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This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…

Probability · Mathematics 2020-06-29 William R. P. Hammersley , David Šiška , Łukasz Szpruch

We propose a novel, mesh-free, and gradient-free fixed-point approach for computing viscosity solutions of high-dimensional Hamilton-Jacobi (HJ) equations. By leveraging the Hopf-Lax formula, our approach iteratively solves the associated…

Numerical Analysis · Mathematics 2026-02-06 Yesom Park , Stanley Osher

We prove the non-uniqueness of weak solutions to 3D hyper viscous and resistive MHD in the class $L^\gamma_tW^{s,p}_x$, where the exponents $(s,\gamma,p)$ lie in two supercritical regimes. The result reveals that the scaling-invariant…

Analysis of PDEs · Mathematics 2022-08-02 Yachun Li , Zirong Zeng , Deng Zhang

Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness…

Analysis of PDEs · Mathematics 2008-10-09 Francesca Da Lio , Olivier Ley

In this paper, we consider non-homogeneous fractional equations in Orlicz spaces, with a source depending on the spatial variable, the unknown function, and its fractional gradient. The latter is adapted to the Orlicz framework. The main…

Analysis of PDEs · Mathematics 2022-10-26 Maria L. de Borbón , Leandro M. Del Pezzo , Pablo Ochoa

This is a survey paper on the quantitative analysis of the propagation of singularities for the viscosity solutions to Hamilton-Jacobi equations in the past decades. We also review further applications of the theory to various fields such…

Analysis of PDEs · Mathematics 2021-01-07 Piermarco Cannarsa , Wei Cheng

We consider nonnegative solutions of the quasilinear heat equation $\partial_t u = \tfrac{1}{2} u \partial_x^2 u$ in one dimension. Our solutions may vanish and may be unbounded. The equation is then degenerate, and weak solutions are…

Analysis of PDEs · Mathematics 2024-07-16 Alexander Dunlap , Cole Graham

Main purpose of this paper is to study the local propagation of singularities of viscosity solution to contact type evolutionary Hamilton-Jacobi equation $$ D_tu(t,x)+H(t,x,D_xu(t,x),u(t,x))=0. $$ An important issue of this topic is the…

Analysis of PDEs · Mathematics 2021-03-11 Wei Cheng , Jiahui Hong

The present article investigates the existence, multiplicity and regularity of weak solutions of problems involving a combination of critical Hartree type nonlinearity along with singular and discontinuous nonlinearity. By applying…

Analysis of PDEs · Mathematics 2023-09-15 Gurdev C. Anthal , Jacques Giacomoni , Konijeti Sreenadh

A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity…

Analysis of PDEs · Mathematics 2007-12-04 Roumen Anguelov , Froduald Minani

Using the convex integration technique for the three-dimensional Navier-Stokes equations introduced by T. Buckmaster and V. Vicol, it is shown the existence of non-unique weak solutions for the 3D Navier-Stokes equations with fractional…

Analysis of PDEs · Mathematics 2020-04-17 Tianwen Luo , Edriss S. Titi

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…

Analysis of PDEs · Mathematics 2022-10-28 David Jesus , Edgard A. Pimentel , José Miguel Urbano

For each continuous initial data $\varphi(x)\in C(M,\mathbb{R})$, we obtain the asymptotic Lipschitz regularity of the viscosity solution of the following evolutionary Hamilton-Jacobi equation with convex and coercive Hamiltonians:…

Analysis of PDEs · Mathematics 2017-05-25 Xia Li , Lin Wang

In the paper we prove the convergence of viscosity solutions $u_{\lambda}$ as $\lambda\rightarrow0_+$ for the parametrized degenerate viscous Hamilton-Jacobi equation \[ H(x,d_x u, \lambda u)=\alpha(x)\Delta u,\quad \alpha(x)\geq 0,\quad…

Analysis of PDEs · Mathematics 2023-09-11 Jianlu Zhang

The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…

Optimization and Control · Mathematics 2022-06-30 Alekos Cecchin , François Delarue

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…

Analysis of PDEs · Mathematics 2016-11-11 Benjamin Seeger

We give an example of the failure of homogenization for a viscous Hamilton-Jacobi equation with non-convex Hamiltonian.

Analysis of PDEs · Mathematics 2019-05-20 William M. Feldman , Jean-Baptiste Fermanian , Bruno Ziliotto

We study some differential properties of viscosity solution for Hamilton - Jacobi equations defined by Hopf-Lax formula $u(t,x)=\min_{y\in \R^n} \big\{\sigma (y)+tH^*\big (\frac {x-y}{t}\big)\big \}.$ A generalized form of characteristics…

Analysis of PDEs · Mathematics 2013-12-19 Nguyen Hoang

We prove conditional weak-strong uniqueness of the potential Euler solution for external flow around a smooth body in three space dimensions, within the class of viscosity weak solutions with the same initial data. Our sufficient condition…

Analysis of PDEs · Mathematics 2025-03-11 Hao Quan , Gregory L. Eyink

We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…

Optimization and Control · Mathematics 2024-04-25 Mikhail Gomoyunov