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We prove that a directed last passage percolation model with discontinuous macroscopic (non-random) inhomogeneities has a continuum limit that corresponds to solving a Hamilton-Jacobi equation in the viscosity sense. This Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2015-06-18 Jeff Calder

The tree formula, which relates proper and connected vertices, is shown to be the solution to a Hamilton-Jacobi equation.

High Energy Physics - Lattice · Physics 2007-05-23 Christian Wieczerkowski

We investigate a first-order mean field planning problem of the form \begin{equation} \left\lbrace\begin{aligned} -\partial_t u + H(x,Du) &= f(x,m) &&\text{in } (0,T)\times \mathbb{R}^d, \\ \partial_t m - \nabla\cdot (m\,H_p(x,Du)) &= 0…

Analysis of PDEs · Mathematics 2019-08-05 Carlo Orrieri , Alessio Porretta , Giuseppe Savaré

This paper deals with the Aw-Rascle-Zhang model for traffic flow on uni-directional road networks. For the conservation of the mass and the generalized momentum, we construct weak solutions for Riemann problems at the junctions. We…

Numerical Analysis · Mathematics 2020-05-26 Simone Göttlich , Michael Herty , Salissou Moutari , Jennifer Weißen

This paper introduces a novel methodology that leverages the Hamilton-Jacobi solution to enhance non-linear model predictive control (MPC) in scenarios affected by navigational uncertainty. Using Hamilton-Jacobi-Theoretic approach, a…

Optimization and Control · Mathematics 2025-04-01 Amit Jain , Roshan T. Eapen , Puneet Singla

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…

Numerical Analysis · Mathematics 2018-10-09 Klaus Deckelnick , Charles M. Elliott , Tatsu-Hiko Miura , Vanessa Styles

We consider the Hamilton-Jacobi equation \[{H}(x,Du)+\lambda(x)u=c,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold. The functions ${H}(x,p)$ and $\lambda(x)$ are continuous. ${H}(x,p)$ is convex, coercive…

Analysis of PDEs · Mathematics 2023-04-27 Panrui Ni , Lin Wang

We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…

Probability · Mathematics 2020-09-24 Richard C. Kraaij

Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…

Analysis of PDEs · Mathematics 2023-01-18 Qinbo Chen

Standandard Hamiltonian mechanics in its homogeneous formulation is applied to the study of discontinuities representing rapid changes of Hamiltonians. Different formulations of Hamiltonian mechanics are reviewed. An original representation…

Mathematical Physics · Physics 2007-05-23 Wlodzimierz M. Tulczyjew

Based on experimental traffic data obtained from German and US highways, we propose a novel two-dimensional first-order macroscopic traffic flow model. The goal is to reproduce a detailed description of traffic dynamics for the real road…

Physics and Society · Physics 2017-11-10 Michael Herty , Adrian Fazekas , Giuseppe Visconti

We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…

Analysis of PDEs · Mathematics 2024-05-22 Charles Bertucci

This paper presents two one-dimensional mathematical models describing automobile traffic flow on straight road segments at a signalized intersection. When the traffic light is permissive, the flow density and velocity are obtained by…

Analysis of PDEs · Mathematics 2026-04-29 Akbota Senkebayeva

This mini-course provides a presentation of the method of characteristics to initial/boundary-value problems for systems of first-order partial differential equations and to Hamilton-Jacobi variational inequalities. In particular, these…

Dynamical Systems · Mathematics 2007-05-23 Jean-Pierre Aubin

The Hamiltonian Path Problem is formulated as a continuous minimization problem on conductances assigned to an Ohmic network associated with the given graph. The objective function is a sum of two penalty terms that collectively enforce a…

Optimization and Control · Mathematics 2026-05-26 A. Sadovsky

We present a simplified model of data flow on processors in a high performance computing framework involving computations necessitating inter-processor communications. From this ordinary differential model, we take its asymptotic limit,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-25 Richard C Barnard , Kai Huang , Cory Hauck

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…

Analysis of PDEs · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

The linear transport equation allows to advect level-set functions to represent moving sharp interfaces in multiphase flows as zero level-sets. A recent development in computational fluid dynamics is to modify the linear transport equation…

Analysis of PDEs · Mathematics 2024-12-24 Dieter Bothe , Mathis Fricke , Kohei Soga

The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…

Analysis of PDEs · Mathematics 2026-01-22 Giacomo Ceccherini Silberstein , Daniela Tonon

Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field…

Differential Geometry · Mathematics 2011-07-19 L. Vitagliano