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In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of…

Symplectic Geometry · Mathematics 2017-04-07 Hong Wang

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a…

Analysis of PDEs · Mathematics 2018-03-26 Hongwei Gao

In this paper we study the convergence of monotone $P1$ finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in…

Numerical Analysis · Mathematics 2015-07-07 Max Jensen

For a continuous Hamiltonian $H : (x, p, u) \in T^*\mathbb{R}^n \times \mathbb{R}\rightarrow \mathbb{R}$, we consider the asymptotic behavior of associated Hamilton--Jacobi equations with state-constraint $H(x, Du, \lambda u) \leq…

Analysis of PDEs · Mathematics 2024-09-10 Son Tu , Jianlu Zhang

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

Here we study the solutions of any sign of the system --$\Delta$u 1 = |$\nabla$u 2 | p , --$\Delta$u 2 = |$\nabla$u 1 | q , in a domain of R N , N 3 and p, q > 0, pq > 1.. We show their relation with Lane-Emden Hardy-H{\'e}non equations…

Analysis of PDEs · Mathematics 2023-02-21 Marie-Françoise Bidaut-Véron , Marta Garcia Huidobro

We study the Cauchy problem for the Hamilton-Jacobi equation with a semiconcave initial condition. We prove an inequality between two types of weak solutions emanating from such an initial condition (the variational and the viscosity…

Dynamical Systems · Mathematics 2014-06-04 Patrick Bernard

In this paper, we study the family of inhomogeneous discounted Hamilton-Jacobi equations \begin{equation}\label{hjs1} \lambda(x)u+h(x,d_x u)=c \quad \tag{$\ast$} \end{equation} on a closed manifold $M$ with a non-identically vanishing…

Analysis of PDEs · Mathematics 2026-05-08 Liang Jin , Jun Yan , Kai Zhao

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…

Analysis of PDEs · Mathematics 2021-03-02 Pierre Cardaliaguet , Benjamin Seeger

We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typically suffer from high variance, in particular in a low…

Numerical Analysis · Mathematics 2023-07-06 Grégoire Ferré

Given a compact surface $\mathcal{M}$ with a smooth area form $\omega$, we consider an open and dense subset of the set of smooth closed 1-forms on $\mathcal{M}$ with isolated zeros which admit at least one saddle loop homologous to zero…

Dynamical Systems · Mathematics 2018-03-28 Davide Ravotti

We study the $\nabla \phi$ model with uniformly convex Hamiltonian $\mathcal{H} (\phi) := \sum V(\nabla \phi)$ and prove a quantitative rate of convergence for the finite-volume surface tension as well as a quantitative rate estimate for…

Probability · Mathematics 2019-07-25 Paul Dario

In this work, we establish global gradient estimates to solutions of quasilinear elliptic models in non-divergence form with general degeneracy law and a Hamiltonian term, given by $$ -\Psi(x, |\nabla…

Analysis of PDEs · Mathematics 2025-08-27 Junior da S. Bessa , Reshmi Biswas , João Vitor da Silva , Ginaldo Sá , Makson Santos

We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic…

Analysis of PDEs · Mathematics 2014-08-14 Hiroyoshi Mitake , Hung V. Tran

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

Analysis of PDEs · Mathematics 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

By means of numerical solutions of the quantum Hamilton Jacobi equation, a general WKB-like representation for one-dimensional wave functions is obtained. This representation is unique in the classically forbidden regions, while in the…

Quantum Physics · Physics 2014-03-05 Mario Fusco Girard

We consider a first-order transport equation $\ppp_tu(x,t) + (H(x)\cdot\nabla u(x,t)) + p(x)u(x,t) = F(x,t)$ for $x \in \OOO \subset \R^d$, where $\OOO$ is a bounded domain and $0<t<T$. We prove a Carleman estimate for more generous…

Analysis of PDEs · Mathematics 2025-07-24 P. Cannarsa , G. Floridia , M. Yamamoto

Given a closed Riemannian manifold $(N^{n+1},g)$, $n+1 \geq 3$ we prove the compactness of the space of singular, minimal hypersurfaces in $N$ whose volumes are uniformly bounded from above and the $p$-th Jacobi eigenvalue $\lambda_p$'s are…

Differential Geometry · Mathematics 2024-06-21 Akashdeep Dey

In this article, we study the following Hamiltonian system: \begin{equation*} \begin{cases} \begin{aligned} &-\varepsilon^{2}\Delta_{g} u +u = |v|^{q-1}v, &-\varepsilon^{2}\Delta_{g} v +v = |u|^{p-1}u && \text{ in } \mathcal{M}, & \quad u,v…

Analysis of PDEs · Mathematics 2025-09-03 Anusree R Kannoth , Bhakti Bhusan Manna