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Following the random approach of Mitake, Siconolfi,Tran and Yamada, we define a Lax--Oleinik formula adapted to evolutive weakly coupled systems of Hamilton--Jacobi equations. It is reminiscent of the corresponding scalar formula, with the…

Analysis of PDEs · Mathematics 2016-08-08 Andrea Davini , Antonio Siconolfi , Maxime Zavidovique

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…

Analysis of PDEs · Mathematics 2013-03-11 Cyril Imbert , Régis Monneau , Hasnaa Zidani

Structure-preserving integrators are in the focus of ongoing research because of their distinguished features of robustness and long time stability. In particular, their formulation for coupled problems that include dissipative mechanisms…

Computational Physics · Physics 2023-06-21 Dominik Kern , Ignacio Romero , Sergio Conde Martin , Juan Carlos Garcia-Orden

We obtain a new Liouville comparison principle for weak solutions $(u,v)$ of semilinear parabolic second-order partial differential inequalities of the form $$u_t -{\mathcal L}u- |u|^{q-1}u\geq v_t -{\mathcal L}v- |v|^{q-1}v (*)$$ in the…

Analysis of PDEs · Mathematics 2013-05-28 Vasilii V. Kurta

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

Analysis of PDEs · Mathematics 2015-06-15 Qiaoling Wei

In this paper, we mainly focus on the existence of the viscosity solutions of \begin{equation*} \left\{ \begin{aligned} &H_1(x,Du_1(x),u_1(x),u_2(x))=0,\\ &H_2(x,Du_2(x),u_2(x),u_1(x))=0. \end{aligned} \right. \end{equation*} The standard…

Analysis of PDEs · Mathematics 2024-05-28 Panrui Ni

By using the Jensen's maximum principle and the Alexandrov's theorem in the convex analysis, we present the nonlocal version of the Jensen-Ishii lemma, which leads to the precise argument for the comparison principle.

Analysis of PDEs · Mathematics 2010-12-15 M. Arisawa

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

Numerical Analysis · Mathematics 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…

Quantum Physics · Physics 2011-10-05 Srinivas Sridharan , Matthew R. James

For pricing American options, %after suitable discretization in space and time, a sequence of discrete linear complementarity problems (LCPs) or equivalently Hamilton-Jacobi-Bellman (HJB) equations need to be solved in a sequential…

Numerical Analysis · Mathematics 2024-05-15 Xian-Ming Gu , Jun Liu , Cornelis W. Oosterlee

In this paper, we prove a comparison result between semicontinuous viscosity sub and supersolutions growing at most quadratically of second-order degenerate parabolic Hamilton-Jacobi-Bellman and Isaacs equations. As an application, we…

Analysis of PDEs · Mathematics 2010-02-12 Francesca Da Lio , Olivier Ley

In this paper, training a neural network is identified, exactly, as a search through Hamilton--Jacobi initial-value problems: each gradient step selects the initial data of a viscous Hamilton--Jacobi equation whose Hopf--Cole propagator…

Machine Learning · Computer Science 2026-05-29 Jose Marie Antonio Miñoza , Erika Fille T. Legara , Christopher P. Monterola

We study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the…

Analysis of PDEs · Mathematics 2021-08-26 Hitoshi Ishii , Kaizhi Wang , Lin Wang , Jun Yan

The main goal of this paper is to establish existence, regularity and uniqueness results for the solution of a Hamilton-Jacobi-Bellman (HJB) equation, whose operator is an elliptic integro-differential operator. The HJB equation studied in…

Optimization and Control · Mathematics 2016-12-01 Harold A. Moreno-Franco

We establish necessary and sufficient conditions for viability of evolution inclusions with locally monotone operators in the sense of Liu and R\"ockner [J. Funct. Anal., 259 (2010), pp. 2902-2922]. This allows us to prove wellposedness of…

Optimization and Control · Mathematics 2024-12-02 Jichao Jiang , Christian Keller

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used…

Numerical Analysis · Mathematics 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

CASL-HJX is a computational framework designed for solving deterministic and stochastic Hamilton-Jacobi equations in two spatial dimensions. It provides a flexible and efficient approach to modeling front propagation problems, optimal…

Optimization and Control · Mathematics 2025-05-21 Faranak Rajabi , Jacob Fingerman , Andrew Wang , Jeff Moehlis , Frederic Gibou

We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…

Optimization and Control · Mathematics 2014-12-10 Salomé Oudet

We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and Zhou (J. Mach. Learn. Res., 21, 2020) in the context of…

Optimization and Control · Mathematics 2021-09-22 Wenpin Tang , Paul Yuming Zhang , Xun Yu Zhou

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski