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We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…

Analysis of PDEs · Mathematics 2025-11-25 Serena Della Corte , Richard C. Kraaij

We consider the Cauchy problem for the nonstationary discrete p-Laplacian with inhomogeneous density \r{ho}(x) on an infinite graph which supports the Sobolev inequality. For nonnegative solutions when p > 2, we prove the precise rate of…

Analysis of PDEs · Mathematics 2025-12-25 Alan A. Tedeev

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…

Optimization and Control · Mathematics 2022-12-26 Jianjun Zhou

This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving common noise. The well-posedness of viscosity solutions to the…

Optimization and Control · Mathematics 2024-08-28 Hang Cheung , Ho Man Tai , Jinniao Qiu

We study the large-data Cauchy problem for two dimensional Oldroyd model of incompressible viscoelastic fluids. We prove the global-in-time existence of the Leray-Hopf type weak solutions in the physical energy space. Our method relies on a…

Analysis of PDEs · Mathematics 2016-01-15 Xianpeng Hu , Fanghua Lin

A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity…

Analysis of PDEs · Mathematics 2007-12-04 Roumen Anguelov , Froduald Minani

Extending previuos results, we study the vanishing viscosity limit of solutions of space-time periodic Hamiltonian-Jacobi-Belllman equations, assuming that the "Aubry set" is the union of a finite number of hyperbolic periodic orbits of the…

Dynamical Systems · Mathematics 2013-01-09 Eddaly Guerra , Héctor Sánchez-Morgado

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

This paper concerns the Cauchy problem of the two-dimensional (2D) nonhomogeneous incompressible Magnetohydrodynamic (MHD) equations with vacuum as far field density. We establish the global existence and uniqueness of strong solutions to…

Analysis of PDEs · Mathematics 2017-08-08 Boqiang Lv , Zhonghai Xu , Xin Zhong

Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…

Analysis of PDEs · Mathematics 2013-11-19 Vinh Duc Nguyen

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

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

Analysis of PDEs · Mathematics 2015-06-15 Qiaoling Wei

Two different types of generalized solutions, namely viscosity and variational solutions, were introduced to solve the first-order evolutionary Hamilton--Jacobi equation. They coincide if the Hamiltonian is convex in the momentum variable.…

Optimization and Control · Mathematics 2020-06-17 Valentine Roos

This paper deals with the generalized ergodic problem \[ H(x,u(x),Du(x))=c, \quad x\in M, \] where the unknown is a pair $(c,u)$ of a constant $c \in \mathbb{R}$ and a function $u$ on $M$ for which $u$ is a viscosity solution. We assume…

Analysis of PDEs · Mathematics 2022-09-13 Kaizhi Wang , Jun Yan

We prove the existence of both local and global smooth solutions to the Cauchy problem in the whole space and the periodic problem in the n-dimensional torus for the incompressible viscoelastic system of Oldroyd-B type in the case of near…

Analysis of PDEs · Mathematics 2009-11-13 Zhen Lei , Chun Liu , Yi Zhou

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

We consider the Cauchy problem for one-dimensional (1D) barotropic compressible Navier-Stokes equations with density-dependent viscosity and large external force. Under a general assumption on the density-dependent viscosity, we prove that…

Analysis of PDEs · Mathematics 2018-08-24 Kexin Li , Boqiang Lü , Yixuan Wang

We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent…

Analysis of PDEs · Mathematics 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

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

We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic…

Analysis of PDEs · Mathematics 2014-08-14 Hiroyoshi Mitake , Hung V. Tran