Related papers: Hamilton-Jacobi equations from mean-field spin gla…
We establish multi-scale convergence theory for a class of Hamilton-Jacobi PDEs in space of probability measures. They arise from context of hydrodynamic limit of N-particle deterministic action minimizing (global) Lagrangian dynamics. From…
We study quantitative estimates of compactness in $\mathbf{W}^{1,1}_{loc}$ for the map $S_t$, $t>0$ that associates to every given initial data $u_0\in \mathrm{Lip}(\mathbb{R}^N)$ the corresponding solution $S_t u_0$ of a Hamilton-Jacobi…
In this paper, we study evolutive Hamilton Jacobi equations with Hamiltonians that are discontinuous in time, posed on a simple network consisting of two edges on the real line connected at a single junction. We introduce a notion of…
This paper introduces in a natural way a notion of horizontal convex envelopes of continuous functions in the Heisenberg group. We provide a convexification process to find the envelope in a constructive manner. We also apply the…
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…
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…
A new approach leading to the formulation of the Hamilton-Jacobi equation for field theories is investigated within the framework of jet-bundles and multi-symplectic manifolds. An algorithm associating classes of solutions to given sets of…
Optimal control and the associated second-order Hamilton-Jacobi-Bellman (HJB) equation are studied for unbounded stochastic evolution systems in Hilbert spaces. A new notion of viscosity solution, featured by absence of B-continuity, is…
In this paper, we introduce a framework for the discretization of a class of constrained Hamilton-Jacobi equations, a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by the constraint. The equation is…
A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a…
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…
We demonstrate a systematic method for solving the Hamilton-Jacobi equation for general relativity with the inclusion of matter fields. The generating functional is expanded in a series of spatial gradients. Each term is manifestly…
We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…
In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and…
This work concerns the optimal control problem for McKean-Vlasov SDEs. In order to characterize the value function, we develop the viscosity solution theory for Hamilton-Jacobi-Bellman (HJB) equations on the Wasserstein space using…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…
Some properties of characteristic curves in connection with viscosity solutions of Hamilton-Jacobi equations defined by Hopf-type formula are studied. We investigate the points where the Hopf-type formula $u(t,x)$ is differentiable, and the…