Related papers: Nonlocal First-Order Hamilton-Jacobi Equations Mod…
We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…
The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…
We study the nonhomogeneous Dirichlet problem for first order Hamilton-Jacobi equations associated with Tonelli Hamiltonians on a bounded domain $\Omega$ of $\R^n$ assuming the energy level to be supercritical. First, we show that the…
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…
We study a reaction-diffusion equation with a nonlocal reaction term that models a population with variable motility. We establish a global supremum bound for solutions of the equation. We investigate the asymptotic (long-time and…
We generalize the Hamilton-Jacobi formulation for higher order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraint structure present in such systems.
We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…
In this article, a class of optimal control problems of differential equations with delays are investigated for which the associated Hamilton-Jacobi-Bellman (HJB) equations are nonlinear partial differential equations with delays. This type…
The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the ambient of higher-order mechanical systems, both in the Lagrangian and Hamiltonian formalisms. Thus, we state the corresponding Hamilton-Jacobi…
In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…
We describe recent results obtained by G. Barles, P. Cardaliaguet, R. Monneau and the author recently. They are concerned with nonlocal Eikonal equations arising in the study of the dynamics of dislocation lines in crystals. These equations…
This paper is concerned with the qualitative properties of viscocity solutions to a class of Hamilton-Jacobi equations (HJEs) in Banach spaces. Specifically, based on the concept of $\beta$-derivative \cite{DGZ93b} we establish the…
We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…
We study the stochastic homogenization for a Cauchy problem for a first-order Hamilton-Jacobi equation whose operator is not coercive w.r.t. the gradient variable. We look at Hamiltonians like $H(x,\sigma(x)p,\omega)$ where $\sigma(x)$ is a…
In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…
First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science and machine learning, to name a few. In this paper, we…
We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typically suffer from high variance, in particular in a low…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic…
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…