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We provide a stochastic representation for a general class of viscous Hamilton-Jacobi (HJ) equations, which has convexity and superlinear nonlinearity in its gradient term, via a type of backward stochastic differential equation (BSDE) with…

Probability · Mathematics 2017-03-09 Andrea Cosso , Huyên Pham , Hao Xing

Characteristics of a Hamilton-Jacobi equation can be seen as action minimizing trajectories of fluid particles. For nonsmooth "viscosity" solutions, which give rise to discontinuous velocity fields, this description is usually pursued only…

Mathematical Physics · Physics 2010-03-12 Kostya Khanin , Andrei Sobolevski

We consider a class of bulk-surface coupled Cahn-Hilliard systems in a smooth, bounded domain $\Omega\subset\mathbb{R}^{d}$ $(d\in\{2,3\})$, where the trace value of the bulk phase variable is connected to the surface phase variable via a…

Analysis of PDEs · Mathematics 2024-07-03 Maoyin Lv , Hao Wu

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 a phase field model proposed recently in the context of tumour growth. The model couples a Cahn-Hilliard-Brinkman (CHB) system with a elliptic reaction-diffusion equation for a nutrient. The fluid velocity, governed by the Brinkman…

Analysis of PDEs · Mathematics 2019-09-06 Matthias Ebenbeck , Kei Fong Lam

In this article, we study the stochastic aggregation-diffusion equation with a singular drift represented by a monotone radial kernel. We demonstrate the existence and uniqueness of a diffusion process that acts as a weak solution to our…

Probability · Mathematics 2024-07-25 Jaouad Bourabiaa , Youssef Elmadani , Abdelouahab Hanine

In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…

Optimization and Control · Mathematics 2016-06-13 Qingmeng Wei , Jiongmin Yong , Zhiyong Yu

Consider the diffusive HJ eq. with Dirichlet conditions, which arises in stochastic control as well as in KPZ type models of surface growth. It is known that, for $p>2$ and suitably large, smooth initial data, the sol. undergoes finite time…

Analysis of PDEs · Mathematics 2025-10-14 Loth Damagui Chabi , Philippe Souplet

We study the formation of singularities in the Camassa-Holm (CH) equation, providing a detailed description of the blow-up dynamics and identifying the precise H\"older regularity of the gradient blow-up solutions. To this end, we first…

Analysis of PDEs · Mathematics 2024-12-03 Yunjoo Kim , Bongsuk Kwon , Jeongsik Yoon

We give a blow-up behavior for solutions to a problem with singularity and with Dirichlet condition. An application, we have a compactness of the solutions to this Problem with singularity and Lipschitz conditions.

Analysis of PDEs · Mathematics 2018-09-26 Samy Skander Bahoura

Extending investigations of M\'etivier&Zumbrun in the hyperbolic case, we treat stability of viscous shock and boundary layers for viscous perturbations of multidimensional hyperbolic systems with characteristics of variable multiplicity,…

Analysis of PDEs · Mathematics 2007-05-23 Olivier Gues , Guy Métivier , Mark Williams , Kevin Zumbrun

This paper mainly discusses the $H_{\infty}$ filtering of general nonlinear discrete time-varying stochastic systems. A nonlinear discrete-time stochastic bounded real lemma (SBRL) is firstly obtained by means of the smoothness of the…

Optimization and Control · Mathematics 2018-12-21 Tianliang Zhang , Feiqi Deng , Weihai Zhang

In the paper, we consider a path-dependent Hamilton-Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov , Anton Plaksin

We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space $\mathbb{R}^N$ in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are…

Analysis of PDEs · Mathematics 2020-04-07 Guy Barles , Alexander Quaas , Andrei Rodríguez

We consider the Cauchy problem for incompressible viscoelastic fluids in the whole space $\mathbb{R}^d$ ($d=2,3$). By introducing a new decomposition via Helmholtz's projections, we first provide an alternative proof on the existence of…

Analysis of PDEs · Mathematics 2023-07-28 Xianpeng Hu , Hao Wu

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…

Optimization and Control · Mathematics 2021-10-25 Jinniao Qiu

The 3D-primitive equations with only horizontal viscosity are considered on a cylindrical domain $\Omega=(-h,h) \times G$, $G\subset \mathbb{R}^2$ smooth, with the physical Dirichlet boundary conditions on the sides. Instead of considering…

Analysis of PDEs · Mathematics 2021-03-29 Amru Hussein , Martin Saal , Marc Wrona

In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent evolution equations in Hilbert space. We…

Probability · Mathematics 2020-07-09 Jianjun Zhou

We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…

Analysis of PDEs · Mathematics 2022-08-16 Rodrigo Bazaes , Alexander Mielke , Chiranjib Mukherjee

In this manuscript, we aim to establish global existence of weak solutions with higher regularity to the compressible Navier-Stokes equations under no-slip boundary conditions. Though Lions\cite{L1} and Feireisl\cite{F1} have established…

Analysis of PDEs · Mathematics 2024-11-05 Xiangdi Huang , Zhouping Xin , Wei Yan