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We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

Analysis of PDEs · Mathematics 2025-10-30 Andrea Davini , Raimundo Saona , Bruno Ziliotto

Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…

Optimization and Control · Mathematics 2021-06-25 Mikhail I. Gomoyunov , Nikolai Yu. Lukoyanov , Anton R. Plaksin

We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…

Analysis of PDEs · Mathematics 2013-12-18 Jeff Calder , Selim Esedoglu , Alfred O. Hero

We consider triholomorphic maps from an almost hyper-Hermitian manifold $\mathcal{M}^{4m}$ into a hyperK\"ahler manifold $\mathcal{N}^{4n}$. This means that $u \in W^{1,2}$ satisfies a quaternionic del-bar equation. We work under the…

Analysis of PDEs · Mathematics 2015-10-06 Costante Bellettini , Gang Tian

This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…

Numerical Analysis · Mathematics 2025-04-21 Jianbo Cui , Tonghe Dang , Chenchen Mou

We study some properties of the solutions of (E) $\;-\Gd_p u+|\nabla u|^q=0$ in a domain $\Gw \sbs \BBR^N$, mostly when $p\geq q>p-1$. We give a universal priori estimate of the gradient of the solutions with respect to the distance to the…

Analysis of PDEs · Mathematics 2014-07-03 Marie-Françoise Bidaut-Veron , Marta Garcia-Huidobro , Laurent Veron

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

In this paper, we discuss all the possible pairs $(u,c)\in C(M,\mathbb R)\times\mathbb R$ solving (in the sense of viscosity) the contact Hamilton-Jacobi equation \[ H (x, d_xu, u) = c,\quad x\in M \] of which $M$ is a closed manifold and…

Dynamical Systems · Mathematics 2025-10-17 Gengyu Liu , Jianlu Zhang

We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity…

Probability · Mathematics 2012-03-14 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t…

Analysis of PDEs · Mathematics 2025-09-16 Alekos Cecchin , Alessandro Goffi

We study the asymptotic behavior of solutions to the fully nonlinear Hamilton-Jacobi equation $H(x, Du, \lambda u) = 0$ in $\mathbb{R}^n$ as $\lambda \to 0^+$. Under the assumption that the Aubry set is localized, we employ a variational…

Analysis of PDEs · Mathematics 2025-07-29 Son N. T. Tu , Jianlu Zhang

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

Numerical Analysis · Mathematics 2013-12-12 Fabio Camilli , Paola Loreti , Cristina Pocci

We find the form of the potential depending on the coordinates and the time such that a solution, $S$, of the Hamilton--Jacobi equation yields an exact solution, $\exp ({\rm i} S/\hbar)$, of the corresponding Schr\"odinger equation.

Quantum Physics · Physics 2016-05-16 G. F. Torres del Castillo , C. Sosa-Sánchez

We construct an explicit representation of viscosity solutions of the Cauchy problem for the Hamilton-Jacobi equation $(H,\sigma)$ on a given domain $\Omega= (0,T)\times \R^n.$ It is known that, if the Hamiltonian $H = H(t,p)$ is not a…

Analysis of PDEs · Mathematics 2012-04-26 Nguyen Hoang , Nguyen Mau Nam

We study the asymptotic behavior of the solutions to a family of discounted Hamilton Jacobi equations, posed in the Euclidean N dimensional space, when the discount factor goes to zero. The ambient space being noncompact, we introduce an…

Analysis of PDEs · Mathematics 2019-08-05 Hitoshi Ishii , Antonio Siconolfi

We consider perturbations of the diffusive Hamilton-Jacobi equation \begin{equation*} %\label{non_pert} \left\{ \begin{array}{lcl} \hfill -\Delta u &=& (1+g(x))| \nabla u|^p\qquad \mbox{ in } \IR^N_+, \\ \hfill u &=& 0 \hfill \mbox{ on }…

Analysis of PDEs · Mathematics 2021-04-13 A. Aghajani , C. Cowan , S. H. Lui

We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…

Analysis of PDEs · Mathematics 2014-08-19 Lin Wang , Jun Yan

We study quantitative large-time averages for Hamilton--Jacobi equations in a dynamic random environment that is stationary ergodic and has unit-range dependence in time. Our motivation comes from stochastic growth models related to the…

Analysis of PDEs · Mathematics 2026-05-22 Xiaoqin Guo , Wenjia Jing , Hung Vinh Tran , Yuming Paul Zhang

We study nonlocal first-order equations arising in the theory of dislocations. We prove the existence and uniqueness of the solutions of these equations in the case of positive and negative velocities, under suitable regularity assumptions…

Analysis of PDEs · Mathematics 2009-02-13 Guy Barles , Olivier Ley

In this paper, we study a quantitative refinement of a classical symmetrisation result for first-order Hamilton-Jacobi equations. We prove that the deficit in the comparison result, established by Giarrusso and Nunziante, controls both the…

Analysis of PDEs · Mathematics 2025-11-21 Vincenzo Amato , Luca Barbato
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