hamilton-Jacobi equation is obtained recursively in the form of a graded expansion in eigenfunctions of two commuting operators (http://dx.doi.org/10.1016/j.physletb.2014.08.057), which are the appropriate generalization of the dilatation operator for non scale invariant and Lorentz violating boundary conditions. The Fefferman-Graham expansions, the sources and 1-point functions of the dual operators, the Ward identities, as well as the local counterterms required for holographic renormalization all follow from this asymptotic solution of the radial Hamilton-Jacobi equation. We also find a family of exact backgrounds with z>1 and θ>0 corresponding to a marginal deformation shifting the vector hyperscaling violating parameter and we present an example where the conformal anomaly contains the only z=2 conformal invariant in d=2 with four spatial derivatives.

Lifshitz holography: the whole shebang

International Nuclear Information System (INIS)

Chemissany, Wissam; Papadimitriou, Ioannis

2015-01-01

We provide a general algorithm for constructing the holographic dictionary for any asymptotically locally Lifshitz background, with or without hyperscaling violation, and for any values of the dynamical exponents z and θ, as well as the vector hyperscaling violating exponent (http://dx.doi.org/10.1007/JHEP04(2013)053, http://dx.doi.org/10.1007/JHEP04(2013)159), that are compatible with the null energy condition. The analysis is carried out for a very general bottom up model of gravity coupled to a massive vector field and a dilaton with arbitrary scalar couplings. The solution of the radial Hamilton-Jacobi equation is obtained recursively in the form of a graded expansion in eigenfunctions of two commuting operators (http://dx.doi.org/10.1016/j.physletb.2014.08.057), which are the appropriate generalization of the dilatation operator for non scale invariant and Lorentz violating boundary conditions. The Fefferman-Graham expansions, the sources and 1-point functions of the dual operators, the Ward identities, as well as the local counterterms required for holographic renormalization all follow from this asymptotic solution of the radial Hamilton-Jacobi equation. We also find a family of exact backgrounds with z>1 and θ>0 corresponding to a marginal deformation shifting the vector hyperscaling violating parameter and we present an example where the conformal anomaly contains the only z=2 conformal invariant in d=2 with four spatial derivatives.

Spectral theorem in noncommutative field theories: Jacobi dynamics

International Nuclear Information System (INIS)

Géré, Antoine; Wallet, Jean-Christophe

2015-01-01

Jacobi operators appear as kinetic operators of several classes of noncommutative field theories (NCFT) considered recently. This paper deals with the case of bounded Jacobi operators. A set of tools mainly issued from operator and spectral theory is given in a way applicable to the study of NCFT. As an illustration, this is applied to a gauge-fixed version of the induced gauge theory on the Moyal plane expanded around a symmetric vacuum. The characterization of the spectrum of the kinetic operator is given, showing a behavior somewhat similar to a massless theory. An attempt to characterize the noncommutative geometry related to the gauge fixed action is presented. Using a Dirac operator obtained from the kinetic operator, it is shown that one can construct an even, regular, weakly real spectral triple. This spectral triple does not define a noncommutative metric space for the Connes spectral distance. (paper)

Optimal Reinsurance-Investment Problem for an Insurer and a Reinsurer with Jump-Diffusion Process

Directory of Open Access Journals (Sweden)

Hanlei Hu

2018-01-01

Full Text Available The optimal reinsurance-investment strategies considering the interests of both the insurer and reinsurer are investigated. The surplus process is assumed to follow a jump-diffusion process and the insurer is permitted to purchase proportional reinsurance from the reinsurer. Applying dynamic programming approach and dual theory, the corresponding Hamilton-Jacobi-Bellman equations are derived and the optimal strategies for exponential utility function are obtained. In addition, several sensitivity analyses and numerical illustrations in the case with exponential claiming distributions are presented to analyze the effects of parameters about the optimal strategies.

Optimal control linear quadratic methods

CERN Document Server

Anderson, Brian D O

2007-01-01

This augmented edition of a respected text teaches the reader how to use linear quadratic Gaussian methods effectively for the design of control systems. It explores linear optimal control theory from an engineering viewpoint, with step-by-step explanations that show clearly how to make practical use of the material.The three-part treatment begins with the basic theory of the linear regulator/tracker for time-invariant and time-varying systems. The Hamilton-Jacobi equation is introduced using the Principle of Optimality, and the infinite-time problem is considered. The second part outlines the

Cosmic censorship of rotating Anti-de Sitter black hole

Energy Technology Data Exchange (ETDEWEB)

Gwak, Bogeun; Lee, Bum-Hoon, E-mail: rasenis@sogang.ac.kr, E-mail: bhl@sogang.ac.kr [Center for Quantum Spacetime, Sogang University, Seoul 04107 (Korea, Republic of)

2016-02-01

We test the validity of cosmic censorship in the rotating anti-de Sitter black hole. For this purpose, we investigate whether the extremal black hole can be overspun by the particle absorption. The particle absorption will change the mass and angular momentum of the black hole, which is analyzed using the Hamilton-Jacobi equations consistent with the laws of thermodynamics. We have found that the mass of the extremal black hole increases more than the angular momentum. Therefore, the outer horizon of the black hole still exists, and cosmic censorship is valid.

Cosmic censorship of rotating Anti-de Sitter black hole

International Nuclear Information System (INIS)

Gwak, Bogeun; Lee, Bum-Hoon

2016-01-01

We test the validity of cosmic censorship in the rotating anti-de Sitter black hole. For this purpose, we investigate whether the extremal black hole can be overspun by the particle absorption. The particle absorption will change the mass and angular momentum of the black hole, which is analyzed using the Hamilton-Jacobi equations consistent with the laws of thermodynamics. We have found that the mass of the extremal black hole increases more than the angular momentum. Therefore, the outer horizon of the black hole still exists, and cosmic censorship is valid

Fifty years with the Hamilton scales for anxiety and depression. A tribute to Max Hamilton

DEFF Research Database (Denmark)

Bech, P; Bech, P

2009-01-01

as the method for the evaluation of the clinical effects of psychotropic drugs. Inspired by Eysenck, Hamilton took the long route around factor analysis in order to qualify his scales for anxiety (HAM-A) and depression (HAM-D) as scientific tools. From the moment when, 50 years ago, Hamilton published his first...... placebo-controlled trial with an experimental anti-anxiety drug, he realized the dialectic problem in using the total score on HAM-A as a sufficient statistic for the measurement of outcome. This dialectic problem has been investigated for more than 50 years with different types of factor analyses without...

Wronskian and Grammian Determinant Solutions for a Variable-Coefficient Kadomtsev-Petviashvili Equation

International Nuclear Information System (INIS)

Yao Zhenzhi; Zhu Hongwu; Meng Xianghua; Lue Xing; Shan Wenrui; Tian Bo; Zhang Chunyi

2008-01-01

In this paper, we derive the bilinear form for a variable-coefficient Kadomtsev-Petviashvili-typed equation. Based on the bilinear form, we obtain the Wronskian determinant solution, which is proved to be indeed an exact solution of this equation through the Wronskian technique. In addition, we testify that this equation can be reduced to a Jacobi identity by considering its solution as a Grammian determinant by means of Pfaffian derivative formulae

Efficient time-symmetric simulation of torqued rigid bodies using Jacobi elliptic functions

International Nuclear Information System (INIS)

Celledoni, E; Saefstroem, N

2006-01-01

If the three moments of inertia are distinct, the solution to the Euler equations for the free rigid body is given in terms of Jacobi elliptic functions. Using the arithmetic-geometric mean algorithm (Abramowitz and Stegun 1992 Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables (New York: Dover)), these functions can be calculated efficiently and accurately. Compared to standard numerical ODE and Lie-Poisson solvers, the overall approach yields a faster and more accurate numerical solution to the Euler equations. This approach is designed for mass asymmetric rigid bodies. In the case of symmetric bodies, the exact solution is available in terms of trigonometric functions, see Dullweber et al (1997 J. Chem. Phys. 107 5840-51), Reich (1996 Fields Inst. Commun. 10 181-91) and Benettin et al (2001 SIAM J. Sci. Comp. 23 1189-203) for details. In this paper, we consider the case of asymmetric rigid bodies subject to external forces. We consider a strategy similar to the symplectic splitting method proposed in Reich (1996 Fields Inst. Commun. 10 181-91) and Dullweber et al (1997 J. Chem. Phys. 107 5840-51). The method proposed here is time-symmetric. We decompose the vector field of our problem into a free rigid body (FRB) problem and another completely integrable vector field. The FRB problem consists of the Euler equations and a differential equation for the 3 x 3 orientation matrix. The Euler equations are integrated exactly while the matrix equation is approximated using a truncated Magnus series. In our experiments, we observe that the overall numerical solution benefits greatly from the very accurate solution of the Euler equations. We apply the method to the heavy top and the simulation of artificial satellite attitude dynamics

Jacobi-Davidson methods for generalized MHD-eigenvalue problems

NARCIS (Netherlands)

J.G.L. Booten; D.R. Fokkema; G.L.G. Sleijpen; H.A. van der Vorst (Henk)

1995-01-01

textabstractA Jacobi-Davidson algorithm for computing selected eigenvalues and associated eigenvectors of the generalized eigenvalue problem $Ax = lambda Bx$ is presented. In this paper the emphasis is put on the case where one of the matrices, say the B-matrix, is Hermitian positive definite. The

Proof of Jacobi identity in generalized quantum dynamics

International Nuclear Information System (INIS)

Adler, S.L.; Bhanot, G.V.; Weckel, J.D.

1994-01-01

It is proven that the Jacobi identity for the generalized Poisson bracket is satisfied in the generalization of Heisenberg picture quantum mechanics recently proposed by one of the authors. The identity holds for any combination of fermionic and bosonic fields, and requires no assumptions about their mutual commutativity

Extended exploding reflector concept for computing prestack traveltimes for waves of different type in the DSR framework

KAUST Repository

Duchkov, Anton A.

2013-09-22

The double-square-root (DSR) equation can be viewed as a Hamilton-Jacobi equation describing kinematics of downward data continuation in depth. It describes simultaneous propagation of source and receiver rays which allows computing reflection wave prestack traveltimes (for multiple sources) in a one run thus speeding up solution of the forward problem. Here we give and overview of different alternative forms of the DSR equation which allows stepping in two-way time and subsurface offset instead of depth. Different forms of the DSR equation are suitable for computing different types of waves including reflected, head and diving waves. We develop a WENO-RK numerical scheme for solving all mentioned forms of the DSR equation. Finally the extended exploding reflector concept can be used for computing prestack traveltimes while initiating the numerical solver as if a reflector was exploding in extended imaging space.

Energy equation for the analysis of magnetization relaxation to equilibrium

Energy Technology Data Exchange (ETDEWEB)

Bertotti, G. [IEN Galileo Ferraris, Materials Department, Strada delle Cacce, 91, I-10135 Torino (Italy)]. E-mail: bertotti@ien.it; Bonin, R. [Dipartimento di Fisica, Politecnico di Torino, I-10129 Torino (Italy); Magni, A. [IEN Galileo Ferraris, Materials Department, Strada delle Cacce, 91, I-10135 Torino (Italy); Mayergoyz, I.D. [Department of Electrical and Computer Engineering, University of Maryland, College Park, Maryland, 20742 (United States); Serpico, C. [Dipartimento di Ingegneria Elettrica, Universita di Napoli ' Federico II' , I-80125 Naples (Italy)

2005-02-01

Magnetization relaxation starting from a generic non-equilibrium state is analytically described. An equation for the energy decay is obtained. On this basis, an approximate expression for the magnetization motion during the ringing process is obtained in terms of Jacobi elliptic functions with time-dependent parameters.

Energy equation for the analysis of magnetization relaxation to equilibrium

International Nuclear Information System (INIS)

Bertotti, G.; Bonin, R.; Magni, A.; Mayergoyz, I.D.; Serpico, C.

2005-01-01

Magnetization relaxation starting from a generic non-equilibrium state is analytically described. An equation for the energy decay is obtained. On this basis, an approximate expression for the magnetization motion during the ringing process is obtained in terms of Jacobi elliptic functions with time-dependent parameters

Sir William Rowan Hamilton

Indian Academy of Sciences (India)

IAS Admin

In this picture, wave fronts are defined as surfaces of constant S(x), while .... Recall here that physical quantities are represented in ... his memory imperishable? Hamilton ... self in the words Ptolemy used of Hipparchus: a lover of labour and a ...

Optimal traffic control in highway transportation networks using linear programming

KAUST Repository

Li, Yanning

2014-06-01

This article presents a framework for the optimal control of boundary flows on transportation networks. The state of the system is modeled by a first order scalar conservation law (Lighthill-Whitham-Richards PDE). Based on an equivalent formulation of the Hamilton-Jacobi PDE, the problem of controlling the state of the system on a network link in a finite horizon can be posed as a Linear Program. Assuming all intersections in the network are controllable, we show that the optimization approach can be extended to an arbitrary transportation network, preserving linear constraints. Unlike previously investigated transportation network control schemes, this framework leverages the intrinsic properties of the Halmilton-Jacobi equation, and does not require any discretization or boolean variables on the link. Hence this framework is very computational efficient and provides the globally optimal solution. The feasibility of this framework is illustrated by an on-ramp metering control example.

Partial quantization of Lagrangian-Hamiltonian systems

International Nuclear Information System (INIS)

Amaral, C.M. do; Soares Filho, P.C.

1979-05-01

A classical variational principle is constructed in the Weiss form, for dynamical systems with support spaces of the configuration-phase kind. This extended principle rules the dynamics of classical systems, partially Hamiltonian, in interaction with Lagrangean parameterized subsidiary dynamics. The variational family of equations obtained, consists of an equation of the Hamilton-Jacobi type, coupled to a family of differential equations of the Euler-Lagrange form. The basic dynamical function appearing in the equations is a function of the Routh kind. By means of an ansatz induced by the variationally obtained family, a generalized set of equation, is proposed constituted by a wave equation of Schroedinger type, coupled to a family of equations formaly analog to those Euler-Lagrange equations. A basic operator of Routh type appears in our generalized set of equations. This operator describes the interaction between a quantized Hamiltonian dynamics, with a parameterized classical Lagrangean dynamics in semi-classical closed models. (author) [pt

Hamilton's indicators of the force of selection

DEFF Research Database (Denmark)

Baudisch, Annette

2005-01-01

To quantify the force of selection, Hamilton [Hamilton, W. D. (1966) J. Theor. Biol. 12, 12-45] derived expressions for the change in fitness with respect to age-specific mutations. Hamilton's indicators are decreasing functions of age. He concluded that senescence is inevitable: survival...... and fertility decline with age. I show that alternative parameterizations of mutational effects lead to indicators that can increase with age. I then consider the case of deleterious mutations with age-specific effects. In this case, it is the balance between mutation and selection pressure that determines...... the equilibrium number of mutations in a population. In this balance, the effects of different parameterizations cancel out, but only to a linear approximation. I show that mutation accumulation has little impact at ages when this linear approximation holds. When mutation accumulation matters, nonlinear effects...

Spectral calculations in magnetohydrodynamics using the Jacobi-Davidson method

NARCIS (Netherlands)

Belien, A. J. C.; van der Holst, B.; Nool, M.; van der Ploeg, A.; Goedbloed, J. P.

2001-01-01

For the solution of the generalized complex non-Hermitian eigenvalue problems Ax = lambda Bx occurring in the spectral study of linearized resistive magnetohydrodynamics (MHD) a new parallel solver based on the recently developed Jacobi-Davidson [SIAM J. Matrix Anal. Appl. 17 (1996) 401] method has

An exact Jacobi map in the geodesic light-cone gauge

CERN Document Server

Fanizza, G.; Marozzi, G.; Veneziano, G.

2013-11-07

The remarkable properties of the recently proposed geodesic light-cone (GLC) gauge allow to explicitly solve the geodetic-deviation equation, and thus to derive an exact expression for the Jacobi map J^A_B(s,o) connecting a generic source s to a geodesic observer o in a generic space time. In this gauge J^A_B factorizes into the product of a local quantity at s times one at o, implying similarly factorized expressions for the area and luminosity distance. In any other coordinate system J^A_B is simply given by expressing the GLC quantities in terms of the corresponding ones in the new coordinates. This is explicitly done, at first and second order, respectively, for the synchronous and Poisson gauge-fixing of a perturbed, spatially-flat cosmological background, and the consistency of the two outcomes is checked. Our results slightly amend previous calculations of the luminosity-redshift relation and suggest a possible non-perturbative way for computing the effects of inhomogeneities on observations based on l...

Auto-Baecklund Transformation and Analytic Solutions of (2+1)-Dimensional Boussinesq Equation

International Nuclear Information System (INIS)

Liu Guanting

2008-01-01

Using the truncated Painleve expansion, symbolic computation, and direct integration technique, we study analytic solutions of (2+1)-dimensional Boussinesq equation. An auto-Baecklund transformation and a number of exact solutions of this equation have been found. The set of solutions include solitary wave solutions, solitoff solutions, and periodic solutions in terms of elliptic Jacobi functions and Weierstrass wp function. Some of them are novel.

Risk-sensitive mean-field games

KAUST Repository

Tembine, Hamidou

2014-04-01

In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.

Quantum Potential and Symmetries in Extended Phase Space

Directory of Open Access Journals (Sweden)

Sadollah Nasiri

2006-06-01

Full Text Available The behavior of the quantum potential is studied for a particle in a linear and a harmonic potential by means of an extended phase space technique. This is done by obtaining an expression for the quantum potential in momentum space representation followed by the generalization of this concept to extended phase space. It is shown that there exists an extended canonical transformation that removes the expression for the quantum potential in the dynamical equation. The situation, mathematically, is similar to disappearance of the centrifugal potential in going from the spherical to the Cartesian coordinates that changes the physical potential to an effective one. The representation where the quantum potential disappears and the modified Hamilton-Jacobi equation reduces to the familiar classical form, is one in which the dynamical equation turns out to be the Wigner equation.

Risk-sensitive mean-field games

KAUST Repository

Tembine, Hamidou; Zhu, Quanyan; Başar, Tamer

2014-01-01

In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.

Fourier analysis of parallel block-Jacobi splitting with transport synthetic acceleration in two-dimensional geometry

International Nuclear Information System (INIS)

Rosa, M.; Warsa, J. S.; Chang, J. H.

2007-01-01

A Fourier analysis is conducted in two-dimensional (2D) Cartesian geometry for the discrete-ordinates (SN) approximation of the neutron transport problem solved with Richardson iteration (Source Iteration) and Richardson iteration preconditioned with Transport Synthetic Acceleration (TSA), using the Parallel Block-Jacobi (PBJ) algorithm. The results for the un-accelerated algorithm show that convergence of PBJ can degrade, leading in particular to stagnation of GMRES(m) in problems containing optically thin sub-domains. The results for the accelerated algorithm indicate that TSA can be used to efficiently precondition an iterative method in the optically thin case when implemented in the 'modified' version MTSA, in which only the scattering in the low order equations is reduced by some non-negative factor β<1. (authors)

Steady state solution of the Poisson-Nernst-Planck equations

International Nuclear Information System (INIS)

Golovnev, A.; Trimper, S.

2010-01-01

The exact steady state solution of the Poisson-Nernst-Planck equations (PNP) is given in terms of Jacobi elliptic functions. A more tractable approximate solution is derived which can be used to compare the results with experimental observations in binary electrolytes. The breakdown of the PNP for high concentration and high applied voltage is discussed.

Particle dynamics in a wave with variable amplitude

International Nuclear Information System (INIS)

Cary, J.R.

1990-01-01

The analysis of the phase evolution between separatrix crossings has been published in Physics D. The analysis of diffusion due to separatrix crossing in a resonance with a slow temporal variation has been written up and published in Physica D. A new method of solving the problem of transport of charged particles through a spatially-dependent accelerating structure was found. This method essentially relies on the use of a nonmonotonically increasing time variable in the analysis. Advances in the use of Hamilton-Jacobi methods to obtain invariant surfaces of accelerators have been made. A two-dimensional Hamilton-Jacobi solver was improved by including the Broyden update method for calculating the Jacobian. 20 refs., 6 figs

The community takes charge : story and success of Clean Air Hamilton

International Nuclear Information System (INIS)

McCarry, B.

2004-01-01

Clean Air Hamilton was established in 2001 to identify priority air quality issues, pollution sources, and evaluate impacts and solutions for air quality issues. Clean Air Hamilton also assesses the human health effects of ambient air exposures in Hamilton. A 1997 survey of Hamilton residents showed that most citizens were extremely concerned about health effects, black fallout, smog visibility, and odours. Clean Air Hamilton has established an air monitoring network which includes 19 member companies and 22 industrial sites. The objective is to determine recent contaminant trends in upwind/downwind air quality. The timeline for establishing the Hamilton air monitoring network was presented. The network, which serves as a model for Ontario and Canada, monitors the impact of vehicular and industrial emissions and establishes ten-year air quality trends for benzo(a)pyrene, sulphur, nitrogen dioxide, and ozone at industrial sites and the downtown core. Analysis of air quality trends shows that there has been improvement in levels of some locally-generated contaminants. The data has also been used for epidemiological studies to determine the health effects of industry on Hamiltonians. figs

An Efficient Numerical Approach for Solving Nonlinear Coupled Hyperbolic Partial Differential Equations with Nonlocal Conditions

Directory of Open Access Journals (Sweden)

A. H. Bhrawy

2014-01-01

Full Text Available One of the most important advantages of collocation method is the possibility of dealing with nonlinear partial differential equations (PDEs as well as PDEs with variable coefficients. A numerical solution based on a Jacobi collocation method is extended to solve nonlinear coupled hyperbolic PDEs with variable coefficients subject to initial-boundary nonlocal conservation conditions. This approach, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled hyperbolic PDEs with variable coefficients to a system of nonlinear ordinary differential equation which is far easier to solve. In fact, we deal with initial-boundary coupled hyperbolic PDEs with variable coefficients as well as initial-nonlocal conditions. Using triangular, soliton, and exponential-triangular solutions as exact solutions, the obtained results show that the proposed numerical algorithm is efficient and very accurate.

