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In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

In this paper, we consider a time independent $C^2$ Hamiltonian, sa\-tisfying the usual hypothesis of the classical Calculus of Variations, on a non-compact connected manifold. Using the Lax-Oleinik semigroup, we give a proof of the…

Dynamical Systems · Mathematics 2015-02-24 Albert Fathi , Ezequiel Maderna

We develop Hamilton-Jacobi theory for Chaplygin systems, a certain class of nonholonomic mechanical systems with symmetries, using a technique called Hamiltonization, which transforms nonholonomic systems into Hamiltonian systems. We give a…

Mathematical Physics · Physics 2011-08-15 Tomoki Ohsawa , Oscar E. Fernandez , Anthony M. Bloch , Dmitry V. Zenkov

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

Analysis of PDEs · Mathematics 2015-06-15 Qiaoling Wei

The quasi-periodic homogenization for some classes of first-order Hamilton-Jaconi-Bellman equation is studied in this paper. The cell problem of the quasi-periodic homogenization satisfies the non-resonance condition, under which the…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

We consider the so-called G-equation, a level set Hamilton-Jacobi equation, used as a sharp interface model for flame propagation, perturbed by an oscillatory advection in a spatio-temporal periodic environment. Assuming that the advection…

Analysis of PDEs · Mathematics 2011-02-16 Pierre Cardaliaguet , James Nolen , Panagiotis E. Souganidis

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

Analysis of PDEs · Mathematics 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

We analyze the resolvent and define the scattering matrix for asymptotically hyperbolic manifolds with metrics which have a polyhomogeneous expansion near the boundary, and also prove that there is always an essential singularity of the…

Analysis of PDEs · Mathematics 2015-10-14 Leonardo Marazzi

Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…

Mathematical Physics · Physics 2024-01-31 Nadia Loy , Benoit Perthame

In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results…

This article is dedicated to the proof of C^{\alpha} regularization effects of Hamilton- Jacobi equations. The proof is based on the De Giorgi method. The regularization is independent on the regularity of the Hamiltonian.

Analysis of PDEs · Mathematics 2014-11-14 Chi Hin Chan , Alexis F. Vasseur

The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…

Optimization and Control · Mathematics 2020-02-03 Ugo Bessi

We show that every global viscosity solution of the Hamilton-Jacobi equation associated with a convex and superlinear Hamiltonian on the cotangent bundle of a closed manifold is necessarily invariant under the identity component of the…

Symplectic Geometry · Mathematics 2015-02-24 Ezequiel Maderna

We prove a stochastic homogenization result for integral functionals defined on finite partitions assuming the surface tension to be stationary and possibly ergodic. We also consider the convergence of boundary value problems when we impose…

Analysis of PDEs · Mathematics 2023-03-27 Annika Bach , Matthias Ruf

We make rigorous an old idea of using mean curvature flow to prove a theorem of Richard Hamilton on the compactness of proper hypersurfaces with pinched, bounded curvature.

Differential Geometry · Mathematics 2022-11-24 Theodora Bourni , Mat Langford , Stephen Lynch

Assume $M$ is a closed, connected and smooth Riemannian manifold. We consider the evolutionary Hamilton-Jacobi equation \begin{equation*} \left\{ \begin{aligned} &\partial_t u(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\quad (x,t)\in…

Analysis of PDEs · Mathematics 2023-03-13 Panrui Ni , Lin Wang , Jun Yan

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

This note gives a brief and `crash' introduction to the method of Homogenization with the use of wave equation and diffusion equation with periodic in space coefficients as instructive examples. We expose the method with the use of an…

Mathematical Physics · Physics 2015-12-08 Vladimir A. Vladimirov

We establish a geometric quantization formula for a Hamiltonian action of a compact Lie group acting on a noncompact symplectic manifold with proper moment map.

Differential Geometry · Mathematics 2012-09-20 Xiaonan Ma , Weiping Zhang