arXiv subjects
Publications and source records attributed to Kaizhi Wang.
Suppose that $H(x,u,p)$ is strictly decreasing in $u$ and satisfies Tonelli conditions in $p$. We show that each viscosity solution of $H(x,u,u_x)=0$ can be reached by many viscosity solutions of $$ w_t+H(x,w,w_x)=0, $$ in a finite time.
Various combinatorial optimization NP-hard problems can be reduced to finding the minimizer of an Ising model, which is a discrete mathematical model. It is an intellectual challenge to develop some mathematical tools or algorithms for solving the Ising model. Over the past decades, some continuous approaches or algorithms have been proposed from physical, mathematical or computational views for optimizing the Ising model such as quantum annealing, the coherent Ising machine, simulated annealing, adiabatic Hamiltonian systems, etc.. However, the mathematical principle of these algorithms is far from being understood. In this paper, we reveal the mathematical mechanism of dynamical system algorithms for the Ising model by Morse theory and variational methods. We prove that the dynamical system algorithms can be designed to minimize a continuous function whose local minimum points give all the candidates of the Ising model and the global minimum gives the minimizer of Ising problem. Using this mathematical mechanism, we can easily understand several dynamical system algorithms of the Ising model such as the coherent Ising machine, the Kerr-nonlinear parametric oscillators and the simulated bifurcation algorithm. Furthermore, motivated by the works of C. Conley, we study transit and capture properties of the simulated bifurcation algorithm to explain its convergence by the low energy transit and capture in celestial mechanics. A detailed discussion on $2$-spin and $3$-spin Ising models is presented as application.
We consider the Hamilton-Jacobi equation \[{H}(x,u,Du)=0,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold, ${H}(x,u,p)$ satisfies Tonelli conditions with respect to $p$ and certain decreasing condition with respect to $u$. Based on a dynamical approach developed in \cite{WWY,WWY1,WWY2}, we obtain a series of properties for weak KAM solutions (equivalently, viscosity solutions) of the stationary equation and the long time behavior of viscosity solutions of the evolutionary equation on the Cauchy problem \begin{equation*} \begin{cases} w_t+{H}(x,w,w_x)=0,\quad (x,t)\in M\times (0,+\infty),\\ w(x,0)=φ(x), \quad x\in M. \end{cases} \end{equation*}
We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory, constructing a Mather measure for the associated variational problem. Using these results, we show that a solution to the constrained ergodic mean field games system exists and the ergodic constant is unique. Finally, we prove that any solution of the first-order constrained MFG problem on $[0,T]$ converges to the solution of the ergodic system as $T \to +\infty$.
We develop an elementary method to give a Lipschitz estimate for the minimizers in the problem of Herglotz' variational principle proposed in \cite{CCWY2018} in the time-dependent case. We deduce Erdmann's condition and the Euler-Lagrange equation separately under different sets of assumptions, by using a generalized du Bois-Reymond lemma. As an application, we obtain a representation formula for the viscosity solution of the Cauchy problem for the Hamilton-Jacobi equation \begin{align*} D_tu(t,x)+H(t,x,D_xu(t,x),u(t,x))=0 \end{align*} and study the related Lax-Oleinik evolution.
We develop an approach for the analysis of fundamental solutions to Hamilton-Jacobi equations of contact type based on a generalized variational principle proposed by Gustav Herglotz. We also give a quantitative Lipschitz estimate on the associated minimizers.
The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first order mean field games and weak KAM theory}, Dyn. Games Appl. 3 (2013), 473-488], where solutions are shown to converge to the solution of a certain ergodic mean field games system on ${\mathbb T}^n$. By adapting the approach in [A. Fathi, E. Maderna, {\it Weak KAM theorem on non compact manifolds}, NoDEA Nonlinear Differential Equations Appl. 14 (2007), 1-27], we identify structural conditions on the Lagrangian, under which the corresponding ergodic system can be solved in $\mathbb{R}^{n}$. Then we show that time dependent solutions converge to the solution of such a stationary system on all compact subsets of the whole space.
