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We study the Cauchy problem of a Hamilton-Jacobi equation with the spatial variable in a closed convex cone. A monotonicity assumption on the nonlinearity allows us to prescribe no condition on the boundary of the cone. We show the…

Analysis of PDEs · Mathematics 2024-07-02 Hong-Bin Chen , Jiaming Xia

We study the periodic homogenization of the viscous Hamilton--Jacobi equation \[ u_t^\varepsilon + \frac{1}{2}|Du^\varepsilon|^2 + V\!\left(\frac{x}{\varepsilon}\right) = \frac{\varepsilon}{2}\Delta u^\varepsilon \qquad \text{in }…

Analysis of PDEs · Mathematics 2026-04-23 Ziran Liu , Hung V. Tran , Yifeng Yu

We consider the Hamilton-Jacobi equation \[{H}(x,Du)+\lambda(x)u=c,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold. The functions ${H}(x,p)$ and $\lambda(x)$ are continuous. ${H}(x,p)$ is convex, coercive…

Analysis of PDEs · Mathematics 2023-04-27 Panrui Ni , Lin Wang

We develop an approach for the analysis of fundamental solutions to Hamilton-Jacobi equations of contact type based on a generalized variational principle proposed by Gustav Herglotz. We also give a quantitative Lipschitz estimate on the…

Analysis of PDEs · Mathematics 2019-02-19 Piermarco Cannarsa , Wei Cheng , Kaizhi Wang , Jun Yan

We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; the transition rates decay exponentially on a paramenter N…

Probability · Mathematics 2026-01-28 Michele Aleandri , Davide Gabrielli , Giulia Pallotta

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

This paper concerns with the time periodic viscosity solution problem for a class of evolutionary contact Hamilton-Jacobi equations with time independent Hamiltonians on the torus $\mathbb{T}^n$. Under certain suitable assumptions we show…

Analysis of PDEs · Mathematics 2023-10-24 Kaizhi Wang , Jun Yan , Kai Zhao

We study the representation formulae for the fundamental solutions and viscosity solutions of the Hamilton-Jacobi equations of contact type. We also obtain a vanishing contact structure result for relevant Cauchy problems which can be…

Analysis of PDEs · Mathematics 2018-04-17 Kai Zhao , Wei Cheng

We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…

Analysis of PDEs · Mathematics 2018-07-24 Erhan Bayraktar , Christian Keller

Suppose that $H(x,u,p)$ is strictly decreasing in $u$ and satisfies Tonelli conditions in $p$. We show that each viscosity solution of $H(x,u,u_x)=0$ can be reached by many viscosity solutions of $$ w_t+H(x,w,w_x)=0, $$ in a finite time.

Analysis of PDEs · Mathematics 2021-01-27 Kaizhi Wang , Jun Yan , Kai Zhao

In this article, we are interested in the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi Equations. In the superquadratic case, the third author has proved that these solutions can have…

Analysis of PDEs · Mathematics 2011-12-22 Guy Barles , Alessio Porretta , Thierry Wilfried Tabet Tchamba

In the paper we prove the convergence of viscosity solutions $u_{\lambda}$ as $\lambda\rightarrow0_+$ for the parametrized degenerate viscous Hamilton-Jacobi equation \[ H(x,d_x u, \lambda u)=\alpha(x)\Delta u,\quad \alpha(x)\geq 0,\quad…

Analysis of PDEs · Mathematics 2023-09-11 Jianlu Zhang

This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…

Machine Learning · Computer Science 2025-02-03 Yesom Park , Stanley Osher

The objective of this paper is to present some results about viscosity subsolutions of the contact Hamiltonian-Jacobi equations on connected, closed manifold $M$ $$ H(x,\partial_x u,u)= 0, \quad x\in M. $$ Based on implicit variational…

Dynamical Systems · Mathematics 2022-10-19 Xiang Shu , Jun Yan , Kai Zhao

We consider the Cauchy problem for a strictly hyperbolic, $n\times n$ system in one space dimension: $u_t+A(u)u_x=0$, assuming that the initial data has small total variation. We show that the solutions of the viscous approximations…

Analysis of PDEs · Mathematics 2007-05-23 Stefano Bianchini , Alberto Bressan

In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…

Analysis of PDEs · Mathematics 2025-09-23 Zibo Wang , Jianlu Zhang

We study minimax (generalized) solutions of a Cauchy problem for a (first-order) path-dependent Hamilton--Jacobi equation with co-invariant derivatives under a right-end boundary condition. Under assumptions on the Hamiltonian that are more…

Optimization and Control · Mathematics 2026-03-18 Mikhail Gomoyunov

In this paper, we develop a universal, conceptually simple and systematic method to prove well-posedness to Cauchy problems for weak solutions of parabolic equations with non-smooth, time-dependent, elliptic part having a variational…

Analysis of PDEs · Mathematics 2025-06-25 Pascal Auscher , Khalid Baadi

We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

Analysis of PDEs · Mathematics 2015-06-15 Qiaoling Wei