Related papers: A Hamilton-Jacobi approach to nonlocal kinetic equ…
We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,\omega)$,…
We analyse the linear kinetic transport equation with a BGK relaxation operator. We study the large scale hyperbolic limit $(t,x)\to (t/\eps,x/\eps)$. We derive a new type of limiting Hamilton-Jacobi equation, which is analogous to the…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…
We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…
We study the dynamics of periodic wave trains in reaction-diffusion systems on the real line under large, fully nonlocalized modulations. We prove that solutions with nearby initial data converge, at an enhanced diffusive rate, to a…
We consider a family of models having an arbitrary positive amount of mass on each site and randomly exchanging an arbitrary amount of mass with nearest neighbor sites. We restrict to the case of diffusive models. We identify a class of…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
In this paper, we prove the stochastic homogenization of certain nonconvex Hamilton-Jacobi equations. The nonconvex Hamiltonians, which are generally uneven and inseparable, are generated by a sequence of quasiconvex Hamiltonians and a…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…
Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free…
Interacting systems consisting of two rotators and a point mass near a hyperbolic fixed point are considered, in a case in which the uncoupled systems have three very different characteristic time scales. The abundance of quasi periodic…
In \cite{christlieb2019kernel}, the authors developed a class of high-order numerical schemes for the Hamilton-Jacobi (H-J) equations, which are unconditionally stable, yet take the form of an explicit scheme. This paper extends such…
This article establishes a stochastic homogenization result for the first order Hamilton-Jacobi equation on a Riemannian manifold $M$, in the context of a stationary ergodic random environment. The setting involves a finitely generated…
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…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
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…
Localized patterns in singularly perturbed reaction-diffusion equations typically consist of slow parts -- in which the associated solution follows an orbit on a slow manifold in a reduced spatial dynamical system -- alternated by fast…
Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…