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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…

Analysis of PDEs · Mathematics 2012-01-04 Hung Vinh Tran

In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…

Analysis of PDEs · Mathematics 2018-06-21 Alexander Van-Brunt

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

For a continuous Hamiltonian $H : (x, p, u) \in T^*\mathbb{R}^n \times \mathbb{R}\rightarrow \mathbb{R}$, we consider the asymptotic behavior of associated Hamilton--Jacobi equations with state-constraint $H(x, Du, \lambda u) \leq…

Analysis of PDEs · Mathematics 2024-09-10 Son Tu , Jianlu Zhang

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…

Mathematical Physics · Physics 2018-11-16 Hermann Douanla , Cyrille Kenne

We prove differentiability of the effective Lagrangian for continuous time multidimensional directed variational problems in random dynamic environments with positive dependence range in time. This implies that limiting fundamental…

Probability · Mathematics 2023-06-26 Yuri Bakhtin , Douglas Dow

We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original…

Analysis of PDEs · Mathematics 2023-10-03 Elena Kosygina , Atilla Yilmaz

It is shown that extreme problem for one-dimensional Euler-Lagrange variational functional in $C^1[a;b]$ under the strengthened Legendre condition can be solved without using Hamilton-Jacobi equation. In this case, exactly one of the two…

Optimization and Control · Mathematics 2010-08-17 Igor Orlov

Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the…

Mathematical Physics · Physics 2009-11-10 Michele Pavon

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…

Analysis of PDEs · Mathematics 2021-03-02 Pierre Cardaliaguet , Benjamin Seeger

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

We prove a homogenization result for a family of time-dependent Hamilton-Jacobi equations, rescaled by a parameter $\varepsilon$ tending to zero, posed on a periodic network, with a suitable notion of periodicity that will be defined. As…

Analysis of PDEs · Mathematics 2024-11-07 Marco Pozza , Antonio Siconolfi , Alfonso Sorrentino

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

We consider the specified stochastic homogenization of first order evolutive Hamilton-Jacobi equations on a very simple junction, i.e the real line with a junction at the origin. Far from the origin, we assume that the considered…

Analysis of PDEs · Mathematics 2020-05-05 Nicolas Forcadel , Fayad Rim , Ibrahim Hassan

Examples of non-standard construction of Hamiltonian structures for dynamical systems and the respective Hamilton-Jacobi (H-J) equations, without using Lagrangians, are presented. Alternative H-J equations for Euler top are explicitly…

Mathematical Physics · Physics 2007-05-23 M. Herrera , S. A. Hojman

We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…

Analysis of PDEs · Mathematics 2014-10-29 Scott N. Armstrong , Charles K. Smart

In a recent work, Bourgain gave a fine description of the expectation of solutions of discrete linear elliptic equations on $\mathbb Z^d$ with random coefficients in a perturbative regime using tools from harmonic analysis. This result is…

Analysis of PDEs · Mathematics 2019-03-14 Mitia Duerinckx , Antoine Gloria , Marius Lemm

We consider Hamiltonians associated to optimal control problems for affine systems on the torus. They are not coercive and are possibly unbounded from below in the direction of the drift of the system. The main assumption is the strong…

Optimization and Control · Mathematics 2024-01-18 Martino Bardi

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…

Analysis of PDEs · Mathematics 2020-10-27 Héctor A. Chang-Lara , Edgard A. Pimentel

The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…

Analysis of PDEs · Mathematics 2023-09-26 Louis-Pierre Chaintron
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