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We propose a new globally convergent numerical method to solve Hamilton-Jacobi equations in $\mathbb{R}^d$, $d \geq 1$. This method is named as the Carleman convexification method. By Carleman convexification, we mean that we use a Carleman…

Numerical Analysis · Mathematics 2022-06-22 Huynh P. N. Le , Thuy T. Le , Loc H. Nguyen

We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with…

Analysis of PDEs · Mathematics 2025-01-28 Elena Bandini , Christian Keller

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

Analysis of PDEs · Mathematics 2019-12-20 Hitoshi Ishii , Taiga Kumagai

We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…

Analysis of PDEs · Mathematics 2021-11-09 Alexander Quaas , Andrei Rodríguez-Paredes

In this work we study the solvability of the Cauchy Problem for a quasilinear degenerate high-order parabolic equation \begin{equation*} \left\{ \begin{tabular}{lcl} $u_t=(-1)^{m-1}\nabla\cdot(f^n(|u|)\nabla\Delta^{m-1}u)$ & &in…

Analysis of PDEs · Mathematics 2019-03-25 Pablo Álvarez-Caudevilla , Alejandro Ortega

We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…

Analysis of PDEs · Mathematics 2013-07-08 Scott N. Armstrong , Pierre Cardaliaguet , Panagiotis E. Souganidis

Homogenization of a scalar elliptic equation in a bounded domain with Neuman boundary condition is studied. Coefficients of the operator are oscillating over two different groups of variables with different small periods $\varepsilon$ and…

Analysis of PDEs · Mathematics 2015-12-22 Svetlana Pastukhova , Roman Tikhomirov

The objective of this paper is to present some results about viscosity subsolutions of the contact Hamiltonian-Jacobi equations on connected, closed manifold $M$ $$ H(x,\partial_x u,u)= 0, \quad x\in M. $$ Based on implicit variational…

Dynamical Systems · Mathematics 2022-10-19 Xiang Shu , Jun Yan , Kai Zhao

We introduce an approach to study homogenisation of a large class of singular SPDEs of the form $$ \partial_t u_\varepsilon - \nabla\cdot {A}(x/\varepsilon,t/\varepsilon^2) \nabla u_\varepsilon = F(x/\varepsilon , t/\varepsilon^2,…

Analysis of PDEs · Mathematics 2025-10-23 Martin Hairer , Harprit Singh

Let $H$ be a bounded and Lipschitz continuous function. We consider discontinuous viscosity solutions of the Hamilton-Jacobi equation $U_{t}+H(U_x)=0$ and signed Radon measure valued entropy solutions of the conservation law…

Analysis of PDEs · Mathematics 2020-08-03 M. Bertsch , F. Smarrazzo , A. Terracina , A. Tesei

We present previous results on the general solution of the multidimensional Hamilton-Jacobi equation $\frac{\partial u}{\partial t} - \frac{\partial u}{\partial x_a} \frac{\partial u}{\partial x_a}= 0$ and methods that were used to find…

Mathematical Physics · Physics 2013-04-15 Irina Yehorchenko

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

Optimization and Control · Mathematics 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

Analysis of PDEs · Mathematics 2023-08-30 Samuel Daudin , Benjamin Seeger

Suppose that $H(x,u,p)$ is strictly decreasing in $u$ and satisfies Tonelli conditions in $p$. We show that each viscosity solution of $H(x,u,u_x)=0$ can be reached by many viscosity solutions of $$ w_t+H(x,w,w_x)=0, $$ in a finite time.

Analysis of PDEs · Mathematics 2021-01-27 Kaizhi Wang , Jun Yan , Kai Zhao

We show that any classical solution of the diffusive Hamilton-Jacobi (DHJ) equation $-\Delta u= |\nabla u|^p$ in a half-space with zero boundary conditions for $1<p\le 2$ is necessarily one-dimensional. This improves the previously known…

Analysis of PDEs · Mathematics 2025-10-02 Alessio Porretta , Philippe Souplet

In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function…

Analysis of PDEs · Mathematics 2018-09-17 Vincent Calvez , King-Yeung Lam

We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…

Analysis of PDEs · Mathematics 2010-11-02 James Nolen , Alexei Novikov

Found all equivalence classes for electromagnetic potentials and space-time metrics of Stackel spaces, provided that the equations of motion of the classical charged test particles are integrated by the method of complete separation of…

General Relativity and Quantum Cosmology · Physics 2020-12-14 Valeriy Obukhov

The critical value of an eikonal equation is the unique value of a parameter for which the equation admits solutions and is deeply related to the effective Hamiltonian of a corresponding homogenization problem. We study approximation…

Numerical Analysis · Mathematics 2025-10-03 Valentina Coscetti , Marco Pozza

We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered…

Analysis of PDEs · Mathematics 2020-05-05 Nicolas Forcadel , Fayad Rim , Ibrahim Hassan
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