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In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach…

Probability · Mathematics 2016-08-16 Emmanuelle Clément , Arturo Kohatsu-Higa , Damien Lamberton

This paper is devoted to study the vanishing contact structure problem which is a generalization of the vanishing discount problem. Let $H^\lambda(x,p,u)$ be a family of Hamiltonians of contact type with parameter $\lambda>0$ and converges…

Analysis of PDEs · Mathematics 2020-09-10 Qinbo Chen , Wei Cheng , Hitoshi Ishii , Kai Zhao

Here, we study the periodic homogenization problem of nonlinear weakly coupled systems of Hamilton-Jacobi equations in the convex setting. We establish a rate of convergence $O(\sqrt{\varepsilon})$ which is sharp.

Analysis of PDEs · Mathematics 2025-05-20 Hiroyoshi Mitake , Panrui Ni

This work is devoted to review the modern geometric description of the Lagrangian and Hamiltonian formalisms of the Hamilton--Jacobi theory. The relation with the "classical" Hamiltonian approach using canonical transformations is also…

Mathematical Physics · Physics 2021-01-12 Narciso Román-Roy

This work is devoted to the analysis of the backward problem for a viscous Hamilton-Jacobi equation with degenerate diffusion and a general Hamiltonian that is not necessarily quadratic. First, we focus on linear degenerate parabolic…

Analysis of PDEs · Mathematics 2026-03-11 S. E. Chorfi , A. Habbal , M. Jahid , L. Maniar , A. Ratnani

We deliver a novel approach towards the variational description of Lagrangian mechanical systems subject to fractional damping by establishing a restricted Hamilton's principle. Fractional damping is a particular instance of non-local (in…

Mathematical Physics · Physics 2019-05-15 Fernando Jiménez , Sina Ober-Blöbaum

In this paper we show a uniqueness result for weak epigraphical solutions of Hamilton-Jacobi-Bellman (HJB) equations on infinite horizon for a class of lower semicontinuous functions vanishing at infinity. Weak epigraphical solutions of HJB…

Analysis of PDEs · Mathematics 2022-08-19 Vincenzo Basco

The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…

Numerical Analysis · Mathematics 2018-03-26 Kohei Soga

The problem of propagating nonlinear acoustic waves is considered; the solution to which, both with and without damping, having been obtained to-date starting from the Navier-Stokes-Duhem equations together with the continuity and thermal…

Fluid Dynamics · Physics 2021-09-29 Markus Scholle

The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…

Optimization and Control · Mathematics 2022-06-30 Alekos Cecchin , François Delarue

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

Probability · Mathematics 2025-06-30 Bruno Rémillard , Jean Vaillancourt

A Maxwell-Stefan system for fluid mixtures with driving forces depending on Cahn-Hilliard-type chemical potentials is analyzed. The corresponding parabolic cross-diffusion equations contain fourth-order derivatives and are considered in a…

Analysis of PDEs · Mathematics 2022-05-16 Xiaokai Huo , Ansgar Jüngel , Athanasios E. Tzavaras

Studying the (long-term) behavior of the K\"ahler-Ricci flow on mildly singular varieties, one is naturally lead to study weak solutions of degenerate parabolic complex Monge-Amp\'ere equations. The purpose of this article, the first of a…

Complex Variables · Mathematics 2014-07-10 Philippe Eyssidieux , Vincent Guedj , Ahmed Zeriahi

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

Analysis of PDEs · Mathematics 2019-12-20 Hitoshi Ishii , Taiga Kumagai

The purpose of this paper is to provide a proof of James' weak compactness theorem that is able to be taught in a first year graduate class in functional analysis.

Functional Analysis · Mathematics 2017-05-19 Warren B. Moors , Samuel White

In this paper we study vakonomic dynamics on contact systems with nonlinear constraints. In order to obtain the dynamics, we consider a space of admisible paths, which are the ones tangent to a given submanifold. Then, we find the critical…

Mathematical Physics · Physics 2021-06-07 Manuel de León , Manuel Lainz , Miguel C. Muñoz-Lecanda

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

In this paper we show that a variational reduction procedure can be defined for Lagrangian systems subject to scaling symmetries (i.e. Lagrangian systems defined by a homogenous Lagrangian function), in such a way that the trajectories of…

Differential Geometry · Mathematics 2026-05-08 Javier Fernández , Sergio Grillo , Juan Carlos Marrero , Edith Padrón

Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…

Numerical Analysis · Mathematics 2017-10-11 Tobias Grafke , Tobias Schaefer , Eric Vanden-Eijnden

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner
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