Related papers: Random Lax--Oleinik semigroups for Hamilton--Jacob…
In this paper we study an approximation scheme for an Hamilton-Jacobi equation of Eikonal type defined on a network. We introduce an appropriate notion of viscosity solution for this class of equations (see \cite{sc}) and we prove that an…
We study the Lasry-Lions approximation using the kernel determined by the fundamental solution with respect to a time-dependent Tonelli Lagrangian. This approximation process is also applied to the viscosity solutions of the discounted…
In this paper we develop an analogue of Hamilton-Jacobi theory for the time-evolution operator of a quantum many-particle system. The theory offers a useful approach to develop approximations to the time-evolution operator, and also…
For mechanical Hamiltonian systems on the torus, we study the dynamical properties of the generalized characteristics semiflows associated with certain Hamilton-Jacobi equations, and build the relation between the $\omega$-limit set of this…
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…
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…
We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…
We develop several aspects of the infinite-dimensional Weak KAM theory using a random variables' approach. We prove that the infinite-dimensional cell problem admits a viscosity solution that is a fixed point of the Lax-Oleinik semigroup.…
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…
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…
Based on a fixed point argument, we give a {\it dynamical representation} of the viscosity solution to Cauchy problem of certain weakly coupled systems of Hamilton-Jacobi equations with continuous initial datum. Using this formula, we…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
In this paper, we introduce a framework for the discretization of a class of constrained Hamilton-Jacobi equations, a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by the constraint. The equation is…
Extending the approach of Grillakis-Shatah-Strauss, Bronski-Johnson-Kapitula, and others for Hamiltonian systems, we explore relations between the constrained variational problem $\min_{X:C(X)=c_0} \mathcal{E}(X)$, $c_0\in \RM^r$, and…
We show a connection between global unconstrained optimization of a continuous function $f$ and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution $v$ of the critical Hamilton-Jacobi equation is built…
A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…
We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…
A proposal for the Hamilton-Jacobi theory in the context of the covariant formulation of Hamiltonian systems is done. The current approach consists in applying Dirac's method to the corresponding action which implies the inclusion of…