Variational optimisation by the solution of a series of Hamilton-Jacobi equations

Prasana K. Venkatesh, Linda R. Petzold, Robert W. Carr, Morrel H. Cohen, Anthony M. Dean

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


We present a unified scheme which, by combining backward differentiation formulae and variational optimisation theory, significantly extends the scope of both concepts and their application to optimisation problems wherein the constituent dynamics consist of widely disparate scales. Our approach is based on the time-integration of a series of matrix Riccati expressions which satisfy a Hamilton-Jacobi equation.

Original languageEnglish (US)
Pages (from-to)15-25
Number of pages11
JournalPhysica D: Nonlinear Phenomena
Issue number1-2
StatePublished - Jun 1 2001
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Mathematical Physics
  • Condensed Matter Physics
  • Applied Mathematics


  • Hamilton-Jacobi equation
  • Optimisation problem
  • Time-integration
  • Variational optimisation theory


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