The Jacobi–Davidson method is known to converge at least quadratically if the correction equation is solved exactly, and it is common experience that the fast convergence is maintained if the correction equation is solved only approximately. In this note we derive the Jacobi–Davidson method in a way that explains this robust behavior.

We introduce a family of generalized Jacobi polynomials/functions with indexes α,β ∈ R which are mutually orthogonal with respect to the corresponding Jacobi weights and which inherit selected important properties of the classical Jacobi polynomials. We establish their basic approximation properties in suitably weighted Sobolev spaces. As an example of their applications, we show that the gener...

We consider Hamilton–Jacobi equations which characterize optimal controlled partial differential equations of the following types: the Allen–Cahn equation, the Cahn–Hilliard equation, a nonlinear Fokker–Planck equation, and aVlasov–Fokker–Planck equation. In each of the examples, the optimal control problem and its associated cost functional can be derived as limit from a microscopically define...

First Riccati equation with matrix variable coefficients, arising in optimal and robust control approach, is considered. An analytical approximation of the solution of nonlinear differential Riccati equation is investigated using the Adomian decomposition method. An application in optimal control is presented. The solution in different order of approximations and different methods of approximat...

In a stationary case and for any potential, we solve the three-dimensional quantum Hamilton-Jacobi equation in terms of the solutions of the corresponding Schrödinger equation. Then, in the case of separated variables, by requiring that the conjugate momentum be invariant under any linear transformation of the solutions of the Schrödinger equation used in the reduced action, we clearly identify...

Using an isomorphism between Hilbert spaces L and l 2 we consider Hamiltonians which have tridiagonal matrix representations (Jacobi matrices) in a discrete basis and an eigenvalue problem is reduced to solving a three term difference equation. Technique of intertwining operators is applied to creating new families of exactly solvable Jacobi matrices. It is shown that any thus obtained Jacobi m...

We establish a rate of convergence for a semi-discrete operator splitting method applied to Hamilton-Jacobi equations with source terms. The method is based on sequentially solving a Hamilton-Jacobi equation and an ordinary diierential equation. The Hamilton-Jacobi equation is solved exactly while the ordinary diierential equation is solved exactly or by an explicit Euler method. We prove that ...

We consider two theorems formulated in the derivation of the Quantum Hamilton–Jacobi Equation from the EP. The first one concerns the proof that the cocycle condition uniquely defines the Schwarzian derivative. This is equivalent to show that the infinitesimal variation of the stress tensor “exponentiates” to the Schwarzian derivative. The cocycle condition naturally defines the higher dimensio...

Kudryashov in [ Phys. Lett. A 342 (2005) 99-106] used simplest nonlinear differential equations like the Riccati equation, the equation for the Jacobi elliptic function to present a new approach for searching exact solutions of nonlinear partial differential equations. As application, he obtained a kind of exact solutions to the Fisher equation. In this letter, more explicit exact solitary wave...

From the classical differential equation of Jacobi fields, one naturally defines the Jacobi operator of a Riemannian manifold with respect to any tangent vector. A straightforward computation shows that any real, complex and quaternionic space forms satisfy that any two Jacobi operators commute. In this way, we classify the real hypersurfaces in quaternionic projective spaces all of whose tange...