Geodesics and symmetries of doubly spinning black rings

International Nuclear Information System (INIS)

Durkee, Mark

2009-01-01

This paper studies various properties of the Pomeransky-Sen'kov doubly spinning black ring spacetime. I discuss the structure of the ergoregion, and then go on to demonstrate the separability of the Hamilton-Jacobi equation for null, zero energy geodesics, which exist in the ergoregion. These geodesics are used to construct geometrically motivated coordinates that cover the black hole horizon. Finally, I relate this weak form of separability to the existence of a conformal Killing tensor in a particular four-dimensional spacetime obtained by Kaluza-Klein reduction, and show that a related conformal Killing-Yano tensor only exists in the singly spinning case.

Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

KAUST Repository

Ferreira, Rita; Gomes, Diogo A.; Tada, Teruo

2018-01-01

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of solutions of MFGs that satisfy those conditions. To construct these solutions, we introduce a monotone regularized problem. Applying Schaefer's fixed-point theorem and using the monotonicity of the MFG, we verify that there exists a unique weak solution to the regularized problem. Finally, we take the limit of the solutions of the regularized problem and using Minty's method, we show the existence of weak solutions to the original MFG.

Multi-symplectic Preissmann methods for generalized Zakharov-Kuznetsov equation

International Nuclear Information System (INIS)

Wang Junjie; Yang Kuande; Wang Liantang

2012-01-01

Generalized Zakharov-Kuznetsov equation, a typical nonlinear wave equation, was studied based on the multi-symplectic theory in Hamilton space. The multi-symplectic formulations of generalized Zakharov-Kuznetsov equation with several conservation laws are presented. The multi-symplectic Preissmann method is used to discretize the formulations. The numerical experiment is given, and the results verify the efficiency of the multi-symplectic scheme. (authors)

Complex Wedge-Shaped Matrices: A Generalization of Jacobi Matrices

Czech Academy of Sciences Publication Activity Database

Hnětynková, Iveta; Plešinger, M.

2015-01-01

Roč. 487, 15 December (2015), s. 203-219 ISSN 0024-3795 R&D Projects: GA ČR GA13-06684S Keywords : eigenvalues * eigenvector * wedge-shaped matrices * generalized Jacobi matrices * band (or block) Krylov subspace methods Subject RIV: BA - General Mathematics Impact factor: 0.965, year: 2015

78 FR 9001 - Airworthiness Directives; Hamilton Sundstrand Corporation Propellers

Science.gov (United States)

2013-02-07

... airplane. The Hamilton Sundstrand investigation revealed some of their auxiliary feathering pump motors had internal corrosion that may cause the stator magnets in the pump motor to fail and rotate into the path of... using certain Hamilton Sundstrand Corporation auxiliary pumps and motors (auxiliary feathering pumps...

Inversion of the Jacobi-Porstendorfer room model for the radon progeny

International Nuclear Information System (INIS)

Thomas, J.; Jilek, K.; Brabec, M.

2010-01-01

The Jacobi-Porstendoerfer (J-P) room model describes the behaviour of radon progeny in the atmosphere of a room. It distinguishes between free and attached radon progeny in air. It has been successfully used without substantial changes for nearly 40 years. There have been several attempts to invert the model approximately to determine the parameters describing the physical processes. Here, an exact solution is aimed at as an algebraic inversion of the system of six linear equations for the five unknown physical parameters k, X, R, q f , q a of the room model. Two strong linear dependencies in this system, unfortunately do not allow to obtain a general solution (especially not for the ventilation coefficient k), but only a parameterized one or for reduced sets of unknown parameters. More, the impossibility to eliminate one of the two linear dependencies and the departures of the measured concentrations forces to solve a set of allowed combinations of equations of the algebraic system and to accept its mean values (therefore with variances) as a result of the algebraic inversion. These results are in agreement with results of the least squares method as well as of a sophisticated modern statistical approach. The algebraic approach provides, of course, a lot of analytical relations to study the mutual dependencies between the model parameters and the measurable quantities. (authors)

Quantum communication through a spin chain with interaction determined by a Jacobi matrix

International Nuclear Information System (INIS)

Chakrabarti, R; Van der Jeugt, J

2010-01-01

We obtain the time-dependent correlation function describing the evolution of a single spin excitation state in a linear spin chain with isotropic nearest-neighbour XY coupling, where the Hamiltonian is related to the Jacobi matrix of a set of orthogonal polynomials. For the Krawtchouk polynomial case, an arbitrary element of the correlation function is expressed in a simple closed form. Its asymptotic limit corresponds to the Jacobi matrix of the Charlier polynomial, and may be understood as a unitary evolution resulting from a Heisenberg group element. Correlation functions for Hamiltonians corresponding to Jacobi matrices for the Hahn, dual Hahn and Racah polynomials are also studied. For the Hahn polynomials we obtain the general correlation function, some of its special cases and the limit related to the Meixner polynomials, where the su(1, 1) algebra describes the underlying symmetry. For the cases of dual Hahn and Racah polynomials, the general expressions of the correlation functions contain summations which are not of hypergeometric type. Simplifications, however, occur in special cases.

Estimation and Control of Networked Distributed Parameter Systems: Application to Traffic Flow

KAUST Repository

Canepa, Edward

2016-11-01

The management of large-scale transportation infrastructure is becoming a very complex task for the urban areas of this century which are covering bigger geographic spaces and facing the inclusion of connected and self-controlled vehicles. This new system paradigm can leverage many forms of sensing and interaction, including a high-scale mobile sensing approach. To obtain a high penetration sensing system on urban areas more practical and scalable platforms are needed, combined with estimation algorithms suitable to the computational capabilities of these platforms. The purpose of this work was to develop a transportation framework that is able to handle different kinds of sensing data (e.g., connected vehicles, loop detectors) and optimize the traffic state on a defined traffic network. The framework estimates the traffic on road networks modeled by a family of Lighthill-Whitham-Richards equations. Based on an equivalent formulation of the problem using a Hamilton-Jacobi equation and using a semi-analytic formula, I will show that the model constraints resulting from the Hamilton-Jacobi equation are linear, albeit with unknown integer variables. This general framework solve exactly a variety of problems arising in transportation networks: traffic estimation, traffic control (including robust control), cybersecurity and sensor fault detection, or privacy analysis of users in probe-based traffic monitoring systems. This framework is very flexible, fast, and yields exact results. The recent advances in sensors (GPS, inertial measurement units) and microprocessors enable the development low-cost dedicated devices for traffic sensing in cities, 5 which are highly scalable, providing a feasible solution to cover large urban areas. However, one of the main problems to address is the privacy of the users of the transportation system, the framework presented here is a viable option to guarantee the privacy of the users by design.

Evolutionary Games with Randomly Changing Payoff Matrices

Science.gov (United States)

Yakushkina, Tatiana; Saakian, David B.; Bratus, Alexander; Hu, Chin-Kun

2015-06-01

Evolutionary games are used in various fields stretching from economics to biology. In most of these games a constant payoff matrix is assumed, although some works also consider dynamic payoff matrices. In this article we assume a possibility of switching the system between two regimes with different sets of payoff matrices. Potentially such a model can qualitatively describe the development of bacterial or cancer cells with a mutator gene present. A finite population evolutionary game is studied. The model describes the simplest version of annealed disorder in the payoff matrix and is exactly solvable at the large population limit. We analyze the dynamics of the model, and derive the equations for both the maximum and the variance of the distribution using the Hamilton-Jacobi equation formalism.

Schaum's outline of theory and problems of Lagrangian dynamics with a treatment of Euler's equations of motion, Hamilton's equations and Hamilton's principle

CERN Document Server

Wells, Dare A

1967-01-01

The book clearly and concisely explains the basic principles of Lagrangian dynamicsand provides training in the actual physical and mathematical techniques of applying Lagrange's equations, laying the foundation for a later study of topics that bridge the gap between classical and quantum physics, engineering, chemistry and applied mathematics, and for practicing scientists and engineers.

Systems of Inhomogeneous Linear Equations

Science.gov (United States)

Scherer, Philipp O. J.

Many problems in physics and especially computational physics involve systems of linear equations which arise e.g. from linearization of a general nonlinear problem or from discretization of differential equations. If the dimension of the system is not too large standard methods like Gaussian elimination or QR decomposition are sufficient. Systems with a tridiagonal matrix are important for cubic spline interpolation and numerical second derivatives. They can be solved very efficiently with a specialized Gaussian elimination method. Practical applications often involve very large dimensions and require iterative methods. Convergence of Jacobi and Gauss-Seidel methods is slow and can be improved by relaxation or over-relaxation. An alternative for large systems is the method of conjugate gradients.

Variational energy principle for compressible, baroclinic flow. 2: Free-energy form of Hamilton's principle

Science.gov (United States)

Schmid, L. A.

1977-01-01

The first and second variations are calculated for the irreducible form of Hamilton's Principle that involves the minimum number of dependent variables necessary to describe the kinetmatics and thermodynamics of inviscid, compressible, baroclinic flow in a specified gravitational field. The form of the second variation shows that, in the neighborhood of a stationary point that corresponds to physically stable flow, the action integral is a complex saddle surface in parameter space. There exists a form of Hamilton's Principle for which a direct solution of a flow problem is possible. This second form is related to the first by a Friedrichs transformation of the thermodynamic variables. This introduces an extra dependent variable, but the first and second variations are shown to have direct physical significance, namely they are equal to the free energy of fluctuations about the equilibrium flow that satisfies the equations of motion. If this equilibrium flow is physically stable, and if a very weak second order integral constraint on the correlation between the fluctuations of otherwise independent variables is satisfied, then the second variation of the action integral for this free energy form of Hamilton's Principle is positive-definite, so the action integral is a minimum, and can serve as the basis for a direct trail and error solution. The second order integral constraint states that the unavailable energy must be maximum at equilibrium, i.e. the fluctuations must be so correlated as to produce a second order decrease in the total unavailable energy.

On the relation between the Einstein field equations and the Jacobi–Ricci–Bianchi system

International Nuclear Information System (INIS)

Van den Bergh, N

2013-01-01

The 1 + 3 covariant equations, embedded in an extended tetrad formalism and describing a spacetime with an arbitrary energy–momentum distribution, are reconsidered. It is shown that, provided the 1 + 3 splitting is performed with respect to a generic time-like congruence with a tangent vector u, the Einstein field equations can be regarded as the integrability conditions for the Jacobi and Bianchi equations together with the Ricci equations for u. The same conclusion holds for a generic null congruence in the Newman–Penrose framework. (paper)

A Hamilton-like vector for the special-relativistic Coulomb problem

International Nuclear Information System (INIS)

Munoz, Gerardo; Pavic, Ivana

2006-01-01

A relativistic point charge moving in a Coulomb potential does not admit a conserved Hamilton vector. Despite this fact, a Hamilton-like vector may be developed that proves useful in the derivation and analysis of the particle's orbit

Abundant families of new traveling wave solutions for the coupled Drinfel'd-Sokolov-Wilson equation

International Nuclear Information System (INIS)

Yao Yuqin

2005-01-01

The generalized Jacobi elliptic function method is further improved by introducing an elliptic function φ(ξ) as a new independent variable and it is easy to calculate the over-determined equations. Abundant new traveling wave solutions of the coupled Drinfel'd-Sokolov-Wilson equation are obtained. The solutions obtained include the kink-shaped solutions, bell-shaped solutions, singular solutions and periodic solutions

Complex nonlinear Lagrangian for the Hasegawa-Mima equation

International Nuclear Information System (INIS)

Dewar, R.L.; Abdullatif, R.F.; Sangeetha, G.G.

2005-01-01

The Hasegawa-Mima equation is the simplest nonlinear single-field model equation that captures the essence of drift wave dynamics. Like the Schroedinger equation it is first order in time. However its coefficients are real, so if the potential φ is initially real it remains real. However, by embedding φ in the space of complex functions a simple Lagrangian is found from which the Hasegawa-Mima equation may be derived from Hamilton's Principle. This Lagrangian is used to derive an action conservation equation which agrees with that of Biskamp and Horton. (author)

Proof of the 1-factorization and Hamilton decomposition conjectures

CERN Document Server

Csaba, Béla; Lo, Allan; Osthus, Deryk; Treglown, Andrew

2016-01-01

In this paper the authors prove the following results (via a unified approach) for all sufficiently large n: (i) [1-factorization conjecture] Suppose that n is even and D\\geq 2\\lceil n/4\\rceil -1. Then every D-regular graph G on n vertices has a decomposition into perfect matchings. Equivalently, \\chi'(G)=D. (ii) [Hamilton decomposition conjecture] Suppose that D \\ge \\lfloor n/2 \\rfloor . Then every D-regular graph G on n vertices has a decomposition into Hamilton cycles and at most one perfect matching. (iii) [Optimal packings of Hamilton cycles] Suppose that G is a graph on n vertices with minimum degree \\delta\\ge n/2. Then G contains at least {\\rm reg}_{\\rm even}(n,\\delta)/2 \\ge (n-2)/8 edge-disjoint Hamilton cycles. Here {\\rm reg}_{\\rm even}(n,\\delta) denotes the degree of the largest even-regular spanning subgraph one can guarantee in a graph on n vertices with minimum degree \\delta. (i) was first explicitly stated by Chetwynd and Hilton. (ii) and the special case \\delta= \\lceil n/2 \\rceil of (iii) answe...

Integral equations for four identical particles in angular momentum representation

International Nuclear Information System (INIS)

Kharchenko, V.F.; Shadchin, S.A.

1975-01-01

In integral equations of motion for a system of four identical spinless particles with central pair interactions, transition is realized from the representation of relative Jacobi momenta to the representation of their moduli and relative angular moments. As a result, the variables associated with the rotation of the system as a whole are separated in the equations. The integral equations of motion for four particles are reduced to the form of an infinite system of three-demensional integral equations. The four-particle kinematic factors contained in integral kernels are expressed in terms of three-particle type kinematic factors. In the case of separable two-particle interaction, the equations of motion for four particles have the form of an infinite system of two-dimensional integral equations

Numerical analysis for trajectory controllability of a coupled multi-order fractional delay differential system via the shifted Jacobi method

Science.gov (United States)

Priya, B. Ganesh; Muthukumar, P.

2018-02-01

This paper deals with the trajectory controllability for a class of multi-order fractional linear systems subject to a constant delay in state vector. The solution for the coupled fractional delay differential equation is established by the Mittag-Leffler function. The necessary and sufficient condition for the trajectory controllability is formulated and proved by the generalized Gronwall's inequality. The approximate trajectory for the proposed system is obtained through the shifted Jacobi operational matrix method. The numerical simulation of the approximate solution shows the theoretical results. Finally, some remarks and comments on the existing results of constrained controllability for the fractional dynamical system are also presented.

The Fokker-Planck equation for ray dispersion in gyrotropic stratified media

NARCIS (Netherlands)

Golynski, S.M.

1984-01-01

The Hamilton equations of geometrical optics determine the rays of the relevant wave field in the short wavelength. We give a systematic derivation of the Fokker-Planck equation for the joint probability density of the position and unit direction vector of rays propagating in a gyrotropic stratified

New binary travelling-wave periodic solutions for the modified KdV equation

International Nuclear Information System (INIS)

Yan Zhenya

2008-01-01

In this Letter, the modified Korteweg-de Vries (mKdV) equations with the focusing (+) and defocusing (-) branches are investigated, respectively. Many new types of binary travelling-wave periodic solutions are obtained for the mKdV equation in terms of Jacobi elliptic functions such as sn(ξ,m)cn(ξ,m)dn(ξ,m) and their extensions. Moreover, we analyze asymptotic properties of some solutions. In addition, with the aid of the Miura transformation, we also give the corresponding binary travelling-wave periodic solutions of KdV equation

The Neumann Type Systems and Algebro-Geometric Solutions of a System of Coupled Integrable Equations

International Nuclear Information System (INIS)

Chen Jinbing; Qiao Zhijun

2011-01-01

A system of (1+1)-dimensional coupled integrable equations is decomposed into a pair of new Neumann type systems that separate the spatial and temporal variables for this system over a symplectic submanifold. Then, the Neumann type flows associated with the coupled integrable equations are integrated on the complex tour of a Riemann surface. Finally, the algebro-geometric solutions expressed by Riemann theta functions of the system of coupled integrable equations are obtained by means of the Jacobi inversion.

Mean-field games with logistic population dynamics

KAUST Repository

Gomes, Diogo A.; De Lima Ribeiro, Ricardo

2013-01-01

In its standard form, a mean-field game can be defined by coupled system of equations, a Hamilton-Jacobi equation for the value function of agents and a Fokker-Planck equation for the density of agents. Traditionally, the latter equation is adjoint to the linearization of the former. Since the Fokker-Planck equation models a population dynamic, we introduce natural features such as seeding and birth, and nonlinear death rates. In this paper we analyze a stationary meanfield game in one dimension, illustrating various techniques to obtain regularity of solutions in this class of systems. In particular we consider a logistic-type model for birth and death of the agents which is natural in problems where crowding affects the death rate of the agents. The introduction of these new terms requires a number of new ideas to obtain wellposedness. In a forthcoming publication we will address higher dimensional models. ©2013 IEEE.

Mean-field games with logistic population dynamics

KAUST Repository

Gomes, Diogo A.

2013-12-01

In its standard form, a mean-field game can be defined by coupled system of equations, a Hamilton-Jacobi equation for the value function of agents and a Fokker-Planck equation for the density of agents. Traditionally, the latter equation is adjoint to the linearization of the former. Since the Fokker-Planck equation models a population dynamic, we introduce natural features such as seeding and birth, and nonlinear death rates. In this paper we analyze a stationary meanfield game in one dimension, illustrating various techniques to obtain regularity of solutions in this class of systems. In particular we consider a logistic-type model for birth and death of the agents which is natural in problems where crowding affects the death rate of the agents. The introduction of these new terms requires a number of new ideas to obtain wellposedness. In a forthcoming publication we will address higher dimensional models. ©2013 IEEE.

Motion of charged particle in Reissner-Nordstroem spacetime. A Jacobi-metric approach

Energy Technology Data Exchange (ETDEWEB)

Das, Praloy; Sk, Ripon; Ghosh, Subir [Indian Statistical Institute, Physics and Applied Mathematics Unit, Kolkata (India)

2017-11-15

The present work discusses motion of neutral and charged particles in Reissner-Nordstroem spacetime. The constant energy paths are derived in a variational principle framework using the Jacobi metric which is parameterized by conserved particle energy. Of particular interest is the case of particle charge and Reissner-Nordstroem black hole charge being of same sign, since this leads to a clash of opposing forces - gravitational (attractive) and Coulomb (repulsive). Our paper aims to complement the recent work of Pugliese et al. (Eur Phys J C 77:206. arXiv:1304.2940, 2017; Phys Rev D 88:024042. arXiv:1303.6250, 2013). The energy dependent Gaussian curvature (induced by the Jacobi metric) plays an important role in classifying the trajectories. (orig.)

On some aspects of the geometry of differential equations in physics

OpenAIRE

Gràcia, Xavier; Muñoz-Lecanda, Miguel C.; Román-Roy, Narciso

2004-01-01

In this review paper, we consider three kinds of systems of differential equations, which are relevant in physics, control theory and other applications in engineering and applied mathematics; namely: Hamilton equations, singular differential equations, and partial differential equations in field theories. The geometric structures underlying these systems are presented and commented. The main results concerning these structures are stated and discussed, as well as their influence on the study...

Discrete coupled derivative nonlinear Schroedinger equations and their quasi-periodic solutions

International Nuclear Information System (INIS)

Geng Xianguo; Su Ting

2007-01-01

A hierarchy of nonlinear differential-difference equations associated with a discrete isospectral problem is proposed, in which a typical differential-difference equation is a discrete coupled derivative nonlinear Schroedinger equation. With the help of the nonlinearization of the Lax pairs, the hierarchy of nonlinear differential-difference equations is decomposed into a new integrable symplectic map and a class of finite-dimensional integrable Hamiltonian systems. Based on the theory of algebraic curve, the Abel-Jacobi coordinates are introduced to straighten out the corresponding flows, from which quasi-periodic solutions for these differential-difference equations are obtained resorting to the Riemann-theta functions. Moreover, a (2+1)-dimensional discrete coupled derivative nonlinear Schroedinger equation is proposed and its quasi-periodic solutions are derived

Fourier analysis of parallel inexact Block-Jacobi splitting with transport synthetic acceleration in slab geometry

International Nuclear Information System (INIS)

Rosa, M.; Warsa, J. S.; Chang, J. H.

2006-01-01

A Fourier analysis is conducted for the discrete-ordinates (SN) approximation of the neutron transport problem solved with Richardson iteration (Source Iteration) and Richardson iteration preconditioned with Transport Synthetic Acceleration (TSA), using the Parallel Block-Jacobi (PBJ) algorithm. Both 'traditional' TSA (TTSA) and a 'modified' TSA (MTSA), in which only the scattering in the low order equations is reduced by some non-negative factor β and < 1, are considered. The results for the un-accelerated algorithm show that convergence of the PBJ algorithm can degrade. The PBJ algorithm with TTSA can be effective provided the β parameter is properly tuned for a given scattering ratio c, but is potentially unstable. Compared to TTSA, MTSA is less sensitive to the choice of β, more effective for the same computational effort (c'), and it is unconditionally stable. (authors)

Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

KAUST Repository

Ferreira, Rita

2018-04-19

In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of solutions of MFGs that satisfy those conditions. To construct these solutions, we introduce a monotone regularized problem. Applying Schaefer\\'s fixed-point theorem and using the monotonicity of the MFG, we verify that there exists a unique weak solution to the regularized problem. Finally, we take the limit of the solutions of the regularized problem and using Minty\\'s method, we show the existence of weak solutions to the original MFG.

The effect of the Gauss-Bonnet term on Hawking radiation from arbitrary dimensional black brane

International Nuclear Information System (INIS)

Kuang, Xiao-Mei; Saavedra, Joel; Oevguen, Ali

2017-01-01

We investigate the probabilities of the tunneling and the radiation spectra of massive spin-1 particles from arbitrary dimensional Gauss-Bonnet-Axions (GBA) Anti-de Sitter (AdS) black branes, via using the WKB approximation to the Proca spin-1 field equation. The tunneling probabilities and Hawking temperature of the arbitrary dimensional GBA AdS black brane is calculated via the Hamilton-Jacobi approach. We also compute the Hawking temperature via the Parikh-Wilczek tunneling approach. The results obtained from the two methods are consistent. In our setup, the Gauss-Bonnet (GB) coupling affects the Hawking temperature if and only if the momentum of the axion fields is non-vanishing. (orig.)

