Related papers: Stochastic homogenization for Hamilton-Jacobi-Bell…
In this paper we study the regularity of viscosity solutions to the following Hamilton-Jacobi equations $$ \partial_t u + H(D_{x} u)=0 \qquad \textrm{in} \Omega\subset \mathbb R\times \mathbb R^{n} . $$ In particular, under the assumption…
We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…
In this paper, we first establish the dynamic programming principle for stochastic optimal control problems defined on compact Riemannian manifolds without boundary. Subsequently, we derive the associated Hamilton-Jacobi-Bellman (HJB)…
We consider homogenization for weakly coupled systems of Hamilton--Jacobi equations with fast switching rates. The fast switching rate terms force the solutions converge to the same limit, which is a solution of the effective equation. We…
Stochastic optimal control control problems with merely measurable coefficients are not well understood. In this manuscript, we consider fully non-linear stochastic optimal control problems in infinite horizon with measurable coefficients…
We study the periodic homogenization of the viscous Hamilton--Jacobi equation \[ u_t^\varepsilon + \frac{1}{2}|Du^\varepsilon|^2 + V\!\left(\frac{x}{\varepsilon}\right) = \frac{\varepsilon}{2}\Delta u^\varepsilon \qquad \text{in }…
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…
This work is concerned with Hamilton-Jacobi equations of evolution type posed in domains and supplemented with boundary conditions. Hamiltonians are coercive but are neither convex nor quasiconvex. We analyse boundary conditions when…
We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…
It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…
This paper is devoted to developing a unified framework for stochastic growth models with environmental risk, in which rare but catastrophic shocks interact with capital accumulation and pollution. The analysis is based upon a general…
Solutions of the Hamilton-Jacobi equation $H(x,-Du(x))=1$, with $H(\cdot,p)$ H\"older continuous and $H(x,\cdot)$ convex and positively homogeneous of degree 1, are shown to be locally semiconcave with a power-like modulus. An essential…
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…
We study the Cauchy problem of a Hamilton-Jacobi equation with the spatial variable in a closed convex cone. A monotonicity assumption on the nonlinearity allows us to prescribe no condition on the boundary of the cone. We show the…
We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…
In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function…
We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original…
In this paper, we show that the rate of convergence in periodic homogenization of convex Hamilton-Jacobi equations is always $O(\varepsilon)$, which is optimal. This is a natural extension of a result concerning stable norms in metric…
In this paper, we guarantee the existence and uniqueness (in the almost everywhere sense) of the solution to a Hamilton-Jacobi-Bellman (HJB) equation with gradient constraint and a partial integro-differential operator whose L\'evy measure…
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…