Related papers: Homogenization of a stochastically forced Hamilton…
We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…
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 establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-Jacobi equations set on the space of probability measures on the torus. In particular, we focus on equations with both common and idiosyncratic…
Given a coercive Hamiltonian which is quasi-convex with respect to the gradient variable and periodic with respect to time and space at least "far away from the origin", we consider the solution of the Cauchy problem of the corresponding…
We investigate the effects of the interaction between time-inhomogeneous damping, non-local diffusion, and noise on classical solutions to the Camassa--Holm equations that incorporate these additional factors. Initially, a local-in-time…
We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original…
We present a method for two-scale model derivation of the periodic homogenization of the one-dimensional wave equation in a bounded domain. It allows for analyzing the oscillations occurring on both microscopic and macroscopic scales. The…
We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a…
We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…
We propose a method of quantization based on Hamilton-Jacobi theory in the presence of a random constraint due to the fluctuations of a set of hidden random variables. Given a Lagrangian, it reproduces the results of canonical quantization…
This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…
Four quantities are fundamental in homogenization of elliptic systems in divergence form and in its applications: the field and the flux of the solution operator (applied to a general deterministic right-hand side), and the field and the…
Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…
Choosing how much noise to add in Langevin dynamics is essential for making these algorithms effective in challenging optimization problems. One promising approach is to determine this noise by solving Hamilton-Jacobi-Bellman (HJB)…
We present a perturbation method for determining the moment stability of linear ordinary differential equations with parametric forcing by colored noise. In particular, the forcing arises from passing white noise through an $n$th order…
The present paper is concerned with a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of a homogenization theorem (i.e., convergence of…
The quantization of a constant of motion for the harmonic oscillator with a time-explicitly depending external force is carried out. This quantization approach is compared with the normal Hamiltonian quantization approach. Numerical results…
The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…
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…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…