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Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jacobi equation corresponding to linearly controlled gradient…

Analysis of PDEs · Mathematics 2024-01-08 Giovanni Conforti , Richard Kraaij , Daniela Tonon

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

Analysis of PDEs · Mathematics 2019-12-20 Hitoshi Ishii , Taiga Kumagai

We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…

Analysis of PDEs · Mathematics 2016-01-20 Scott N. Armstrong , Hung V. Tran

The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov

We study Hamilton-Jacobi equations on networks in the case where Hamiltonians are quasi-convex with respect to the gradient variable and can be discontinuous with respect to the space variable at vertices. First, we prove that imposing a…

Analysis of PDEs · Mathematics 2017-08-01 Cyril Imbert , R Monneau

In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…

Numerical Analysis · Mathematics 2019-12-20 Fabio Camilli , Serikbolsyn Duisembay

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Probability · Mathematics 2023-11-28 Paul Gassiat , Benjamin Gess , Pierre-Louis Lions , Panagiotis E. Souganidis

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

Optimization and Control · Mathematics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch , Melvin Leok

We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…

Analysis of PDEs · Mathematics 2020-02-26 Fabio Camilli , Alessandro Goffi

We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

Analysis of PDEs · Mathematics 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…

Analysis of PDEs · Mathematics 2020-03-31 Richard C. Kraaij , Alexandre Lazarescu , Christian Maes , Mark A. Peletier

In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…

Analysis of PDEs · Mathematics 2014-06-10 Emeric Bouin

We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…

Analysis of PDEs · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

Probability · Mathematics 2024-07-24 Mehdi Talbi

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…

Analysis of PDEs · Mathematics 2007-05-23 Hassan Ibrahim

The Relationship between the Neumann system and the Jacobi system in arbitrary dimensions is elucidated from the point of view of constrained Hamiltonian systems. Dirac brackets for canonical variables of both systems are derived from the…

Mathematical Physics · Physics 2008-11-06 Reijiro Kubo , Waichi Ogura , Takesi Saito , Yukinori Yasui

We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…

Statistical Mechanics · Physics 2017-11-22 Robert L. Jack , Marcus Kaiser , Johannes Zimmer

The quantization method based on the quantum Hamiltonian Jacobi equation, is extended to two-dimensional non-separable but integrable Hamiltonians. It is shown that each wave function for those systems corresponds to a well-defined family…

Quantum Physics · Physics 2019-09-17 Mario Fusco Girard

In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…

Symplectic Geometry · Mathematics 2021-06-17 Manuel de León , Hong Wang