Worst-Case Investment and Reinsurance Optimization for an Insurer under Model Uncertainty

Directory of Open Access Journals (Sweden)

Xiangbo Meng

2016-01-01

Full Text Available In this paper, we study optimal investment-reinsurance strategies for an insurer who faces model uncertainty. The insurer is allowed to acquire new business and invest into a financial market which consists of one risk-free asset and one risky asset whose price process is modeled by a Geometric Brownian motion. Minimizing the expected quadratic distance of the terminal wealth to a given benchmark under the “worst-case” scenario, we obtain the closed-form expressions of optimal strategies and the corresponding value function by solving the Hamilton-Jacobi-Bellman (HJB equation. Numerical examples are presented to show the impact of model parameters on the optimal strategies.

Value function in economic growth model

Science.gov (United States)

Bagno, Alexander; Tarasyev, Alexandr A.; Tarasyev, Alexander M.

2017-11-01

Properties of the value function are examined in an infinite horizon optimal control problem with an unlimited integrand index appearing in the quality functional with a discount factor. Optimal control problems of such type describe solutions in models of economic growth. Necessary and sufficient conditions are derived to ensure that the value function satisfies the infinitesimal stability properties. It is proved that value function coincides with the minimax solution of the Hamilton-Jacobi equation. Description of the growth asymptotic behavior for the value function is provided for the logarithmic, power and exponential quality functionals and an example is given to illustrate construction of the value function in economic growth models.

Dividend Maximization when Cash Reserves Follow a Jump-diffusion Process

Institute of Scientific and Technical Information of China (English)

LI LI-LI; FENG JIN-GHAI; SONG LI-XIN

2009-01-01

This paper deals with the dividend optimization problem for an insur-ance company, whose surplus follows a jump-diffusion process. The objective of the company is to maximize the expected total discounted dividends paid out until the time of ruin. Under concavity assumption on the optimal value function, the paper states some general properties and, in particular, smoothness results on the optimal value function, whose analysis mainly relies on viscosity solutions of the associated Hamilton-Jacobi-Bellman (HJB) equations. Based on these properties, the explicit expression of the optimal value function is obtained. And some numerical calculations are presented as the application of the results.

Structure of the generalized momentum of a test charged particle and the inverse problem in general relativity theory

International Nuclear Information System (INIS)

Zakharov, A.V.; Singatullin, R.S.

1981-01-01

The inverse problem is solved in general relativity theory (GRT) consisting in determining the metric and potentials of an electromagnetic field by their values in the nonsingular point of the V 4 space and present functions, being the generalized momenta of a test charged particle. The Hamilton-Jacobi equation for a test charged particle in GRT is used. The general form of the generalized momentum dependence on the initial values is determined. It is noted that the inverse problem solution of dynamics in GRT contains arbitrariness which depends on the choice of the metric and potential values of the electromagnetic field in the nonsingular point [ru

Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

Science.gov (United States)

Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.

2014-01-01

In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.

The effect of the Gauss-Bonnet term on Hawking radiation from arbitrary dimensional black brane

Energy Technology Data Exchange (ETDEWEB)

Kuang, Xiao-Mei [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso, Valparaiso (Chile); Yangzhou University, Center for Gravitation and Cosmology, College of Physical Science and Technology, Yangzhou (China); Saavedra, Joel [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso, Valparaiso (Chile); Oevguen, Ali [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso, Valparaiso (Chile); Eastern Mediterranean University, Physics Department, Famagusta, Northern Cyprus (Country Unknown)

2017-09-15

We investigate the probabilities of the tunneling and the radiation spectra of massive spin-1 particles from arbitrary dimensional Gauss-Bonnet-Axions (GBA) Anti-de Sitter (AdS) black branes, via using the WKB approximation to the Proca spin-1 field equation. The tunneling probabilities and Hawking temperature of the arbitrary dimensional GBA AdS black brane is calculated via the Hamilton-Jacobi approach. We also compute the Hawking temperature via the Parikh-Wilczek tunneling approach. The results obtained from the two methods are consistent. In our setup, the Gauss-Bonnet (GB) coupling affects the Hawking temperature if and only if the momentum of the axion fields is non-vanishing. (orig.)

Jacobi algebra and potentials generated by it

International Nuclear Information System (INIS)

Lutsenko, I.M.

1993-01-01

It is shown that the Jacobi algebra QJ(3) generates potentials that admit exact solution in relativistic and nonrelativistic quantum mechanics. Being a spectrum-generating dynamic symmetry algebra and possessing the ladder property, QJ(3) makes it possible to find the wave functions in the coordinate representation. The exactly solvable potentials specified in explicit form are regarded as a special case of a larger class of exactly solvable potentials specified implicitly. The connection between classical and quantum problems possessing exact solutions is obtained by means of QJ(3). 13 refs

The role of the Jacobi last multiplier and isochronous systems

Indian Academy of Sciences (India)

The authors wish to thank Sergej Flach and Basil Grammaticos for their valuable constructive remarks. AGC wishes to acknowledge the support provided by the S.N. Bose National Centre for Basic Sciences, Kolkata in the form of an Associateship. References. [1] C G J Jacobi, Sul principio dell'ultimo moltiplicatore, e suo ...

Fermion tunneling from higher-dimensional black holes

International Nuclear Information System (INIS)

Lin Kai; Yang Shuzheng

2009-01-01

Via the semiclassical approximation method, we study the 1/2-spin fermion tunneling from a higher-dimensional black hole. In our work, the Dirac equations are transformed into a simple form, and then we simplify the fermion tunneling research to the study of the Hamilton-Jacobi equation in curved space-time. Finally, we get the fermion tunneling rates and the Hawking temperatures at the event horizon of higher-dimensional black holes. We study fermion tunneling of a higher-dimensional Schwarzschild black hole and a higher-dimensional spherically symmetric quintessence black hole. In fact, this method is also applicable to the study of fermion tunneling from four-dimensional or lower-dimensional black holes, and we will take the rainbow-Finsler black hole as an example in order to make the fact explicit.

Displacement Convexity for First-Order Mean-Field Games

KAUST Repository

Seneci, Tommaso

2018-05-01

In this thesis, we consider the planning problem for first-order mean-field games (MFG). These games degenerate into optimal transport when there is no coupling between players. Our aim is to extend the concept of displacement convexity from optimal transport to MFGs. This extension gives new estimates for solutions of MFGs. First, we introduce the Monge-Kantorovich problem and examine related results on rearrangement maps. Next, we present the concept of displacement convexity. Then, we derive first-order MFGs, which are given by a system of a Hamilton-Jacobi equation coupled with a transport equation. Finally, we identify a large class of functions, that depend on solutions of MFGs, which are convex in time. Among these, we find several norms. This convexity gives bounds for the density of solutions of the planning problem.

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

Science.gov (United States)

Yan, Wei

2012-01-01

An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

Quasicanonical structure of optimal control in constrained discrete systems

Science.gov (United States)

Sieniutycz, S.

2003-06-01

This paper considers discrete processes governed by difference rather than differential equations for the state transformation. The basic question asked is if and when Hamiltonian canonical structures are possible in optimal discrete systems. Considering constrained discrete control, general optimization algorithms are derived that constitute suitable theoretical and computational tools when evaluating extremum properties of constrained physical models. The mathematical basis of the general theory is the Bellman method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage criterion which allows a variation of the terminal state that is otherwise fixed in the Bellman's method. Two relatively unknown, powerful optimization algorithms are obtained: an unconventional discrete formalism of optimization based on a Hamiltonian for multistage systems with unconstrained intervals of holdup time, and the time interval constrained extension of the formalism. These results are general; namely, one arrives at: the discrete canonical Hamilton equations, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory along with all basic results of variational calculus. Vast spectrum of applications of the theory is briefly discussed.

78 FR 73750 - Proposed Amendment of Class E Airspace; Hamilton, OH

Science.gov (United States)

2013-12-09

...: Federal Aviation Administration (FAA), DOT. ACTION: Notice of proposed rulemaking (NPRM). SUMMARY: This action proposes to amend Class E airspace at Hamilton, OH. Decommissioning of the Hamilton nondirectional... the views and suggestions presented are particularly helpful in developing reasoned regulatory...

A comparative application of Jacobi and Gauss Seidel's numerical ...

African Journals Online (AJOL)

In PageRank calculation the Jacobi matrix is given by d T (damping factor times transition matrix), a sparse matrix. The solution of the iteration is x, if the limit exists. The convergence is guaranteed, if the absolute value of the largest eigen value of ƒv1ƒ{ Mƒw is less than one. In case of PageRank calculation this is fulfilled for ...

Jacobi continued fraction and Hankel determinants of the Thue ...

African Journals Online (AJOL)

... a formal power series ϕ(x) is being discovered, having the property that the Hankel transforms of ϕ(x) and of ϕ(x2) are identical. Mathematics Subject Classification (2010): 05A15, 05A19, 11A55, 11B37, 11B50, 11B85, 11C20, 15A15. Keywords: Hankel determinant, Hankel transform, binomial transform, Jacobi continued ...

A Study for Obtaining New and More General Solutions of Special-Type Nonlinear Equation

International Nuclear Information System (INIS)

Zhao Hong

2007-01-01

The generalized algebraic method with symbolic computation is extended to some special-type nonlinear equations for constructing a series of new and more general travelling wave solutions in terms of special functions. Such equations cannot be directly dealt with by the method and require some kinds of pre-processing techniques. It is shown that soliton solutions and triangular periodic solutions can be established as the limits of the Jacobi doubly periodic wave solutions.

QCD analysis of structure functions in terms of Jacobi polynomials

International Nuclear Information System (INIS)

Krivokhizhin, V.G.; Kurlovich, S.P.; Savin, I.A.; Sidorov, A.V.; Skachkov, N.B.; Sanadze, V.V.

1987-01-01

A new method of QCD-analysis of singlet and nonsinglet structure functions based on their expansion in orthogonal Jacobi polynomials is proposed. An accuracy of the method is studied and its application is demonstrated using the structure function F 2 (x,Q 2 ) obtained by the EMC Collaboration from measurements with an iron target. (orig.)

A generalization of Hamilton's rule--love others how much?

Science.gov (United States)

Alger, Ingela; Weibull, Jörgen W

2012-04-21

According to Hamilton's (1964a, b) rule, a costly action will be undertaken if its fitness cost to the actor falls short of the discounted benefit to the recipient, where the discount factor is Wright's index of relatedness between the two. We propose a generalization of this rule, and show that if evolution operates at the level of behavior rules, rather than directly at the level of actions, evolution will select behavior rules that induce a degree of cooperation that may differ from that predicted by Hamilton's rule as applied to actions. In social dilemmas there will be less (more) cooperation than under Hamilton's rule if the actions are strategic substitutes (complements). Our approach is based on natural selection, defined in terms of personal (direct) fitness, and applies to a wide range of pairwise interactions. Copyright © 2011 Elsevier Ltd. All rights reserved.

Charged particle in higher dimensional weakly charged rotating black hole spacetime

International Nuclear Information System (INIS)

Frolov, Valeri P.; Krtous, Pavel

2011-01-01

We study charged particle motion in weakly charged higher dimensional black holes. To describe the electromagnetic field we use a test field approximation and the higher dimensional Kerr-NUT-(A)dS metric as a background geometry. It is shown that for a special configuration of the electromagnetic field, the equations of motion of charged particles are completely integrable. The vector potential of such a field is proportional to one of the Killing vectors (called a primary Killing vector) from the 'Killing tower' of symmetry generating objects which exists in the background geometry. A free constant in the definition of the adopted electromagnetic potential is proportional to the electric charge of the higher dimensional black hole. The full set of independent conserved quantities in involution is found. We demonstrate that Hamilton-Jacobi equations are separable, as is the corresponding Klein-Gordon equation and its symmetry operators.

A one-dimensional analysis of real and complex turbulence and the Maxwell set for the stochastic Burgers equation

International Nuclear Information System (INIS)

Neate, A D; Truman, A

2005-01-01

The inviscid limit of the Burgers equation, with body forces white noise in time, is discussed in terms of the level surfaces of the minimizing Hamilton-Jacobi function and the classical mechanical caustic and their algebraic pre-images under the classical mechanical flow map. The problem is analysed in terms of a reduced (one-dimensional) action function using a circle of ideas due to Arnol'd, Cayley and Klein. We characterize those parts of the caustic which are singular, and give an explicit expression for the cusp density on caustics and level surfaces. By considering the double points of level surfaces we find an explicit formula for the Maxwell set in the two-dimensional polynomial case, and we extend this to higher dimensions using a double discriminant of the reduced action, solving a long-standing problem for Hamiltonian dynamical systems. When the pre-level surface touches the pre-caustic, the geometry (number of cusps) on the level surface changes infinitely rapidly causing 'real turbulence'. Using an idea of Klein, it is shown that the geometry (number of swallowtails) on the caustic also changes infinitely rapidly when the real part of the pre-caustic touches its complex counterpart, causing 'complex turbulence'. These are both inherently stochastic in nature, and we determine their intermittence in terms of the recurrent behaviour of two processes

The General Analytic Solution of a Functional Equation of Addition Type

OpenAIRE

Braden, H. W.; Buchstaber, V. M.

1995-01-01

The general analytic solution to the functional equation $$ \\phi_1(x+y)= { { \\biggl|\\matrix{\\phi_2(x)&\\phi_2(y)\\cr\\phi_3(x)&\\phi_3(y)\\cr}\\biggr|} \\over { \\biggl|\\matrix{\\phi_4(x)&\\phi_4(y)\\cr\\phi_5(x)&\\phi_5(y)\\cr}\\biggr|} } $$ is characterised. Up to the action of the symmetry group, this is described in terms of Weierstrass elliptic functions. We illustrate our theory by applying it to the classical addition theorems of the Jacobi elliptic functions and the functional equations $$ \\phi_1(x+...

Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games

Science.gov (United States)

2016-05-01

0.5 × 10−8. Our algorithm is implemented in C++ on an 1.7 GHz Intel Core i7-4650U CPU. Linear algebra packages BLAS [40] and LAPACK [41] are used to...subproblems. Our approach is expected to have wide applications in continuous dynamic games, control theory problems, and elsewhere. Mathematics...differential dynamic games, control theory problems, and dynamical systems coming from the physical world, e.g. [11]. An important application is to

Improvement of transport-corrected scattering stability and performance using a Jacobi inscatter algorithm for 2D-MOC

International Nuclear Information System (INIS)

Stimpson, Shane; Collins, Benjamin; Kochunas, Brendan

2017-01-01

The MPACT code, being developed collaboratively by the University of Michigan and Oak Ridge National Laboratory, is the primary deterministic neutron transport solver being deployed within the Virtual Environment for Reactor Applications (VERA) as part of the Consortium for Advanced Simulation of Light Water Reactors (CASL). In many applications of the MPACT code, transport-corrected scattering has proven to be an obstacle in terms of stability, and considerable effort has been made to try to resolve the convergence issues that arise from it. Most of the convergence problems seem related to the transport-corrected cross sections, particularly when used in the 2D method of characteristics (MOC) solver, which is the focus of this work. Here in this paper, the stability and performance of the 2-D MOC solver in MPACT is evaluated for two iteration schemes: Gauss-Seidel and Jacobi. With the Gauss-Seidel approach, as the MOC solver loops over groups, it uses the flux solution from the previous group to construct the inscatter source for the next group. Alternatively, the Jacobi approach uses only the fluxes from the previous outer iteration to determine the inscatter source for each group. Consequently for the Jacobi iteration, the loop over groups can be moved from the outermost loop-as is the case with the Gauss-Seidel sweeper-to the innermost loop, allowing for a substantial increase in efficiency by minimizing the overhead of retrieving segment, region, and surface index information from the ray tracing data. Several test problems are assessed: (1) Babcock & Wilcox 1810 Core I, (2) Dimple S01A-Sq, (3) VERA Progression Problem 5a, and (4) VERA Problem 2a. The Jacobi iteration exhibits better stability than Gauss-Seidel, allowing for converged solutions to be obtained over a much wider range of iteration control parameters. Additionally, the MOC solve time with the Jacobi approach is roughly 2.0-2.5× faster per sweep. While the performance and stability of the Jacobi

El distribuidor de trafico de Hamilton-Inglaterra

Directory of Open Access Journals (Sweden)

Babtie Shaw and Morton, Ingenieros Consultores

1969-06-01

Full Text Available The first part of this article describes the initial stages in the construction of the complex traffic interchange at Hamilton, and gives details of all the special aspects which it involves. The second part deals with two of the three bridges at the Maryville interchange, and a detailed description is given of the most important features of these structures.La primera parte de este artículo muestra el trabajo de la primera etapa del complejo del distribuidor de tráfico de Hamilton, dándonos cuenta de las obras que engloba. La segunda parte trata de dos de los tres puentes que hay en el empalme de Maryville, describiéndolos y mostrando sus partes más importantes.

Rational extension and Jacobi-type Xm solutions of a quantum nonlinear oscillator

International Nuclear Information System (INIS)

Schulze-Halberg, Axel; Roy, Barnana

2013-01-01

We construct a rational extension of a recently studied nonlinear quantum oscillator model. Our extended model is shown to retain exact solvability, admitting a discrete spectrum and corresponding closed-form solutions that are expressed through Jacobi-type X m exceptional orthogonal polynomials

Symbolic test of the Jacobi identity for given generalized ’Poisson’ bracket

NARCIS (Netherlands)

Kröger, M.; Hütter, M.; Öttinger, H.C.

2001-01-01

We have developed and provide an algorithm which allows to test the Jacobi identity for a given generalized ‘Poisson’ bracket. Novel frameworks for nonequilibrium thermodynamics have been established, which require that the reversible part of motion of thermodynamically admissible models is

A first-order spectral phase transition in a class of periodically modulated Hermitian Jacobi matrices

Directory of Open Access Journals (Sweden)

Irina Pchelintseva

2008-01-01

Full Text Available We consider self-adjoint unbounded Jacobi matrices with diagonal \\(q_n = b_{n}n\\ and off-diagonal entries \\(\\lambda_n = n\\, where \\(b_{n}\\ is a \\(2\\-periodical sequence of real numbers. The parameter space is decomposed into several separate regions, where the spectrum of the operator is either purely absolutely continuous or discrete. We study the situation where the spectral phase transition occurs, namely the case of \\(b_{1}b_{2} = 4\\. The main motive of the paper is the investigation of asymptotics of generalized eigenvectors of the Jacobi matrix. The pure point part of the spectrum is analyzed in detail.

Parallel Jacobi EVD Methods on Integrated Circuits

Directory of Open Access Journals (Sweden)

Chi-Chia Sun

2014-01-01

Full Text Available Design strategies for parallel iterative algorithms are presented. In order to further study different tradeoff strategies in design criteria for integrated circuits, A 10 × 10 Jacobi Brent-Luk-EVD array with the simplified μ-CORDIC processor is used as an example. The experimental results show that using the μ-CORDIC processor is beneficial for the design criteria as it yields a smaller area, faster overall computation time, and less energy consumption than the regular CORDIC processor. It is worth to notice that the proposed parallel EVD method can be applied to real-time and low-power array signal processing algorithms performing beamforming or DOA estimation.

Computation of Value Functions in Nonlinear Differential Games with State Constraints

KAUST Repository

Botkin, Nikolai

2013-01-01

Finite-difference schemes for the computation of value functions of nonlinear differential games with non-terminal payoff functional and state constraints are proposed. The solution method is based on the fact that the value function is a generalized viscosity solution of the corresponding Hamilton-Jacobi-Bellman-Isaacs equation. Such a viscosity solution is defined as a function satisfying differential inequalities introduced by M. G. Crandall and P. L. Lions. The difference with the classical case is that these inequalities hold on an unknown in advance subset of the state space. The convergence rate of the numerical schemes is given. Numerical solution to a non-trivial three-dimensional example is presented. © 2013 IFIP International Federation for Information Processing.

The Role of Inflation-Indexed Bond in Optimal Management of Defined Contribution Pension Plan During the Decumulation Phase

Directory of Open Access Journals (Sweden)

Xiaoyi Zhang

2018-03-01

Full Text Available This paper investigates the optimal investment strategy for a defined contribution (DC pension plan during the decumulation phase which is risk-averse and pays close attention to inflation risk. The plan aims to maximize the expected constant relative risk aversion (CRRA utility from the terminal real wealth by investing the fund in a financial market consisting of an inflation-indexed bond, an ordinary zero coupon bond and a risk-free asset. We derive the optimal investment strategy in closed-form using the dynamic programming approach by solving the related Hamilton-Jacobi-Bellman (HJB equation. The results reveal that, with any level of the parameters, an inflation-indexed bond has significant advantage to hedge inflation risk.

Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model with Diffusion

Directory of Open Access Journals (Sweden)

Lidong Zhang

2014-01-01

Full Text Available We mainly study a general risk model and investigate the precommitted strategy and the time-consistent strategy under mean-variance criterion, respectively. A lagrange method is proposed to derive the precommitted investment strategy. Meanwhile from the game theoretical perspective, we find the time-consistent investment strategy by solving the extended Hamilton-Jacobi-Bellman equations. By comparing the precommitted strategy with the time-consistent strategy, we find that the company under the time-consistent strategy has to give up the better current utility in order to keep a consistent satisfaction over the whole time horizon. Furthermore, we theoretically and numerically provide the effect of the parameters on these two optimal strategies and the corresponding value functions.

