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We study the Cauchy problem for the first order evolutive Hamilton-Jacobi equation with a Lipschitz initial condition. The Hamiltonian is not necessarily convex in the momentum variable and not a priori compactly supported. We build and…

Symplectic Geometry · Mathematics 2018-01-31 Valentine Roos

We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

Numerical Analysis · Mathematics 2018-05-07 Yat Tin Chow , Wuchen Li , Stanley Osher , Wotao Yin

The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…

Numerical Analysis · Mathematics 2024-07-03 C. Carstensen , N. T. Tran

We study the large time behavior of solutions of first-order convex Hamilton-Jacobi Equations of Eikonal type set in the whole space. We assume that the solutions may have arbitrary growth. A complete study of the structure of solutions of…

Analysis of PDEs · Mathematics 2018-05-23 Guy Barles , Olivier Ley , Thi-Tuyen Nguyen , Thanh Phan

This paper develops a comprehensive Hamilton-Jacobi framework to analyze asymptotic propagation dynamics in a field-road system featuring unidirectional advection and Wentzell-type boundary conditions. We rigorously derive a Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2025-11-27 Xinye Xiao , Haomin Huang

We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also…

Optimization and Control · Mathematics 2019-04-01 Jean-David Benamou , Guillaume Carlier , Simone Di Marino , Luca Nenna

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

Optimization and Control · Mathematics 2022-09-16 Luca Nenna , Brendan Pass

Inspired by problems arising in the geometrical treatment of Yang-Mills theories and Palatini's gravity, the covariant formulation of Hamiltonian dynamical systems as a Hamiltonian field theory of dimension $1+0$ on a manifold with boundary…

Mathematical Physics · Physics 2015-11-12 A. Ibort , A. Spivak

Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…

Optimization and Control · Mathematics 2024-11-13 Dante Kalise , Alessio Oliviero , Domènec Ruiz-Balet

This paper develops a unified framework for proving the existence of solutions to stationary first-order mean-field games (MFGs) based on the theory of monotone operators in Banach spaces. We cast the coupled MFG system as a variational…

Analysis of PDEs · Mathematics 2026-03-17 Rita Ferreira , Diogo Gomes , Melih Ucer

We consider the dynamics of a Hamiltonian particle forced by a rapidly oscillating potential in $\dim$-dimensional space. As alternative to the established approach of averaging Hamiltonian dynamics by reformulating the system as…

Dynamical Systems · Mathematics 2018-09-13 Hartmut Schwetlick , Daniel C. Sutton , Johannes Zimmer

We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…

Dynamical Systems · Mathematics 2014-03-05 Christopher L. Burnett , Darryl D. Holm , David M. Meier

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

Functional Analysis · Mathematics 2021-11-30 Dmitry Vorotnikov

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

This paper studies a perturbation problem given by the equation: \begin{equation*} H(x, d_xu_\lambda, \lambda u_\lambda(x))+\lambda V(x,\lambda)=c \quad \text{in $M$}, \end{equation*} where $M$ is a closed manifold and $\lambda>0$ is a…

Analysis of PDEs · Mathematics 2024-12-31 Qinbo Chen

During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…

Signal Processing · Electrical Eng. & Systems 2019-05-13 Filip Elvander , Isabel Haasler , Andreas Jakobsson , Johan Karlsson

We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and can also remove particles at any time by paying a penalty. In…

Optimization and Control · Mathematics 2026-03-24 Pierre Cardaliaguet , Joe Jackson , Panagiotis E. Souganidis

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

We consider massively dense ad hoc networks and study their continuum limits as the node density increases and as the graph providing the available routes becomes a continuous area with location and congestion dependent costs. We study both…

Computer Science and Game Theory · Computer Science 2009-10-29 Alonso Silva , Eitan Altman , Pierre Bernhard , Merouane Debbah

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

Analysis of PDEs · Mathematics 2025-10-30 Andrea Davini , Raimundo Saona , Bruno Ziliotto
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