相关论文: A convergent scheme for Hamilton-Jacobi equations …

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

We are interested in the study of parabolic equations on a multi-dimensional junction, i.e. the union of a finite number of copies of a half-hyperplane of dimension d + 1 whose boundaries are identified. The common boundary is referred to…

We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…

In this paper we study the convergence of monotone $P1$ finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in…

We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…

We investigate high-order finite difference schemes for the Hamilton-Jacobi equation continuum limit of nondominated sorting. Nondominated sorting is an algorithm for sorting points in Euclidean space into layers by repeatedly removing…

In \cite{christlieb2019kernel}, the authors developed a class of high-order numerical schemes for the Hamilton-Jacobi (H-J) equations, which are unconditionally stable, yet take the form of an explicit scheme. This paper extends such…

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

The present paper first aims to study the BV-type regularity for viscosity solutions of the Hamilton-Jacobi equation \[ u_t(t,x)+H\big(D_{x} u(t,x)\big)~=~0\qquad\forall (t,x)\in ]0,\infty[\times\mathbb{R}^d \] with a coercive and uniformly…

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…

We study the inverse problem, or inverse design problem, for a time-evolution Hamilton-Jacobi equation. More precisely, given a target function $u_T$ and a time horizon $T>0$, we aim to construct all the initial conditions for which the…

This paper presents two one-dimensional mathematical models describing automobile traffic flow on straight road segments at a signalized intersection. When the traffic light is permissive, the flow density and velocity are obtained by…

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…

This paper is concerned with highway traffic estimation using traffic sensing data, in a Lagrangian-based modeling framework. We consider the Lighthill-Whitham-Richards (LWR) model (Lighthill and Whitham, 1955; Richards, 1956) in…

We study the rate of convergence in periodic homogenization for convex Hamilton--Jacobi equations with multiscales, where the Hamiltonian $H=H(x, y, p): \mathbb{R}^n \times \mathbb{T}^n \times \mathbb{R}^n \to \mathbb{R }$ depends on both…

Global classical solutions to the viscous Hamilton-Jacobi equation with homogenious Dirichlet boundary conditions are shown to converge to zero at the same speed as the linear heat semigroup when p > 1. For p = 1, an exponential decay to…

This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…

We study the periodic homogenization problem of state-constraint Hamilton--Jacobi equations on perforated domains in the convex setting and obtain the optimal convergence rate. We then consider a dilute situation in which the holes'…

We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution…

This paper deals with the Aw-Rascle-Zhang model for traffic flow on uni-directional road networks. For the conservation of the mass and the generalized momentum, we construct weak solutions for Riemann problems at the junctions. We…