Related papers: On the Uniqueness for One-Dimensional Constrained …

The goal of this paper is to study a Hamilton-Jacobi equation \begin{equation*} \begin{cases} u_t=H(Du)+R(x,I(t)) &\text{in }\mathbb{R}^n \times (0,\infty), \sup_{\mathbb{R}^n} u(\cdot,t)=0 &\text{on }[0,\infty), \end{cases} \end{equation*}…

We discuss a class of time-dependent Hamilton-Jacobi equations, where an unknown function of time is intended to keep the maximum of the solution to the constant value 0. Our main result is that the full problem has a unique viscosity…

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 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…

Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…

In this note, we discuss a class of time-dependent Hamilton-Jacobi equations depending on a function of time, this function being chosen in order to keep the maximum of the solution to the constant value 0. The main result of the note is…

The notion of strict singular characteristics is important in the wellposedness issue of singular dynamics on the cut locus of the viscosity solutions. We provide an intuitive and rigorous proof of the existence of the strict singular…

A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivity conditions, the upper and lower value functions are characterized as the unique viscosity solutions to the corresponding upper and lower…

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…

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…

We study PDE of the form $\max\{F(D^2u,x)-f(x), H(Du)\}=0$ where $F$ is uniformly elliptic and convex in its first argument, $H$ is convex, $f$ is a given function and $u$ is the unknown. These equations are derived from dynamic programming…

Let $u^\varepsilon$ and $u$ be viscosity solutions of the oscillatory Hamilton-Jacobi equation and its corresponding effective equation. Given bounded, Lipschitz initial data, we present a simple proof to obtain the optimal rate of…

The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…

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 investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic…

We study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the…

Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness…

Here we study the nonnegative solutions of the viscous Hamilton-Jacobi equation [u_{t}-\Delta u+|\nabla u|^{q}=0] in $Q_{\Omega,T}=\Omega\times(0,T),$ where $q>1,T\in(0,\infty] ,$ and $\Omega$ is a smooth bounded domain of $\mathbb{R}%…

Let $H$ be a bounded and Lipschitz continuous function. We consider discontinuous viscosity solutions of the Hamilton-Jacobi equation $U_{t}+H(U_x)=0$ and signed Radon measure valued entropy solutions of the conservation law…

If $U:[0,+\infty[\times M$ is a uniformly continuous viscosity solution of the evolution Hamilton-Jacobi equation $$\partial_tU+ H(x,\partial_xU)=0,$$ where $M$ is a not necessarily compact manifold, and $H$ is a Tonelli Hamiltonian, we…