The Hamilton-Jacobi equation revisited

A new analysis of the nature of the solutions of the Hamilton-Jacobi equation of classical dynamics is presented based on Caratheodory’s theorem concerning canonical transformations. The special role of a principal set of solutions is stressed, and the existence of analogous results in quantum mechanics is outlined.

Phase space methods and the Hamilton-Jacobi form of dynamics

A general analysis of the Hamilton-Jacobi form of dynamics motivated by phase space methods and classical transformation theory is presented. The connection between constants of motion, symmetries, and the Hamilton-Jacobi equation is described.

Continuous-time Single Network Adaptive Critic for Regulator Design of Nonlinear Control Affine Systems

An optimal control law for a general nonlinear system can be obtained by solving Hamilton-Jacobi-Bellman equation. However, it is difficult to obtain an analytical solution of this equation even for a moderately complex system. In this paper, we propose a continuoustime single network adaptive critic scheme for nonlinear control affine systems where the optimal cost-to-go function is approximated using a parametric positive semi-definite function. Unlike earlier approaches, a continuous-time weight update law is derived from the HJB equation. The stability of the system is analysed during the evolution of weights using Lyapunov theory. The effectiveness of the scheme is demonstrated through simulation examples.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

c-theorems in arbitrary dimensions

The dilaton action in 3 + 1 dimensions plays a crucial role in the proof of the a-theorem. This action arises using Wess-Zumino consistency conditions and crucially relies on the existence of the trace anomaly. Since there are no anomalies in odd dimensions, it is interesting to ask how such an action could arise otherwise. Motivated by this we use the AdS/CFT correspondence to examine both even and odd dimensional conformal field theories. We find that in even dimensions, by promoting the cutoff to a field, one can get an action for this field which coincides with the Wess-Zumino action in flat space. In three dimensions, we observe that by finding an exact Hamilton-Jacobi counterterm, one can find a non-polynomial action which is invariant under global Weyl rescalings. We comment on how this finding is tied up with the F-theorem conjectures.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

Scheme of squares: Part I. Systems formalism for potentiostatic studies

The so-called “Scheme of Squares”, displaying an interconnectivity of heterogeneous electron transfer and homogeneous (e.g., proton transfer) reactions, is analysed. Explicit expressions for the various partial currents under potentiostatic conditions are given. The formalism is applicable to several electrode geometries and models (e.g., semi-infinite linear diffusion, rotating disk electrodes, spherical or cylindrical systems) and the analysis is exact. The steady-state (t→∞) expressions for the current are directly given in terms of constant matrices whereas the transients are obtained as Laplace transforms that need to be inverted by approximation of numerical methods. The methodology employs a systems approach which replaces a system of partial differential equations (governing the concentrations of the several electroactive species) by an equivalent set of difference equations obeyed by the various partial currents.

Scheme of squares: Part II. Systems formalism for sinusoidal perturbations

We extend here the formalism developed in Part I (for the potentiostatic response) to the admittance analysis of the scheme of squares. The results are applicable, as before, to several configurations of the electrode such as the rotating disk or the planar. All that one has to do is “to plug in” the appropriate matrices relating the interfacial concentrations to the fluxes.

Many-body effects in electrochemisorption : Part IV. Multi-boson formalism

Several boson subsystems may be involved in electrosorption phenomena. To accommodate this possibility, the one-boson formalism described in Parts I–III is extended to this case. The hierarchy in the superoperator scheme, the evaluation of operator averages for closure and several special cases are indicated. As an illustration, some calculations are presented to indicate the trends of many-body corrections in chemisorption.

Fluctuation phenomena in electrochemistry part I. The formalism

A unified approach to the problem of electrochemical fluctuations is presented. On the basis of the Langevin procedure, primary noise sources are introduced in the basic phenomenological equations and a discussion of the secondary noise sources arising in the expressions for the power spectra of currents is given.

A new formalism for representation of binary thermodynamic data

The applicability of a formalism involving an exponential function of composition x1 in interpreting the thermodynamic properties of alloys has been studied. The excess integral and partial molar free energies of mixing are expressed as: $$\begin{gathered} \Delta F^{xs} = a_o x_1 (1 - x_1 )e^{bx_1 } \hfill \\ RTln\gamma _1 = a_o (1 - x_1 )^2 (1 + bx_1 )e^{bx_1 } \hfill \\ RTln\gamma _2 = a_o x_1^2 (1 - b + bx_1 )e^{bx_1 } \hfill \\ \end{gathered} $$ The equations are used in interpreting experimental data for several relatively weakly interacting binary systems. For the purpose of comparison, activity coefficients obtained by the subregular model and Krupkowski’s formalism have also been computed. The present equations may be considered to be convenient in describing the thermodynamic behavior of metallic solutions.

Superoperator formalism and chemisorption theory

It is pointed out that the superoperator formalism, developed for the calculation of ionization potentials in molecular physics, is a very powerful tool in chemisorption theory. This is demonstrated by applying the formalism to the Anderson-Newns model and by showing how the different approximate solutions can be obtained by elegant and systematic procedures. It is also pointed out that using the formalism, solutions for more complicated hamiltonians can easily be obtained.