Related papers: Global Results for Eikonal Hamilton-Jacobi Equatio…
Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…
We analyse the linear kinetic transport equation with a BGK relaxation operator. We study the large scale hyperbolic limit $(t,x)\to (t/\eps,x/\eps)$. We derive a new type of limiting Hamilton-Jacobi equation, which is analogous to the…
In this paper we show that the maximal viscosity solution of a class of quasi-convex Hamilton--Jacobi equations, coupled with inequality constraints on the boundary, can be recovered by taking the limit as $p\to\infty$ in a family of…
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…
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…
We prove the existence of a critical subsolution of the Hamilton-Jacobi equation which is differentiable with Lipschitz differential, improving a previous result of Fathi and Siconolfi. This text is a consolidated version with a minor…
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…
A junction is a particular network given by the collection of $N\ge 1$ half lines $[0,+\infty)$ glued together at the origin. On such a junction, we consider evolutive Hamilton-Jacobi equations with $N$ coercive Hamiltonians. Furthermore,we…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
Here, we study the generalized semiconcavity property of viscosity solutions of the Neumann boundary value problem for Hamilton-Jacobi equations. In particular, we establish the global semiconcavity with a fractional modulus by…
A new approach to the problem of group classification is applied to the class of first-order non-linear equations of the form $u_a u_a=F(t,u,u_t)$. It allowed complete solution of the group classification problem for a class of equations…
A new approach leading to the formulation of the Hamilton-Jacobi equation for field theories is investigated within the framework of jet-bundles and multi-symplectic manifolds. An algorithm associating classes of solutions to given sets of…
We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…
This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…
We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual…
We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…
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…
This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (HJB) equations associated with optimal control problems for path-dependent differential equations. We identify the value…
A classification of the behavior of the solutions $f(\cdot,a)$ to the ordinary differential equation $(|f'|^{p-2} f')' + f - |f'|^{p-1} = 0$ in $(0,\infty)$ with initial condition $f(0,a)=a$ and $f'(0,a)=0$ is provided, according to the…