Related papers: Large time behavior for a Hamilton-Jacobi equation…
We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…
The convergence to non-diffusive self-similar solutions is investigated for non-negative solutions to the Cauchy problem $\partial_t u = \Delta_p u + |\nabla u|^q$ when the initial data converge to zero at infinity. Sufficient conditions on…
We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…
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…
We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…
We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with a convex non-degenerate hamiltonian and Bohr almost periodic initial data decays to its infimum as time $t\to+\infty$.
For a coagulation equation with Becker-Doring type interactions and time-independent monomer input we study the detailed long-time behaviour of nonnegative solutions and prove the convergence to a self-similar function.
We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…
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 study a class of parabolic equations having first order terms with superlinear (and subquadratic) growth. The model problem is the so-called viscous Hamilton-Jacobi equation with superlinear Hamiltonian. We address the problem of having…
In this paper, we consider the $n$-dimensional ($n=2,3$) Camassa-Holm equations with fractional Laplacian viscosity in the whole space. In stark contrast to the Camassa-Holm equations without any nonlocal effect, to our best knowledge,…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
We study the macroscopic behavior of chemical reactions modeled as random time-changed Poisson processes on discrete state spaces. Using the WKB reformulation, the backward equation of the rescaled process leads to a discrete…
We prove that the multi-time Hamilton-Jacobi equation in general cannot be solved in the viscosity sense, in the non-convex setting, even when the Hamiltonians are in involution.
We study the Cauchy problem for the Hamilton-Jacobi equation with a semiconcave initial condition. We prove an inequality between two types of weak solutions emanating from such an initial condition (the variational and the viscosity…
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…
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…
We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…
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…
For a large class of non-negative initial data, the solutions to the quasilinear viscous Hamilton-Jacobi equation $\partial\_t u-\Delta\_p u+|\nabla u|^q=0$ in $(0,\infty)\times\real^N$ are known to vanish identically after a finite time…