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In this paper, we study a class of time-periodic stochastic Tonelli Lagrangians on compact manifolds. Precisely, we discuss the stochastic Mane Critical Value, prove the existence of stochastic Weak KAM solutions of the related…

Dynamical Systems · Mathematics 2020-09-22 Liang Chen

The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…

Analysis of PDEs · Mathematics 2023-09-26 Louis-Pierre Chaintron

Liv\v{s}ic theorem for flows asserts that a Lipschitz observable that has zero mean average along every periodic orbit is necessarily a coboundary, that is the Lie derivative of a Lipschitz function smooth along the flow direction. The…

Dynamical Systems · Mathematics 2024-06-27 Xifeng Su , Philippe Thieullen

The covariant Hamilton-Jacobi formulation of Maxwell's equations is derived from the first-order (Palatini-like) Lagrangian using the analysis of constraints within the De~Donder-Weyl covariant Hamiltonian formalism and the corresponding…

Mathematical Physics · Physics 2023-01-02 Monika E. Pietrzyk , Cécile Barbachoux , Igor V. Kanatchikov , Joseph Kouneiher

We study well posedness of time--dependent Hamilton--Jacobi equations on a network, coupled with a continuous initial datum and a flux limiter. We show existence and uniqueness of solutions as well as stability properties. The novelty of…

Analysis of PDEs · Mathematics 2021-06-25 Antonio Siconolfi

We investigate the large-time behavior of viscosity solutions of quasi-monotone weakly coupled systems of Hamilton--Jacobi equations on the $n$-dimensional torus. We establish a convergence result to asymptotic solutions as time goes to…

Analysis of PDEs · Mathematics 2011-05-17 Hiroyoshi Mitake , Hung V. Tran

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 prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + \beta…

Analysis of PDEs · Mathematics 2020-10-06 Atilla Yilmaz

In this paper we introduce a new kind of Lax-Oleinik type operator with parameters associated with positive definite Lagrangian systems for both the time-periodic case and the time-independent case. On one hand, the new family of…

Dynamical Systems · Mathematics 2012-06-19 Kaizhi Wang , Jun Yan

We consider in this note the Hamilton-Jacobi equation H(x, dx u) = c, where c \geq 0, of the classical N-body problem in an Euclidean space E of dimension k \geq 2. The fixed points of the Lax-Oleinik semigroup are global viscosity…

Analysis of PDEs · Mathematics 2015-02-24 Ezequiel Maderna

Recently, Lobb and Nijhoff initiated the study of variational (Lagrangian) structure of discrete integrable systems from the perspective of multi-dimensional consistency. In the present work, we follow this line of research and develop a…

Mathematical Physics · Physics 2014-03-13 Yuri B. Suris

We greatly simplify the light-cone gauge description of a relativistic membrane moving in Minkowski space by performing a field-dependent change of variables which allows the explicit solution of all constraints and a Hamiltonian reduction…

High Energy Physics - Theory · Physics 2011-05-05 Martin Bordemann , Jens Hoppe

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

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 study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…

Analysis of PDEs · Mathematics 2017-02-07 Wenjia Jing , Panagiotis E. Souganidis , Hung V. Tran

This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…

Optimization and Control · Mathematics 2021-09-02 Donggun Lee , Claire J. Tomlin

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

Optimization and Control · Mathematics 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

Analysis of PDEs · Mathematics 2014-08-08 Scott N. Armstrong , Hung V. Tran

Using a homologically link theorem in variational theory and iteration inequalities of Maslov-type index, we prove the existences of a sequence of subharmonic solutions for one type of sub-quadratic non-autonomous Hamiltonian systems.…

Analysis of PDEs · Mathematics 2016-12-28 Shanshan Tang

We establish the existence and uniqueness of viscosity solutions within a domain $\Omega\subseteq\mathbb R^n$ for a class of equations governed by elliptic and eikonal type equations in disjoint regions. Our primary motivation stems from…

Analysis of PDEs · Mathematics 2023-05-31 Héctor A. Chang-Lara
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