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This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation with controlled leading coefficients, which is a type of fully nonlinear backward stochastic partial differential equation (BSPDE for short). In order to formulate…

Optimization and Control · Mathematics 2015-03-23 Jinniao Qiu

We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…

Analysis of PDEs · Mathematics 2016-01-20 Scott N. Armstrong , Hung V. Tran

We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…

Analysis of PDEs · Mathematics 2012-05-09 Benjamin J. Fehrman

We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of $\mathbb{R}^d$ in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an…

Analysis of PDEs · Mathematics 2021-04-05 Richard C. Kraaij , Mikola C. Schlottke

In this paper we conduct a priori and a posteriori error analysis of the $C^0$ interior penalty method for Hamilton-Jacobi-Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of…

Numerical Analysis · Mathematics 2019-11-14 Susanne C. Brenner , Ellya L. Kawecki

This paper provides new theoretical connections between multi-time Hamilton-Jacobi partial differential equations and variational image decomposition models in imaging sciences. We show that the minimal values of these optimization problems…

Optimization and Control · Mathematics 2020-07-27 Jérôme Darbon , Tingwei Meng

A necessary and sufficient condition for a parameter transformation that leaves invariant the energy of a one dimensional autonomous system is obtained. Using a parameter transformation the Hamilton-Jacobi equation is solved by a…

Mathematical Physics · Physics 2007-05-23 G. Gonzalez

We establish new sufficient conditions for the existence of classical hyperbolic quasiperiodic solutions for natural Lagrangian system on Riemannian manifold with time-quasiperiodic force function

Mathematical Physics · Physics 2013-11-15 Igor Parasyuk

We study the Cauchy problem for the Hamilton-Jacobi equation with a semiconcave initial condition. We prove an inequality between two types of weak solutions emanating from such an initial condition (the variational and the viscosity…

Dynamical Systems · Mathematics 2014-06-04 Patrick Bernard

We study the existence of a periodic solution for a differential equation with distributed delay. It is shown that, for a class of distributed delay diferential quations, a symmetric period 2 solution, where the period is twice the maximum…

Dynamical Systems · Mathematics 2025-02-27 Yukihiko Nakata

In this paper a duality relation between the Ma\~{n}\'e potential and Mather's action functional is derived in the context of convex and state-dependent Hamiltonians. The duality relation is used to obtain min-max representations of…

Analysis of PDEs · Mathematics 2014-06-16 Boualem Djehiche , Henrik Hult , Pierre Nyquist

We study a class of weakly coupled Hamilton-Jacobi systems with a specific aim to perform a qualitative analysis in the spirit of weak KAM theory. Our main achievement is the definition of a family of related action functionals containing…

Analysis of PDEs · Mathematics 2015-03-03 H. Mitake , A. Siconolfi , H. V. Tran , N. Yamada

The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…

Mathematical Physics · Physics 2021-01-29 Manuel de León , Pedro Daniel Prieto-Martínez , Narciso Román-Roy , Silvia Vilariño

Various quasi-exact solvability conditions, involving the parameters of the periodic associated Lam{\'e} potential, are shown to emerge naturally in the quantum Hamilton-Jacobi approach. It is found that, the intrinsic nonlinearity of the…

Quantum Physics · Physics 2015-06-26 S. Sree Ranjani , A. K. Kapoor , P. K. Panigrahi

We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…

Analysis of PDEs · Mathematics 2020-02-25 Manh-Khang Dao , Boualem Djehiche

We study asymptotic behavior of the bottom point of the spectrum of convolution type operators in environments with locally periodic microstructure. We show that its limit is described by an additive eigenvalue problem for Hamilton-Jacobi…

Analysis of PDEs · Mathematics 2024-01-31 Andrey Piatnitski , Volodymyr Rybalko

In this article, we are interested in the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi Equations. In the superquadratic case, the third author has proved that these solutions can have…

Analysis of PDEs · Mathematics 2011-12-22 Guy Barles , Alessio Porretta , Thierry Wilfried Tabet Tchamba

We consider the planar three-body problem perturbed by a celestial body modeled as a time-dependent perturbation that decays in time. We assume that the motion of the celestial body is given and is unbounded with a non-zero asymptotic…

Dynamical Systems · Mathematics 2024-10-04 Donato Scarcella

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…

Analysis of PDEs · Mathematics 2013-03-11 Cyril Imbert , Régis Monneau , Hasnaa Zidani

Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…

Statistical Mechanics · Physics 2015-06-17 Hiizu Nakanishi , Takahiro Sakaue , Jun'ichi Wakou
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