A model of unified quantum chromodynamics and Yang-Mills gravity

International Nuclear Information System (INIS)

HSU Jongping

2012-01-01

Based on a generalized Yang-Mills framework, gravitational and strong interactions can be unified in analogy with the unification in the electroweak theory. By gauging T(4) × [SU(3)] color in flat space-time, we have a unified model of chromo-gravity with a new tensor gauge field, which couples universally to all gluons, quarks and anti-quarks. The space-time translational gauge symmetry assures that all wave equations of quarks and gluons reduce to a Hamilton-Jacobi equation with the same 'effective Riemann metric tensors’ in the geometric-optics (or classical) limit. The emergence of effective metric tensors in the classical limit is essential for the unified model to agree with experiments. The unified model suggests that all gravitational, strong and electroweak interactions appear to be dictated by gauge symmetries in the generalized Yang-Mills framework. (author)

A model of unified quantum chromodynamics and Yang-Mills gravity

Institute of Scientific and Technical Information of China (English)

HSU Jong-Ping

2012-01-01

Based on a generalized Yang-Mills framework,gravitational and strong interactions can be unified in analogy with the unification in the clectroweak theory.By gauging T(4) × [SU(3)]color in fiat space-time,we have a unified model of chromo-gravity with a new tensor gauge field,which couples universally to all gluons,quarks and anti-quarks.The space-time translational gauge symmetry assures that all wave equations of quarks and gluons reduce to a Hamilton-Jacobi equation with the same ‘effective Riemann metric tensors' in the geometric-optics (or classical) limit.The emergence of effective metric tensors in the classical limit is essential for the unified model to agree with experiments.The unified model suggests that all gravitational,strong and electroweak interactions appear to be dictated by gauge symmetries in the generalized Yang-Mills framework.

On the notion of Jacobi fields in constrained calculus of variations

Directory of Open Access Journals (Sweden)

Massa Enrico

2016-12-01

Full Text Available In variational calculus, the minimality of a given functional under arbitrary deformations with fixed end-points is established through an analysis of the so called second variation. In this paper, the argument is examined in the context of constrained variational calculus, assuming piecewise differentiable extremals, commonly referred to as extremaloids. The approach relies on the existence of a fully covariant representation of the second variation of the action functional, based on a family of local gauge transformations of the original Lagrangian and on a set of scalar attributes of the extremaloid, called the corners' strengths [16]. In dis- cussing the positivity of the second variation, a relevant role is played by the Jacobi fields, defined as infinitesimal generators of 1-parameter groups of diffeomorphisms preserving the extremaloids. Along a piecewise differentiable extremal, these fields are generally discontinuous across the corners. A thorough analysis of this point is presented. An alternative characterization of the Jacobi fields as solutions of a suitable accessory variational problem is established.

Motion of charged particle in Reissner-Nordström spacetime: a Jacobi-metric approach

Science.gov (United States)

Das, Praloy; Sk, Ripon; Ghosh, Subir

2017-11-01

The present work discusses motion of neutral and charged particles in Reissner-Nordström spacetime. The constant energy paths are derived in a variational principle framework using the Jacobi metric which is parameterized by conserved particle energy. Of particular interest is the case of particle charge and Reissner-Nordström black hole charge being of same sign, since this leads to a clash of opposing forces—gravitational (attractive) and Coulomb (repulsive). Our paper aims to complement the recent work of Pugliese et al. (Eur Phys J C 77:206. arXiv:1304.2940, 2017; Phys Rev D 88:024042. arXiv:1303.6250, 2013). The energy dependent Gaussian curvature (induced by the Jacobi metric) plays an important role in classifying the trajectories.

Algebra and Geometry of Hamilton's Quaternions

Indian Academy of Sciences (India)

2016-08-26

Aug 26, 2016 ... ... Public Lectures · Lecture Workshops · Refresher Courses · Symposia. Home; Journals; Resonance – Journal of Science Education; Volume 21; Issue 6. Algebra and Geometry of Hamilton's Quaternions: 'Well, Papa, Can You Multiply Triplets?' General Article Volume 21 Issue 6 June 2016 pp 529-544 ...

Unified Symmetry of Hamilton Systems

International Nuclear Information System (INIS)

Xu Xuejun; Qin Maochang; Mei Fengxiang

2005-01-01

The definition and the criterion of a unified symmetry for a Hamilton system are presented. The sufficient condition under which the Noether symmetry is a unified symmetry for the system is given. A new conserved quantity, as well as the Noether conserved quantity and the Hojman conserved quantity, deduced from the unified symmetry, is obtained. An example is finally given to illustrate the application of the results.

[Anna Hamilton (1864-1935), the excellence of nursing.

Science.gov (United States)

Diebolt, Évelyne

2017-12-01

A Frenchwoman, Anna Hamilton (1864-1935), daughter of a Franco-English couple, reads with passion the works of Florence Nightingale and takes an interest in nursing. In order to practice it, she first passes the equivalent of a bachelor’s degree in self-education and registers at the Marseille medical school. She wants to prepare a medical thesis on the nursing staff in the hospitals in Europe and is conducting an investigation throughout Europe. She passed her thesis on June 15, 1900 entitled “Considerations on hospital nurses”. This work is immediately published. That same year, she took up a post at the “Maison de santé protestante” in Bordeaux (MSP), founded in 1863. Without managerial staff, she is forced to recruit them abroad. She publishes a professional journal : “La Garde-Malade hospitalière” (1906-1914). Then the war turned the MSP into a military hospital, but the institution continued to receive local paying patients. She was given permission to call the school of nurses : Florence Nightingale School. Anna Hamilton is working with American women to create a medical and social service in Aisne. A graduate, Antoinette Hervey, then opened a medical-social service in Rouen, which would employ up to 30 visiting nurses. In 1916, the MSP received a donation from the domain of Bagatelle. The board of directors wants to sell it, but Anna Hamilton manages to finance a hospital-school thanks to families bereaved by the war and a subscription announced in the “Journal of Nursing”. Other establishments created by former students of the MSP opened : the School-hospital Ambroise Paré in Lille, a nursing home for nurses in Chambon-sur-Lignon in 1927 (the Edith-Seltzer foundation) and a sanatorium in Briançon. After a busy life, Anna Hamilton died of cancer in 1935 and is buried in Bordeaux.

Generalized Langevin quantization

International Nuclear Information System (INIS)

Defendi, A.; Roncadelli, M.

1994-01-01

The recently proposed Langevin formulation of quantum dynamics yields the quantum mechanical propagator at imaginary time as a noise average which involves the solutions of a Langevin equation in configuration space with a Gaussian white noise. This strategy does not require any knowledge about the ground-state quantum dynamics and has been successful in dealing with certain as yet unsolved problems. Here we sketch a generalization of this approach which is based on a similar Langevin equation, whose drift however contains an arbitrary function. As it turns out, this freedom leads to a great simplification in the treatment of several quantum mechanical systems as compared to the original Langevin formulation (this point is illustrated by taking the forced harmonic oscillator as an example). We also show that when the above-mentioned arbitrary function obeys the imaginary-time Hamilton-Jacobi equation, then the new formulation of quantum dynamics exhibits a manifest connection with classical mechanics (at imaginary time). (orig.)

Properties of diffusive systems near a saddle point: application to a quartic double well

CERN Document Server

Battezzati, M

2003-01-01

This paper aims at the analysis of diffusive properties of unidimensional mechanical systems in the environment of maxima and minima of the potential. It begins with a study of the properties of the singular solutions of the Hamilton-Jacobi-Yasue equation in the above-mentioned environment, in both strong or very small frictional forces. For the quartic symmetrical double-well potential, approximate solutions are found for local validity and the diffusion operator is then calculated in the limits of deep wells and small temperature, the regime being supposed to be aperiodic, with high or moderate values of frictional coefficient. This equation is proved to be nonunique. This operator is then reduced to second order by imposing suitable boundary conditions. Thus an appropriate eigenvalue equation is obtained to describe stationary states in the environment of extremal points of the potential energy function. The main interest of this work relies upon the fact that transition times between wells mainly depend u...

Comparing direct and iterative equation solvers in a large structural analysis software system

Science.gov (United States)

Poole, E. L.

1991-01-01

Two direct Choleski equation solvers and two iterative preconditioned conjugate gradient (PCG) equation solvers used in a large structural analysis software system are described. The two direct solvers are implementations of the Choleski method for variable-band matrix storage and sparse matrix storage. The two iterative PCG solvers include the Jacobi conjugate gradient method and an incomplete Choleski conjugate gradient method. The performance of the direct and iterative solvers is compared by solving several representative structural analysis problems. Some key factors affecting the performance of the iterative solvers relative to the direct solvers are identified.

Hamilton Utilities Corporation annual report 2002 : people, performance, productivity : the business of public service

International Nuclear Information System (INIS)

2002-01-01

A brief overview of the municipally-owned Hamilton Utilities Corporation was provided. When Ontario's electricity market opened to competition, it allowed wholesale and retail electricity marketers to operate on a competitive basis. This report describes how Hamilton Hydro, the largest subsidiary, successfully faced the challenges brought about by the open market. The strategy of growth as a multi-utility corporation progressed significantly. Major financial restructuring was completed, income level was maintained, as well as a strong balance sheet. The construction of Hamilton's first district energy system was effected by Hamilton Community Energy, another subsidiary. This project is expected to provide heat to 10 buildings in the downtown area, producing 3.5 megawatts of electricity for the City. The third subsidiary, FibreWired, applied its vast communications expertise to the health care sector. It offered Virtual Private Network (VPN) services to area hospitals and other health care providers in pharmaceutical and biotechnology. A major study was undertaken jointly with the City of Hamilton. It examined the feasibility of restructuring water and wastewater services into a municipally owned corporation under the umbrella of Hamilton Utilities Corporation. Various examples were provided throughout the report to better illustrate how corporate vision was translated into reality. tabs

Hamilton's principle for beginners

International Nuclear Information System (INIS)

Brun, J L

2007-01-01

I find that students have difficulty with Hamilton's principle, at least the first time they come into contact with it, and therefore it is worth designing some examples to help students grasp its complex meaning. This paper supplies the simplest example to consolidate the learning of the quoted principle: that of a free particle moving along a line. Next, students are challenged to add gravity to reinforce the argument and, finally, a two-dimensional motion in a vertical plane is considered. Furthermore these examples force us to be very clear about such an abstract principle

A Table Lookup Method for Exact Analytical Solutions of Nonlinear Fractional Partial Differential Equations

Directory of Open Access Journals (Sweden)

Ji Juan-Juan

2017-01-01

Full Text Available A table lookup method for solving nonlinear fractional partial differential equations (fPDEs is proposed in this paper. Looking up the corresponding tables, we can quickly obtain the exact analytical solutions of fPDEs by using this method. To illustrate the validity of the method, we apply it to construct the exact analytical solutions of four nonlinear fPDEs, namely, the time fractional simplified MCH equation, the space-time fractional combined KdV-mKdV equation, the (2+1-dimensional time fractional Zoomeron equation, and the space-time fractional ZKBBM equation. As a result, many new types of exact analytical solutions are obtained including triangular periodic solution, hyperbolic function solution, singular solution, multiple solitary wave solution, and Jacobi elliptic function solution.

On an inverse spectral problem for a quadratic Jacobi matrix pencil

NARCIS (Netherlands)

Agranovich, Yuri; Azizov, Tomas; Barsukov, Andrei; Dijksma, Aad

2005-01-01

Given two monic polynomials P-2n and P2n-2 of degree 2n and 2n - 2 (n >= 2) with complex coefficients and with disjoint zero sets. We give necessary and sufficient conditions on these polynomials such that there exist two n x n Jacobi matrices B and C for which P2n (lambda) = det(lambda I-2(n) +

Measuring Social Capital in Hamilton, Ontario

Science.gov (United States)

Kitchen, Peter; Williams, Allison; Simone, Dylan

2012-01-01

Social capital has been studied by academics for more than 20 years and within the past decade there has been an explosion of growth in research linking social capital to health. This paper investigates social capital in Hamilton, Ontario by way of a telephone survey of 1,002 households in three neighbourhood groups representing high, mixed and…

Hamilton and Hardy: Mentoring and Friendship in the Service of Occupational Health.

Science.gov (United States)

Sullivan, Marianne

This article explores the mentoring relationship between Alice Hamilton and Harriet Hardy, two female physician-researchers who had a tremendous impact on the development of the field of occupational health in the United States during the 20th century. The article relies on letters the women wrote to each other. Hamilton, the elder, supported and furthered Hardy's career by asking her to coauthor the second edition of a seminal occupational health text. After beginning this intellectual collaboration, Hamilton remained a mentor to Hardy, and a decades-long friendship ensued. The article explores their relationship within the historical, political, and social context in which the women worked and made remarkable contributions to public health.

Optimal traffic control in highway transportation networks using linear programming

KAUST Repository

Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

2014-01-01

of the Hamilton-Jacobi PDE, the problem of controlling the state of the system on a network link in a finite horizon can be posed as a Linear Program. Assuming all intersections in the network are controllable, we show that the optimization approach can

Output Feedback-Based Boundary Control of Uncertain Coupled Semilinear Parabolic PDE Using Neurodynamic Programming.

Science.gov (United States)

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

In this paper, neurodynamic programming-based output feedback boundary control of distributed parameter systems governed by uncertain coupled semilinear parabolic partial differential equations (PDEs) under Neumann or Dirichlet boundary control conditions is introduced. First, Hamilton-Jacobi-Bellman (HJB) equation is formulated in the original PDE domain and the optimal control policy is derived using the value functional as the solution of the HJB equation. Subsequently, a novel observer is developed to estimate the system states given the uncertain nonlinearity in PDE dynamics and measured outputs. Consequently, the suboptimal boundary control policy is obtained by forward-in-time estimation of the value functional using a neural network (NN)-based online approximator and estimated state vector obtained from the NN observer. Novel adaptive tuning laws in continuous time are proposed for learning the value functional online to satisfy the HJB equation along system trajectories while ensuring the closed-loop stability. Local uniformly ultimate boundedness of the closed-loop system is verified by using Lyapunov theory. The performance of the proposed controller is verified via simulation on an unstable coupled diffusion reaction process.

Torsion zero-cycles and the Abel-Jacobi map over the real numbers

NARCIS (Netherlands)

Hamel, J. van

1999-01-01

This is a study of the torsion in the Chow group of zero-cycles on a variety over the real numbers. The first section recalls important results from the literature. The rest of the paper is devoted to the study of the Abel–Jacobi map a: A0XAlbXR restricted to torsion subgroups. Using Roitman’s

Zero-sum two-player game theoretic formulation of affine nonlinear discrete-time systems using neural networks.

Science.gov (United States)

Mehraeen, Shahab; Dierks, Travis; Jagannathan, S; Crow, Mariesa L

2013-12-01

In this paper, the nearly optimal solution for discrete-time (DT) affine nonlinear control systems in the presence of partially unknown internal system dynamics and disturbances is considered. The approach is based on successive approximate solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which appears in optimal control. Successive approximation approach for updating control and disturbance inputs for DT nonlinear affine systems are proposed. Moreover, sufficient conditions for the convergence of the approximate HJI solution to the saddle point are derived, and an iterative approach to approximate the HJI equation using a neural network (NN) is presented. Then, the requirement of full knowledge of the internal dynamics of the nonlinear DT system is relaxed by using a second NN online approximator. The result is a closed-loop optimal NN controller via offline learning. A numerical example is provided illustrating the effectiveness of the approach.

Optimal coordination and control of posture and movements.

Science.gov (United States)

Johansson, Rolf; Fransson, Per-Anders; Magnusson, Måns

2009-01-01

This paper presents a theoretical model of stability and coordination of posture and locomotion, together with algorithms for continuous-time quadratic optimization of motion control. Explicit solutions to the Hamilton-Jacobi equation for optimal control of rigid-body motion are obtained by solving an algebraic matrix equation. The stability is investigated with Lyapunov function theory and it is shown that global asymptotic stability holds. It is also shown how optimal control and adaptive control may act in concert in the case of unknown or uncertain system parameters. The solution describes motion strategies of minimum effort and variance. The proposed optimal control is formulated to be suitable as a posture and movement model for experimental validation and verification. The combination of adaptive and optimal control makes this algorithm a candidate for coordination and control of functional neuromuscular stimulation as well as of prostheses. Validation examples with experimental data are provided.

Integrability of geodesics in near-horizon extremal geometries: Case of Myers-Perry black holes in arbitrary dimensions

Science.gov (United States)

Demirchian, Hovhannes; Nersessian, Armen; Sadeghian, Saeedeh; Sheikh-Jabbari, M. M.

2018-05-01

We investigate dynamics of probe particles moving in the near-horizon limit of extremal Myers-Perry black holes in arbitrary dimensions. Employing ellipsoidal coordinates we show that this problem is integrable and separable, extending the results of the odd dimensional case discussed by Hakobyan et al. [Phys. Lett. B 772, 586 (2017)., 10.1016/j.physletb.2017.07.028]. We find the general solution of the Hamilton-Jacobi equations for these systems and present explicit expressions for the Liouville integrals and discuss Killing tensors and the associated constants of motion. We analyze special cases of the background near-horizon geometry were the system possesses more constants of motion and is hence superintegrable. Finally, we consider a near-horizon extremal vanishing horizon case which happens for Myers-Perry black holes in odd dimensions and show that geodesic equations on this geometry are also separable and work out its integrals of motion.

Learning-Based Adaptive Optimal Tracking Control of Strict-Feedback Nonlinear Systems.

Science.gov (United States)

Gao, Weinan; Jiang, Zhong-Ping; Weinan Gao; Zhong-Ping Jiang; Gao, Weinan; Jiang, Zhong-Ping

2018-06-01

This paper proposes a novel data-driven control approach to address the problem of adaptive optimal tracking for a class of nonlinear systems taking the strict-feedback form. Adaptive dynamic programming (ADP) and nonlinear output regulation theories are integrated for the first time to compute an adaptive near-optimal tracker without any a priori knowledge of the system dynamics. Fundamentally different from adaptive optimal stabilization problems, the solution to a Hamilton-Jacobi-Bellman (HJB) equation, not necessarily a positive definite function, cannot be approximated through the existing iterative methods. This paper proposes a novel policy iteration technique for solving positive semidefinite HJB equations with rigorous convergence analysis. A two-phase data-driven learning method is developed and implemented online by ADP. The efficacy of the proposed adaptive optimal tracking control methodology is demonstrated via a Van der Pol oscillator with time-varying exogenous signals.

Higher-dimensional black holes: hidden symmetries and separation of variables

International Nuclear Information System (INIS)

Frolov, Valeri P; Kubiznak, David

2008-01-01

In this paper, we discuss hidden symmetries in rotating black hole spacetimes. We start with an extended introduction which mainly summarizes results on hidden symmetries in four dimensions and introduces Killing and Killing-Yano tensors, objects responsible for hidden symmetries. We also demonstrate how starting with a principal CKY tensor (that is a closed non-degenerate conformal Killing-Yano 2-form) in 4D flat spacetime one can 'generate' the 4D Kerr-NUT-(A)dS solution and its hidden symmetries. After this we consider higher-dimensional Kerr-NUT-(A)dS metrics and demonstrate that they possess a principal CKY tensor which allows one to generate the whole tower of Killing-Yano and Killing tensors. These symmetries imply complete integrability of geodesic equations and complete separation of variables for the Hamilton-Jacobi, Klein-Gordon and Dirac equations in the general Kerr-NUT-(A)dS metrics

Hecke symmetries and characteristic relations on reflection equation algebras

International Nuclear Information System (INIS)

Gurevich, D.I.; Pyatov, P.N.

1996-01-01

We discuss how properties of Hecke symmetry (i.e., Hecke type R-matrix) influence the algebraic structure of the corresponding Reflection Equation (RE) algebra. Analogues of the Newton relations and Cayley-Hamilton theorem for the matrix of generators of the RE algebra related to a finite rank even Hecke symmetry are derived. 10 refs

Poisson structure of the equations of ideal multispecies fluid electrodynamics

International Nuclear Information System (INIS)

Spencer, R.G.

1984-01-01

The equations of the two- (or multi-) fluid model of plasma physics are recast in Hamiltonian form, following general methods of symplectic geometry. The dynamical variables are the fields of physical interest, but are noncanonical, so that the Poisson bracket in the theory is not the standard one. However, it is a skew-symmetric bilinear form which, from the method of derivation, automatically satisfies the Jacobi identity; therefore, this noncanonical structure has all the essential properties of a canonical Poisson bracket

The quantum nonthermal radiation and horizon surface gravity of an arbitrarily accelerating black hole with electric charge and magnetic charge

International Nuclear Information System (INIS)

Xie Zhi-Kun; Pan Wei-Zhen; Yang Xue-Jun

2013-01-01

Using a new tortoise coordinate transformation, we discuss the quantum nonthermal radiation characteristics near an event horizon by studying the Hamilton-Jacobi equation of a scalar particle in curved space-time, and obtain the event horizon surface gravity and the Hawking temperature on that event horizon. The results show that there is a crossing of particle energy near the event horizon. We derive the maximum overlap of the positive and negative energy levels. It is also found that the Hawking temperature of a black hole depends not only on the time, but also on the angle. There is a problem of dimension in the usual tortoise coordinate, so the present results obtained by using a correct-dimension new tortoise coordinate transformation may be more reasonable

Mayer control problem with probabilistic uncertainty on initial positions

Science.gov (United States)

Marigonda, Antonio; Quincampoix, Marc

2018-03-01

In this paper we introduce and study an optimal control problem in the Mayer's form in the space of probability measures on Rn endowed with the Wasserstein distance. Our aim is to study optimality conditions when the knowledge of the initial state and velocity is subject to some uncertainty, which are modeled by a probability measure on Rd and by a vector-valued measure on Rd, respectively. We provide a characterization of the value function of such a problem as unique solution of an Hamilton-Jacobi-Bellman equation in the space of measures in a suitable viscosity sense. Some applications to a pursuit-evasion game with uncertainty in the state space is also discussed, proving the existence of a value for the game.

Schrodinger's mechanics interpretation

CERN Document Server

Cook, David B

2018-01-01

The interpretation of quantum mechanics has been in dispute for nearly a century with no sign of a resolution. Using a careful examination of the relationship between the final form of classical particle mechanics (the Hamilton–Jacobi Equation) and Schrödinger's mechanics, this book presents a coherent way of addressing the problems and paradoxes that emerge through conventional interpretations.Schrödinger's Mechanics critiques the popular way of giving physical interpretation to the various terms in perturbation theory and other technologies and places an emphasis on development of the theory and not on an axiomatic approach. When this interpretation is made, the extension of Schrödinger's mechanics in relation to other areas, including spin, relativity and fields, is investigated and new conclusions are reached.

