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相关论文: Large scale asymptotics of velocity-jump processes…

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We study a random process on R n moving in straight lines and changing randomly its velocity at random exponential times. We focus more precisely on the Kolmogorov equation in the hyperbolic scale (t, x, v) $\to$ t $\epsilon$, x $\epsilon$,…

偏微分方程分析 · 数学 2016-08-08 Nils Caillerie

We study the dispersion of a particle whose motion dynamics can be described by a forced velocity jump process. To investigate large deviations results, we study the Chapman-Kolmogorov equation of this process in the hyperbolic scaling…

偏微分方程分析 · 数学 2017-10-31 Nils Caillerie

This paper is concerned with geometric motion of a closed surface whose velocity depends on a nonlocal quantity of the enclosed region. Using the level set formulation, we study a class of nonlocal Hamilton--Jacobi equations and establish a…

偏微分方程分析 · 数学 2023-10-03 Takashi Kagaya , Qing Liu , Hiroyoshi Mitake

We study the asymptotic spreading of Kolmogorov-Petrovsky-Piskunov (KPP) fronts in heterogeneous shifting habitats, with any number of shifting speeds, by further developing the method based on the theory of viscosity solutions of…

偏微分方程分析 · 数学 2021-01-22 King-Yeung Lam , Xiao Yu

This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

最优化与控制 · 数学 2026-05-21 Dunxiang Liang , Qingxin Meng

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…

偏微分方程分析 · 数学 2014-06-10 Emeric Bouin

The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…

概率论 · 数学 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan

We investigate the asymptotic behavior of solutions of Hamilton-Jacobi equations with large drift term in an open subset of two-dimensional Euclidean space. When the drift is given by $\varepsilon^{-1} (H_{x_2}, -H_{x_1})$ of a Hamiltonian…

偏微分方程分析 · 数学 2017-08-31 Taiga Kumagai

Beginning with a relativistic action principle for the irrotational flow of collisionless matter, we compute higher order corrections to the Zel'dovich approximation by deriving a nonlinear Hamilton-Jacobi equation for the velocity…

天体物理学 · 物理学 2015-06-24 D. S. Salopek , J. M. Stewart , K. M. Croudace

We analyse the linear kinetic transport equation with a BGK relaxation operator. We study the large scale hyperbolic limit $(t,x)\to (t/\eps,x/\eps)$. We derive a new type of limiting Hamilton-Jacobi equation, which is analogous to the…

偏微分方程分析 · 数学 2012-02-13 Emeric Bouin , Vincent Calvez

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…

概率论 · 数学 2024-03-11 Yanyan Hu , Richard C. Kraaij , Fubao Xi

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

概率论 · 数学 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…

数学物理 · 物理学 2024-01-31 Nadia Loy , Benoit Perthame

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…

数学物理 · 物理学 2009-11-10 Michele Pavon

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

偏微分方程分析 · 数学 2019-12-20 Hitoshi Ishii , Taiga Kumagai

The paper examines a class of first order linear hyperbolic systems, proposed as a generalization of the Goldstein-Kac model for velocity-jump processes and determined by a finite number of speeds and corresponding transition rates. It is…

偏微分方程分析 · 数学 2013-10-21 Corrado Mascia

We study nonlocal first-order equations arising in the theory of dislocations. We prove the existence and uniqueness of the solutions of these equations in the case of positive and negative velocities, under suitable regularity assumptions…

偏微分方程分析 · 数学 2009-02-13 Guy Barles , Olivier Ley

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

The asymptotic stability of a global solution satisfying Hamilton-Jacobi equations with jumps will be analyzed in dependence on the strong dissipativity of the jump control function and using orbits of the differentiable flows to describe…

数学物理 · 物理学 2009-09-08 Amir Mahmood , Saima Parveen

We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…

概率论 · 数学 2016-06-24 Richard Kraaij
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