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We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for…

Numerical Analysis · Mathematics 2013-01-09 Adriano Festa , Maurizio Falcone

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

Numerical Analysis · Mathematics 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…

Analysis of PDEs · Mathematics 2020-10-27 Héctor A. Chang-Lara , Edgard A. Pimentel

We provide some new integral estimates for solutions to Hamilton-Jacobi equations and we discuss several consequences, ranging from $L^p$-rates of convergence for the vanishing viscosity approximation to regularizing effects for the Cauchy…

Analysis of PDEs · Mathematics 2024-12-02 Fabio Camilli , Alessandro Goffi , Cristian Mendico

An inverse problem of wave propagation into a weakly laterally inhomogeneous medium occupying a half-space is considered in the acoustic approximation. The half-space consists of an upper layer and a semi-infinite bottom separated with an…

Mathematical Physics · Physics 2007-05-23 A. S. Blagovestchenskii , Y. Kurylev , V. Zalipaev

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…

Optimization and Control · Mathematics 2018-07-16 Jinniao Qiu

Combing the weak KAM method for contact Hamiltonian systems and the theory of viscosity solutions for Hamilton-Jacobi equations, we study the Lyapunov stability and instability of viscosity solutions for evolutionary contact Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2024-01-29 Yang Xu , Jun Yan , Kai Zhao

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

This paper is devoted to study the vanishing contact structure problem which is a generalization of the vanishing discount problem. Let $H^\lambda(x,p,u)$ be a family of Hamiltonians of contact type with parameter $\lambda>0$ and converges…

Analysis of PDEs · Mathematics 2020-09-10 Qinbo Chen , Wei Cheng , Hitoshi Ishii , Kai Zhao

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

Numerical Analysis · Mathematics 2023-10-11 Elisabetta Carlini , Antonio Siconolfi

This work is devoted to the analysis of the backward problem for a viscous Hamilton-Jacobi equation with degenerate diffusion and a general Hamiltonian that is not necessarily quadratic. First, we focus on linear degenerate parabolic…

Analysis of PDEs · Mathematics 2026-03-11 S. E. Chorfi , A. Habbal , M. Jahid , L. Maniar , A. Ratnani

Inverse problems of recovering space-dependent parameters, e.g., initial condition, space-dependent source or potential coefficient, in a subdiffusion model from the terminal observation have been extensively studied in recent years.…

Numerical Analysis · Mathematics 2022-10-17 Bangti Jin , Yavar Kian , Zhi Zhou

The paper deals with a Bolza optimal control problem for a dynamical system which motion is described by a delay differential equation under an initial condition defined by a piecewise continuous function. For the value functional in this…

Optimization and Control · Mathematics 2020-10-20 Anton Plaksin

In this paper, we consider an inverse problem for three dimensional viscoelastic fluid flow equations, which arises from the motion of Kelvin-Voigt fluids in bounded domains (a hyperbolic type problem). This inverse problem aims to…

Analysis of PDEs · Mathematics 2021-09-01 Pardeep Kumar , Kush Kinra , Manil T. Mohan

We show that if a Hamilton-Jacobi equation admits a differentiable solution whose gradient is Lipschitz, then this solution is the unique semi-concave weak solution. Our result does not rely on any convexity (nor concavity) assumptions on…

Analysis of PDEs · Mathematics 2024-10-02 Victor Issa

The transfer matrix of a possibly complex and energy-dependent scattering potential can be identified with the $S$-matrix of a two-level time-dependent non-Hermitian Hamiltonian H(t). We show that the application of the adiabatic…

Quantum Physics · Physics 2014-05-20 Ali Mostafazadeh

In this article we study the retrospective inverse problem. The retrospective inverse problem consists of in the reconstruction of a priori unknown initial condition of the dynamic system from its known final condition. Existence and…

Classical Analysis and ODEs · Mathematics 2013-09-19 Oleg Yaremko

In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…

Analysis of PDEs · Mathematics 2025-09-23 Zibo Wang , Jianlu Zhang

Safety assurance is a critical yet challenging aspect when developing self-driving technologies. Hamilton-Jacobi backward-reachability analysis is a formal verification tool for verifying the safety of dynamic systems in the presence of…

Robotics · Computer Science 2021-06-08 Ran Tian , Anjian Li , Masayoshi Tomizuka , Liting Sun

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