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We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…
The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…
We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…
We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…
In the paper we prove the convergence of viscosity solutions $u_{\lambda}$ as $\lambda\rightarrow0_+$ for the parametrized degenerate viscous Hamilton-Jacobi equation \[ H(x,d_x u, \lambda u)=\alpha(x)\Delta u,\quad \alpha(x)\geq 0,\quad…
We apply the long-wavelength approximation to the low energy effective string action in the context of Hamilton-Jacobi theory. The Hamilton-Jacobi equation for the effective string action is explicitly invariant under scale factor duality.…
The viscosity solution of the Hamilton-Jacobi equation was constructed by an "iterated minimax" procedure. Using Dafermos' front tracking method, we give another proof of this construction in the case of Hamilton-Jacobi equations in one…
In this paper, training a neural network is identified, exactly, as a search through Hamilton--Jacobi initial-value problems: each gradient step selects the initial data of a viscous Hamilton--Jacobi equation whose Hopf--Cole propagator…
Global classical solutions to the viscous Hamilton-Jacobi equation with homogenious Dirichlet boundary conditions are shown to converge to zero at the same speed as the linear heat semigroup when p > 1. For p = 1, an exponential decay to…
We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…
In this paper, we prove the stability of viscosity solutions of the Hamilton--Jacobi equations for a sequence of networks embedded in Euclidean space. The network considered in this paper is not merely a graph -- it comprises a collection…
Suppose that $H(x,u,p)$ is strictly decreasing in $u$ and satisfies Tonelli conditions in $p$. We show that each viscosity solution of $H(x,u,u_x)=0$ can be reached by many viscosity solutions of $$ w_t+H(x,w,w_x)=0, $$ in a finite time.
In this paper, we generalize a classical comparison result for solutions to Hamilton-Jacobi equations with Dirichlet boundary conditions, to solutions to Hamilton-Jacobi equations with non-zero boundary trace. As a consequence, we prove the…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
We study the convexity preserving property for a class of time-dependent Hamilton-Jacobi equations in a complete geodesic space. Assuming that the Hamiltonian is nondecreasing, we show that in a Busemann space the unique metric viscosity…
In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…
In this paper we report the asymptotic behaviors of viscosity solutions of the following degenerate elliptic equations \begin{equation*}\label{main-Eq} Lu=x_n^{2\alpha}\sum_{i,j=1}^{n-1}a_{ij}(x)D_{ij}u(x)…
Here, we consider anisotropic degenerate parabolic-hyperbolic equations and degenerate quasilinear Hamilton-Jacobi equations. We prove the equivalence of two notions of entropy and viscosity solutions of two equations, and apply it to…