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We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

Functional Analysis · Mathematics 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

We develop non-linear integro-differential kinetic equations for proliferating L\'{e}vy walkers with birth and death processes. A hyperbolic scaling is applied directly to the general equations to get the Hamilton-Jacobi equations that will…

Statistical Mechanics · Physics 2016-04-06 Helena Stage , Sergei Fedotov , Vicenç Méndez

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

Analysis of PDEs · Mathematics 2021-11-09 Alexander Quaas , Andrei Rodríguez-Paredes

The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $\lambda(\nu)$…

Dynamical Systems · Mathematics 2021-05-03 Konstantin Khanin , Ke Zhang , Lei Zhang

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

We study the linearized kinetic equation of relaxation model which was proposed by Bhatnagar, Gross and Krook (also called BGK model) and solve the dispersion relation. Using the solution of the dispersion relation, we analyze the…

Solar and Stellar Astrophysics · Physics 2010-10-27 Makoto Takamoto , Shu-ichiro Inutsuka

We provide a stochastic representation for a general class of viscous Hamilton-Jacobi (HJ) equations, which has convexity and superlinear nonlinearity in its gradient term, via a type of backward stochastic differential equation (BSDE) with…

Probability · Mathematics 2017-03-09 Andrea Cosso , Huyên Pham , Hao Xing

We consider the spreading dynamics of the Fisher-KPP equation in a shifting environment, by analyzing the limit of the rate function of the solutions. For environments with a weak monotone condition, it was demonstrated in a previous paper…

Analysis of PDEs · Mathematics 2024-10-21 King-Yeung Lam , Gregoire Nadin , Xiao Yu

We study the evolution of fronts in the Klein-Gordon equation when the nonlinear term is non-homogeneous. Extending previous works on homogeneous nonlinear terms, we describe the derivation of an equation governing the front motion, which…

Pattern Formation and Solitons · Physics 2009-10-31 Horacio G. Rotstein , Anatol Zhabotinsky , Irving Epstein

In this paper the quantum limit of heat transport induced by ultrashort laser pulses is discussed. The new quantum heat transport equation is derived. The relaxation time tau and diffusion coefficient D^e are calculated.

Materials Science · Physics 2007-05-23 M. Kozlowski , J. Marciak-Kozlowska

An ordinary unambiguous integral representation for the finite propagator of a quantum system is found by starting of a privileged skeletonization of the functional action in phase space, provided by the complete solution of the…

Quantum Physics · Physics 2007-05-23 Rafael Ferraro

We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…

Analysis of PDEs · Mathematics 2016-07-15 Martin Frank , Weiran Sun

The Hamilton-Jacobi equation in the sense of Poincar\'e, i.e. formulated in the extended phase space and including regularization, is revisited building canonical transformations with the purpose of Hamiltonian reduction. We illustrate our…

Exactly Solvable and Integrable Systems · Physics 2014-02-14 Sebastián Ferrer , Martin Lara

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 optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…

Optimization and Control · Mathematics 2013-10-11 Philip Jameson Graber

The generalization of the BGK relaxation model to the special relativity setting is revisited here. We deal with several issues related to this relativistic kinetic model which seem to have been overlooked in the previous physical…

Mathematical Physics · Physics 2013-07-12 Abdel Bellouquid , Juan Calvo , Juanjo Nieto , Juan Soler

We consider a Hamilton-Jacobi equation where the Hamiltonian is periodic in space and coercive and convex in momentum. Combining the representation formula from optimal control theory and a theorem of Alexander, originally proved in the…

Analysis of PDEs · Mathematics 2022-07-18 William Cooperman

The quantum version of the Boltzmann transport equation (Wigner-Boltzmann equation) is a quite useful tool to investigate the effects of energy dissipation in quantum systems. Numerical approaches uses to be employed in order to stablish a…

Statistical Mechanics · Physics 2017-09-19 A. R. Fernandes Nt. , L. F. Santos

We consider a class of nonlinear, spatially inhomogeneous kinetic equations of BGK-type with density dependent collision rates. These equations share the same superlinearity as the Boltzmann equation, and fall into the class of run and…

Analysis of PDEs · Mathematics 2026-01-29 Josephine Evans , Daniel Morris , Havva Yoldaş

We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation,…

Analysis of PDEs · Mathematics 2017-08-15 Benjamin Seeger