Related papers: Quantitative homogenization for static contact Ham…
We use the adjoint methods to study the static Hamilton-Jacobi equations and to prove the speed of convergence for those equations. The main new ideas are to introduce adjoint equations corresponding to the formal linearizations of…
Homogenization for non-local operators in periodic environments has been studied intensively. So far, these works are mainly devoted to the qualitative results, that is, to determine explicitly the operators in the limit. To the best of…
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 study a generalized vanishing discount problem for Hamilton--Jacobi equations, removing the standard monotonicity assumption, either in a global sense or when integrated against all Mather measures. Specifically, we consider \[ \lambda…
In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t…
For the discounted Hamilton-Jacobi equation,$$\lambda u+H(x,d_x u)=0, \ x \in M, $$we construct $C^{1,1}$ subsolutions which are indeed solutions on the projected Aubry set. The smoothness of such subsolutions can be improved under…
In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of classical hamiltonian systems that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure plays a…
This work is concerned with homogenization problems for elliptic equations of the type \[ \begin{cases} \mathfrak{L}_{\delta} u_{\delta} + \lambda u_{\delta} = f_{\delta} \qquad \text{in} \;\; D, \\ \qquad \quad \;\, u = 0 \qquad \,…
We estimate the variance of the value function for a random optimal control problem. The value function is the solution $w^\epsilon$ of a Hamilton-Jacobi equation with random Hamiltonian $H(p,x,\omega) = K(p) - V(x/\epsilon,\omega)$ in…
We prove stochastic homogenization for a general class of coercive, nonconvex Hamilton-Jacobi equations in one space dimension. Some properties of the effective Hamiltonian arising in the nonconvex case are also discussed.
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…
We study quantitative compactness estimates in $\mathbf{W}^{1,1}_{loc}$ for the map $S_t$, $t>0$ that associates to every given initial data $u_0\in Lip(\mathbb{R}^N)$ the corresponding solution $S_t u_0$ of a Hamilton-Jacobi equation $$…
We give a simplified proof of regularizing effects for first-order Hamilton-Jacobi Equations of the form $u\_t+H(x,t,Du)=0$ in $\R^N\times(0,+\infty)$ in the case where the idea is to first estimate $u\_t$. As a consequence, we have a…
We consider the Hamilton-Jacobi equation \[{H}(x,Du)+\lambda(x)u=c,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold. The functions ${H}(x,p)$ and $\lambda(x)$ are continuous. ${H}(x,p)$ is convex, coercive…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
The goal of this paper is to study uniqueness of a one-dimensional Hamilton-Jacobi equation \begin{equation*} \begin{cases} u_t=|u_x|^2+R(x,I(t)) &\text{in }\mathbb{R} \times (0,\infty), \max_{\mathbb{R}} u(\cdot,t)=0 &\text{on }[0,\infty),…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
In this paper, we are interested in the reiterated homogenization of linear elliptic equations of the form $-\frac{\partial}{\partial x_{i}} \left(a_{i j} \left(\frac{x}{\varepsilon}, \frac{x}{\varepsilon^{2}}\right) \frac{\partial…
The aim of the paper is to recover some results of Cardaliaguet-Nolen-Souganidis in \cite{CNS} and Xin-Yu in \cite{XY} about the homogenization of the G--equation, using different and simpler techniques. The main mathematical issue is the…