Related papers: Interpolation results for pathwise Hamilton-Jacobi…
We study the Cauchy problem of a Hamilton-Jacobi equation with the spatial variable in a closed convex cone. A monotonicity assumption on the nonlinearity allows us to prescribe no condition on the boundary of the cone. We show the…
This paper is devoted to the stochastic optimal control problem of ordinary differential equations allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases, the value function turns…
Let $G$ be a fixed graph. Two paths of length $n-1$ on $n$ vertices (Hamiltonian paths) are $G$-different if there is a subgraph isomorphic to $G$ in their union. In this paper we prove that the maximal number of pairwise triangle-different…
This paper provides a systematic investigation of the mathematical structure of path measures and their profound connections to stochastic differential equations (SDEs) through the framework of second-order Hamilton--Jacobi (HJ) equations.…
This paper provides new theoretical connections between multi-time Hamilton-Jacobi partial differential equations and variational image decomposition models in imaging sciences. We show that the minimal values of these optimization problems…
This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…
The hypercube \( Q_n \) contains a Hamiltonian path joining \( x \) and \( y \) (where $x$ and $y$ from the opposite partite set) containing \( P \) if and only if the induced subgraph of \( P \) is a linear forest, where none of these…
We study maximal regularity in interpolation spaces for the sum of three closed linear operators on a Banach space, and we apply the abstract results to obtain Besov and H\"older maximal regularity for complete second order Cauchy problems…
We study the cohomological equation $Xu=f$ for smooth locally Hamiltonian flows on compact surfaces. The main novelty of the proposed approach is that it is used to study the regularity of the solution $u$ when the flow has saddle loops,…
Construction of skeletonized path integrals for a particle moving on a curved spatial manifold is considered. As shown by DeWitt, Kuchar and others, while the skeletonized configuration space action can be written unambiguously as a sum of…
In the paper, the planar polynomial geometric interpolation of data points is revisited. Simple sufficient geometric conditions that imply the existence of the interpolant are derived in general. They require data points to be convex in a…
We consider the well-posedness and numerical approximation of a Hamilton--Jacobi equation on an evolving hypersurface in $\mathbb R^3$. Definitions of viscosity sub- and supersolutions are extended in a natural way to evolving hypersurfaces…
In this paper, we show that the rate of convergence in periodic homogenization of convex Hamilton-Jacobi equations is always $O(\varepsilon)$, which is optimal. This is a natural extension of a result concerning stable norms in metric…
In this paper, we present recent stability results with explicit and dimensionally sharp constants and optimal norms for the Sobolev inequality and for the Gaussian logarithmic Sobolev inequality obtained by the authors in [24]. The…
In this paper, we revisit the technique of doubling variables in first order Hamilton-Jacobi equations, especially when the equations arise in optimal control. We show that by tuning the penalization between the two points, we can change…
By considering the most general metric which can occur on a contractable two dimensional symplectic manifold, we find the most general Hamiltonians on a two dimensional phase space to which equivariant localization formulas for the…
In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…
$ \ell_1 $-regularized linear inverse problems are frequently used in signal processing, image analysis, and statistics. The correct choice of the regularization parameter $ t \in \mathbb{R}_{\geq 0} $ is a delicate issue. Instead of…
We continue the study of the homogenization of coercive non-convex Hamilton-Jacobi equations in random media identifying two general classes of Hamiltonians with very distinct behavior. For the first class there is no homogenization in a…
We consider a Hamiltonian system with 2 degrees of freedom, with a hyperbolic equilibrium point having a loop or homoclinic orbit (or, alternatively, two hyperbolic equilibrium points connected by a heteroclinic orbit), as a step towards…