Related papers: Policy iteration for nonconvex viscous Hamilton--J…

This paper addresses the model-free nonlinear optimal problem with generalized cost functional, and a data-based reinforcement learning technique is developed. It is known that the nonlinear optimal control problem relies on the solution of…

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 propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

One-dimensional scattering mediated by non-Hermitian Hamiltonians is studied. A schematic set of models is used which simulate two point interactions at a variable strength and distance. The feasibility of the exact construction of the…

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

We prove that the multi-time Hamilton-Jacobi equation in general cannot be solved in the viscosity sense, in the non-convex setting, even when the Hamiltonians are in involution.

In this paper, we review the discrete Hamilton--Jacobi theory from a geometric point of view. In the discrete realm, the usual geometric interpretation of the Hamilton--Jacobi theory in terms of vector fields is not straightforward. Here,…

We propose a supervised learning scheme for the first order Hamilton--Jacobi PDEs in high dimensions. The scheme is designed by using the geometric structure of Wasserstein Hamiltonian flows via a density coupling strategy. It is…

We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…

We study the macroscopic behavior of chemical reactions modeled as random time-changed Poisson processes on discrete state spaces. Using the WKB reformulation, the backward equation of the rescaled process leads to a discrete…

We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperplane interfaces with oblique penetration. We show that this…

We construct four variants of space-time finite element discretizations based on linear tensor-product and simplex-type finite elements. The resulting discretizations are continuous in space, and continuous or discontinuous in time. In a…

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 develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…

For a general entropy-regularized stochastic control problem on an infinite horizon, we prove that a policy iteration algorithm (PIA) converges to an optimal relaxed control. Contrary to the standard stochastic control literature, classical…

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

We study the convergence of iterative linear solvers for discontinuous Galerkin discretizations of systems of hyperbolic conservation laws with polygonal mesh elements compared with that of traditional triangular elements. We solve the…

This paper is the first attempt to systematically study properties of the effective Hamiltonian $\overline{H}$ arising in the periodic homogenization of some coercive but nonconvex Hamilton-Jacobi equations. Firstly, we introduce a new and…