Explicit Solution of Reinsurance-Investment Problem for an Insurer with Dynamic Income under Vasicek Model

Directory of Open Access Journals (Sweden)

De-Lei Sheng

2016-01-01

Full Text Available Unlike traditionally used reserves models, this paper focuses on a reserve process with dynamic income to study the reinsurance-investment problem for an insurer under Vasicek stochastic interest rate model. The insurer’s dynamic income is given by the remainder after a dynamic reward budget being subtracted from the insurer’s net premium which is calculated according to expected premium principle. Applying stochastic control technique, a Hamilton-Jacobi-Bellman equation is established and the explicit solution is obtained under the objective of maximizing the insurer’s power utility of terminal wealth. Some economic interpretations of the obtained results are explained in detail. In addition, numerical analysis and several graphics are given to illustrate our results more meticulous.

Adaptive near-optimal neuro controller for continuous-time nonaffine nonlinear systems with constrained input.

Science.gov (United States)

Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali

2017-09-01

In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.

A Symbolic Computation Approach to Parameterizing Controller for Polynomial Hamiltonian Systems

Directory of Open Access Journals (Sweden)

Zhong Cao

2014-01-01

Full Text Available This paper considers controller parameterization method of H∞ control for polynomial Hamiltonian systems (PHSs, which involves internal stability and external disturbance attenuation. The aims of this paper are to design a controller with parameters to insure that the systems are H∞ stable and propose an algorithm for solving parameters of the controller with symbolic computation. The proposed parameterization method avoids solving Hamilton-Jacobi-Isaacs equations, and thus the obtained controllers with parameters are relatively simple in form and easy in operation. Simulation with a numerical example shows that the controller is effective as it can optimize H∞ control by adjusting parameters. All these results are expected to be of use in the study of H∞ control for nonlinear systems with perturbations.

Pramana – Journal of Physics | Indian Academy of Sciences

Indian Academy of Sciences (India)

Motivated by the Hamilton-Jacobi method of Angheben et al, we investigate the Hawking tunneling radiation from a uniformly accelerating rectilinear black hole for which the horizons and entropy are functions of . After several coordinate transformations, we conclude that when the self-gravitational interaction and energy ...

Rational extension and Jacobi-type X{sub m} solutions of a quantum nonlinear oscillator

Energy Technology Data Exchange (ETDEWEB)

Schulze-Halberg, Axel [Department of Mathematics and Actuarial Science and Department of Physics, Indiana University Northwest, 3400 Broadway, Gary, Indiana 46408 (United States); Roy, Barnana [Physics and Applied Mathematics Unit, Indian Statistical Institute, Kolkata 700108 (India)

2013-12-15

We construct a rational extension of a recently studied nonlinear quantum oscillator model. Our extended model is shown to retain exact solvability, admitting a discrete spectrum and corresponding closed-form solutions that are expressed through Jacobi-type X{sub m} exceptional orthogonal polynomials.

Researcher Profile: An Interview with Axton Betz-Hamilton

Directory of Open Access Journals (Sweden)

Axton Betz-Hamilton

2015-07-01

Full Text Available Dr. Axton Betz-Hamilton teaches consumer studies courses at Eastern Illinois University, including Personal and Family Finance, Housing, and Consumer Issues. She conducts research on identity theft as well as financial abuse within families.

On the conservation laws and solutions of a (2+1) dimensional KdV-mKdV equation of mathematical physics

Science.gov (United States)

Motsepa, Tanki; Masood Khalique, Chaudry

2018-05-01

In this paper, we study a (2+1) dimensional KdV-mKdV equation, which models many physical phenomena of mathematical physics. This equation has two integral terms in it. By an appropriate substitution, we convert this equation into two partial differential equations, which do not have integral terms and are equivalent to the original equation. We then work with the system of two equations and obtain its exact travelling wave solutions in form of Jacobi elliptic functions. Furthermore, we employ the multiplier method to construct conservation laws for the system. Finally, we revert the results obtained into the original variables of the (2+1) dimensional KdV-mKdV equation.

Fisher's method of scoring in statistical image reconstruction: comparison of Jacobi and Gauss-Seidel iterative schemes.

Science.gov (United States)

Hudson, H M; Ma, J; Green, P

1994-01-01

Many algorithms for medical image reconstruction adopt versions of the expectation-maximization (EM) algorithm. In this approach, parameter estimates are obtained which maximize a complete data likelihood or penalized likelihood, in each iteration. Implicitly (and sometimes explicitly) penalized algorithms require smoothing of the current reconstruction in the image domain as part of their iteration scheme. In this paper, we discuss alternatives to EM which adapt Fisher's method of scoring (FS) and other methods for direct maximization of the incomplete data likelihood. Jacobi and Gauss-Seidel methods for non-linear optimization provide efficient algorithms applying FS in tomography. One approach uses smoothed projection data in its iterations. We investigate the convergence of Jacobi and Gauss-Seidel algorithms with clinical tomographic projection data.

Spectral analysis of non-self-adjoint Jacobi operator associated with Jacobian elliptic functions

Czech Academy of Sciences Publication Activity Database

Siegl, Petr; Štampach, F.

2017-01-01

Roč. 11, č. 4 (2017), s. 901-928 ISSN 1846-3886 Grant - others:GA ČR(CZ) GA13-11058S Institutional support: RVO:61389005 Keywords : Non-self-adjoint Jacobi operator * Weyl m-function * Jacobian elliptic functions Subject RIV: BE - Theoretical Physics OBOR OECD: Pure mathematics Impact factor: 0.440, year: 2016

Störmer problem restricted to a spherical surface and the Euler and Lagrange tops

International Nuclear Information System (INIS)

Piña, Eduardo; Cortés, Emilio

2016-01-01

In a recent work, Cortés and Poza (2015 Eur. J. Phys. 36 055009) analysed, in full, the dynamics of a charged particle in the field of a magnetic dipole restricted to a spherical surface with the dipole at its centre. This model can be considered as the classical non-relativistic Störmer problem on a sphere. Here, we started from a Lagrangian approach: we derived the Hamilton equations of motion and observed that in this restricted case the equations can be reduced to quadratures, and they were integrated numerically. From the Hamiltonian function we found, for the polar angle, an equivalent one-dimensional system of a particle in the presence of an effective potential. In the present work we start from a change of variable to the cosine of the polar angle. In terms of this variable we obtain an equation that turns out to be the same as the one of a particle in a quartic potential. Then, we can actually solve the equations of motion for the polar angle using Jacobi elliptic functions, and for the azimuthal angle we use the same integrals which were expressed by Jacobi in terms of theta functions, both in the Euler and Lagrange tops. In this restricted Störmer problem, the student at undergraduate or graduate level will have a good example of an integrable nonlinear physical system in which, after analysis of its complex dynamics, one can obtain an analytical solution by means of some special functions of mathematical physics. Additionally, one discovers that the equations of motion of this restricted case of a charge in a magnetic dipole field have the same mathematical structure as the corresponding equations of other well known integrable classical dynamical systems. (paper)

Gradient estimates on the weighted p-Laplace heat equation

Science.gov (United States)

Wang, Lin Feng

2018-01-01

In this paper, by a regularization process we derive new gradient estimates for positive solutions to the weighted p-Laplace heat equation when the m-Bakry-Émery curvature is bounded from below by -K for some constant K ≥ 0. When the potential function is constant, which reduce to the gradient estimate established by Ni and Kotschwar for positive solutions to the p-Laplace heat equation on closed manifolds with nonnegative Ricci curvature if K ↘ 0, and reduce to the Davies, Hamilton and Li-Xu's gradient estimates for positive solutions to the heat equation on closed manifolds with Ricci curvature bounded from below if p = 2.

Efficient modified Jacobi relaxation for minimizing the energy functional

International Nuclear Information System (INIS)

Park, C.H.; Lee, I.; Chang, K.J.

1993-01-01

We present an efficient scheme of diagonalizing large Hamiltonian matrices in a self-consistent manner. In the framework of the preconditioned conjugate gradient minimization of the energy functional, we replace the modified Jacobi relaxation for preconditioning and use for band-by-band minimization the restricted-block Davidson algorithm, in which only the previous wave functions and the relaxation vectors are included additionally for subspace diagonalization. Our scheme is found to be comparable with the preconditioned conjugate gradient method for both large ordered and disordered Si systems, while it is more rapidly converged for systems with transition-metal elements

Exact Solutions of the Hierarchical Korteweg-de Vries Equation of Micro structured Granular Materials

International Nuclear Information System (INIS)

Abourabia, A.M.; El-Danaf, T.S.; Morad, A.M.

2008-01-01

The problem under consideration are related to wave propagation in micro structured materials, characterized by higher-order nonlinear and higher-order dispersive effects; particularly, the wave propagation in dilatant granular materials. In the present paper the model equation is solved analytically by exact method called Jacobi elliptic method. The types of solutions are defined and discussed over a wide range of material parameters (two dispersion parameters and one microstructure parameter). The dispersion properties and the relation between group and phase velocities of the model equation are studied. The diagrams are drawn to illustrate the physical properties of the exact solutions

Stieltjes electrostatic model interpretation for bound state problems

Indian Academy of Sciences (India)

moving imaginary charges i¯h is given by the logarithm of the wave function. For an exactly solvable potential, this system attains stable equilibrium position at the zeros of the orthogonal polynomials depending upon the interval of the classical turning points. Keywords. Orthogonal polynomials; quantum Hamilton Jacobi ...

Hamiltonian field description of the one-dimensional Poisson-Vlasov equations

International Nuclear Information System (INIS)

Morrison, P.J.

1981-07-01

The one-dimensional Poisson-Vlasov equations are cast into Hamiltonian form. A Poisson Bracket in terms of the phase space density, as sole dynamical variable, is presented. This Poisson bracket is not of the usual form, but possesses the commutator properties of antisymmetry, bilinearity, and nonassociativity by virtue of the Jacobi requirement. Clebsch potentials are seen to yield a conventional (canonical) formulation. This formulation is discretized by expansion in terms of an arbitrary complete set of basis functions. In particular, a wave field representation is obtained

Information-theoretic lengths of Jacobi polynomials

Energy Technology Data Exchange (ETDEWEB)

Guerrero, A; Dehesa, J S [Departamento de Fisica Atomica, Molecular y Nuclear, Universidad de Granada, Granada (Spain); Sanchez-Moreno, P, E-mail: agmartinez@ugr.e, E-mail: pablos@ugr.e, E-mail: dehesa@ugr.e [Instituto ' Carlos I' de Fisica Teorica y Computacional, Universidad de Granada, Granada (Spain)

2010-07-30

The information-theoretic lengths of the Jacobi polynomials P{sup ({alpha}, {beta})}{sub n}(x), which are information-theoretic measures (Renyi, Shannon and Fisher) of their associated Rakhmanov probability density, are investigated. They quantify the spreading of the polynomials along the orthogonality interval [- 1, 1] in a complementary but different way as the root-mean-square or standard deviation because, contrary to this measure, they do not refer to any specific point of the interval. The explicit expressions of the Fisher length are given. The Renyi lengths are found by the use of the combinatorial multivariable Bell polynomials in terms of the polynomial degree n and the parameters ({alpha}, {beta}). The Shannon length, which cannot be exactly calculated because of its logarithmic functional form, is bounded from below by using sharp upper bounds to general densities on [- 1, +1] given in terms of various expectation values; moreover, its asymptotics is also pointed out. Finally, several computational issues relative to these three quantities are carefully analyzed.

Logical inference approach to relativistic quantum mechanics: Derivation of the Klein–Gordon equation

International Nuclear Information System (INIS)

Donker, H.C.; Katsnelson, M.I.; De Raedt, H.; Michielsen, K.

2016-01-01

The logical inference approach to quantum theory, proposed earlier De Raedt et al. (2014), is considered in a relativistic setting. It is shown that the Klein–Gordon equation for a massive, charged, and spinless particle derives from the combination of the requirements that the space–time data collected by probing the particle is obtained from the most robust experiment and that on average, the classical relativistic equation of motion of a particle holds. - Highlights: • Logical inference applied to relativistic, massive, charged, and spinless particle experiments leads to the Klein–Gordon equation. • The relativistic Hamilton–Jacobi is scrutinized by employing a field description for the four-velocity. • Logical inference allows analysis of experiments with uncertainty in detection events and experimental conditions.

A Wigner quasi-distribution function for charged particles in classical electromagnetic fields

International Nuclear Information System (INIS)

Levanda, M.; Fleurov, V.

2001-01-01

A gauge-invariant Wigner quasi-distribution function for charged particles in classical electromagnetic fields is derived in a rigorous way. Its relation to the axial gauge is discussed, as well as the relation between the kinetic and canonical momenta in the Wigner representation. Gauge-invariant quantum analogs of Hamilton-Jacobi and Boltzmann kinetic equations are formulated for arbitrary classical electromagnetic fields in terms of the 'slashed' derivatives and momenta, introduced for this purpose. The kinetic meaning of these slashed quantities is discussed. We introduce gauge-invariant conditional moments and use them to derive a kinetic momentum continuity equation. This equation provides us with a hydrodynamic representation for quantum transport processes and a definition of the 'collision force'. The hydrodynamic equation is applied for the rotation part of the electron motion. The theory is illustrated by its application in three examples: Wigner quasi-distribution function and equations for an electron in a magnetic field and harmonic potential; Wigner quasi-distribution function for a charged particle in periodic systems using the kq representation; two Wigner quasi-distribution functions for heavy-mass polaron in an electric field

Hamiltonization of theories with degenerate coordinates

International Nuclear Information System (INIS)

Gitman, D.M.; Tyutin, I.V.

2002-01-01

We consider a class of Lagrangian theories where part of the coordinates does not have any time derivatives in the Lagrange function (we call such coordinates degenerate). We advocate that it is reasonable to reconsider the conventional definition of singularity based on the usual Hessian and, moreover, to simplify the conventional hamiltonization procedure. In particular, in such a procedure, it is not necessary to complete the degenerate coordinates with the corresponding conjugate momenta

Hamiltonization of theories with degenerate coordinates

Energy Technology Data Exchange (ETDEWEB)

Gitman, D.M. E-mail: gitman@fma.if.usp.br; Tyutin, I.V. E-mail: tyutin@lpi.ru

2002-05-27

We consider a class of Lagrangian theories where part of the coordinates does not have any time derivatives in the Lagrange function (we call such coordinates degenerate). We advocate that it is reasonable to reconsider the conventional definition of singularity based on the usual Hessian and, moreover, to simplify the conventional hamiltonization procedure. In particular, in such a procedure, it is not necessary to complete the degenerate coordinates with the corresponding conjugate momenta.

The genus Ivalia Jacoby 1887 (Coleoptera: Chrysomelidae: Galerucinae: Alticini) of the mount Kinabalu, Sabah, Malaysia

Science.gov (United States)

The following new species of Ivalia Jacoby 1887 are described from the mount Kinabalu (Sabah, Malaysia): I. besar, I. biasa, I. fulvomaculata, I. haruka, I. marginata, I. minutissima, I. nigrofasciata, I. pseudostriolata, I. rubrorbiculata, I. striolata. Chabria kinabalensis Bryant 1938 is transferr...

Solving Linear Equations by Classical Jacobi-SR Based Hybrid Evolutionary Algorithm with Uniform Adaptation Technique

OpenAIRE

Jamali, R. M. Jalal Uddin; Hashem, M. M. A.; Hasan, M. Mahfuz; Rahman, Md. Bazlar

2013-01-01

Solving a set of simultaneous linear equations is probably the most important topic in numerical methods. For solving linear equations, iterative methods are preferred over the direct methods especially when the coefficient matrix is sparse. The rate of convergence of iteration method is increased by using Successive Relaxation (SR) technique. But SR technique is very much sensitive to relaxation factor, {\\omega}. Recently, hybridization of classical Gauss-Seidel based successive relaxation t...

'From Man to Bacteria': W.D. Hamilton, the theory of inclusive fitness, and the post-war social order.

Science.gov (United States)

Swenson, Sarah A

2015-02-01

W.D. Hamilton's theory of inclusive fitness aimed to define the evolved limits of altruism with mathematical precision. Although it was meant to apply universally, it has been almost irretrievably entwined with the particular case of social insects that featured in his famous 1964 papers. The assumption that social insects were central to Hamilton's early work contradicts material in his rich personal archive. In fact, careful study of Hamilton's notes, letters, diaries, and early essays indicates the extent to which he had humans in mind when he decided altruism was a topic worthy of biological inquiry. For this reason, this article reconsiders the role of extra-scientific factors in Hamilton's early theorizing. In doing so, it offers an alternative perspective as to why Hamilton saw self-sacrifice to be an important subject. Although the traditional narrative prioritizes his distaste for benefit-of-the-species explanations as a motivating factor behind his foundational work, I argue that greater attention ought to be given to Hamilton's hope that science could be used to address social ills. By reconsidering the meaning Hamilton intended inclusive fitness to have, we see that while he was no political ideologue, the socio-political relevance of his theory was nevertheless integral to its development. Copyright © 2015 Elsevier Ltd. All rights reserved.

Problems of Mathematical Finance by Stochastic Control Methods

Science.gov (United States)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Quantum transformations

International Nuclear Information System (INIS)

Faraggi, A.E.; Matone, M.

1998-01-01

We show that the quantum Hamilton-Jacobi equation can be written in the classical form with the spatial derivative ∂ q replaced by ∂ q with dq = dq/√1-β 2 (q), where β 2 (q) is strictly related to the quantum potential. This can be seen as the opposite of the problem of finding the wave function representation of classical mechanics as formulated by Schiller and Rosen. The structure of the above open-quotes quantum transformationclose quotes, related to the recently formulated equivalence principle, indicates that the potential deforms space geometry. In particular, a result by Flanders implies that both W(q) = V(q) - E and the quantum potential Q are proportional to the curvatures κ W and κ Q which arise as natural invariants in an equivalence problem for curves in the projective line. In this formulation the Schroedinger equation takes the geometrical form (∂ q 2 + κ W )ψ = 0

Stochastic inflation and nonlinear gravity

International Nuclear Information System (INIS)

Salopek, D.S.; Bond, J.R.

1991-01-01

We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background

Black string first order flow in N=2, d=5 abelian gauged supergravity

Energy Technology Data Exchange (ETDEWEB)

Klemm, Dietmar; Petri, Nicolò; Rabbiosi, Marco [Dipartimento di Fisica, Università di Milano andINFN, Sezione di Milano, Via Celoria 16, I-20133 Milano (Italy)

2017-01-25

We derive both BPS and non-BPS first-order flow equations for magnetically charged black strings in five-dimensional N=2 abelian gauged supergravity, using the Hamilton-Jacobi formalism. This is first done for the coupling to vector multiplets only and U(1) Fayet-Iliopoulos (FI) gauging, and then generalized to the case where also hypermultiplets are present, and abelian symmetries of the quaternionic hyperscalar target space are gauged. We then use these results to derive the attractor equations for near-horizon geometries of extremal black strings, and solve them explicitely for the case where the constants appearing in the Chern-Simons term of the supergravity action satisfy an adjoint identity. This allows to compute in generality the central charge of the two-dimensional conformal field theory that describes the black strings in the infrared, in terms of the magnetic charges, the CY intersection numbers and the FI constants. Finally, we extend the r-map to gauged supergravity and use it to relate our flow equations to those in four dimensions.

Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model

Directory of Open Access Journals (Sweden)

Chaoqun Ma

2015-01-01

Full Text Available We consider a nonzero-sum stochastic differential portfolio game problem in a continuous-time Markov regime switching environment when the price dynamics of the risky assets are governed by a Markov-modulated geometric Brownian motion (GBM. The market parameters, including the bank interest rate and the appreciation and volatility rates of the risky assets, switch over time according to a continuous-time Markov chain. We formulate the nonzero-sum stochastic differential portfolio game problem as two utility maximization problems of the sum process between two investors’ terminal wealth. We derive a pair of regime switching Hamilton-Jacobi-Bellman (HJB equations and two systems of coupled HJB equations at different regimes. We obtain explicit optimal portfolio strategies and Feynman-Kac representations of the two value functions. Furthermore, we solve the system of coupled HJB equations explicitly in a special case where there are only two states in the Markov chain. Finally we provide comparative statics and numerical simulation analysis of optimal portfolio strategies and investigate the impact of regime switching on optimal portfolio strategies.

Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.

Science.gov (United States)

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.

Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

Science.gov (United States)

Fu, Yue; Chai, Tianyou

2016-12-01

Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.

A multi-domain spectral method for time-fractional differential equations

Science.gov (United States)

Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

2015-07-01

This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

Superposition of elliptic functions as solutions for a large number of nonlinear equations

International Nuclear Information System (INIS)

Khare, Avinash; Saxena, Avadh

2014-01-01

For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ 4 , the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn 2 (x, m), it also admits solutions in terms of dn 2 (x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations

Stieltjes electrostatic model interpretation for bound state problems

Indian Academy of Sciences (India)

In this paper, it is shown that Stieltjes electrostatic model and quantum Hamilton Jacobi formalism are analogous to each other. This analogy allows the bound state problem to mimic as unit moving imaginary charges i ℏ , which are placed in between the two fixed imaginary charges arising due to the classical turning ...

Some reference formulas for the generating functions of canonical transformations

Energy Technology Data Exchange (ETDEWEB)

Anselmi, Damiano [Universita di Pisa, Dipartimento di Fisica ' ' Enrico Fermi' ' , Pisa (Italy); INFN, Sezione di Pisa, Pisa (Italy)

2016-02-15

We study some properties of the canonical transformations in classical mechanics and quantum field theory and give a number of practical formulas concerning their generating functions. First, we give a diagrammatic formula for the perturbative expansion of the composition law around the identity map. Then we propose a standard way to express the generating function of a canonical transformation by means of a certain ''componential'' map, which obeys the Baker-Campbell-Hausdorff formula. We derive the diagrammatic interpretation of the componential map, work out its relation with the solution of the Hamilton-Jacobi equation and derive its time-ordered version. Finally, we generalize the results to the Batalin-Vilkovisky formalism, where the conjugate variables may have both bosonic and fermionic statistics, and describe applications to quantum field theory. (orig.)

