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Here, we study the large-time limit of viscosity solutions of the Cauchy problem for second-order Hamilton--Jacobi--Bellman equations with convex Hamiltonians in the torus. This large-time limit solves the corresponding stationary problem,…

Analysis of PDEs · Mathematics 2020-06-09 Diogo A. Gomes , Hiroyoshi Mitake , Hung V. Tran

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

Probability · Mathematics 2007-05-23 Jin Feng

We study the existence theory of solutions of the kinetic Bohmian equation, a nonlinear Vlasov-type equation proposed for the phase-space formulation of Bohmian mechanics. Our main idea is to interpret the kinetic Bohmian equation as a…

Analysis of PDEs · Mathematics 2018-05-14 Wilfrid Gangbo , Jan Haskovec , Peter Markowich , Jesus Sierra

In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

Dynamical Systems · Mathematics 2014-03-18 Lin Wang , Jun Yan

These are lecture notes for our minicourse at OIST Summer Graduate School "Analysis and Partial Differential Equations" on June 12-17, 2023. We give an overview and collect a few important results concerning the well-posedness of…

Analysis of PDEs · Mathematics 2023-12-27 Qing Liu , Xiaodan Zhou

The large time behavior of non-negative solutions to the viscous Hamilton-Jacobi equation $u_t - \Delta u + |\nabla u|^q = 0$ in the whole space $R^N$ is investigated for the critical exponent $q = (N+2)/(N+1)$. Convergence towards a…

Analysis of PDEs · Mathematics 2007-05-23 Thierry Gallay , Philippe Laurençot

We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

Analysis of PDEs · Mathematics 2025-09-22 Erhan Bayraktar , Mikhail Gomoyunov , Christian Keller

This paper is concerned with the ergodic problem for viscous Hamilton-Jacobi equations having superlinear Hamiltonian, inward-pointing drift, and positive potential which vanishes at infinity. Assuming some radial symmetry of the drift and…

Analysis of PDEs · Mathematics 2019-06-05 Emmanuel Chasseigne , Naoyuki Ichihara

We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…

Analysis of PDEs · Mathematics 2010-05-11 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

We derive and analyze the linearized hyperbolic equations describing a relativistic heat-conducting elastic rod. We construct a decreasing energy integral for these equations, compute the associated characteristic propagation speeds, and…

General Relativity and Quantum Cosmology · Physics 2021-02-09 Anne T. Franzen , José Natário

We study the homogenization of a linear kinetic equation which models the evolution of the density of charged particles submitted to a highly oscillating electric field. The electric field and the initial density are assumed to be random…

Analysis of PDEs · Mathematics 2008-12-08 Anne-Laure Dalibard

We show that viscosity solutions of evolutionary weakly coupled systems of Hamilton--Jacobi equations can be approximated by iterated twisted Lax--Oleinik like operators. We establish convergence to the solution of the iterated scheme and…

Optimization and Control · Mathematics 2019-03-14 Maxime Zavidovique

It is shown how to explicitly coarse-grain the microscopic dynamics of the Vicsek model for self-propelled agents. The macroscopic transport equations are derived by means of an Enskog-type kinetic theory. Expressions for all transport…

Biological Physics · Physics 2015-02-24 Thomas Ihle

We study a reaction-diffusion equation with a nonlocal reaction term that models a population with variable motility. We establish a global supremum bound for solutions of the equation. We investigate the asymptotic (long-time and…

Analysis of PDEs · Mathematics 2016-03-07 Olga Turanova

The Hamilton-Jacobi equation of classical mechanics is approached as a model reduction of conservative particle mechanics where the velocity degrees-of-freedom are eliminated. This viewpoint allows an extension of the association of the…

Mathematical Physics · Physics 2026-04-03 Amit Acharya

We establish improved hypoelliptic estimates on the solutions of kinetic transport equations, using a suitable decomposition of the phase space. Our main result shows that the relative compactness in all variables of a bounded family…

Analysis of PDEs · Mathematics 2012-06-29 Diogo Arsénio , Laure Saint-Raymond

We derive two different generalized heat-transport equations: The most general one, of the first order in time and second order in space, encompasses some well known heat equations and describes the hyperbolic regime in the absence of…

Statistical Mechanics · Physics 2019-06-11 Patrizia Rogolino , Róbert Kovács , Péter Ván , Vito Antonio Cimmelli

We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…

Analysis of PDEs · Mathematics 2017-02-07 Wenjia Jing , Panagiotis E. Souganidis , Hung V. Tran

We study a critical case of Coagulation-Fragmentation equations with multiplicative coagulation kernel and constant fragmentation kernel. Our method is based on the study of viscosity solutions to a new singular Hamilton-Jacobi equation,…

Analysis of PDEs · Mathematics 2020-07-02 Hung V. Tran , Truong-Son Van

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona--Lasinio , C. Landim
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