Related papers: Homogenization of Hamilton-Jacobi equations with d…
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…
We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic…
In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…
In this paper, we introduce a framework for the discretization of a class of constrained Hamilton-Jacobi equations, a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by the constraint. The equation is…
In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…
The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…
We present a general approach to prove the existence, both locally and globally in amplitude, of fully localised multi-dimensional patterns in partial differential equations containing a compact spatial heterogeneity. While one-dimensional…
This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…
We prove optimal regularity for the double obstacle problem when obstacles are given by solutions to Hamilton-Jacobi equations that are not $C^2$. When the Hamilton-Jacobi equation is not $C^2$ then the standard Bernstein technique fails…
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…
We consider Hamiltonians associated to optimal control problems for affine systems on the torus. They are not coercive and are possibly unbounded from below in the direction of the drift of the system. The main assumption is the strong…
In our previous papers [11,13] we showed that the Hamilton-Jacobi problem can be regarded as a way to describe a given dynamics on a phase space manifold in terms of a family of dynamics on a lower-dimensional manifold. We also showed how…
Schroedinger equation on a Hilbert space ${\cal H}$, represents a linear Hamiltonian dynamical system on the space of quantum pure states, the projective Hilbert space $P {\cal H}$. Separable states of a bipartite quantum system form a…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…
We develop a constructive procedure for arriving at the Hamilton-Jacobi framework for the so-called affine in acceleration theories by analysing the canonical constraint structure. We find two scenarios in dependence of the order of the…
Recently, C. Imbert & R. Monneau study the homogenization of coercive Hamilton-Jacobi Equations with a $u/e$-dependence : this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to…
We solve in mild sense Hamilton Jacobi Bellman equations, both in an infinite dimensional Hilbert space and in a Banach space, with lipschitz Hamiltonian and lipschitz continuous final condition, and asking only a weak regularizing property…
The theory of 3-layer density stratified ideal fluids is examined with a view towards its generalization to the n-layer case. The focus is on structural properties, especially for the case of a rigid upper lid constraint. We show that the…