Related papers: On the Uniqueness for One-Dimensional Constrained …
In the first part of this paper, we derive an infinite dimensional partial differential equation which describes an economic equilibrium in a model of storage which includes an infinite number of non-atomic agents. This equation has the…
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…
We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…
We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…
In this note, we consider an evolution coercive Hamilton-Jacobi equation posed in a domain and supplemented with a boundary condition. We are interested in proving a comparison principle in the case where the time and the (normal) gradient…
In this paper, we construct Hamilton-Jacobi equations for a great variety of mechanical systems (nonholonomic systems subjected to linear or affine constraints, dissipative systems subjected to external forces, time-dependent mechanical…
This article is devoted to the study of lower semicontinuous solutions of Hamilton-Jacobi equations with convex Hamiltonians in a gradient variable. Such Hamiltonians appear in the optimal control theory. We present a necessary and…
The purpose of this work is twofold. First we study the solutions of a Hamilton-Jacobi equation of the form $u_t(t,x)+\mathcal{H}(t,x,\nabla_H u(t,x))=0$, where $\nabla_H u$ represents the horizontal gradient of a function $u$ defined on…
In this work we present a formal generalization of the Hamilton-Jacobi formalism, recently developed for singular systems, to include the case of Lagrangians containing variables which are elements of Berezin algebra. We derive the…
We study the optimal convergence rate for homogenization problem of convex Hamilton-Jacobi equations when the Hamitonian is periodic with respect to spatial and time variables, and notably time-dependent. We prove a result similar to that…
We obtain new a priori estimates for the nonnegative solutions of the equation \[ u_{t}-\Delta u+|\nabla u|^{q}=0 \] in $Q_{\Omega,T}=\Omega\times\left( 0,T\right) ,$ $T\leqq\infty,$ where $q>0,$ and $\Omega=\mathbb{R}^{N},$ or $\Omega$ is…
In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…
This paper deals with nonlinear singular partial differential equations of the form $t \partial u/\partial t=F(t,x,u,\partial u/\partial x)$ with independent variables $(t,x) \in \mathbb{R} \times \mathbb{C}$, where $F(t,x,u,v)$ is a…
We intend to analyse the constraint structure of Teleparallelism employing the Hamilton-Jacobi formalism for singular systems. This study is conducted without using an ADM 3+1 decomposition and without fixing time gauge condition. It can be…
We study well posedness of time--dependent Hamilton--Jacobi equations on a network, coupled with a continuous initial datum and a flux limiter. We show existence and uniqueness of solutions as well as stability properties. The novelty of…
We study the qualitative properties of the unique global viscosity solution of the superquadratic diffusive Hamilton-Jacobi equation with (generalized) homogeneous Dirichlet conditions. We are interested in the phenomena of gradient blow-up…
We are interested in nonlocal Eikonal Equations describing the evolution of interfaces moving with a nonlocal, non monotone velocity. For these equations, only the existence of global-in-time weak solutions is available in some particular…
We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of…
In this paper, we introduce the unconditional uniqueness of solutions in Herz spaces for the Hardy--H\'enon parabolic equation, which is a semilinear heat equation with a power-type weight in the nonlinear term $|x|^\gamma|u|^{\alpha-1}u$.…
Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…