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The Hamilton-Jacobi theory and the analogy between classical and quantum mechanics
Hopf-Lax formula for variational problems with non-constant discount
| 1. | Departamento de Economía, Unversidad Carlos III de Madrid, 28903 Getafe (Madrid), Spain |
| [1] |
Federica Dragoni. Metric Hopf-Lax formula with semicontinuous data. Discrete & Continuous Dynamical Systems, 2007, 17 (4) : 713-729. doi: 10.3934/dcds.2007.17.713 |
| [2] |
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega. The stochastic Hamilton-Jacobi equation. Journal of Geometric Mechanics, 2009, 1 (3) : 295-315. doi: 10.3934/jgm.2009.1.295 |
| [3] |
David McCaffrey. A representational formula for variational solutions to Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2012, 11 (3) : 1205-1215. doi: 10.3934/cpaa.2012.11.1205 |
| [4] |
Kais Hamza, Fima C. Klebaner. On nonexistence of non-constant volatility in the Black-Scholes formula. Discrete & Continuous Dynamical Systems - B, 2006, 6 (4) : 829-834. doi: 10.3934/dcdsb.2006.6.829 |
| [5] |
Tomoki Ohsawa, Anthony M. Bloch. Nonholonomic Hamilton-Jacobi equation and integrability. Journal of Geometric Mechanics, 2009, 1 (4) : 461-481. doi: 10.3934/jgm.2009.1.461 |
| [6] |
Nalini Anantharaman, Renato Iturriaga, Pablo Padilla, Héctor Sánchez-Morgado. Physical solutions of the Hamilton-Jacobi equation. Discrete & Continuous Dynamical Systems - B, 2005, 5 (3) : 513-528. doi: 10.3934/dcdsb.2005.5.513 |
| [7] |
María Barbero-Liñán, Manuel de León, David Martín de Diego, Juan C. Marrero, Miguel C. Muñoz-Lecanda. Kinematic reduction and the Hamilton-Jacobi equation. Journal of Geometric Mechanics, 2012, 4 (3) : 207-237. doi: 10.3934/jgm.2012.4.207 |
| [8] |
Larry M. Bates, Francesco Fassò, Nicola Sansonetto. The Hamilton-Jacobi equation, integrability, and nonholonomic systems. Journal of Geometric Mechanics, 2014, 6 (4) : 441-449. doi: 10.3934/jgm.2014.6.441 |
| [9] |
Sergey Rashkovskiy. Hamilton-Jacobi theory for Hamiltonian and non-Hamiltonian systems. Journal of Geometric Mechanics, 2020, 12 (4) : 563-583. doi: 10.3934/jgm.2020024 |
| [10] |
Yoshikazu Giga, Przemysław Górka, Piotr Rybka. Nonlocal spatially inhomogeneous Hamilton-Jacobi equation with unusual free boundary. Discrete & Continuous Dynamical Systems, 2010, 26 (2) : 493-519. doi: 10.3934/dcds.2010.26.493 |
| [11] |
Nicolas Forcadel, Mamdouh Zaydan. A comparison principle for Hamilton-Jacobi equation with moving in time boundary. Evolution Equations & Control Theory, 2019, 8 (3) : 543-565. doi: 10.3934/eect.2019026 |
| [12] |
Yuxiang Li. Stabilization towards the steady state for a viscous Hamilton-Jacobi equation. Communications on Pure & Applied Analysis, 2009, 8 (6) : 1917-1924. doi: 10.3934/cpaa.2009.8.1917 |
| [13] |
Alexander Quaas, Andrei Rodríguez. Analysis of the attainment of boundary conditions for a nonlocal diffusive Hamilton-Jacobi equation. Discrete & Continuous Dynamical Systems, 2018, 38 (10) : 5221-5243. doi: 10.3934/dcds.2018231 |
| [14] |
Renato Iturriaga, Héctor Sánchez-Morgado. Limit of the infinite horizon discounted Hamilton-Jacobi equation. Discrete & Continuous Dynamical Systems - B, 2011, 15 (3) : 623-635. doi: 10.3934/dcdsb.2011.15.623 |
| [15] |
Claudio Marchi. On the convergence of singular perturbations of Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2010, 9 (5) : 1363-1377. doi: 10.3934/cpaa.2010.9.1363 |
| [16] |
Isabeau Birindelli, J. Wigniolle. Homogenization of Hamilton-Jacobi equations in the Heisenberg group. Communications on Pure & Applied Analysis, 2003, 2 (4) : 461-479. doi: 10.3934/cpaa.2003.2.461 |
| [17] |
Manuel de León, David Martín de Diego, Miguel Vaquero. A Hamilton-Jacobi theory on Poisson manifolds. Journal of Geometric Mechanics, 2014, 6 (1) : 121-140. doi: 10.3934/jgm.2014.6.121 |
| [18] |
Ahmad El Hajj, Hassan Ibrahim, Vivian Rizik. $ BV $ solution for a non-linear Hamilton-Jacobi system. Discrete & Continuous Dynamical Systems, 2021, 41 (7) : 3273-3293. doi: 10.3934/dcds.2020405 |
| [19] |
Antonio Avantaggiati, Paola Loreti. Hypercontractivity, Hopf-Lax type formulas, Ornstein-Uhlenbeck operators (II). Discrete & Continuous Dynamical Systems - S, 2009, 2 (3) : 525-545. doi: 10.3934/dcdss.2009.2.525 |
| [20] |
Manuel de León, Juan Carlos Marrero, David Martín de Diego. Linear almost Poisson structures and Hamilton-Jacobi equation. Applications to nonholonomic mechanics. Journal of Geometric Mechanics, 2010, 2 (2) : 159-198. doi: 10.3934/jgm.2010.2.159 |
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