Related papers: A new selection problem for degenerate viscous Ham…

Here, we study the large-time limit of viscosity solutions of the Cauchy problem for second-order Hamilton--Jacobi--Bellman equations with convex Hamiltonians in the torus. This large-time limit solves the corresponding stationary problem,…

We prove homogenization for a class of viscous Hamilton-Jacobi equations in the stationary and ergodic setting in one space dimension. Our assumptions include most notably the following: the Hamiltonian is of the form $G(p) + \beta…

We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

In recent years, there have been many contributions to the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto [Convergence of the solutions of the discounted Hamilton-Jacobi equation: a…

We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…

In recent years there has been intense interest in the vanishing discount problem for Hamilton-Jacobi equations. In the case of the scalar equation, B. Ziliotto has recently given an example of the Hamilton-Jacobi equation having non-convex…

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…

We study a generalized ergodic problem (E), which is a Hamilton-Jacobi equation of contact type, in the flat $n$-dimensional torus. We first obtain existence of solutions to this problem under quite general assumptions. Various examples are…

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

This paper is concerned with the ergodic problem for superquadratic viscous Hamilton-Jacobi equations with exponent m \textgreater{} 2. We prove that the generalized principal eigenvalue of the equation converges to a constant as m…

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

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…

Many imaging problems can be formulated as inverse problems expressed as finite-dimensional optimization problems. These optimization problems generally consist of minimizing the sum of a data fidelity and regularization terms. In [23,26],…

We provide a general result concerning the homogenization of nonconvex viscous Hamilton-Jacobi equations in the stationary, ergodic setting. In particular, we show that homogenization occurs for a non-empty set of points within every level…

For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there…

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…

In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…

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…

The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…