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Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

Analysis of PDEs · Mathematics 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

We extend the theory of Barles Jakobsen to develop numerical schemes for Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the…

Optimization and Control · Mathematics 2018-09-05 Xavier Warin

We show in this article in what sense viscosity solutions of the Hamilton-Jacobi equation can be restricted to a submanifold M of \mathbb{R}^{d}. We treat in this article the case of M\times\mathbb{R}^{d} being invariant by the Hamiltonian…

Analysis of PDEs · Mathematics 2023-04-26 Othmane Islah

This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…

Optimization and Control · Mathematics 2007-05-23 Lionel Rosier , Eduardo D. Sontag

This paper is concerned with geometric motion of a closed surface whose velocity depends on a nonlocal quantity of the enclosed region. Using the level set formulation, we study a class of nonlocal Hamilton--Jacobi equations and establish a…

Analysis of PDEs · Mathematics 2023-10-03 Takashi Kagaya , Qing Liu , Hiroyoshi Mitake

We study the large-time behaviour of the solutions $u$ of the evolution equation involving nonlinear diffusion and gradient absorption $\partial_t u - \Delta_p u + |\nabla u|^q=0$. We consider the problem posed for $x\in {\mathbb R}^N $ and…

Analysis of PDEs · Mathematics 2009-11-13 Philippe Laurençot , Juan Luis Vázquez

Recently I. Capuzzo Dolcetta, F. Leoni and A. Porretta obtain a very surprising regularity result for fully nonlinear, superquadratic, elliptic equations by showing that viscosity subsolutions of such equations are locally H\"older…

Analysis of PDEs · Mathematics 2011-12-22 Guy Barles

We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…

Analysis of PDEs · Mathematics 2021-09-09 Bruno Bouchard , Grégoire Loeper , Xiaolu Tan

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic evolution equations in Hilbert…

Probability · Mathematics 2020-09-14 Jianjun Zhou

We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem…

Analysis of PDEs · Mathematics 2020-02-18 Andrea Davini , Hitoshi Ishii , Renato Iturriaga , Hector Sanchez Morgado

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

Analysis of PDEs · Mathematics 2016-08-15 P. -L. Lions , P. E. Souganidis

We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…

Analysis of PDEs · Mathematics 2020-01-28 Marco Cirant , Alessandro Goffi

We present a novel framework for solving optimal transport (OT) problems based on the Hamilton--Jacobi (HJ) equation, whose viscosity solution uniquely characterizes the OT map. By leveraging the method of characteristics, we derive…

Machine Learning · Computer Science 2025-10-02 Yesom Park , Shu Liu , Mo Zhou , Stanley Osher

We show that the homogeneous viscous Burgers equation $(\partial_t-\eta\Delta) u(t,x)+(u\cdot\nabla)u(t,x)=0,\ (t,x)\in{\mathbb{R}}_+\times{\mathbb{R}}^d$ $(d\ge 1, \eta>0)$ has a globally defined smooth solution if the initial condition…

Analysis of PDEs · Mathematics 2015-10-07 Jeremie Unterberger

We prove a quantitative H\"{o}lder continuity result for viscosity solutions to the equation $$ (-\Delta_p)^{s}u(x) + {\rm PV} \int_{\mathbb{R}^n} |u(x)-u(x+z)|^{q-2}(u(x)-u(x+z))\frac{\xi(x,z)}{|z|^{n+ tq}} dz=f \quad \text{in}\; B_2, $$…

Analysis of PDEs · Mathematics 2025-07-15 Anup Biswas , Aniket Sen

We consider the Hamilton-Jacobi equation \[{H}(x,u,Du)=0,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold, ${H}(x,u,p)$ satisfies Tonelli conditions with respect to $p$ and certain decreasing condition with…

Dynamical Systems · Mathematics 2020-06-02 Kaizhi Wang , Lin Wang , Jun Yan

We show that every global viscosity solution of the Hamilton-Jacobi equation associated with a convex and superlinear Hamiltonian on the cotangent bundle of a closed manifold is necessarily invariant under the identity component of the…

Symplectic Geometry · Mathematics 2015-02-24 Ezequiel Maderna

We consider the diffusive Hamilton-Jacobi equation, with homogeneous Dirichlet conditions and regular initial data. It is known from [Barles-DaLio, 2004] that the problem admits a unique, continuous, global viscosity solution, which extends…

Analysis of PDEs · Mathematics 2025-04-30 Alessio Porretta , Philippe Souplet

We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution…

Numerical Analysis · Mathematics 2020-08-06 Lindsay Martin , Richard Tsai

We establish that when n >= 2 and H is a C^1 Hamiltonian such that some level set contains a line segment, the Aronsson equation admits explicit entire viscosity solutions. They are superpositions of a linear part plus a Lipschitz…

Analysis of PDEs · Mathematics 2013-04-22 Nikolaos I. Katzourakis