Related papers: A convergent scheme for Hamilton-Jacobi equations …
In this paper we study a model for traffic flow on networks based on a hyperbolic system of conservation laws with discontinuous flux. Each equation describes the density evolution of vehicles having a common path along the network. In this…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
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…
In this paper we propose a Godunov-based discretization of a hyperbolic system of conservation laws with discontinuous flux, modeling vehicular flow on a network. Each equation describes the density evolution of vehicles having a common…
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…
We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…
The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…
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…
We consider traffic flows described by conservation laws. We study a 2:1 junction (with two incoming roads and one outgoing road) or a 1:2 junction (with one incoming road and two outgoing roads). At the mesoscopic level, the priority law…
We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…
In this paper we set up a rigorous justification for the reinitialization algorithm. Using the theory of viscosity solutions, we propose a well-posed Hamilton-Jacobi equation with a parameter, which is derived from homogenization for a…
A junction is a particular network given by the collection of $N\ge 1$ half lines $[0,+\infty)$ glued together at the origin. On such a junction, we consider evolutive Hamilton-Jacobi equations with $N$ coercive Hamiltonians. Furthermore,we…
We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (HJB) equations associated with optimal control problems for path-dependent differential equations. We identify the value…
We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
This paper deals with the construction of a discontinuous Galerkin scheme for the solution of Lighthill-Whitham-Richards traffic flows on networks. The focus of the paper is the construction of two new numerical fluxes at junctions, which…
In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…