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We develop and study an asymptotic-preserving (AP) numerical scheme for a linear kinetic equation in a large deviation regime. After applying a Hopf-Cole transform to the distribution function, the system exhibits the behavior of rare…

Numerical Analysis · Mathematics 2025-09-15 Hélène Hivert , Tino Laidin

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

Numerical Analysis · Mathematics 2013-12-12 Fabio Camilli , Paola Loreti , Cristina Pocci

Recently, a practical approach to holographic renormalization has been developed based on the Hamilton-Jacobi formulation. Using a simple Einstein-scalar theory, we clarify that this approach does not conflict with the Hamiltonian…

High Energy Physics - Theory · Physics 2019-07-17 Fan Chen , Shao-Feng Wu , Yuxuan Peng

We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…

Analysis of PDEs · Mathematics 2026-05-22 Seho Park

A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…

Analysis of PDEs · Mathematics 2022-08-12 Taras A. Mel'nyk , Arsen V. Klevtsovskiy

We study the asymptotic behavior of solutions of an equation of the form \begin{equation}\label{abs}\tag{*} G\big(x, D_x u,\lambda u(x)\big) = c_0\qquad\hbox{in $M$} \end{equation} on a closed Riemannian manifold $M$, where $G\in…

Analysis of PDEs · Mathematics 2024-11-22 Andrea Davini , Panrui Ni , Jun Yan , Maxime Zavidovique

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

Analysis of PDEs · Mathematics 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

In this note, we demonstrate that a locally semiconvex viscosity supersolution to a possibly degenerate fully nonlinear elliptic Hamilton-Jacobi-Bellman (HJB) equation is differentiable along the directions spanned by the range of the…

Optimization and Control · Mathematics 2025-01-28 Salvatore Federico , Giorgio Ferrari , Mauro Rosestolato

We study a random process on R n moving in straight lines and changing randomly its velocity at random exponential times. We focus more precisely on the Kolmogorov equation in the hyperbolic scale (t, x, v) $\to$ t $\epsilon$, x $\epsilon$,…

Analysis of PDEs · Mathematics 2016-08-08 Nils Caillerie

We study connected branches of non-constant {$2\pi$-pe}riodic solutions of the Hamilton equation \begin{displaymath} \dot{x}(t)=\lambda J\nabla H(x(t)), \end{displaymath} where $\lambda\in\halfline,$ $H\in C^2(\R^n\times\R^n,\R)$ and $…

Classical Analysis and ODEs · Mathematics 2007-05-23 W. Radzki , S. Rybicki

In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of classical hamiltonian systems that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure plays a…

Mathematical Physics · Physics 2017-06-28 M. de León , C. Sardón

In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…

Symplectic Geometry · Mathematics 2021-06-17 Manuel de León , Hong Wang

The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…

Probability · Mathematics 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan

In this paper, we discuss the existence and multiplicity problem of viscosity solution to the Hamilton-Jacobi equation $$h(x,d_x u)+\lambda(x)u=c,\quad x\in M,$$ where $M$ is a closed manifold and $\lambda:M\rightarrow\mathbb{R}$ changes…

Analysis of PDEs · Mathematics 2022-02-15 Liang Jin , Jun Yan , Kai Zhao

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…

Analysis of PDEs · Mathematics 2018-05-25 Sepideh Mirrahimi , Sylvain Gandon

We characterize possible pairs $(u_\varepsilon,c)\in C(\mathbb{R}^n\backslash\varepsilon\mathbb{Z}^n,\mathbb{R})\times\mathbb{R}$ addressing the homogenization problem for Hamilton--Jacobi equations $$ H\left(\frac{x}{\varepsilon}, d…

Analysis of PDEs · Mathematics 2026-04-23 Gengyu Liu , Son N. T. Tu , Jianlu Zhang

We present a study of the Adomian's Decomposition Method (ADM) applied to the Hamilton-Jacobi equations ut + H (ux) = 0. We recall the well known characteristics methods in the case of this type of equations to justify the existence or not…

Analysis of PDEs · Mathematics 2008-12-03 Toyo Koffi Edarh-Bossou , Babiga Birregah

We consider for a small parameter $\varepsilon >0$ a parabolic convection-diffusion problem with P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in a three-dimensional graph-like junction consisting of thin curvilinear cylinders…

Analysis of PDEs · Mathematics 2024-06-24 Taras Mel'nyk , Christian Rohde

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.…

Optimization and Control · Mathematics 2021-02-09 Antonio Marigonda , Khai T. Nguyen