Effective action for the Regge processes in gravity

Energy Technology Data Exchange (ETDEWEB)

Lipatov, L.N. [Petersburg Nuclear Physics Institute, Gatchina, St. Petersburg (Russian Federation); Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik

2011-05-15

It is shown, that the effective action for the reggeized graviton interactions can be formulated in terms of the reggeon fields A{sup ++} and A{sup --} and the metric tensor g{sub {mu}}{sub {nu}} in such a way, that it is local in the rapidity space and has the property of general covariance. The corresponding effective currents j{sup -} and j{sup +} satisfy the Hamilton-Jacobi equation for a massless particle moving in the gravitational field. These currents are calculated explicitly for the shock wave-like fields and a variation principle for them is formulated. As an application, we reproduce the effective lagrangian for the multi-regge processes in gravity together with the graviton Regge trajectory in the leading logarithmic approximation with taking into account supersymmetric contributions. (orig.)

Optimal Portfolio of Corporate Investment and Consumption Problem under Market Closure: Inflation Case

Directory of Open Access Journals (Sweden)

Zongyuan Huang

2013-01-01

Full Text Available We present the model of corporate optimal investment with consideration of the influence of inflation and the difference between the market opening and market closure. In our model, the investor has three market activities of his or her choice: investment in project A, investment in project B, and consumption. The optimal strategy for the investor is obtained using the Hamilton-Jacobi-Bellman equation which is derived using the dynamic programming principle. Further along, a specific case, the Hyperbolic Absolute Risk Aversion case, is discussed in detail, where the explicit optimal strategy can be obtained using a very simple and direct method. At the very end, we present some simulation results along with a brief analysis of the relationship between the optimal strategy and other factors.

The Geometry of the Semiclassical Wave Front Set for Schrödinger Eigenfunctions on the Torus

Energy Technology Data Exchange (ETDEWEB)

Cardin, Franco, E-mail: cardin@math.unipd.it; Zanelli, Lorenzo, E-mail: lzanelli@math.unipd.it [University of Padova, Department of Mathematics “Tullio Levi Civita” (Italy)

2017-06-15

This paper deals with the phase space analysis for a family of Schrödinger eigenfunctions ψ{sub ℏ} on the flat torus #Mathematical Double-Struck Capital T#{sup n} = (ℝ/2πℤ){sup n} by the semiclassical Wave Front Set. We study those ψ{sub ℏ} such that WF{sub ℏ}(ψ{sub ℏ}) is contained in the graph of the gradient of some viscosity solutions of the Hamilton-Jacobi equation. It turns out that the semiclassical Wave Front Set of such Schrödinger eigenfunctions is stable under viscous perturbations of Mean Field Game kind. These results provide a further viewpoint, and in a wider setting, of the link between the smooth invariant tori of Liouville integrable Hamiltonian systems and the semiclassical localization of Schrödinger eigenfunctions on the torus.

Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston’s SV Model

Directory of Open Access Journals (Sweden)

Jingyun Sun

2016-01-01

Full Text Available We consider a portfolio selection problem for a defined contribution (DC pension plan under the mean-variance criteria. We take into account the inflation risk and assume that the salary income process of the pension plan member is stochastic. Furthermore, the financial market consists of a risk-free asset, an inflation-linked bond, and a risky asset with Heston’s stochastic volatility (SV. Under the framework of game theory, we derive two extended Hamilton-Jacobi-Bellman (HJB equations systems and give the corresponding verification theorems in both the periods of accumulation and distribution of the DC pension plan. The explicit expressions of the equilibrium investment strategies, corresponding equilibrium value functions, and the efficient frontiers are also obtained. Finally, some numerical simulations and sensitivity analysis are presented to verify our theoretical results.

Online Adaptive Optimal Control of Vehicle Active Suspension Systems Using Single-Network Approximate Dynamic Programming

Directory of Open Access Journals (Sweden)

Zhi-Jun Fu

2017-01-01

Full Text Available In view of the performance requirements (e.g., ride comfort, road holding, and suspension space limitation for vehicle suspension systems, this paper proposes an adaptive optimal control method for quarter-car active suspension system by using the approximate dynamic programming approach (ADP. Online optimal control law is obtained by using a single adaptive critic NN to approximate the solution of the Hamilton-Jacobi-Bellman (HJB equation. Stability of the closed-loop system is proved by Lyapunov theory. Compared with the classic linear quadratic regulator (LQR approach, the proposed ADP-based adaptive optimal control method demonstrates improved performance in the presence of parametric uncertainties (e.g., sprung mass and unknown road displacement. Numerical simulation results of a sedan suspension system are presented to verify the effectiveness of the proposed control strategy.

The First-Integral Method and Abundant Explicit Exact Solutions to the Zakharov Equations

Directory of Open Access Journals (Sweden)

Yadong Shang

2012-01-01

Full Text Available This paper is concerned with the system of Zakharov equations which involves the interactions between Langmuir and ion-acoustic waves in plasma. Abundant explicit and exact solutions of the system of Zakharov equations are derived uniformly by using the first integral method. These exact solutions are include that of the solitary wave solutions of bell-type for n and E, the solitary wave solutions of kink-type for E and bell-type for n, the singular traveling wave solutions, periodic wave solutions of triangle functions, Jacobi elliptic function doubly periodic solutions, and Weierstrass elliptic function doubly periodic wave solutions. The results obtained confirm that the first integral method is an efficient technique for analytic treatment of a wide variety of nonlinear systems of partial differential equations.

Symmetries and invariants of the oscillator and envelope equations with time-dependent frequency

Directory of Open Access Journals (Sweden)

Hong Qin

2006-05-01

Full Text Available The single-particle dynamics in a time-dependent focusing field is examined. The existence of the Courant-Snyder invariant, a fundamental concept in accelerator physics, is fundamentally a result of the corresponding symmetry admitted by the harmonic oscillator equation with linear time-dependent frequency. It is demonstrated that the Lie algebra of the symmetry group for the oscillator equation with time-dependent frequency is eight dimensional, and is composed of four independent subalgebras. A detailed analysis of the admitted symmetries reveals a deeper connection between the nonlinear envelope equation and the oscillator equation. A general theorem regarding the symmetries and invariants of the envelope equation, which includes the existence of the Courant-Snyder invariant as a special case, is demonstrated. As an application to accelerator physics, the symmetries of the envelope equation enable a fast numerical algorithm for finding matched solutions without using the conventional iterative Newton’s method, where the envelope equation needs to be numerically integrated once for every iteration, and the Jacobi matrix needs to be calculated for the envelope perturbation.

The trajectory-coherent approximation and the system of moments for the Hartree type equation

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V. V. Belov

2002-01-01

Full Text Available The general construction of semiclassically concentrated solutions to the Hartree type equation, based on the complex WKB-Maslov method, is presented. The formal solutions of the Cauchy problem for this equation, asymptotic in small parameter ℏ (ℏ→0, are constructed with a power accuracy of O(ℏ N/2, where N is any natural number. In constructing the semiclassically concentrated solutions, a set of Hamilton-Ehrenfest equations (equations for centered moments is essentially used. The nonlinear superposition principle has been formulated for the class of semiclassically concentrated solutions of Hartree type equations. The results obtained are exemplified by a one-dimensional Hartree type equation with a Gaussian potential.

Further improved F-expansion method and new exact solutions of Konopelchenko-Dubrovsky equation

International Nuclear Information System (INIS)

Wang Dengshan; Zhang Hongqing

2005-01-01

In this paper, with the aid of the symbolic computation we improve the extended F-expansion method in [Chaos, Solitons and Fractals 2004; 22:111] and propose the further improved F-expansion method. Using this method, we have gotten many new exact solutions which we have never seen before within our knowledge of the (2 + 1)-dimensional Konopelchenko-Dubrovsky equation. In addition,the solutions we get are more general than the solutions that the extended F-expansion method gets.The solutions we get include Jacobi elliptic function solutions, soliton-like solutions, trigonometric function solutions and so on. Our method can also apply to other partial differential equations and can also get many new exact solutions

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

Science.gov (United States)

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Off-policy reinforcement learning for H∞ control design.

Science.gov (United States)

Luo, Biao; Wu, Huai-Ning; Huang, Tingwen

2015-01-01

The H∞ control design problem is considered for nonlinear systems with unknown internal system model. It is known that the nonlinear H∞ control problem can be transformed into solving the so-called Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that is generally impossible to be solved analytically. Even worse, model-based approaches cannot be used for approximately solving HJI equation, when the accurate system model is unavailable or costly to obtain in practice. To overcome these difficulties, an off-policy reinforcement leaning (RL) method is introduced to learn the solution of HJI equation from real system data instead of mathematical system model, and its convergence is proved. In the off-policy RL method, the system data can be generated with arbitrary policies rather than the evaluating policy, which is extremely important and promising for practical systems. For implementation purpose, a neural network (NN)-based actor-critic structure is employed and a least-square NN weight update algorithm is derived based on the method of weighted residuals. Finally, the developed NN-based off-policy RL method is tested on a linear F16 aircraft plant, and further applied to a rotational/translational actuator system.

Aeroelastic equations of motion of a Darrieus vertical-axis wind-turbine blade

Science.gov (United States)

Kaza, K. R. V.; Kvaternik, R. G.

1979-01-01

The second-degree nonlinear aeroelastic equations of motion for a slender, flexible, nonuniform, Darrieus vertical-axis wind turbine blade which is undergoing combined flatwise bending, edgewise bending, torsion, and extension are developed using Hamilton's principle. The blade aerodynamic loading is obtained from strip theory based on a quasi-steady approximation of two-dimensional incompressible unsteady airfoil theory. The derivation of the equations has its basis in the geometric nonlinear theory of elasticity and the resulting equations are consistent with the small deformation approximation in which the elongations and shears are negligible compared to unity. These equations are suitable for studying vibrations, static and dynamic aeroelastic instabilities, and dynamic response. Several possible methods of solution of the equations, which have periodic coefficients, are discussed.

Principle of least action; some possible generalizations

International Nuclear Information System (INIS)

Broucke, R.

1982-01-01

In this article we draw the attention to an important variational principle in dynamics: the Maupertuis-Jacobi Least Action Principle (MJLAP). This principle compares varied paths with the same energy h. We give two new proofs of the MJLAP (Sections 3 and 8) as well as a new unified variational principle which contains both Hamilton's Principle (HP) and the MJLAP as particular cases (Sections 4 and 9). The article also shows several new methods for the construction of a Lagrangian for a conservative dynamical system. As an example, we illustrate the theory with the classical Harmonic Oscillator Problem (Section 10). Our method is based on the theory of changes of independent variables in a dynamical system. It indirectly shows how a change of independent variable affects the self-adjointness of a dynamical system (Sections 5, 6, 7). Our new Lagrangians contain an arbitrary constant α, whose meaning needs to be studied, eventually in relation to the concepts of quantification or gauge transformations. The two important values of the constant α are 1 (Hamilton's principle) and 1/2 (Maupertuis-Jacobi Least Action Principle)

Durand Neighbourhood Heritage Inventory: Toward a Digital Citywide Survey Approach to Heritage Planning in Hamilton

Science.gov (United States)

Angel, V.; Garvey, A.; Sydor, M.

2017-08-01

In the face of changing economies and patterns of development, the definition of heritage is diversifying, and the role of inventories in local heritage planning is coming to the fore. The Durand neighbourhood is a layered and complex area located in inner-city Hamilton, Ontario, Canada, and the second subject area in a set of pilot inventory studies to develop a new city-wide inventory strategy for the City of Hamilton,. This paper presents an innovative digital workflow developed to undertake the Durand Built Heritage Inventory project. An online database was developed to be at the centre of all processes, including digital documentation, record management, analysis and variable outputs. Digital tools were employed for survey work in the field and analytical work in the office, resulting in a GIS-based dataset that can be integrated into Hamilton's larger municipal planning system. Together with digital mapping and digitized historical resources, the Durand database has been leveraged to produce both digital and static outputs to shape recommendations for the protection of Hamilton's heritage resources.

Inversion of the Jacobi-Porstendörfer Room Model for the Radon Progeny

Czech Academy of Sciences Publication Activity Database

Thomas, J.; Jílek, K.; Brabec, Marek

2010-01-01

Roč. 55, č. 4 (2010), s. 433-437 ISSN 0029-5922 Institutional research plan: CEZ:AV0Z10300504 Keywords : Jacobi room model * inversion and invariants of the model * unattached radon daughters * attachment rate * deposition rate Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.321, year: 2010 http://www.nukleonika.pl/www/back/full/vol55_2010/v55n4p433f.pdf

Teoria dell'elettromagnetismo fenomeni e leggi fondamentali : energia dei campi e delle distribuzioni di carica, applicazioni di meccanica analitica e statistica, teoria della relatività, emissione e propagazione di onde elettromagnetiche

CERN Document Server

Tenaglia, Livio

1956-01-01

Leggi fondamentali dell'elettromagnetismo ; le equazioni di Lagrange, di Hamilton e di Jacobi, il principio di Fermat ; applicazioni di meccanica analitica all'elettromagnetismo ; teoria statica dell'irraggiamento ; fondamenti di teoria della relatività ; propagazione delle onde elettromagnetiche proprietà elementari dei conduttori ; emissione di onde elettromagnetiche ; richiami analitici ; unità di misura per le grandezze del campo elettromagnetico.

A generalization of Hamilton's rule for the evolution of microbial cooperation.

Science.gov (United States)

Smith, Jeff; Van Dyken, J David; Zee, Peter C

2010-06-25

Hamilton's rule states that cooperation will evolve if the fitness cost to actors is less than the benefit to recipients multiplied by their genetic relatedness. This rule makes many simplifying assumptions, however, and does not accurately describe social evolution in organisms such as microbes where selection is both strong and nonadditive. We derived a generalization of Hamilton's rule and measured its parameters in Myxococcus xanthus bacteria. Nonadditivity made cooperative sporulation remarkably resistant to exploitation by cheater strains. Selection was driven by higher-order moments of population structure, not relatedness. These results provide an empirically testable cooperation principle applicable to both microbes and multicellular organisms and show how nonlinear interactions among cells insulate bacteria against cheaters.

A generalization of Abel's Theorem and the Abel-Jacobi map

DEFF Research Database (Denmark)

Dupont, Johan Louis; Kamber, Franz W.

We generalize Abel’s classical theorem on linear equivalence of divisors on a Riemann surface. For every closed submanifold Md ⊂ Xn in a compact oriented Riemannian n–manifold, or more generally for any d–cycle Z relative to a triangulation of X, we define a (simplicial) (n − d − 1)–gerbe Z......, the Abel gerbe determined by Z, whose vanishing as a Deligne cohomology class generalizes the notion of ‘linear equivalence to zero’. In this setting, Abel’s theorem remains valid. Moreover, we generalize the classical Inversion Theorem for the Abel–Jacobi map, thereby proving that the moduli space of Abel...

The generalised Sylvester matrix equations over the generalised bisymmetric and skew-symmetric matrices

Science.gov (United States)

Dehghan, Mehdi; Hajarian, Masoud

2012-08-01

A matrix P is called a symmetric orthogonal if P = P T = P -1. A matrix X is said to be a generalised bisymmetric with respect to P if X = X T = PXP. It is obvious that any symmetric matrix is also a generalised bisymmetric matrix with respect to I (identity matrix). By extending the idea of the Jacobi and the Gauss-Seidel iterations, this article proposes two new iterative methods, respectively, for computing the generalised bisymmetric (containing symmetric solution as a special case) and skew-symmetric solutions of the generalised Sylvester matrix equation ? (including Sylvester and Lyapunov matrix equations as special cases) which is encountered in many systems and control applications. When the generalised Sylvester matrix equation has a unique generalised bisymmetric (skew-symmetric) solution, the first (second) iterative method converges to the generalised bisymmetric (skew-symmetric) solution of this matrix equation for any initial generalised bisymmetric (skew-symmetric) matrix. Finally, some numerical results are given to illustrate the effect of the theoretical results.

A new generalized expansion method and its application in finding explicit exact solutions for a generalized variable coefficients KdV equation

International Nuclear Information System (INIS)

Sabry, R.; Zahran, M.A.; Fan Engui

2004-01-01

A generalized expansion method is proposed to uniformly construct a series of exact solutions for general variable coefficients non-linear evolution equations. The new approach admits the following types of solutions (a) polynomial solutions, (b) exponential solutions, (c) rational solutions, (d) triangular periodic wave solutions, (e) hyperbolic and solitary wave solutions and (f) Jacobi and Weierstrass doubly periodic wave solutions. The efficiency of the method has been demonstrated by applying it to a generalized variable coefficients KdV equation. Then, new and rich variety of exact explicit solutions have been found

The genus Ivalia Jacoby 1887 (Coleoptera: Chrysomelidae: Galerucinae: Alticini of the mount Kinabalu, Sabah, Malaysia

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Haruo Takizawa

2018-01-01

Full Text Available The following new species of Ivalia Jacoby 1887 are described from the mount Kinabalu (Sabah, Malaysia: Ivalia besar sp. nov., I. biasa sp. nov., I. fulvomaculata sp. nov., I. haruka sp. nov., I. marginata sp. nov., I. minutissima sp. nov., I. nigrofasciata sp. nov., I. pseudostriolata sp. nov., I. rubrorbiculata sp. nov., I. striolata sp. nov..

Band Generalization of the Golub-Kahan Bidiagonalization, Generalized Jacobi Matrices, and the Core Problem

Czech Academy of Sciences Publication Activity Database

Hnětynková, Iveta; Plešinger, M.; Strakoš, Z.

2015-01-01

Roč. 36, č. 2 (2015), s. 417-434 ISSN 0895-4798 R&D Projects: GA ČR GA13-06684S Grant - others:GA MŠk(CZ) EE2.3.30.0065; GA MŠk(CZ) LL1202 Keywords : total least squares problem * multiple right-hand sides * core problem * Golub-Kahan bidiagonalization * generalized Jacobi matrices Subject RIV: BA - General Mathematics Impact factor: 1.883, year: 2015

The maximal kinematical invariance group of fluid dynamics and explosion-implosion duality

International Nuclear Information System (INIS)

O'Raifeartaigh, L.; Sreedhar, V.V.

2001-01-01

It has recently been found that supernova explosions can be simulated in the laboratory by implosions induced in a plasma by intense lasers. A theoretical explanation is that the inversion transformation, (Σ:t→-1/t, x→x/t), leaves the Euler equations of fluid dynamics, with standard polytropic exponent, invariant. This implies that the kinematical invariance group of the Euler equations is larger than the Galilei group. In this paper we determine, in a systematic manner, the maximal invariance group G of general fluid dynamics and show that it is a semi-direct product G=SL(2, R) three G, where the SL(2, R) group contains the time-translations, dilations, and the inversion Σ, and G is the static (nine-parameter) Galilei group. A subtle aspect of the inclusion of viscosity fields is discussed and it is shown that the Navier-Stokes assumption of constant viscosity breaks the SL(2, R) group to a two-parameter group of time translations and dilations in a tensorial way. The 12-parameter group G is also known to be the maximal invariance group of the free Schroedinger equation. It originates in the free Hamilton-Jacobi equation which is central to both fluid dynamics and the Schroedinger equation

Finite Time Merton Strategy under Drawdown Constraint: A Viscosity Solution Approach

International Nuclear Information System (INIS)

Elie, R.

2008-01-01

We consider the optimal consumption-investment problem under the drawdown constraint, i.e. the wealth process never falls below a fixed fraction of its running maximum. We assume that the risky asset is driven by the constant coefficients Black and Scholes model and we consider a general class of utility functions. On an infinite time horizon, Elie and Touzi (Preprint, [2006]) provided the value function as well as the optimal consumption and investment strategy in explicit form. In a more realistic setting, we consider here an agent optimizing its consumption-investment strategy on a finite time horizon. The value function interprets as the unique discontinuous viscosity solution of its corresponding Hamilton-Jacobi-Bellman equation. This leads to a numerical approximation of the value function and allows for a comparison with the explicit solution in infinite horizon

Axionic membranes

International Nuclear Information System (INIS)

Aurilia, A.; Spallucci, E.

1992-01-01

A metal ring removed from a soap-water solution encloses a film of soap which can be mathematically described as a minimal surface having the ring as its only boundary. This is known to everybody. In this letter we suggest a relativistic extension of the above fluidodynamic system where the soap film is replaced by a Kalb-Ramand gauge potential B μν (x) and the ring by a closed string. The interaction between the B μν field and the string current excites a new configuration of the system consisting of a relativistic membrane bounded by the string. We call such a classical solution of the equation of motion an axionic membrane. As a dynamical system, the axionic membrane admits a Hamilton-Jacobi formulation which is an extension of the HJ theory of electromagnetic strings. (orig.)

Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model

Directory of Open Access Journals (Sweden)

Lidong Zhang

2014-01-01

Full Text Available We are concerned with optimal investment strategy for a dual risk model. We assume that the company can invest into a risk-free asset and a risky asset. Short-selling and borrowing money are allowed. Due to lack of iterated-expectation property, the Bellman Optimization Principle does not hold. Thus we investigate the precommitted strategy and time-consistent strategy, respectively. We take three steps to derive the precommitted investment strategy. Furthermore, the time-consistent investment strategy is also obtained by solving the extended Hamilton-Jacobi-Bellman equations. We compare the precommitted strategy with time-consistent strategy and find that these different strategies have different advantages: the former can make value function maximized at the original time t=0 and the latter strategy is time-consistent for the whole time horizon. Finally, numerical analysis is presented for our results.

Elementary symplectic topology and mechanics

CERN Document Server

Cardin, Franco

2015-01-01

This is a short tract on the essentials of differential and symplectic geometry together with a basic introduction to several applications of this rich framework: analytical mechanics, the calculus of variations, conjugate points & Morse index, and other physical topics. A central feature is the systematic utilization of Lagrangian submanifolds and their Maslov-Hörmander generating functions. Following this line of thought, first introduced by Wlodemierz Tulczyjew, geometric solutions of Hamilton-Jacobi equations, Hamiltonian vector fields and canonical transformations are described by suitable Lagrangian submanifolds belonging to distinct well-defined symplectic structures. This unified point of view has been particularly fruitful in symplectic topology, which is the modern Hamiltonian environment for the calculus of variations, yielding sharp sufficient existence conditions. This line of investigation was initiated by Claude Viterbo in 1992; here, some primary consequences of this theory are exposed in...

