Related papers: Large time behavior for a viscous Hamilton-Jacobi …
This paper studies a Boltzmann-Nordheim equation in a slab with two-dimensional velocity space and pseudo-Maxwellian forces. Strong solutions are obtained for the Cauchy problem with large initial data in an $ L^1 \cap L^{\infty} $ setting.…
We consider the Cauchy problem for one-dimensional (1D) barotropic compressible Navier-Stokes equations with density-dependent viscosity and large external force. Under a general assumption on the density-dependent viscosity, we prove that…
The paper deals with a zero-sum differential game for a dynamical system which motion is described by a nonlinear delay differential equation under an initial condition defined by a piecewise continuous function. The corresponding Cauchy…
We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…
We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…
In this article we develop an analogue of Aubry Mather theory for time periodic dissipative equation \[ \left\{ \begin{aligned} \dot x&=\partial_p H(x,p,t),\\ \dot p&=-\partial_x H(x,p,t)-f(t)p \end{aligned} \right. \] with $(x,p,t)\in…
We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…
Assume $M$ is a closed, connected and smooth Riemannian manifold. We consider the evolutionary Hamilton-Jacobi equation \begin{equation*} \left\{ \begin{aligned} &\partial_t u(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\quad (x,t)\in…
Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness…
In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…
We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity…
We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions on…
Here we study the nonnegative solutions of the viscous Hamilton-Jacobi equation [u_{t}-\Delta u+|\nabla u|^{q}=0] in $Q_{\Omega,T}=\Omega\times(0,T),$ where $q>1,T\in(0,\infty] ,$ and $\Omega$ is a smooth bounded domain of $\mathbb{R}%…
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…
We study the large time behaviour of mild solutions of HJB equations in infinite dimension by a purely probabilistic approach. For that purpose, we show that the solution of a BSDE in finite horizon $T$ taken at initial time behaves like a…
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…
Two different types of generalized solutions, namely viscosity and variational solutions, were introduced to solve the first-order evolutionary Hamilton--Jacobi equation. They coincide if the Hamiltonian is convex in the momentum variable.…
We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…
The Cauchy problem for two dimensional difference wave operators is considered with potentials and initial data supported in a bounded region. The large time asymptotic behavior of solutions is obtained. In contrast to the continuous case…
For periodic initial data with initial density allowed to vanish, we establish the global existence of strong and weak solutions for the two-dimensional compressible Navier-Stokes equations with no restrictions on the size of initial data…