Related papers: Homogenization of a class of one-dimensional nonco…
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…
In this paper, we study evolutive Hamilton Jacobi equations with Hamiltonians that are discontinuous in time, posed on a simple network consisting of two edges on the real line connected at a single junction. We introduce a notion of…
The probability distribution (PD) of spin configurations in kinetic Ising models has been cast in the form of the canonical Boltzmann PD with a time-dependent effective Hamiltonian (EH). It has been argued that in systems with extensive…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
We prove differentiability of the effective Lagrangian for continuous time multidimensional directed variational problems in random dynamic environments with positive dependence range in time. This implies that limiting fundamental…
We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…
Classical hardness-of-sampling results are largely established for random quantum circuits, whereas analog simulators natively realize time evolutions under geometrically local Hamiltonians. Does a typical such Hamiltonian already yield…
We consider the so-called G-equation, a level set Hamilton-Jacobi equation, used as a sharp interface model for flame propagation, perturbed by an oscillatory advection in a spatio-temporal periodic environment. Assuming that the advection…
In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function…
The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…
We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…
The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…
This paper studies the well-posedness of a class of nonlocal parabolic partial differential equations (PDEs), or equivalently equilibrium Hamilton-Jacobi-Bellman equations, which has a strong tie with the characterization of the equilibrium…
In this paper we present a stochastic homogenization result for a class of Hilbert space evolutionary gradient systems driven by a quadratic dissipation potential and a $\Lambda$-convex energy functional featuring random and rapidly…
The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization satisfies the non-resonance condition, under which the…
In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…
We consider image denoising problems formulated as variational problems. It is known that Hamilton-Jacobi PDEs govern the solution of such optimization problems when the noise model is additive. In this work, we address certain non-additive…
We consider homogenization problems for first order Hamilton-Jacobi equations with $u^\epsilon/\epsilon$ periodic dependence, recently introduced by C. Imbert and R. Monneau, and also studied by G. Barles: this unusual dependence leads to a…
Computing tasks may often be posed as optimization problems. The objective functions for real-world scenarios are often nonconvex and/or nondifferentiable. State-of-the-art methods for solving these problems typically only guarantee…
Since Newton's time, deterministic causality has been considered a crucial prerequisite in any fundamental theory in physics. In contrast, the present work investigates stochastic dynamical models for motion in one spatial dimension, in…