Portfolio Management with Stochastic Interest Rates and Inflation Ambiguity

DEFF Research Database (Denmark)

Munk, Claus; Rubtsov, Alexey Vladimirovich

We solve a stock-bond-cash portfolio choice problem for a risk- and ambiguity-averse investor in a setting where the inflation rate and interest rates are stochastic. The expected inflation rate is unobservable, but the investor may learn about it from realized inflation and observed stock and bond...... prices. The investor is aware that his model for the observed inflation is potentially misspecified, and he seeks an investment strategy that maximizes his expected utility from real terminal wealth and is also robust to inflation model misspecification. We solve the corresponding robust Hamilton......-Jacobi-Bellman equation in closed form and derive and illustrate a number of interesting properties of the solution. For example, ambiguity aversion affects the optimal portfolio through the correlation of price level with the stock index, a bond, and the expected inflation rate. Furthermore, unlike other settings...

Thermodynamic framework for discrete optimal control in multiphase flow systems

Science.gov (United States)

Sieniutycz, Stanislaw

1999-08-01

Bellman's method of dynamic programming is used to synthesize diverse optimization approaches to active (work producing) and inactive (entropy generating) multiphase flow systems. Thermal machines, optimally controlled unit operations, nonlinear heat conduction, spontaneous relaxation processes, and self-propagating wave fronts are all shown to satisfy a discrete Hamilton-Jacobi-Bellman equation and a corresponding discrete optimization algorithm of Pontryagin's type, with the maximum principle for a Hamiltonian. The extremal structures are always canonical. A common unifying criterion is set for all considered systems, which is the criterion of a minimum generated entropy. It is shown that constraints can modify the entropy functionals in a different way for each group of the processes considered; thus the resulting structures of these functionals may differ significantly. Practical conclusions are formulated regarding the energy savings and energy policy in optimally controlled systems.

Policy Iteration for $H_\\infty $ Optimal Control of Polynomial Nonlinear Systems via Sum of Squares Programming.

Science.gov (United States)

Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao

2018-02-01

Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.

Killing-Yano tensors, rank-2 Killing tensors, and conserved quantities in higher dimensions

Energy Technology Data Exchange (ETDEWEB)

Krtous, Pavel [Institute of Theoretical Physics, Charles University, V Holesovickach 2, Prague (Czech Republic); Kubiznak, David [Institute of Theoretical Physics, Charles University, V Holesovickach 2, Prague (Czech Republic); Page, Don N. [Theoretical Physics Institute, University of Alberta, Edmonton T6G 2G7, Alberta (Canada); Frolov, Valeri P. [Theoretical Physics Institute, University of Alberta, Edmonton T6G 2G7, Alberta (Canada)

2007-02-15

From the metric and one Killing-Yano tensor of rank D-2 in any D-dimensional spacetime with such a principal Killing-Yano tensor, we show how to generate k = [(D+1)/2] Killing-Yano tensors, of rank D-2j for all 0 {<=} j {<=} k-1, and k rank-2 Killing tensors, giving k constants of geodesic motion that are in involution. For the example of the Kerr-NUT-AdS spacetime (hep-th/0604125) with its principal Killing-Yano tensor (gr-qc/0610144), these constants and the constants from the k Killing vectors give D independent constants in involution, making the geodesic motion completely integrable (hep-th/0611083). The constants of motion are also related to the constants recently obtained in the separation of the Hamilton-Jacobi and Klein-Gordon equations (hep-th/0611245)

Killing-Yano tensors, rank-2 Killing tensors, and conserved quantities in higher dimensions

International Nuclear Information System (INIS)

Krtous, Pavel; Kubiznak, David; Page, Don N.; Frolov, Valeri P.

2007-01-01

From the metric and one Killing-Yano tensor of rank D-2 in any D-dimensional spacetime with such a principal Killing-Yano tensor, we show how to generate k = [(D+1)/2] Killing-Yano tensors, of rank D-2j for all 0 ≤ j ≤ k-1, and k rank-2 Killing tensors, giving k constants of geodesic motion that are in involution. For the example of the Kerr-NUT-AdS spacetime (hep-th/0604125) with its principal Killing-Yano tensor (gr-qc/0610144), these constants and the constants from the k Killing vectors give D independent constants in involution, making the geodesic motion completely integrable (hep-th/0611083). The constants of motion are also related to the constants recently obtained in the separation of the Hamilton-Jacobi and Klein-Gordon equations (hep-th/0611245)

Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts

Directory of Open Access Journals (Sweden)

De-Lei Sheng

2014-01-01

Full Text Available Defined contribution and annuity contract are merged into one pension plan to study both accumulation phase and distribution phase, which results in such effects that both phases before and after retirement being “defined”. Under the Heston’s stochastic volatility model, this paper focuses on mean-variance insurers with the return of premiums clauses to study the optimal time-consistent investment strategy for the DC pension merged with an annuity contract. Both accumulation phase before retirement and distribution phase after retirement are studied. In the time-consistent framework, the extended Hamilton-Jacobi-Bellman equations associated with the optimization problem are established. Applying stochastic optimal control technique, the time-consistent explicit solutions of the optimal strategies and the efficient frontiers are obtained. In addition, numerical analysis illustrates our results and also deepens our knowledge or understanding of the research results.

Noether's theorem and Steudel's conserved currents for the sine-Gordon equation

International Nuclear Information System (INIS)

Shadwick, W.F.

1980-01-01

A version of Noether's theorem appropriate for the extended Hamilton-Cartan formalism for regular first-order Lagrangians is proposed. Steudel's derivation of an infinite collection of conserved currents for the sine-Gordon equation is presented in this context and it is demonstrated that, as a consequence of the commutativity of the sine-Gordon Baecklund transformations, the conserved charges corresponding to these currents are in involution with respect to the natural Poisson bracket provided by the formalism. Thus one obtains the formal 'complete integrability' of the sine-Gordon equation as a consequence of the properties of the Baecklund transformation. (orig.)

Solution of D dimensional Dirac equation for hyperbolic tangent potential using NU method and its application in material properties

Energy Technology Data Exchange (ETDEWEB)

Suparmi, A., E-mail: soeparmi@staff.uns.ac.id; Cari, C., E-mail: cari@staff.uns.ac.id; Pratiwi, B. N., E-mail: namakubetanurpratiwi@gmail.com [Physics Department, Faculty of Mathematics and Science, Sebelas Maret University, Jl. Ir. Sutami 36A Kentingan Surakarta 57126 (Indonesia); Deta, U. A. [Physics Department, Faculty of Science and Mathematics Education and Teacher Training, Surabaya State University, Surabaya (Indonesia)

2016-02-08

The analytical solution of D-dimensional Dirac equation for hyperbolic tangent potential is investigated using Nikiforov-Uvarov method. In the case of spin symmetry the D dimensional Dirac equation reduces to the D dimensional Schrodinger equation. The D dimensional relativistic energy spectra are obtained from D dimensional relativistic energy eigen value equation by using Mat Lab software. The corresponding D dimensional radial wave functions are formulated in the form of generalized Jacobi polynomials. The thermodynamically properties of materials are generated from the non-relativistic energy eigen-values in the classical limit. In the non-relativistic limit, the relativistic energy equation reduces to the non-relativistic energy. The thermal quantities of the system, partition function and specific heat, are expressed in terms of error function and imaginary error function which are numerically calculated using Mat Lab software.

Nuclear power and the Hamilton-Jefferson debate

International Nuclear Information System (INIS)

Hacker, A.

1980-01-01

The basic sources of nuclear opposition derive from the philosophical arguments of Thomas Jefferson against Alexander Hamilton's vision of an industrial society with a strong central authority. Today's young people continue Jefferson's radical plea for the individual freedoms associated with personal ownership and limited government, but they accept the structure of the former while searching for the romanticism of the latter. The nuclear debate reflects this dichotomy and will continue even if the issues of waste disposal and safety are resolved

A parallel algorithm for solving the integral form of the discrete ordinates equations

International Nuclear Information System (INIS)

Zerr, R. J.; Azmy, Y. Y.

2009-01-01

The integral form of the discrete ordinates equations involves a system of equations that has a large, dense coefficient matrix. The serial construction methodology is presented and properties that affect the execution times to construct and solve the system are evaluated. Two approaches for massively parallel implementation of the solution algorithm are proposed and the current results of one of these are presented. The system of equations May be solved using two parallel solvers-block Jacobi and conjugate gradient. Results indicate that both methods can reduce overall wall-clock time for execution. The conjugate gradient solver exhibits better performance to compete with the traditional source iteration technique in terms of execution time and scalability. The parallel conjugate gradient method is synchronous, hence it does not increase the number of iterations for convergence compared to serial execution, and the efficiency of the algorithm demonstrates an apparent asymptotic decline. (authors)

Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions

OpenAIRE

Biane, P.; Pitman, J.; Yor, M.

1999-01-01

This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann's zeta function which are related to these laws.

Fast and Accurate Computation of Gauss--Legendre and Gauss--Jacobi Quadrature Nodes and Weights

KAUST Repository

Hale, Nicholas; Townsend, Alex

2013-01-01

An efficient algorithm for the accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton's root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The n-point quadrature rule is computed in O(n) operations to an accuracy of essentially double precision for any n ≥ 100. © 2013 Society for Industrial and Applied Mathematics.

Fast and Accurate Computation of Gauss--Legendre and Gauss--Jacobi Quadrature Nodes and Weights

KAUST Repository

Hale, Nicholas

2013-03-06

An efficient algorithm for the accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton\\'s root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The n-point quadrature rule is computed in O(n) operations to an accuracy of essentially double precision for any n ≥ 100. © 2013 Society for Industrial and Applied Mathematics.

Superintegrability on curved spaces, orbits and momentum hodographs: revisiting a classical result by Hamilton

International Nuclear Information System (INIS)

Carinena, Jose F; Ranada, Manuel F; Santander, Mariano

2007-01-01

The equation of the orbits (in the configuration space) and of the hodographs (in the 'momentum' plane) for the 'curved' Kepler and harmonic oscillator systems, living in a configuration space of any constant curvature and either signature type, are derived by purely algebraic means. This result extends to the 'curved' Kepler or harmonic oscillator for the classical Hamilton derivation of the orbits of the Euclidean Kepler problem through its hodographs. In both cases, the fundamental property allowing these derivations to work is the superintegrability of the 'curved' Kepler and harmonic oscillator, no matter whether the constant curvature of the configuration space is zero or not, or whether the configuration space metric is Riemannian or Lorentzian. In the 'curved' case the basic result does not refer to the 'velocity hodograph' but to the 'momentum hodograph'; both coincide in a Euclidean configuration space, but only the latter is unambiguously defined in all curved spaces

Closed string field theory: Quantum action and the Batalin-Vilkovsky master equation

International Nuclear Information System (INIS)

Zwiebach, B.

1993-01-01

The complete quantum theory of covariant closed strings is constructed in detail. The nonpolynomial action is defined by elementary vertices satisfying recursion relations that give rise to Jacobi-like identities for an infinite chain of string field products. The genus zero string field algebra is the homotopy Lie algebra L ∞ encoding the gauge symmetry of the classical theory. The higher genus algebraic structure implies the Batalin-Vilkovisky (BV) master equation and thus consistent BRST quantization of the quantum action. From the L ∞ algebra, and the BV equation on the off-shell state space we derive the L ∞ algebra, and the BV equation on physical states that were recently constructed in d=2 string theory. The string diagrams are surfaces with minimal area metrics, foliated by closed geodesics of length 2π. These metrics generalize quadratic differentials in that foliation bands can cross. The string vertices are succinctly characterized; they include the surfaces whose foliation bands are all of height smaller than 2π. (orig.)

The mathematics of geometrical and physical optics. The k-funktion and its ramifications

Energy Technology Data Exchange (ETDEWEB)

Stavroudis, O.N. [Centro de Investigaciones en Optica, Leon, Guanajuato (Mexico)

2006-07-01

In this sequel to his book, 'The Optics of Rays, Wavefronts, and Caustics', Stavroudis not only covers his own research results, but also includes more recent developments. The book is divided into three parts, starting with basic mathematical concepts that are further applied in the book. Surface geometry is treated with classical mathematics, while the second part covers the k-function, discussing and solving the eikonal equation as well as Maxwell equations in this context. A final part on applications consists of conclusions drawn or developed in the first two parts of the book, discussing such topics as the Cartesian oval, the modern Schiefspiegler, Huygen's principle, and Maxwell's model of Gauss' perfect lens. From the contents: Part I: Preliminaries - Calculus of variations - Calculus of variations: differential geometry of space curves (helix and ellipse) - Fermat's principle and the ray equation for inhomogeneous isotropic media - Hilbert integral, the derivation of the Hamilton-Jacobi theory, and the eikonal equation - First-order partial differential equations. Part II: The k-Function - Calculation of surface differential geometry parameters - Ray tracing - Refraction of wavefronts at surfaces - Solution of the Maxwell equation in the context of the k-function. Part III: Applications - Pseudo Maxwell equations - Derivation and discussion of the Cartesian oval - The modern Schiefspiegler - Huygen's principle - Maxwell's model of Gauss' perfect lens. (orig.)

Canonical quantisation via conditional symmetries of the closed FLRW model coupled to a scalar field

International Nuclear Information System (INIS)

Zampeli, Adamantia

2015-01-01

We study the classical, quantum and semiclassical solutions of a Robertson-Walker spacetime coupled to a massless scalar field. The Lagrangian of these minisuperspace models is singular and the application of the theory of Noether symmetries is modified to include the conditional symmetries of the corresponding (weakly vanishing) Hamiltonian. These are found to be the simultaneous symmetries of the supermetric and the superpotential. The quantisation is performed adopting the Dirac proposal for constrained systems. The innovation in the approach we use is that the integrals of motion related to the conditional symmetries are promoted to operators together with the Hamiltonian and momentum constraints. These additional conditions imposed on the wave function render the system integrable and it is possible to obtain solutions of the Wheeler-DeWitt equation. Finally, we use the wave function to perform a semiclassical analysis following Bohm and make contact with the classical solution. The analysis starts with a modified Hamilton-Jacobi equation from which the semiclassical momenta are defined. The solutions of the semiclassical equations are then studied and compared to the classical ones in order to understand the nature and behaviour of the classical singularities. (paper)

Mean-Variance Portfolio Selection with Margin Requirements

Directory of Open Access Journals (Sweden)

Yuan Zhou

2013-01-01

Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.

Time dependent mean-field games

KAUST Repository

Gomes, Diogo A.

2014-01-06

We consider time dependent mean-field games (MFG) with a local power-like dependence on the measure and Hamiltonians satisfying both sub and superquadratic growth conditions. We establish existence of smooth solutions under a certain set of conditions depending both on the growth of the Hamiltonian as well as on the dimension. In the subquadratic case this is done by combining a Gagliardo-Nirenberg type of argument with a new class of polynomial estimates for solutions of the Fokker-Planck equation in terms of LrLp- norms of DpH. These techniques do not apply to the superquadratic case. In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.

A Riccati solution for the ideal MHD plasma response with applications to real-time stability control

Science.gov (United States)

Glasser, Alexander; Kolemen, Egemen; Glasser, A. H.

2018-03-01

Active feedback control of ideal MHD stability in a tokamak requires rapid plasma stability analysis. Toward this end, we reformulate the δW stability method with a Hamilton-Jacobi theory, elucidating analytical and numerical features of the generic tokamak ideal MHD stability problem. The plasma response matrix is demonstrated to be the solution of an ideal MHD matrix Riccati differential equation. Since Riccati equations are prevalent in the control theory literature, such a shift in perspective brings to bear a range of numerical methods that are well-suited to the robust, fast solution of control problems. We discuss the usefulness of Riccati techniques in solving the stiff ordinary differential equations often encountered in ideal MHD stability analyses—for example, in tokamak edge and stellarator physics. We demonstrate the applicability of such methods to an existing 2D ideal MHD stability code—DCON [A. H. Glasser, Phys. Plasmas 23, 072505 (2016)]—enabling its parallel operation in near real-time, with wall-clock time ≪1 s . Such speed may help enable active feedback ideal MHD stability control, especially in tokamak plasmas whose ideal MHD equilibria evolve with inductive timescale τ≳ 1s—as in ITER.

New Li-Yau-Hamilton Inequalities for the Ricci Flow via the Space-Time Approach

OpenAIRE

Chow, Bennett; Knopf, Dan

2002-01-01

We generalize Hamilton's matrix Li-Yau-type Harnack estimate for the Ricci flow by considering the space of all LYH (Li-Yau-Hamilton) quadratics that arise as curvature tensors of space-time connections satisfying the Ricci flow with respect to the natural space-time degenerate metric. As a special case, we employ scaling arguments to derive a linear-type matrix LYH estimate. The new LYH quadratics obtained in this way are associated to the system of the Ricci flow coupled to a 1-form and a 2...

A quasi-Bohmian approach for a homogeneous spherical solid body based on its geometric structure

International Nuclear Information System (INIS)

Koupaei, Jalaledin Yousefi; Golshani, Mehdi

2013-01-01

In this paper we express the space of rotation as a Riemannian space and try to generalize the classical equations of motion of a homogeneous spherical solid body in the domain of quantum mechanics. This is done within Bohm's view of quantum mechanics, but we do not use the Schrödinger equation. Instead, we assume that in addition to the classical potential there is an extra potential and try to obtain it. In doing this, we start from a classical picture based on Hamilton-Jacobi formalism and statistical mechanics but we use an interpretation which is different from the classical one. Then, we introduce a proper action and extremize it. This procedure gives us a mathematical identity for the extra potential that limits its form. The classical mechanics is a trivial solution of this method. In the simplest cases where the extra potential is not a constant, a mathematical identity determines it uniquely. In fact the first nontrivial potential, apart from some constant coefficients which are determined by experiment, is the usual Bohmian quantum potential

Quantum trajectories in complex space: One-dimensional stationary scattering problems

International Nuclear Information System (INIS)

Chou, C.-C.; Wyatt, Robert E.

2008-01-01

One-dimensional time-independent scattering problems are investigated in the framework of the quantum Hamilton-Jacobi formalism. The equation for the local approximate quantum trajectories near the stagnation point of the quantum momentum function is derived, and the first derivative of the quantum momentum function is related to the local structure of quantum trajectories. Exact complex quantum trajectories are determined for two examples by numerically integrating the equations of motion. For the soft potential step, some particles penetrate into the nonclassical region, and then turn back to the reflection region. For the barrier scattering problem, quantum trajectories may spiral into the attractors or from the repellers in the barrier region. Although the classical potentials extended to complex space show different pole structures for each problem, the quantum potentials present the same second-order pole structure in the reflection region. This paper not only analyzes complex quantum trajectories and the total potentials for these examples but also demonstrates general properties and similar structures of the complex quantum trajectories and the quantum potentials for one-dimensional time-independent scattering problems

Finsler geometry, relativity and gauge theories

International Nuclear Information System (INIS)

Asanov, G.S.

1985-01-01

This book provides a self-contained account of the Finslerian techniques which aim to synthesize the ideas of Finslerian metrical generalization of Riemannian geometry to merge with the primary physical concepts of general relativity and gauge field theories. The geometrization of internal symmetries in terms of Finslerian geometry, as well as the formulation of Finslerian generalization of gravitational field equations and equations of motion of matter, are two key points used to expound the techniques. The Clebsch representation of the canonical momentum field is used to formulate the Hamilton-Jacobi theory for homogeneous Lagrangians of classical mechanics. As an auxillary mathematical apparatus, the author uses invariance identities which systematically reflect the covariant properties of geometrical objects. The results of recent studies of special Finsler spaces are also applied. The book adds substantially to the mathematical monographs by Rund (1959) and Rund and Bear (1972), all basic results of the latter being reflected. It is the author's hope that thorough exploration of the materrial presented will tempt the reader to revise the habitual physical concepts supported conventionally by Riemannian geometry. (Auth.)

Optimal Control of Scalar Conservation Laws Using Linear/Quadratic Programming: Application to Transportation Networks

KAUST Repository

Li, Yanning

2014-03-01

This article presents a new optimal control framework for transportation networks in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi (H-J) equation and the commonly used triangular fundamental diagram, we pose the problem of controlling the state of the system on a network link, in a finite horizon, as a Linear Program (LP). We then show that this framework can be extended to an arbitrary transportation network, resulting in an LP or a Quadratic Program. Unlike many previously investigated transportation network control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e., discontinuities in the state of the system). As it leverages the intrinsic properties of the H-J equation used to model the state of the system, it does not require any approximation, unlike classical methods that are based on discretizations of the model. The computational efficiency of the method is illustrated on a transportation network. © 2014 IEEE.

Optimal Control of Scalar Conservation Laws Using Linear/Quadratic Programming: Application to Transportation Networks

KAUST Repository

Li, Yanning; Canepa, Edward S.; Claudel, Christian

2014-01-01

This article presents a new optimal control framework for transportation networks in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi (H-J) equation and the commonly used triangular fundamental diagram, we pose the problem of controlling the state of the system on a network link, in a finite horizon, as a Linear Program (LP). We then show that this framework can be extended to an arbitrary transportation network, resulting in an LP or a Quadratic Program. Unlike many previously investigated transportation network control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e., discontinuities in the state of the system). As it leverages the intrinsic properties of the H-J equation used to model the state of the system, it does not require any approximation, unlike classical methods that are based on discretizations of the model. The computational efficiency of the method is illustrated on a transportation network. © 2014 IEEE.

Elliptically fibered Calabi–Yau manifolds and the ring of Jacobi forms

Directory of Open Access Journals (Sweden)

Min-xin Huang

2015-09-01

Full Text Available We give evidence that the all genus amplitudes of topological string theory on compact elliptically fibered Calabi–Yau manifolds can be written in terms of meromorphic Jacobi forms whose weight grows linearly and whose index grows quadratically with the base degree. The denominators of these forms have a simple universal form with the property that the poles of the meromorphic form lie only at torsion points. The modular parameter corresponds to the fibre class while the role of the string coupling is played by the elliptic parameter. This leads to very strong all genus results on these geometries, which are checked against results from curve counting.

