Related papers: De Giorgi Techniques Applied to Hamilton-Jacobi Eq…
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…
We propose a hydridizable discontinuous Galerkin (HDG) method for solving the Cahn-Hilliard equation. The temporal discretization can be based on either the backward Euler method or the convex-splitting method. We show that the fully…
We obtain local Holder continuity estimates up to the boundary for a kinetic Fokker-Planck equation with rough coefficients, with the prescribed influx boundary condition. Our result extends some recent developments that incorporate De…
In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…
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…
We address the problem of existence and uniqueness of solutions $(c,u(\cdot))$ to ergodic Hamilton-Jacobi-Bellman (HJB) equations of the form $H(x,\nabla u(x), D^{2}u(x)) = c$ in the whole space $\mathbb{R}^{m}$ with unbounded and merely…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
Lagrangian submanifolds are becoming a very essential tool to generalize and geometrically understand results and procedures in the area of mathematical physics. Here we use general Lagrangian submanifolds to provide a geometric version of…
Recently the Hamilton-Jacobi formulation for first order constrained systems has been developed. In such formalism the equations of motion are written as total differential equations in many variables. We generalize the Hamilton-Jacobi…
We propose a systematic approach based on trajectories to prove a Poincar\'e inequality for weak non-negative sub-solutions to hypoelliptic equations with an arbitrary number of H\"ormander commutators, both in the local and in the…
We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…
We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…
The paper is devoted to prove the existence of a local solution of the Hamilton-Jacobi equation in field theory, whence the general solution of the field equations can be obtained. The solution is adapted to the choice of the submanifold…
This note studies local integral gradient bounds for distributional solutions of a large class of partial differential inequalities with diffusion in divergence form and power-like first-order terms. The applications of these estimates are…
We consider perturbations of the diffusive Hamilton-Jacobi equation \begin{equation*} %\label{non_pert} \left\{ \begin{array}{lcl} \hfill -\Delta u &=& (1+g(x))| \nabla u|^p\qquad \mbox{ in } \IR^N_+, \\ \hfill u &=& 0 \hfill \mbox{ on }…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
We investigate the asymptotic behavior of solutions of Hamilton-Jacobi equations with large drift term in an open subset of two-dimensional Euclidean space. When the drift is given by $\varepsilon^{-1} (H_{x_2}, -H_{x_1})$ of a Hamiltonian…
We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study…