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In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…

Numerical Analysis · Mathematics 2013-06-04 Guillaume Costeseque , Jean-Patrick Lebacque , Régis Monneau

The goal of the paper is a rigorous derivation of a macroscopic traffic flow model with a bifurcation or a local perturbation from a microscopic one. The microscopic model is a simple follow-the-leader with random parameters. The random…

Analysis of PDEs · Mathematics 2021-11-16 P Cardaliaguet , N Forcadel

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…

Analysis of PDEs · Mathematics 2021-01-26 Alessandro Goffi

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…

chao-dyn · Physics 2007-05-23 Giovanni Gallavotti , Guido Gentile , Vieri Mastropietro

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…

Analysis of PDEs · Mathematics 2012-02-13 Emeric Bouin , Vincent Calvez

We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time, we derive regularity and quantitative stability results for…

Optimization and Control · Mathematics 2025-01-08 Louis-Pierre Chaintron , Giovanni Conforti

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…

Probability · Mathematics 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan

This paper is concerned with reaction-diffusion systems of two symmetric species in spatial dimension one, having two stable symmetric equilibria connected by a symmetric standing front. The first order variation of the speed of this front…

Analysis of PDEs · Mathematics 2017-03-08 Emmanuel Risler

Given a coercive Hamiltonian which is quasi-convex with respect to the gradient variable and periodic with respect to time and space at least "far away from the origin", we consider the solution of the Cauchy problem of the corresponding…

Analysis of PDEs · Mathematics 2017-01-25 Giulio Galise , Cyril Imbert , Régis Monneau

A horizontal $N$-dimensional plane, having a diffusion of its own, exchanges with the lower half space. There, a reaction-diffusion process, modelled by a free boundary problem, takes place. We wish to understand whether, and how, the free…

Analysis of PDEs · Mathematics 2022-12-21 Luis A. Caffarelli , Jean-Michel Roquejoffre , Ignacio Tomasetti

Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…

Statistical Mechanics · Physics 2015-06-17 Hiizu Nakanishi , Takahiro Sakaue , Jun'ichi Wakou

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…

Portfolio Management · Quantitative Finance 2013-07-25 Sona Kilianova , Daniel Sevcovic

We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…

Probability · Mathematics 2018-11-13 Jean-Christophe Mourrat

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…

Analysis of PDEs · Mathematics 2013-03-15 Qiaoling Wei

We deal with the rigorous homogenization and dimension reduction of flow and transport problems posed in thin $\varepsilon$-periodic perforated layers with thickness of order $\varepsilon^{\alpha}$ with $\alpha \in (0,1)$ and therefore the…

Analysis of PDEs · Mathematics 2025-12-05 Markus Gahn , Vlad Revnic

The work proposes and studies a one-dimensional model, which involves nonlocal interactions and finite propagation speed. It shows that the general reaction-diffusion equation, the Swift-Hohenberg equation and the general…

Other Condensed Matter · Physics 2015-06-25 Axel Hutt

A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…

Numerical Analysis · Mathematics 2025-01-17 M. -C. Casabán , R. Company , V. N. Egorova , L. Jódar

We treat a model of population dynamics in a periodic environment presenting a fast diffusion line. This phenomenon is modelled via a "road-field" system, which is a system of coupled reaction-diffusion equations set in domains of different…

Analysis of PDEs · Mathematics 2020-10-01 Elisa Affili

We investigate a two-component reaction-diffusion system with a slow-fast structure and spatially varying coefficients $f_1$ and $f_2$ appearing in the slow equation. Under mild boundedness and regularity conditions on $f_1$ and $f_2$ the…

Analysis of PDEs · Mathematics 2026-03-02 M. Chirilus-Bruckner , L. van Vianen , F. Veerman

Reaction-diffusion equations describe various spatially extended processes that unfold as traveling fronts moving at constant velocity. We introduce and solve analytically a model that, besides such fronts, supports solutions advancing as…

Biological Physics · Physics 2026-02-13 Louis Brezin , Kyle J. Shaffer , Kirill S. Korolev