Related papers: Hamilton-Jacobi equations with jumps: asymptotic s…
We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle…
Combing the weak KAM method for contact Hamiltonian systems and the theory of viscosity solutions for Hamilton-Jacobi equations, we study the Lyapunov stability and instability of viscosity solutions for evolutionary contact Hamilton-Jacobi…
This paper deals with global asymptotic stability of prolongations of flows induced by specific vector fields and their prolongations. The method used is based on various estimates of the flows.
We study the asymptotic behavior of an integro-dierential equation describing the evolutionary adaptation of a population structured by a phenotypic trait. The model takes into account mutation, selection, horizontal gene transfer and…
This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…
In this paper, we investigate the asymptotic behavior of individual-based models describing the evolution of a population structured by a real trait, subject to selection and mutation. We consider two different sets of assumptions: first,…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…
We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…
We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion process. This equation occurs in the context of real options…
Consider a one-dimensional stochastic differential equation with jumps $$\mathrm d X(t) = a(X(t))\mathrm d t + \sum_{k = 1}^m b_k(X(t-))\mathrm d Z_k(t),$$ where $Z_k, \ k \in \{1, 2, ..., m\}$ are independent centered L\'evy processes with…
The large time behavior of solutions to Cauchy problem for viscous Hamilton-Jacobi equation is classified. The large time asymptotics are given by very singular self-similar solutions on one hand and by self-similar viscosity solutions on…
Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…
We study the asymptotic behaviour of scaling solutions with a dissipative fluid and we show that, contrary to recent claims, the existence of stable accelerating attractor solution which solves the `energy' coincidence problem depends…
The influence of time-dependent perturbations on an autonomous Hamiltonian system with an equilibrium of center type is considered. It is assumed that the perturbations decay at infinity in time and vanish at the equilibrium of the…
We consider the well-posedness and numerical approximation of a Hamilton--Jacobi equation on an evolving hypersurface in $\mathbb R^3$. Definitions of viscosity sub- and supersolutions are extended in a natural way to evolving hypersurfaces…
In this paper, we investigate the global asymptotic stability of an age-structured population dynamics model with a Ricker's type of birth function. This model is a hyperbolic partial differential equation with a nonlinear and nonlocal…
We study linear time-invariant dissipative Hamiltonian differential-algebraic systems. We characterize when the systems are robustly asymptotically stable and derive exact conditions and bounds when this property is lost under…
In this paper, we study the integrability of contact Hamiltonian systems, both time-dependent and independent. In order to do so, we construct a Hamilton--Jacobi theory for these systems following two approaches, obtaining two different…