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Separation of variables in the special diagonal Hamilton-Jacobi equation: Application to the dynamical problem of a particle constrained on a moving surface

For a time-dependent, n-dimensional, special diagonal Hamilton-Jacobi equation a necessary and sufficient condition for the separation of variables to yield a complete integral of the form was established by specifying the admissible forms in terms of arbitrary functions. A complete integral was then expressed in terms of these arbitrary functions and also the n irreducible constants. As an application of the results obtained for the two-dimensional Hamilton-Jacobi equation, analysis was made for a comparatively wide class of dynamical problems involving a particle moving in Euclidean three-dimensional space under the action of external forces but constrained on a moving surface. All the possible cases in which this equation had a complete integral of the form were obtained and these are tubulated for reference.

Blanchard, D. L.↗

Some suggested approaches to solving the Hamilton-Jacobi equation associated with constrained rigid body motion

Some methods of approaching a solution to the Hamilton-Jacobi equation are outlined and examples are given to illustrate particular methods. These methods may be used for cases where the Hamilton-Jacobi equation is not separable and have been particularly useful in solving the rigid body motion of an earth satellite subjected to gravity torques. These general applications may also have usefulness in studying the motion of satellites with aerodynamic torque and in studying space vehicle motion where thrusting is involved.

Fitzpatrick, P. M.↗

Plane-polar Fresnel and far-field computations using the Fresnel-Wilcox and Jacobi-Bessel expansions

It is pointed out that the computation of the Fresnel fields for large aperture antennas is significant for many applications. The present investigation is concerned with an approach for the effective utilization of the coefficients of the Jacobi-Bessel series for the far-field to obtain an analytically continuous representation of the antenna field which is valid from the Fresnel region into the far field. Attention is given to exact formulations and closed form solutions, Fresnel and Fresnel small angle approximations, aspects of field expansion, the accuracy of the Fresnel and Fresnel small angle approximations, and the Jacobi-Bessel expansion applied to the Fresnel small angle approximation.

Rahmat-Samii, Y.↗

Fronts propagating with curvature dependent speed: Algorithms based on Hamilton-Jacobi formulations

New numerical algorithms are devised (PSC algorithms) for following fronts propagating with curvature-dependent speed. The speed may be an arbitrary function of curvature, and the front can also be passively advected by an underlying flow. These algorithms approximate the equations of motion, which resemble Hamilton-Jacobi equations with parabolic right-hand-sides, by using techniques from the hyperbolic conservation laws. Non-oscillatory schemes of various orders of accuracy are used to solve the equations, providing methods that accurately capture the formation of sharp gradients and cusps in the moving fronts. The algorithms handle topological merging and breaking naturally, work in any number of space dimensions, and do not require that the moving surface be written as a function. The methods can be used also for more general Hamilton-Jacobi-type problems. The algorithms are demonstrated by computing the solution to a variety of surface motion problems.

Osher, Stanley↗

Jacobi-Bessel Analysis Of Antennas With Elliptical Apertures.

Coordinate transformation improves convergence pattern analysis of elliptical-aperture antennas. Modified version of Jacobi-Bessel expansion for vector diffraction analysis of reflector antennas uses coordinate transformation to improve convergence with elliptical apertures. Expansion converges rapidly for antennas with circular apertures, but less rapidly for elliptical apertures. Difference in convergence behavior between circular and elliptical Jacobi-Bessel algorithms indicated by highest values of indices m, n, and p required to achieve same accuracy in computed radiation pattern of offset paraboloidal antenna with elliptical aperture.

Rahmat-Samii, Y.↗

Jacobi-Integral Method For Two-Body Problem

Jacobi-integral method enables efficient, accurate computation of trajectory of natural satellite or spacecraft perturbed by component of gravitational potential depending explicitly on both position and time. Instead of total energy, Jacobi integral, which is energylike constant of motion in this case, embedded in Newtonian differential equations of motion. Trajectories computed in fewer steps. With modifications, applicable to such terrestrial problems as motions of rotors and of beams of electrically charged particles in changing electrical and magnetic fields.

Bond, Victor R.↗

High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations

We present the first fifth order, semi-discrete central upwind method for approximating solutions of multi-dimensional Hamilton-Jacobi equations. Unlike most of the commonly used high order upwind schemes, our scheme is formulated as a Godunov-type scheme. The scheme is based on the fluxes of Kurganov-Tadmor and Kurganov-Tadmor-Petrova, and is derived for an arbitrary number of space dimensions. A theorem establishing the monotonicity of these fluxes is provided. The spacial discretization is based on a weighted essentially non-oscillatory reconstruction of the derivative. The accuracy and stability properties of our scheme are demonstrated in a variety of examples. A comparison between our method and other fifth-order schemes for Hamilton-Jacobi equations shows that our method exhibits smaller errors without any increase in the complexity of the computations.

