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We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…

Analysis of PDEs · Mathematics 2025-11-25 Serena Della Corte , Richard C. Kraaij

We introduce and study a new class of fronts in finite particle number reaction-diffusion systems, corresponding to propagating up a reaction rate gradient. We show that these systems have no traditional mean-field limit, as the nature of…

Statistical Mechanics · Physics 2007-05-23 Elisheva Cohen , David A. Kessler , Herbert Levine

We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

In this paper, we extend and complement previous works about propagation in kinetic reaction-transport equations. The model we study describes particles moving according to a velocity-jump process, and proliferating according to a reaction…

Analysis of PDEs · Mathematics 2017-07-12 Emeric Bouin , Nils Caillerie

We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…

Analysis of PDEs · Mathematics 2023-10-24 Montie Avery

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

Diffusion models have emerged as a powerful approach for multimodal motion planning in autonomous driving. However, their practical deployment is typically hindered by the inherent difficulty in enforcing vehicle dynamics and a critical…

Robotics · Computer Science 2026-01-23 Rui Yang , Lei Zheng , Ruoyu Yao , Jun Ma

Jacobi diffusion is a representative diffusion process whose solution is bounded in a domain under certain drift and diffusion coefficient conditions. However, the process without such conditions has not been thoroughly investigated. We…

Numerical Analysis · Mathematics 2026-04-22 Hidekazu Yoshioka

We present a unified approach to characterising fast-reaction limits of systems of either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential equation, on unbounded domains, motivated by models…

Analysis of PDEs · Mathematics 2016-04-26 E. C. M. Crooks , D. Hilhorst

We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…

Analysis of PDEs · Mathematics 2007-05-23 Giuseppe Maria Coclite , Nils Henrik Risebro

In this paper, we extend the jump-diffusion model proposed by Davis and Lleo to include jumps in asset prices as well as valuation factors. The criterion, following earlier work by Bielecki, Pliska, Nagai and others, is risk-sensitive…

Portfolio Management · Quantitative Finance 2010-03-15 Mark Davis , Sebastien Lleo

We expand on a previous study of fronts in finite particle number reaction-diffusion systems in the presence of a reaction rate gradient in the direction of the front motion. We study the system via reaction-diffusion equations, using the…

Statistical Mechanics · Physics 2009-11-11 Elisheva Cohen , David A. Kessler , Herbert Levine

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

Probability · Mathematics 2007-05-23 Jin Feng

We consider here a model of accelerating fronts, introduced in [2], consisting of one equation with nonlocal diffusion on a line, coupled via the boundary condition with a reaction-diffusion equation of the Fisher-KPP type in the upper…

Analysis of PDEs · Mathematics 2019-11-11 Anne-Charline Chalmin , Jean-Michel Roquejoffre

A uni-directional two-lane road is approximated by a set of two parallel closed one-dimensional chains. Two types of car i.e. slow and fast ones are considered in the system. Based on the Nagel-Schreckenberg (Na-Sch) model of traffic flow,…

Statistical Mechanics · Physics 2007-05-23 M. Ebrahim Fouladvand

We have studied the front propagation in a one dimensional case of combustion by solving numerically an advection-reaction-diffusion equation. The physical model is simplified so that no coupling phenomena are considered and the reacting…

Fluid Dynamics · Physics 2011-04-07 Federico Bianco , Sergio Chibbaro , Roger Prud'homme

We propose here a new model of accelerating fronts, consisting of one equation with non-local diffusion on a line, coupled via the boundary condition with a reaction-diffusion equation in the upper half-plane. The underlying biological…

Analysis of PDEs · Mathematics 2015-07-01 Henri Berestycki , Anne-Charline Coulon , Jean-Michel Roquejoffre , Luca Rossi

In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…

Chemical Physics · Physics 2016-08-03 Steffen Martens

We investigate numerically the blocking of two-dimensional bistable reaction diffusion fronts by geometric obstacles. Our goal is to derive quantitative criteria for front propagation in the presence of spatial heterogeneities. Using a…

Mathematical Physics · Physics 2026-04-21 J. -G. Caputo , G. Cruz-Pacheco , J. Gatlik , B. Sarels

We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…

Optimization and Control · Mathematics 2019-12-12 Adrien Le Coënt , Laurent Fribourg