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This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal…

Analysis of PDEs · Mathematics 2019-02-06 Martino Bardi , Annalisa Cesaroni , Erwin Topp

In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

Analysis of PDEs · Mathematics 2020-02-24 Adina Ciomaga , Daria Ghilli , Erwin Topp

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

Analysis of PDEs · Mathematics 2016-11-11 Benjamin Seeger

We study the homogenization of elliptic systems of equations in divergence form where the coefficients are compositions of periodic functions with a random diffeomorphism with stationary gradient. This is done in the spirit of scalar…

Analysis of PDEs · Mathematics 2014-05-09 G. Barbatis , I. G. Stratis , A. N. Yannacopoulos

We study the interplay between the regularity of paths and Hamiltonians in the theory of pathwise Hamilton-Jacobi equations with the use of interpolation methods. The regularity of the paths is measured with respect to Sobolev, Besov,…

Analysis of PDEs · Mathematics 2021-01-19 Pierre-Louis Lions , Benjamin Seeger , Panagiotis Souganidis

In this paper, we study the regularity of the ergodic constants for the viscous Hamilton--Jacobi equations. We also estimate the convergent rate of the ergodic constant in the vanishing viscosity process.

Analysis of PDEs · Mathematics 2026-03-24 Son Tu , Jianlu Zhang

We study the optimal convergence rate for homogenization problem of convex Hamilton-Jacobi equations when the Hamitonian is periodic with respect to spatial and time variables, and notably time-dependent. We prove a result similar to that…

Analysis of PDEs · Mathematics 2023-01-02 Hoang Nguyen-Tien

The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…

Mathematical Physics · Physics 2015-12-15 J. F. Cariñena , X. Gracia , G. Marmo , E. Martinez , M. C. Muñoz-Lecanda , N. Roman-Roy

We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…

Data Structures and Algorithms · Computer Science 2017-10-18 Yin Tat Lee , Santosh S. Vempala

We study Hamilton-Jacobi equations on networks in the case where Hamiltonians are quasi-convex with respect to the gradient variable and can be discontinuous with respect to the space variable at vertices. First, we prove that imposing a…

Analysis of PDEs · Mathematics 2017-08-01 Cyril Imbert , R Monneau

The classical and relativistic Hamilton-Jacobi approach is applied to the one-dimensional homogeneous potential, $V(q)=\alpha q^n$, where $\alpha$ and $n$ are continuously varying parameters. In the non-relativistic case, the exact…

General Relativity and Quantum Cosmology · Physics 2015-06-25 R. C. Santos , J. Santos , J. A. S. Lima

Two different proofs for an inf-sup type representation formula (minimax formula) of the additive eigenvalues corresponding to first-order Hamilton-Jacobi equations are given for quasiconvex (level-set convex) Hamiltonians not necessarily…

Analysis of PDEs · Mathematics 2014-12-23 Atsushi Nakayasu

The abelian Chern-Simons system is treated as a constrained system using the Hamilton-Jacobi approach. The equations of motion are obtained as total differential equations in many variables. It is shown that their simultaneous solutions…

Mathematical Physics · Physics 2007-05-23 Sami I. Muslih

We prove differentiability of the effective Lagrangian for continuous time multidimensional directed variational problems in random dynamic environments with positive dependence range in time. This implies that limiting fundamental…

Probability · Mathematics 2023-06-26 Yuri Bakhtin , Douglas Dow

We consider homogeneous hypercomplex manifolds with a transitive action of a compact Lie group and we give a characterization of invariant HKT metrics on them. On every such hypercomplex manifold we prove the existence of an invariant…

Differential Geometry · Mathematics 2026-04-27 Lucio Bedulli , Lorenzo Marcocci

We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a…

Numerical Analysis · Mathematics 2022-01-26 Michael Klibanov , Loc H. Nguyen , Hung V. Tran

We study solutions of modified Hamilton-Jacobi equations H(du/dq,q) + cu(q) = 0, q \in M, on a compact manifold M .

Dynamical Systems · Mathematics 2015-05-14 A. Agrachev

The concept of subdifferentiability is studied in the context of $C^1$ Finsler manifolds (modeled on a Banach space with a Lipschitz $C^1$ bump function). A class of Hamilton-Jacobi equations defined on $C^1$ Finsler manifolds is studied…

Functional Analysis · Mathematics 2014-12-03 J. A. Jaramillo , M. Jimenez-Sevilla , J. L. Rodenas-Pedregosa , L. Sanchez-Gonzalez

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

We consider the problem of finding the homogenization limit of oscillating linear elliptic equations on an arbitrary parallelizable manifold $(M,g,\Gamma)$. We replicate the concept of two-scale convergence by pulling back tensors $T$…

Analysis of PDEs · Mathematics 2024-04-22 Daniel Faraco , Luis Guijarro , Yaroslav Kurylev , Alberto Ruiz
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