This paper is concerned with the study of Aubry-Mather and weak KAM theories for contact Hamiltonian systems with Hamiltonians $H(x,u,p)$ defined on $T^*M\times\mathbb{R}$, satisfying Tonelli conditions with respect to $p$ and $0<\frac{\partial H}{\partial u}\leqslant λ$ for some $λ>0$, where $M$ is a connected, closed and smooth manifold. First, we show the uniqueness of the backward weak KAM solutions of the corresponding Hamilton-Jacobi equation. Using the unique backward weak KAM solution $u_-$, we prove the existence of the maximal forward weak KAM solution $u_+$. Next, we analyse Aubry set for the contact Hamiltonian system showing that it is the intersection of two Legendrian pseudographs $G_{u_-}$ and $G_{u_+}$, and that the projection $π:T^*M\times \mathbb{R}\to M$ induces a bi-Lipschitz homeomorphism $π|_{\tilde{\mathcal{A}}}$ from Aubry set $\tilde{\mathcal{A}}$ onto the projected Aubry set $\mathcal{A}$. At last, we introduce the notion of barrier functions and study their interesting properties along calibrated curves. Our analysis is based on a recent method by [43,44].
We study the nonhomogeneous Dirichlet problem for first order Hamilton-Jacobi equations associated with Tonelli Hamiltonians on a bounded domain $Ω$ of $\R^n$ assuming the energy level to be supercritical. First, we show that the viscosity (weak KAM) solution of such a problem is Lipschitz continuous and locally semiconcave in $Ω$. Then, we analyse the singular set of a solution showing that singularities propagate along suitable curves, the so-called generalized characteristics, and that such curves stay singular unless they reach the boundary of $Ω$. Moreover, we prove that the latter is never the case for mechanical systems and that singular generalized characteristics converge to a critical point of the solution in finite or infinite time. Finally, under stronger assumptions for the domain and Dirichlet data, we are able to conclude that solutions are globally semiconcave and semiconvex near the boundary.
In \cite{WWY}, the authors provided an implicit variational principle for the contact Hamilton's equations \begin{align*} \left\{ \begin{array}{l} \dot{x}=\frac{\partial H}{\partial p}(x,u,p),\\ \dot{p}=-\frac{\partial H}{\partial x}(x,u,p)-\frac{\partial H}{\partial u}(x,u,p)p,\quad (x,p,u)\in T^*M\times\mathbf{R},\\ \dot{u}=\frac{\partial H}{\partial p}(x,u,p)\cdot p-H(x,u,p), \end{array} \right. \end{align*} where $M$ is a closed, connected and smooth manifold and $H=H(x,u,p)$ is strictly convex, superlinear in $p$ and Lipschitz in $u$. In the present paper, we focus on two applications of the variational principle: 1. We provide a representation formula for the solution semigroup of the evolutionary equation \[ w_t(x,t)+H(x,w(x,t),w_x(x,t))=0; \] 2. We study the ergodic problem of the stationary equation via the solution semigroup. More precisely, we find pairs $(u,c)$ with $u\in C(M,\mathbf{R})$ and $c\in\mathbf{R}$ which, in the viscosity sense, satisfy the stationary partial differential equation \[ H(x,u(x),u_x(x))=c. \]
Assume that the Aubry set of the time-periodic positive definite Lagrangian $L$ consists of one hyperbolic 1-periodic orbit. We provide an upper bound estimate of the rate of convergence of the family of new Lax-Oleinik type operators associated with $L$ introduced by the authors in \cite{W-Y}. In addition, we construct an example where the Aubry set of a time-independent positive definite Lagrangian system consists of one hyperbolic periodic orbit and the rate of convergence of the Lax-Oleinik semigroup cannot be better than $O(\frac{1}{t})$.
In this paper we introduce a new kind of Lax-Oleinik type operator with parameters associated with positive definite Lagrangian systems for both the time-periodic case and the time-independent case. On one hand, the new family of Lax-Oleinik type operators with an arbitrary $u\in C(M,\mathbb{R}^1)$ as initial condition converges to a backward weak KAM solution in the time-periodic case, while it was shown by Fathi and Mather that there is no such convergence of the Lax-Oleinik semigroup. On the other hand, the new family of Lax-Oleinik type operators with an arbitrary $u\in C(M,\mathbb{R}^1)$ as initial condition converges to a backward weak KAM solution faster than the Lax-Oleinik semigroup in the time-independent case.