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Autonomous Integral Functionals with Discontinuous Nonconvex Integrands: Lipschitz Regularity of Minimizers, DuBois-Reymond Necessary Conditions, and Hamilton-Jacobi Equations  [PDF]
Gianni Dal Maso,Helene Frankowska
Mathematics , 2002,
Abstract: This paper is devoted to the autonomous Lagrange problem of the calculus of variations with a discontinuous Lagrangian. We prove that every minimizer is Lipschitz continuous if the Lagrangian is coercive and locally bounded. The main difference with respect to the previous works in the literature is that we do not assume that the Lagrangian is convex in the velocity. We also show that, under some additional assumptions, the DuBois-Reymond necessary condition still holds in the discontinuous case. Finally, we apply these results to deduce that the value function of the Bolza problem is locally Lipschitz and satisfies (in a generalized sense) a Hamilton-Jacobi equation.
Hamilton-Jacobi equations and Brane associated Lagrangians  [PDF]
L. M. Baker,D. B. Fairlie
Physics , 2000, DOI: 10.1016/S0550-3213(00)00703-3
Abstract: This article seeks to relate a recent proposal for the association of a covariant Field Theory with a string or brane Lagrangian to the Hamilton-Jacobi formalism for strings and branes. It turns out that since in this special case, the Hamiltonian depends only upon the momenta of the Jacobi fields and not the fields themselves, it is the same as a Lagrangian, subject to a constancy constraint. We find that the associated Lagrangians for strings or branes have a covariant description in terms of the square root of the same Lagrangian. If the Hamilton-Jacobi function is zero, rather than a constant, then it is in in one dimension lower, reminiscent of the `holographic' idea. In the second part of the paper, we discuss properties of these Lagrangians, which lead to what we have called `Universal Field Equations', characteristic of covariant equations of motion.
Hamilton-Jacobi formulation for singular systems with second order Lagrangians  [PDF]
B. M. Pimentel,R. G. Teixeira
Physics , 1995, DOI: 10.1007/BF02749015
Abstract: Recently the Hamilton-Jacobi formulation for first order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi formulation for singular systems with second order Lagrangians and apply this new formulation to Podolsky electrodynamics, comparing with the results obtained through Dirac's method.
Uniqueness of solutions to Hamilton-Jacobi equations arising in the Calculus of Variations  [PDF]
G. Dal Maso,H. Frankowska
Mathematics , 2000,
Abstract: We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual convexity hypothesis. Under the same assumptions we prove also the uniqueness, in a class of lower semicontinuous functions, of a slightly different notion of solution, where classical derivatives are replaced only by subdifferentials. These results follow from a new comparison theorem for lower semicontinuous viscosity supersolutions of the Hamilton-Jacobi equation, that is proved in the general case of lower semicontinuous Lagrangians.
Weak solutions of the Hamilton-Jacobi equation for time periodic lagrangians  [PDF]
Gonzalo Contreras,Renato Iturriaga,Hector Sanchez-Morgado
Mathematics , 2013,
Abstract: In this work we prove the existence of Fathi's weak KAM solutions for periodic Lagrangians and give a construction of all of them.
Viscosity solutions of Hamilton--Jacobi equations with discontinuous coefficients  [PDF]
Giuseppe Maria Coclite,Nils Henrik Risebro
Mathematics , 2003,
Abstract: We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define a viscosity solution by treating the discontinuities in the coefficients analogously to ``internal boundaries''. By defining an appropriate penalization function, we prove that viscosity solutions are unique. The existence of viscosity solutions is established by showing that a sequence of front tracking approximations is compact in $L^\infty$, and that the limits are viscosity solutions.
Discontinuous Galerkin finite element methods for time-dependent Hamilton--Jacobi--Bellman equations with Cordes coefficients  [PDF]
Iain Smears,Endre Süli
Mathematics , 2014,
Abstract: We propose and analyse a fully-discrete discontinuous Galerkin time-stepping method for parabolic Hamilton--Jacobi--Bellman equations with Cordes coefficients. The method is consistent and unconditionally stable on rather general unstructured meshes and time-partitions. Error bounds are obtained for both rough and regular solutions, and it is shown that for sufficiently smooth solutions, the method is arbitrarily high-order with optimal convergence rates with respect to the mesh size, time-interval length and temporal polynomial degree, and possibly suboptimal by an order and a half in the spatial polynomial degree. Numerical experiments on problems with strongly anisotropic diffusion coefficients and early-time singularities demonstrate the accuracy and computational efficiency of the method, with exponential convergence rates under combined $hp$- and $\tau q$-refinement.
Bounded-From-Below Solutions of the Hamilton-Jacobi Equation for Optimal Control Problems with Exit Times: Vanishing Lagrangians, Eikonal Equations, and Shape-From-Shading  [PDF]
Michael Malisoff
Mathematics , 2003, DOI: 10.1007/s00030-003-1051-8
Abstract: We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique bounded-from-below viscosity solution of the Hamilton-Jacobi equation which is null on the target. The result applies to problems with the property that all trajectories satisfying a certain integral condition must stay in a bounded set. We allow problems for which the Lagrangian is not uniformly bounded below by positive constants, in which the hypotheses of the known uniqueness results for Hamilton-Jacobi equations are not satisfied. We apply our theorems to eikonal equations from geometric optics, shape-from-shading equations from image processing, and variants of the Fuller Problem.
A New Discontinuous Galerkin Finite Element Method for Directly Solving the Hamilton-Jacobi Equations  [PDF]
Yingda Cheng,Zixuan Wang
Mathematics , 2013, DOI: 10.1016/j.jcp.2014.02.041
Abstract: In this paper, we improve upon the discontinuous Galerkin (DG) method for Hamilton-Jacobi (HJ) equation with convex Hamiltonians in (Y. Cheng and C.-W. Shu, J. Comput. Phys. 223:398-415,2007) and develop a new DG method for directly solving the general HJ equations. The new method avoids the reconstruction of the solution across elements by utilizing the Roe speed at the cell interface. Besides, we propose an entropy fix by adding penalty terms proportional to the jump of the normal derivative of the numerical solution. The particular form of the entropy fix was inspired by the Harten and Hyman's entropy fix (A. Harten and J. M. Hyman. J. Comput. Phys. 50(2):235-269, 1983) for Roe scheme for the conservation laws. The resulting scheme is compact, simple to implement even on unstructured meshes, and is demonstrated to work for nonconvex Hamiltonians. Benchmark numerical experiments in one dimension and two dimensions are provided to validate the performance of the method.
Hamilton-Jacobi approach to Berezinian singular systems  [PDF]
B. M. Pimentel,R. G. Teixeira,J. L. Tomazelli
Physics , 1997, DOI: 10.1006/aphy.1998.5813
Abstract: In this work we present a formal generalization of the Hamilton-Jacobi formalism, recently developed for singular systems, to include the case of Lagrangians containing variables which are elements of Berezin algebra. We derive the Hamilton-Jacobi equation for such systems, analizing the singular case in order to obtain the equations of motion as total differential equations and study the integrability conditions for such equations. An example is solved using both Hamilton-Jacobi and Dirac's Hamiltonian formalisms and the results are compared.
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