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Related papers: Homogenization of viscous and non-viscous HJ equat…

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We study the rate of convergence of $u^\epsilon$, as $\epsilon \to 0+$, to $u$ in periodic homogenization of Hamilton-Jacobi equations. Here, $u^\epsilon$ and $u$ are viscosity solutions to the oscillatory Hamilton-Jacobi equation and its…

Analysis of PDEs · Mathematics 2019-03-04 Hiroyoshi Mitake , Hung V. Tran , Yifeng Yu

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.

Analysis of PDEs · Mathematics 2020-07-09 Bruno Ziliotto

We consider homogenization for weakly coupled systems of Hamilton--Jacobi equations with fast switching rates. The fast switching rate terms force the solutions converge to the same limit, which is a solution of the effective equation. We…

Analysis of PDEs · Mathematics 2015-06-04 Hiroyoshi Mitake , Hung V. Tran

We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…

Analysis of PDEs · Mathematics 2010-11-02 James Nolen , Alexei Novikov

This paper is concerned with the behavior of the ergodic constant associated with convex and superlinear Hamilton-Jacobi equation in a periodic environment which is perturbed either by medium with increasing period or by a random Bernoulli…

Optimization and Control · Mathematics 2017-01-20 Pierre Cardaliaguet , Claude Le Bris , Panagiotis Souganidis

We consider Hamiltonians associated to optimal control problems for affine systems on the torus. They are not coercive and are possibly unbounded from below in the direction of the drift of the system. The main assumption is the strong…

Optimization and Control · Mathematics 2024-01-18 Martino Bardi

The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…

Analysis of PDEs · Mathematics 2026-01-22 Giacomo Ceccherini Silberstein , Daniela Tonon

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…

Analysis of PDEs · Mathematics 2020-12-08 Andrei Rodríguez-Paredes , Erwin Topp

This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…

Optimization and Control · Mathematics 2019-03-28 Jinniao Qiu , Wenning Wei

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 a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…

Analysis of PDEs · Mathematics 2026-05-14 Qinbo Chen , Zhi-Xiang Zhu

We study homogenization of a class of bidimensional stationary Hamilton-Jacobi equations where the Hamiltonian is obtained by perturbing near a half-line of the state space a Hamiltonian that either does not have fast variations with…

Analysis of PDEs · Mathematics 2024-12-11 Yves Achdou , Le Bris Claude

We consider an evolution equation generalising the viscous Burgers equation supplemented by an initial condition which is a homogeneous random field. We develop a non-linear framework enabling us to show the existence and regularity of…

Analysis of PDEs · Mathematics 2018-10-29 Miłosz Krupski

We provide a semigroup approach to the viscous Hamilton-Jacobi equation. It turns out that exponential Orlicz hearts are suitable spaces to handle the (quadratic) non-linearity of the Hamiltonian. Based on an abstract extension result for…

Analysis of PDEs · Mathematics 2021-04-15 Jonas Blessing , Michael Kupper

We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

Analysis of PDEs · Mathematics 2011-08-22 Scott N. Armstrong , Panagiotis E. Souganidis

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 consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

Dynamical Systems · Mathematics 2014-03-18 Lin Wang , Jun Yan

Recently, C. Imbert & R. Monneau study the homogenization of coercive Hamilton-Jacobi Equations with a $u/e$-dependence : this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to…

Analysis of PDEs · Mathematics 2009-09-29 Guy Barles

In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in form of a stochastic control system which nonlinear cost…

Probability · Mathematics 2012-02-08 Rainer Buckdahn , Jianhui Huang , Juan Li