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This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators (briefly, HJBI). For the parabolic Cauchy problem, we establish such an estimate in the whole space $[0,+\infty)\times\Rn$. Moreover, under…

Analysis of PDEs · Mathematics 2010-08-02 Claudio Marchi

We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…

Analysis of PDEs · Mathematics 2022-10-28 David Jesus , Edgard A. Pimentel , José Miguel Urbano

We consider the homogenization problem for general porous medium type equations of the form $u_t=\D f(x,\frac{x}{\ve}, u)$. The pressure function $f(x,y,\cdot)$ may be of two different types. In the type~1 case, $f(x,y,\cdot)$ is a general…

Analysis of PDEs · Mathematics 2013-05-10 Hermano Frid , Jean Silva

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

Analysis of PDEs · Mathematics 2026-04-29 Mikhail I. Gomoyunov

This paper is concerned with the Cauchy problem of heat-conductive ideal gas without viscosity. We show that, for the non-viscous case, if the strengths of the wave patterns and the initial perturbation are suitably small, the unique…

Analysis of PDEs · Mathematics 2017-10-10 Lili Fan , Guiqiong Gong , Shaojun Tang

We prove homogenization for viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,\omega)$ for a wide class of stationary ergodic random media in one space dimension. The momentum part $G(p)$ of the Hamiltonian is a…

Analysis of PDEs · Mathematics 2023-03-14 Andrea Davini , Elena Kosygina , Atilla Yilmaz

We prove the existence and the uniqueness of strong solutions for the viscous Hamilton-Jacobi Equation with Neumann boundary condition and initial data a continious function. Then, we study the large time behavior of the solutions.

Analysis of PDEs · Mathematics 2007-05-23 Said Benachour , Simona Dabuleanu

We prove homogenization for degenerate viscous Hamilton-Jacobi equations in dimension one in stationary ergodic environments with a quasiconvex and superlinear Hamiltonian of fairly general type. We furthermore show that the effective…

Analysis of PDEs · Mathematics 2025-04-17 Andrea Davini

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

Analysis of PDEs · Mathematics 2016-08-15 P. -L. Lions , P. E. Souganidis

There are two kinds of solutions of the Cauchy problem of first order, the viscosity solution and the more geometric minimax solution and in general they are different. The aim of this article is to show how they are related: iterating the…

Analysis of PDEs · Mathematics 2017-09-08 Juliho David Castillo Colmenares

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 $t\to+\infty$.

Analysis of PDEs · Mathematics 2017-11-13 Evgeny Yu. Panov

In this paper we study a non-homogeneous Neumann problem, where the $p(x)$-Laplacian is involved and $p=\infty$ in a subdomain. By considering a suitable sequence $p_k$ of bounded variable exponents such that $p_k \to p$ and replacing $p$…

Analysis of PDEs · Mathematics 2014-12-15 Yiannis Karagiorgos , Nikos Yannakakis

In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\partial u}{\partial…

Dynamical Systems · Mathematics 2015-10-30 Lucian Maticiuc , Etienne Pardoux , Aurel Răşcanu , Adrian Zălinescu

Let $G$ be a nonempty bounded domain in a finite-dimensional Euclidean space. The main results are general estimates from below at points from $G$ for an arbitrary subharmonic function $u\not\equiv -\infty$ on the closure of the domain $G$…

Complex Variables · Mathematics 2021-10-26 B. N. Khabibullin , E. U. Taipova

We consider the Cauchy problem for a strictly hyperbolic, $n\times n$ system in one space dimension: $u_t+A(u)u_x=0$, assuming that the initial data has small total variation. We show that the solutions of the viscous approximations…

Analysis of PDEs · Mathematics 2007-05-23 Stefano Bianchini , Alberto Bressan

We develop an elementary method to give a Lipschitz estimate for the minimizers in the problem of Herglotz' variational principle proposed in \cite{CCWY2018} in the time-dependent case. We deduce Erdmann's condition and the Euler-Lagrange…

Analysis of PDEs · Mathematics 2019-07-15 Piermarco Cannarsa , Wei Cheng , Liang Jin , Kaizhi Wang , Jun Yan

This paper studies the inviscid limit of the two-dimensional incompressible viscoelasticity, which is a system coupling a Navier-Stokes equation with a transport equation for the deformation tensor. The existence of global smooth solutions…

Analysis of PDEs · Mathematics 2019-07-11 Yuan Cai , Zhen Lei , Fanghua Lin , Nader Masmoudi

This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…

Optimization and Control · Mathematics 2021-12-28 Jianjun Zhou

A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the discount factor $\lambda$ tends to zero. In the literature,…

Optimization and Control · Mathematics 2024-01-23 Piermarco Cannarsa , Stephane Gaubert , Cristian Mendico , Marc Quincampoix

Consider a $1$-dimensional centered Gaussian process $W$ with $\alpha$-H\"older continuous paths on the compact intervals of $\mathbb R_+$ ($\alpha\in ]0,1[$) and $W_0 = 0$, and $X$ the local solution in rough paths sense of Jacobi's…

Probability · Mathematics 2019-01-16 Nicolas Marie