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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 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

In this paper, we study the regularity of the ergodic constants for the viscous Hamilton--Jacobi equations. We also estimate the convergent rate of the ergodic constant in the vanishing viscosity process.

Analysis of PDEs · Mathematics 2026-03-24 Son Tu , Jianlu Zhang

We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…

Analysis of PDEs · Mathematics 2017-02-07 Wenjia Jing , Panagiotis E. Souganidis , Hung V. Tran

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…

Analysis of PDEs · Mathematics 2020-12-08 Andrei Rodríguez-Paredes , Erwin Topp

This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…

Optimization and Control · Mathematics 2019-03-28 Jinniao Qiu , Wenning Wei

We study a critical case of Coagulation-Fragmentation equations with multiplicative coagulation kernel and constant fragmentation kernel. Our method is based on the study of viscosity solutions to a new singular Hamilton-Jacobi equation,…

Analysis of PDEs · Mathematics 2020-07-02 Hung V. Tran , Truong-Son Van

We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the…

Analysis of PDEs · Mathematics 2013-10-30 Filippo Cagnetti , Diogo Gomes , Hiroyoshi Mitake , Hung Tran

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

Analysis of PDEs · Mathematics 2016-11-11 Benjamin Seeger

We prove homogenization for degenerate viscous Hamilton-Jacobi equations in dimension one in stationary ergodic environments with a quasiconvex and superlinear Hamiltonian of fairly general type. We furthermore show that the effective…

Analysis of PDEs · Mathematics 2025-04-17 Andrea Davini

We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with "rough" multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation,…

Analysis of PDEs · Mathematics 2017-08-15 Benjamin Seeger

We study the interplay between the regularity of paths and Hamiltonians in the theory of pathwise Hamilton-Jacobi equations with the use of interpolation methods. The regularity of the paths is measured with respect to Sobolev, Besov,…

Analysis of PDEs · Mathematics 2021-01-19 Pierre-Louis Lions , Benjamin Seeger , Panagiotis Souganidis

We investigate asymptotic behaviors of a metric viscosity solution of a Hamilton-Jacobi equation defined on a general metric space in Gangbo-\'{S}wi\c{e}ch sense. Our results include general stability and large time behavior of the…

Analysis of PDEs · Mathematics 2016-02-02 Atsushi Nakayasu , Tokinaga Namba

Here, we study a discrete Coagulation-Fragmentation equation with a multiplicative coagulation kernel and a constant fragmentation kernel, which is critical. We apply the discrete Bernstein transform to the original…

Analysis of PDEs · Mathematics 2024-09-27 Jiwoong Jang , Hung V. Tran

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

Analysis of PDEs · Mathematics 2026-04-29 Mikhail I. Gomoyunov

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

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

Analysis of PDEs · Mathematics 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…

Analysis of PDEs · Mathematics 2020-01-28 Marco Cirant , Alessandro Goffi

We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…

Probability · Mathematics 2011-10-10 Shuai Jing

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…

Analysis of PDEs · Mathematics 2021-03-02 Pierre Cardaliaguet , Benjamin Seeger
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