Related papers: Lower gradient estimates for viscosity solutions t…
We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…
We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
In this article we obtain Holder estimates for solutions to second-order Hamilton-Jacobi equations with super-quadratic growth in the gradient and unbounded source term. The estimates are uniform with respect to the smallness of 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…
The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…
This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…
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…
In this paper, we investigate the convergence rate in the vanishing viscosity limit for solutions to superquadratic Hamilton--Jacobi equations with state constraints. For every $p>2$, we establish the rate of convergence for nonnegative…
We introduce a method for approximating viscosity solutions of stationary degenerate elliptic Hamilton--Jacobi--Bellman equations on bounded domains arising in stochastic exit-time control. Viscosity enforcement is formulated as a min--max…
This work is devoted to the analysis of the backward problem for a viscous Hamilton-Jacobi equation with degenerate diffusion and a general Hamiltonian that is not necessarily quadratic. First, we focus on linear degenerate parabolic…
Many imaging problems can be formulated as inverse problems expressed as finite-dimensional optimization problems. These optimization problems generally consist of minimizing the sum of a data fidelity and regularization terms. In [23,26],…
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…
Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…
The viscosity solution of the Hamilton-Jacobi equation was constructed by an "iterated minimax" procedure. Using Dafermos' front tracking method, we give another proof of this construction in the case of Hamilton-Jacobi equations in one…
This paper is devoted to a viscosity solution theory of the stochastic Hamilton-Jacobi-Bellman equation in the Wasserstein spaces for the mean-field type control problem which allows for random coefficients and may thus be non-Markovian.…
This work is the second part of a program initiated in arXiv:2111.13258 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in metric spaces.…
The objective of this paper is to present some results about viscosity subsolutions of the contact Hamiltonian-Jacobi equations on connected, closed manifold $M$ $$ H(x,\partial_x u,u)= 0, \quad x\in M. $$ Based on implicit variational…
Beginning with a relativistic action principle for the irrotational flow of collisionless matter, we compute higher order corrections to the Zel'dovich approximation by deriving a nonlinear Hamilton-Jacobi equation for the velocity…