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We consider the Hamilton-Jacobi equation \[{H}(x,u,Du)=0,\quad x\in M, \] where $M$ is a connected, closed and smooth Riemannian manifold, ${H}(x,u,p)$ satisfies Tonelli conditions with respect to $p$ and certain decreasing condition with…

Dynamical Systems · Mathematics 2020-06-02 Kaizhi Wang , Lin Wang , Jun Yan

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…

Optimization and Control · Mathematics 2018-07-16 Jinniao Qiu

We study the Cauchy problem of a Hamilton-Jacobi equation with the spatial variable in a closed convex cone. A monotonicity assumption on the nonlinearity allows us to prescribe no condition on the boundary of the cone. We show the…

Analysis of PDEs · Mathematics 2024-07-02 Hong-Bin Chen , Jiaming Xia

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

Viscosity solutions are suitable notions in the study of nonlinear PDEs justified by estimates established via the maximum principle or the comparison principle. Here we prove that the isoperimetric profile functions of Riemannian manifolds…

Differential Geometry · Mathematics 2014-11-20 Lei Ni , Kui Wang

In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…

Analysis of PDEs · Mathematics 2014-06-10 Emeric Bouin

In this paper, we consider a time independent $C^2$ Hamiltonian, sa\-tisfying the usual hypothesis of the classical Calculus of Variations, on a non-compact connected manifold. Using the Lax-Oleinik semigroup, we give a proof of the…

Dynamical Systems · Mathematics 2015-02-24 Albert Fathi , Ezequiel Maderna

We show that the subgradient method converges only to local minimizers when applied to generic Lipschitz continuous and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, the argument we…

Optimization and Control · Mathematics 2023-01-10 Damek Davis , Dmitriy Drusvyatskiy , Liwei Jiang

We establish the existence of smooth critical sub-solutions of the Hamilton-Jacobi equation on compact manifolds for smooth convex Hamiltonians, that is in the context of weak KAM theory, under the assumption that the Aubry set is the union…

Dynamical Systems · Mathematics 2008-07-10 Patrick Bernard

In this paper, we consider the following Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,t,u(x,t),\partial_xu(x,t))=0, u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions…

Dynamical Systems · Mathematics 2014-03-18 Lin Wang , Jun Yan

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

Analysis of PDEs · Mathematics 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

Analysis of PDEs · Mathematics 2015-05-30 Guy Barles , Hiroyoshi Mitake , Hitoshi Ishii

The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…

Optimization and Control · Mathematics 2022-05-10 Anton Plaksin

In this paper we prove the existence of nonsmooth viscosity solutions for Dirichlet problems involving elementary symmetric functions of the eigenvalues of the complex Hessian.

Analysis of PDEs · Mathematics 2015-05-29 Chiara Guidi , Vittorio Martino , Annamaria Montanari

We survey some results on Lipschitz and Schauder regularity estimates for viscous Hamilton--Jacobi equations with subcritical L\'evy diffusions. The Schauder estimates, along with existence of smooth solutions, are obtained with the help of…

Analysis of PDEs · Mathematics 2024-03-07 Espen R. Jakobsen , Artur Rutkowski

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

Analysis of PDEs · Mathematics 2014-08-08 Scott N. Armstrong , Hung V. Tran

The viscosity solution of the Hamilton-Jacobi equation was constructed by an "iterated minimax" procedure. Using Dafermos' front tracking method, we give another proof of this construction in the case of Hamilton-Jacobi equations in one…

Analysis of PDEs · Mathematics 2013-03-15 Qiaoling Wei

We prove the existence of a critical subsolution of the Hamilton-Jacobi equation which is differentiable with Lipschitz differential, improving a previous result of Fathi and Siconolfi. This text is a consolidated version with a minor…

Dynamical Systems · Mathematics 2014-06-05 Patrick Bernard

The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions…

Probability · Mathematics 2022-03-01 Erhan Bayraktar , Christian Keller

The paper is concerned with the properties of the distance function from a closed subset of a Riemannian manifold, with particular attention to the set of singularities.

Analysis of PDEs · Mathematics 2013-06-05 Carlo Mantegazza , Andrea Carlo Mennucci