Related papers: Exponential convergence of solutions for random Ha…
This paper is concerned with the ergodic problem for viscous Hamilton-Jacobi equations having superlinear Hamiltonian, inward-pointing drift, and positive potential which vanishes at infinity. Assuming some radial symmetry of the drift and…
In this note we show that if a continuous-time, nonlinear, time-invariant, finite-dimensional system evolves on a compact subset of Rn and if the Jacobian of the vector field is Hurwitz at each point of the compact set, then there is a…
We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. We present a new and simple proof of the rate of convergence of the approximations based on the adjoint method recently…
We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…
We study a generalized ergodic problem (E), which is a Hamilton-Jacobi equation of contact type, in the flat $n$-dimensional torus. We first obtain existence of solutions to this problem under quite general assumptions. Various examples are…
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…
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…
We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…
We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered…
In a previous work [Asymptotically quasiperiodic solutions for time-dependent Hamiltonians, arXiv preprint arXiv:2211.06623 (2022)], we consider time-dependent perturbations of a Hamiltonian vector field having an invariant torus supporting…
We prove the existence of small amplitude, time-quasi-periodic solutions (invariant tori) for the incompressible Navier-Stokes equation on the $d$-dimensional torus $\T^d$, with a small, quasi-periodic in time external force. We also show…
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation.…
A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…
We show that for a family of randomly kicked Hamilton-Jacobi equations, the unique global minimizer is hyperbolic, almost surely. Furthermore, we prove the unique forward and backward viscosity solutions, though in general only Lipshitz,…
We prove that generically, both in a topological and measure-theoretical sense, an invariant Lagrangian Diophantine torus of a Hamiltonian system is doubly exponentially stable in the sense that nearby solutions remain close to the torus…
We study the initial value problem of fully nonlinear third-order equations on the torus. Under some conditions on the nonlinearity and the data, we prove that the equation behaves like a parabolic one: there exists a unique local solution…
In this paper, we consider the almost sure well-posedness of the Cauchy problem to the Cahn-Hilliard-Navier-Stokes equation with a randomization initial data on a torus $\mathbb{T}^3$. First, we prove the local existence and uniqueness of…
Ordinary differential equations of the first order on the torus have been investigated in detail by H. Poincar\'e and A. Denjoy. The long-standing problem of generalising these results for the equations of the order $k>1$ (or for the…
We consider the well-posedness and numerical approximation of a Hamilton--Jacobi equation on an evolving hypersurface in $\mathbb R^3$. Definitions of viscosity sub- and supersolutions are extended in a natural way to evolving hypersurfaces…
In this paper we show the strong convergence of a fully explicit space-time discrete approximation scheme for the solution process of the two-dimensional incompressible stochastic Navier-Stokes equations on the torus driven by additive…