A high-order positivity-preserving single-stage single-step method for the ideal magnetohydrodynamic equations

Science.gov (United States)

Christlieb, Andrew J.; Feng, Xiao; Seal, David C.; Tang, Qi

2016-07-01

We propose a high-order finite difference weighted ENO (WENO) method for the ideal magnetohydrodynamics (MHD) equations. The proposed method is single-stage (i.e., it has no internal stages to store), single-step (i.e., it has no time history that needs to be stored), maintains a discrete divergence-free condition on the magnetic field, and has the capacity to preserve the positivity of the density and pressure. To accomplish this, we use a Taylor discretization of the Picard integral formulation (PIF) of the finite difference WENO method proposed in Christlieb et al. (2015) [23], where the focus is on a high-order discretization of the fluxes (as opposed to the conserved variables). We use the version where fluxes are expanded to third-order accuracy in time, and for the fluid variables space is discretized using the classical fifth-order finite difference WENO discretization. We use constrained transport in order to obtain divergence-free magnetic fields, which means that we simultaneously evolve the magnetohydrodynamic (that has an evolution equation for the magnetic field) and magnetic potential equations alongside each other, and set the magnetic field to be the (discrete) curl of the magnetic potential after each time step. In this work, we compute these derivatives to fourth-order accuracy. In order to retain a single-stage, single-step method, we develop a novel Lax-Wendroff discretization for the evolution of the magnetic potential, where we start with technology used for Hamilton-Jacobi equations in order to construct a non-oscillatory magnetic field. The end result is an algorithm that is similar to our previous work Christlieb et al. (2014) [8], but this time the time stepping is replaced through a Taylor method with the addition of a positivity-preserving limiter. Finally, positivity preservation is realized by introducing a parameterized flux limiter that considers a linear combination of high and low-order numerical fluxes. The choice of the free

Nuclear power and the Hamilton-Jefferson debate

Energy Technology Data Exchange (ETDEWEB)

Hacker, A.

The basic sources of nuclear opposition derive from the philosophical arguments of Thomas Jefferson against Alexander Hamilton's vision of an industrial society with a strong central authority. Today's young people continue Jefferson's radical plea for the individual freedoms associated with personal ownership and limited government, but they accept the structure of the former while searching for the romanticism of the latter. The nuclear debate reflects this dichotomy and will continue even if the issues of waste disposal and safety are resolved. (DCK)

On the Painleve integrability, periodic wave solutions and soliton solutions of generalized coupled higher-order nonlinear Schroedinger equations

International Nuclear Information System (INIS)

Xu Guiqiong; Li Zhibin

2005-01-01

It is proven that generalized coupled higher-order nonlinear Schroedinger equations possess the Painleve property for two particular choices of parameters, using the Weiss-Tabor-Carnevale method and Kruskal's simplification. Abundant families of periodic wave solutions are obtained by using the Jacobi elliptic function expansion method with the assistance of symbolic manipulation system, Maple. It is also shown that these solutions exactly degenerate to bright soliton, dark soliton and mixed dark and bright soliton solutions with physical interests

Coupling coefficients of SO(n) and integrals involving Jacobi and Gegenbauer polynomials

International Nuclear Information System (INIS)

Alisauskas, Sigitas

2002-01-01

The expressions for the coupling coefficients (3j-symbols) for most degenerate (symmetric) representations of orthogonal groups SO(n) in a canonical basis (with SO(n) restricted to SO(n-1) and different semicanonical or tree bases (with SO(n) restricted to SO(n')xSO(n''), n'+n''=n) are considered, respectively, in context of integrals involving triplets of the Gegenbauer and the Jacobi polynomials. Since the directly derived triple-hypergeometric series do not reveal the apparent triangle conditions of the 3j-symbols, they are rearranged, using their relation with semistretched isofactors of the second kind for the complementary chain Sp(4) contains SU(2)xSU(2) and analogy with the stretched 9j coefficients of SU(2), into formulae with more rich limits for summation intervals and obvious triangle conditions. The isofactors of class-one representations of orthogonal groups or class-two representations of unitary groups (and, of course, the related integrals involving triplets of the Gegenbauer and the Jacobi polynomials) turn into double sums in the cases of canonical SO(n) contains SO(n-1) or U(n) contains U(n-1) and semicanonical SO(n) contains SO(n-2)xSO(2) chains, as well as into the 4 F 3 (1) series under more specific conditions. Some ambiguities of the phase choice of the complementary group approach are adjusted, as well as problems with an alternating sign parameter of SO(2) representations in the SO(3) contains SO(2) and SO(n) contains SO(n-2)xSO(2) chains. (author)

Parallel algorithms for solving the diffusion equation by finite elements methods and by nodal methods

International Nuclear Information System (INIS)

Coulomb, F.

1989-06-01

The aim of this work is to study methods for solving the diffusion equation, based on a primal or mixed-dual finite elements discretization and well suited for use on multiprocessors computers; domain decomposition methods are the subject of the main part of this study, the linear systems being solved by the block-Jacobi method. The origin of the diffusion equation is explained in short, and various variational formulations are reminded. A survey of iterative methods is given. The elemination of the flux or current is treated in the case of a mixed method. Numerical tests are performed on two examples of reactors, in order to compare mixed elements and Lagrange elements. A theoretical study of domain decomposition is led in the case of Lagrange finite elements, and convergence conditions for the block-Jacobi method are derived; the dissection decomposition is previously the purpose of a particular numerical analysis. In the case of mixed-dual finite elements, a study is led on examples and is confirmed by numerical tests performed for the dissection decomposition; furthermore, after being justified, decompositions along axes of symmetry are numerically tested. In the case of a decomposition into two subdomains, the dissection decomposition and the decomposition with an integrated interface are compared. Alternative directions methods are defined; the convergence of those relative to Lagrange elements is shown; in the case of mixed elements, convergence conditions are found [fr

Using the Jacobi-Davidson method to obtain the dominant Lambda modes of a nuclear power reactor

Energy Technology Data Exchange (ETDEWEB)

Verdu, G. [Departamento de Ingenieria Quimica y Nuclear, Universidad Politecnica de Valencia, Camino de Vera 14, 46022 Valencia (Spain)]. E-mail: gverdu@iqn.upv.es; Ginestar, D. [Departamento de Matematica Aplicada, Universidad Politecnica de Valencia, Camino de Vera 14, 46022 Valencia (Spain); Miro, R. [Departamento de Ingenieria Quimica y Nuclear, Universidad Politecnica de Valencia, Camino de Vera 14, 46022 Valencia (Spain); Vidal, V. [Departamento de Sistemas Informaticos y Computacion, Universidad Politecnica de Valencia, Camino de Vera 14, 46022 Valencia (Spain)

2005-07-15

The Jacobi-Davidson method is a modification of Davidson method, which has shown to be very effective to compute the dominant eigenvalues and their corresponding eigenvectors of a large and sparse matrix. This method has been used to compute the dominant Lambda modes of two configurations of Cofrentes nuclear power reactor, showing itself a quite effective method, especially for perturbed configurations.

On mixed derivatives type high dimensional multi-term fractional partial differential equations approximate solutions

Science.gov (United States)

Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad

2017-01-01

In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.

High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

Science.gov (United States)

Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

2018-06-01

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

Quantum corrections to the thermodynamics of Schwarzschild-Tangherlini black hole and the generalized uncertainty principle

Energy Technology Data Exchange (ETDEWEB)

Feng, Z.W.; Zu, X.T. [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Li, H.L. [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Shenyang Normal University, College of Physics Science and Technology, Shenyang (China); Yang, S.Z. [China West Normal University, Physics and Space Science College, Nanchong (China)

2016-04-15

We investigate the thermodynamics of Schwarzschild-Tangherlini black hole in the context of the generalized uncertainty principle (GUP). The corrections to the Hawking temperature, entropy and the heat capacity are obtained via the modified Hamilton-Jacobi equation. These modifications show that the GUP changes the evolution of the Schwarzschild-Tangherlini black hole. Specially, the GUP effect becomes susceptible when the radius or mass of the black hole approaches the order of Planck scale, it stops radiating and leads to a black hole remnant. Meanwhile, the Planck scale remnant can be confirmed through the analysis of the heat capacity. Those phenomena imply that the GUP may give a way to solve the information paradox. Besides, we also investigate the possibilities to observe the black hole at the Large Hadron Collider (LHC), and the results demonstrate that the black hole cannot be produced in the recent LHC. (orig.)

Regularity theory for mean-field game systems

CERN Document Server

Gomes, Diogo A; Voskanyan, Vardan

2016-01-01

Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Regularity Theory for Mean-Field Game Systems

KAUST Repository

Gomes, Diogo A.

2016-09-14

Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Regularity Theory for Mean-Field Game Systems

KAUST Repository

Gomes, Diogo A.; Pimentel, Edgard A.; Voskanyan, Vardan K.

2016-01-01

Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

Science.gov (United States)

Yang, Xiong; Liu, Derong; Wang, Ding

2014-03-01

In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

Nonlocal Symmetries, Conservation Laws and Interaction Solutions of the Generalised Dispersive Modified Benjamin-Bona-Mahony Equation

Science.gov (United States)

Yan, Xue-Wei; Tian, Shou-Fu; Dong, Min-Jie; Wang, Xiu-Bin; Zhang, Tian-Tian

2018-05-01

We consider the generalised dispersive modified Benjamin-Bona-Mahony equation, which describes an approximation status for long surface wave existed in the non-linear dispersive media. By employing the truncated Painlevé expansion method, we derive its non-local symmetry and Bäcklund transformation. The non-local symmetry is localised by a new variable, which provides the corresponding non-local symmetry group and similarity reductions. Moreover, a direct method can be provided to construct a kind of finite symmetry transformation via the classic Lie point symmetry of the normal prolonged system. Finally, we find that the equation is a consistent Riccati expansion solvable system. With the help of the Jacobi elliptic function, we get its interaction solutions between solitary waves and cnoidal periodic waves.

Light Rail Transit in Hamilton: Health, Environmental and Economic Impact Analysis

Science.gov (United States)

Topalovic, P.; Carter, J.; Topalovic, M.; Krantzberg, G.

2012-01-01

Hamilton's historical roots as an electric, industrial and transportation-oriented city provide it with a high potential for rapid transit, especially when combined with its growing population, developing economy, redeveloping downtown core and its plans for sustainable growth. This paper explores the health, environmental, social and economic…

Chaos M-ary modulation and demodulation method based on Hamilton oscillator and its application in communication.

Science.gov (United States)

Fu, Yongqing; Li, Xingyuan; Li, Yanan; Yang, Wei; Song, Hailiang

2013-03-01

Chaotic communication has aroused general interests in recent years, but its communication effect is not ideal with the restriction of chaos synchronization. In this paper a new chaos M-ary digital modulation and demodulation method is proposed. By using region controllable characteristics of spatiotemporal chaos Hamilton map in phase plane and chaos unique characteristic, which is sensitive to initial value, zone mapping method is proposed. It establishes the map relationship between M-ary digital information and the region of Hamilton map phase plane, thus the M-ary information chaos modulation is realized. In addition, zone partition demodulation method is proposed based on the structure characteristic of Hamilton modulated information, which separates M-ary information from phase trajectory of chaotic Hamilton map, and the theory analysis of zone partition demodulator's boundary range is given. Finally, the communication system based on the two methods is constructed on the personal computer. The simulation shows that in high speed transmission communications and with no chaos synchronization circumstance, the proposed chaotic M-ary modulation and demodulation method has outperformed some conventional M-ary modulation methods, such as quadrature phase shift keying and M-ary pulse amplitude modulation in bit error rate. Besides, it has performance improvement in bandwidth efficiency, transmission efficiency and anti-noise performance, and the system complexity is low and chaos signal is easy to generate.

Fourier analysis of cell-wise Block-Jacobi splitting in two-dimensional geometry

International Nuclear Information System (INIS)

Rosa, M.; Warsa, J. S.; Kelley, T. M.

2009-01-01

A Fourier analysis is conducted in two-dimensional (2D) geometry for the discrete ordinates (S N ) approximation of the neutron transport problem solved with Richardson iteration (Source Iteration) using the cell-wise Block-Jacobi (BJ) algorithm. The results of the Fourier analysis show that convergence of cell-wise BJ can degrade, leading to a spectral radius equal to 1, in problems containing optically thin cells. For problems containing cells that are optically thick, instead, the spectral radius tends to 0. Hence, in the optically thick-cell regime, cell-wise BJ is rapidly convergent even for problems that are scattering dominated, with a scattering ratio c close to 1. (authors)

New periodic wave solutions, localized excitations and their interaction for (2+1)-dimensional Burgers equation

International Nuclear Information System (INIS)

Ma Hongcai; Ge Dongjie; Yu Yaodong

2008-01-01

Based on the Bäcklund method and the multilinear variable separation approach (MLVSA), this paper nds a general solution including two arbitrary functions for the (2+1)-dimensional Burgers equations. Then a class of new doubly periodic wave solutions for (2+1)-dimensional Burgers equations is obtained by introducing appropriate Jacobi elliptic functions, Weierstrass elliptic functions and their combination in the general solutions (which contains two arbitrary functions). Two types of limit cases are considered. Firstly, taking one of the moduli to be unity and the other zero, it obtains particular wave (called semi-localized) patterns, which is periodic in one direction, but localized in the other direction. Secondly, if both moduli are tending to 1 as a limit, it derives some novel localized excitations (two-dromion solution). (general)

General method and exact solutions to a generalized variable-coefficient two-dimensional KdV equation

International Nuclear Information System (INIS)

Chen, Yong; Shanghai Jiao-Tong Univ., Shangai; Chinese Academy of sciences, Beijing

2005-01-01

A general method to uniformly construct exact solutions in terms of special function of nonlinear partial differential equations is presented by means of a more general ansatz and symbolic computation. Making use of the general method, we can successfully obtain the solutions found by the method proposed by Fan (J. Phys. A., 36 (2003) 7009) and find other new and more general solutions, which include polynomial solutions, exponential solutions, rational solutions, triangular periodic wave solution, soliton solutions, soliton-like solutions and Jacobi, Weierstrass doubly periodic wave solutions. A general variable-coefficient two-dimensional KdV equation is chosen to illustrate the method. As a result, some new exact soliton-like solutions are obtained. planets. The numerical results are given in tables. The results are discussed in the conclusion

Perceptions of Quality Life in Hamilton's Neighbourhood Hubs: A Qualitative Analysis

Science.gov (United States)

Eby, Jeanette; Kitchen, Peter; Williams, Allison

2012-01-01

This paper examines perceptions of quality of life in Hamilton, Ontario, Canada from the perspective of residents and key community stakeholders. A series of eight focus groups were conducted. Six sessions were held with residents of neighbourhood "hubs", areas characterized by high levels of poverty. The following themes were…

Air Quality in Hamilton: Who Is Concerned? Perceptions from Three Neighbourhoods

Science.gov (United States)

Simone, Dylan; Eyles, John; Newbold, K. Bruce; Kitchen, Peter; Williams, Allison

2012-01-01

This study investigates the factors influencing perceptions of air quality in the industrial city of Hamilton, Canada. The research employs data collected via a telephone survey of 1,002 adult residents in three neighbourhoods. Perceptions in the neighbourhoods were examined by individual socio-demographic factors (age, gender, marital and…

Schrodinger Evolution for the Universe: Reparametrization

OpenAIRE

Gryb, Sean; Thebault, Karim

2015-01-01

Starting from a generalized Hamilton-Jacobi formalism, we develop a new framework for constructing observables and their evolution in theories invariant under global time reparametrizations. Our proposal relaxes the usual Dirac prescription for the observables of a totally constrained system (`perennials') and allows one to recover the influential partial and complete observables approach in a particular limit. Difficulties such as the non-unitary evolution of the complete observables in term...

Between Laws and Models: Some Philosophical Morals of Lagrangian Mechanics

OpenAIRE

Butterfield, Jeremy

2004-01-01

I extract some philosophical morals from some aspects of Lagrangian mechanics. (A companion paper will present similar morals from Hamiltonian mechanics and Hamilton-Jacobi theory.) One main moral concerns methodology: Lagrangian mechanics provides a level of description of phenomena which has been largely ignored by philosophers, since it falls between their accustomed levels--``laws of nature'' and ``models''. Another main moral concerns ontology: the ontology of Lagrangian mechanics is bot...

A Jacobian elliptic single-field inflation

Energy Technology Data Exchange (ETDEWEB)

Villanueva, J.R. [Universidad de Valparaiso, Instituto de Fisica y Astronomia, Valparaiso (Chile); Centro de Astrofisica de Valparaiso, Valparaiso (Chile); Gallo, Emanuel [FaMAF, Universidad Nacional de Cordoba, Cordoba (Argentina); Instituto de Fisica Enrique Gaviola (IFEG), CONICET, Cordoba (Argentina)

2015-06-15

In the scenario of single-field inflation, this field is described in terms of Jacobian elliptic functions. This approach provides, when constrained to particular cases, analytic solutions already known in the past, generalizing them to a bigger family of analytical solutions. The emergent cosmology is analyzed using the Hamilton-Jacobi approach and then the main results are contrasted with the recent measurements obtained from the Planck 2015 data. (orig.)

Parallelized implicit propagators for the finite-difference Schrödinger equation

Science.gov (United States)

Parker, Jonathan; Taylor, K. T.

1995-08-01

We describe the application of block Gauss-Seidel and block Jacobi iterative methods to the design of implicit propagators for finite-difference models of the time-dependent Schrödinger equation. The block-wise iterative methods discussed here are mixed direct-iterative methods for solving simultaneous equations, in the sense that direct methods (e.g. LU decomposition) are used to invert certain block sub-matrices, and iterative methods are used to complete the solution. We describe parallel variants of the basic algorithm that are well suited to the medium- to coarse-grained parallelism of work-station clusters, and MIMD supercomputers, and we show that under a wide range of conditions, fine-grained parallelism of the computation can be achieved. Numerical tests are conducted on a typical one-electron atom Hamiltonian. The methods converge robustly to machine precision (15 significant figures), in some cases in as few as 6 or 7 iterations. The rate of convergence is nearly independent of the finite-difference grid-point separations.

Hamilton-Ostrogradsky principle in the theory of nonlinear elasticity with the combined approach

International Nuclear Information System (INIS)

Sporykhin, A.N.

1995-01-01

The assignment of a portion of the edge conditions in the deformed state and a portion of them in the initial state so that the initial and deformed states of the body are unknowns is a characteristic feature of the statement of a number of technological problems. Haber and Haber and Abel have performed studies in this direction, where constitutive relationships have been constructed within the framework of a linearly elastic material. Use of the displacements of individual particles as variable parameters in these relationships has required additional conditions that do not follow from the formulated problem. Use of familiar variational principles described in Euler coordinates is rendered difficult by the complexity of edge-condition formulation in the special case when the initial state is unknown. The latter is governed by the fact that variational principles are derived from the initial formulations open-quotes in Lagrangian coordinates,close quotes by recalculating the operation functional. Using Lagrange's principle, Novikov and Sporykhin constructed constitutive equations in the general case of a nonlinearly elastic body with edge conditions assigned in different configurations. An analogous problem is solved in this paper using the Hamilton-Ostrogradsky principle

Nuclear hyperdeformation and the Jacobi shape transition

Science.gov (United States)

Schunck, N.; Dudek, J.; Herskind, B.

2007-05-01

The possibility that atomic nuclei possess stable, extremely elongated (hyperdeformed) shapes at very high angular momentum is investigated in the light of the most recent experimental results. The crucial role of the Jacobi shape transitions for the population of hyperdeformed states is discussed and emphasized. State-of-the-art mean-field calculations including the most recent parametrization of the liquid-drop energy together with thermal effects and minimization algorithms allowing the spanning of a large deformation space predict the existence of a region of hyperdeformed nuclei in the mass A˜120 130: Te, Cs, Xe, I, and Ba isotopes. In agreement with predictions presented in reviews by J. Dudek, K. Pomorski, N. Schunck, and N. Dubray [Eur. Phys. J. A 20, 15 (2003)] and J. Dudek, N. Schunck, and N. Dubray [Acta Phys Pol. B 36, 975 (2005)], our extended calculations predict that only very short hyperdeformed bands composed of a dozen discrete transitions at the most are to be expected in contrast to the results known for the superdeformed bands. We stress the importance of the experimental research in terms of multiple-γ correlation analysis that proved to be very efficient for the superdeformation studies and seems very helpful in the even more difficult search for the discrete transitions in hyperdeformed nuclei.

Hamilton and Hardy for the 21st Century

Science.gov (United States)

Ogden, Trevor

2016-01-01

Hamilton and Hardy’s Industrial Toxicology is now 80 years old, and the new sixth edition links us with a pioneer era. This is an impressive book, but the usefulness of the hardback version as a reference book is unfortunately limited by its poor index. There is now an ebook version, and for the practitioner on the move this has the great advantages of searchability and portability. However, Wiley ebooks can apparently only be downloaded when first purchased, so their lifetime is limited to that of the device. The Kindle edition should avoid this shortcoming.

Tensor products of Uq′sl-caret(2)-modules and the big q2-Jacobi function transform

International Nuclear Information System (INIS)

Gade, R. M.

2013-01-01

Four tensor products of evaluation modules of the quantum affine algebra U q ′ sl-caret(2) obtained from the negative and positive series, the complementary and the strange series representations are investigated. Linear operators R(z) satisfying the intertwining property on finite linear combinations of the canonical basis elements of the tensor products are described in terms of two sets of infinite sums {τ (r,t) } r,t∈Z ≥0 and {τ (r,t) } r,t∈Z ≥0 involving big q 2 -Jacobi functions or related nonterminating basic hypergeometric series. Inhomogeneous recurrence relations can be derived for both sets. Evaluations of the simplest sums provide the corresponding initial conditions. For the first set of sums the relations entail a big q 2 -Jacobi function transform pair. An integral decomposition is obtained for the sum τ (r,t) . A partial description of the relation between the decompositions of the tensor products with respect to U q sl(2) or with respect to its complement in U q ′ sl-caret(2) can be formulated in terms of Askey-Wilson function transforms. For a particular combination of two tensor products, the occurrence of proper U q ′ sl-caret(2)-submodules is discussed.