Bryson, Steve↗

Jacobi Set Computation

Jacobi Set Computation is a software to compute the Jacobi set of 2 piecewise linear scalar functions defined on a triangular mesh. This functionality is useful for analyzing multiple scalar fields simultaneously.

Bhatia, Harsh↗

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product, the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.

97 MATHEMATICS AND COMPUTING↗

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

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.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Killing tensors, warped products and the orthogonal separation of the Hamilton-Jacobi equation

We study Killing tensors in the context of warped products and apply the results to the problem of orthogonal separation of the Hamilton-Jacobi equation. This work is motivated primarily by the case of spaces of constant curvature where warped products are abundant. We first characterize Killing tensors which have a natural algebraic decomposition in warped products. We then apply this result to show how one can obtain the Killing-Stäckel space (KS-space) for separable coordinate systems decomposable in warped products. This result in combination with Benenti's theory for constructing the KS-space of certain special separable coordinates can be used to obtain the KS-space for all orthogonal separable coordinates found by Kalnins and Miller in Riemannian spaces of constant curvature. Next we characterize when a natural Hamiltonian is separable in coordinates decomposable in a warped product by showing that the conditions originally given by Benenti can be reduced. Finally, we use this characterization and concircular tensors (a special type of torsionless conformal Killing tensor) to develop a general algorithm to determine when a natural Hamiltonian is separable in a special class of separable coordinates which include all orthogonal separable coordinates in spaces of constant curvature.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Topologically massive Yang-Mills: A Hamilton-Jacobi constraint analysis

We analyse the constraint structure of the topologically massive Yang-Mills theory in instant-form and null-plane dynamics via the Hamilton-Jacobi formalism. The complete set of hamiltonians that generates the dynamics of the system is obtained from the Frobenius’ integrability conditions, as well as its characteristic equations. As generators of canonical transformations, the hamiltonians are naturally linked to the generator of Lagrangian gauge transformations.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Classification of Hamilton-Jacobi separation in orthogonal coordinates with diagonal curvature

We find all orthogonal metrics where the geodesic Hamilton-Jacobi equation separates and the Riemann curvature tensor satisfies a certain equation (called the diagonal curvature condition). All orthogonal metrics of constant curvature satisfy the diagonal curvature condition. The metrics we find either correspond to a Benenti system or are warped product metrics where the induced metric on the base manifold corresponds to a Benenti system. Furthermore, we show that most metrics we find are characterized by concircular tensors; these metrics, called Kalnins-Eisenhart-Miller metrics, have an intrinsic characterization which can be used to obtain them on a given space. In conjunction with other results, we show that the metrics we found constitute all separable metrics for Riemannian spaces of constant curvature and de Sitter space.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The classical limit of minimal length uncertainty relation: revisit with the Hamilton-Jacobi method

The existence of a minimum measurable length could deform not only the standard quantum mechanics but also classical physics. The effects of the minimal length on classical orbits of particles in a gravitation field have been investigated before, using the deformed Poisson bracket or Schwarzschild metric. In this paper, we first use the Hamilton-Jacobi method to derive the deformed equations of motion in the context of Newtonian mechanics and general relativity. We then employ them to study the precession of planetary orbits, deflection of light, and time delay in radar propagation. We also set limits on the deformation parameter by comparing our results with the observational measurements. Finally, comparison with results from previous papers is given at the end of this paper.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

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

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.

79 ASTRONOMY AND ASTROPHYSICS↗

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

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.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Leveraging Multitime Hamilton–Jacobi PDEs for Certain Scientific Machine Learning Problems

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional quantity, HJ PDEs can be extended to the multi-time case. In this paper, we establish a novel theoretical connection between specific optimization problems arising in machine learning and the multi-time Hopf formula, which corresponds to a representation of the solution to certain multi-time HJ PDEs. Through this connection, we increase the interpretability of the training process of certain machine learning applications by showing that when we solve these learning problems, we also solve a multi-time HJ PDE and, by extension, its corresponding optimal control problem. As a first exploration of this connection, we develop the relation between the regularized linear regression problem and the Linear Quadratic Regulator (LQR). We then leverage our theoretical connection to adapt standard LQR solvers (namely, those based on the Riccati ordinary differential equations) to design new training approaches for machine learning. Lastly, we provide some numerical examples that demonstrate the versatility and possible computational advantages of our Riccati-based approach in the context of continual learning, post-training calibration, transfer learning, and sparse dynamics identification.

97 MATHEMATICS AND COMPUTING↗