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Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…

Analysis of PDEs · Mathematics 2013-11-19 Vinh Duc Nguyen

We show that certain linear elliptic equations (and systems) in divergence form with almost periodic coefficients have bounded, almost periodic correctors. This is proved under a new condition we introduce which quantifies the almost…

Analysis of PDEs · Mathematics 2016-05-25 Scott Armstrong , Antoine Gloria , Tuomo Kuusi

This paper concerns with the time periodic viscosity solution problem for a class of evolutionary contact Hamilton-Jacobi equations with time independent Hamiltonians on the torus $\mathbb{T}^n$. Under certain suitable assumptions we show…

Analysis of PDEs · Mathematics 2023-10-24 Kaizhi Wang , Jun Yan , Kai Zhao

We prove a homogenization result for a family of time-dependent Hamilton-Jacobi equations, rescaled by a parameter $\varepsilon$ tending to zero, posed on a periodic network, with a suitable notion of periodicity that will be defined. As…

Analysis of PDEs · Mathematics 2024-11-07 Marco Pozza , Antonio Siconolfi , Alfonso Sorrentino

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

Numerical Analysis · Mathematics 2013-12-12 Fabio Camilli , Paola Loreti , Cristina Pocci

A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a…

Optimization and Control · Mathematics 2019-02-08 Dante Kalise , Karl Kunisch

Solutions of the Hamilton-Jacobi equation $H(x,-Du(x))=1$, with $H(\cdot,p)$ H\"older continuous and $H(x,\cdot)$ convex and positively homogeneous of degree 1, are shown to be locally semiconcave with a power-like modulus. An essential…

Optimization and Control · Mathematics 2012-12-20 Piermarco Cannarsa , Pierre Cardaliaguet

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…

Mathematical Physics · Physics 2024-01-31 Nadia Loy , Benoit Perthame

This paper concentrates on the quantitative homogenization of higher-order elliptic systems with almost-periodic coefficients in bounded Lipschitz domains. For coefficients which are almost-periodic in the sense of H. Weyl, we establish…

Analysis of PDEs · Mathematics 2020-01-30 Yao Xu , Weisheng Niu

We develop Hamilton-Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a…

Mathematical Physics · Physics 2011-08-15 Tomoki Ohsawa , Oscar E. Fernandez , Anthony M. Bloch , Dmitry V. Zenkov

In this article we describe how the celebrated result by Lions, Papanicolau and Varadhan on the Homogenization of Hamilton-Jacobi equation can be extended beyond the Euclidean setting. More specifically, we show how to obtain a…

Analysis of PDEs · Mathematics 2019-04-03 Alfonso Sorrentino

We study the rate of convergence in periodic homogenization for convex Hamilton--Jacobi equations with multiscales, where the Hamiltonian $H=H(x, y, p): \mathbb{R}^n \times \mathbb{T}^n \times \mathbb{R}^n \to \mathbb{R }$ depends on both…

Analysis of PDEs · Mathematics 2023-03-29 Yuxi Han , Jiwoong Jang

In this paper, we investigate multidimensional first-order quasi-linear systems and find necessary conditions for them to admit Hamiltonian formulation. The insufficiency of the conditions is related to the Poisson cohomology of the…

Exactly Solvable and Integrable Systems · Physics 2024-09-11 Xin Hu , Matteo Casati

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

We consider a semilinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity which is related to a stochastic control problem with fuel constraint. The fuel constraint translates into a singular initial condition…

Mathematical Finance · Quantitative Finance 2016-09-23 Mourad Lazgham

In this note we extend to the random, stationary ergodic setting previous results of periodic homogenization for a particular family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are…

Analysis of PDEs · Mathematics 2012-09-11 Russell W. Schwab

We study the periodic homogenization problem of state-constraint Hamilton--Jacobi equations on perforated domains in the convex setting and obtain the optimal convergence rate. We then consider a dilute situation in which the holes'…

Analysis of PDEs · Mathematics 2024-05-03 Yuxi Han , Wenjia Jing , Hiroyoshi Mitake , Hung V. Tran

The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

Here, we study the periodic homogenization problem of nonlinear weakly coupled systems of Hamilton-Jacobi equations in the convex setting. We establish a rate of convergence $O(\sqrt{\varepsilon})$ which is sharp.

Analysis of PDEs · Mathematics 2025-05-20 Hiroyoshi Mitake , Panrui Ni

Here, we study Hamilton-Jacobi-Bellman equations on graphs. These are meant to be the analog of any of the following types of equations in the continuum setting of partial differential and nonlocal integro-differential equations:…

Analysis of PDEs · Mathematics 2025-11-12 Nicolò Forcillo , Jun Kitagawa , Russell W. Schwab
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