相关论文: Weak KAM theory for discount Hamilton-Jacobi equat…

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…

The authors present a new simple algorithm to approximate weakly stochastic differential equations in the spirit of [1] and [2]. They apply it to the problem of pricing Asian options under the Heston stochastic volatility model, and compare…

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…

We develop KAM theory close to an elliptic fixed point for quasi-linear Hamiltonian perturbations of the dispersive Degasperis-Procesi equation on the circle. The overall strategy in KAM theory for quasi-linear PDEs is based on Nash-Moser…

In this note, we briefly discuss how singular KAM Theory - which was worked out in a previous work by L.B. and L.C. for the mechanical case $\frac12 |y|^2+\varepsilon f(x)$ - can be extended to convex real analytic nearly integrable…

The Homotopy Analysis Method (HAM) is a powerful technique which allows to derive approximate solutions of both ordinary and partial differential equations. We propose to use a variational approach based on the Least Action Principle (LAP)…

Many imaging problems can be formulated as inverse problems expressed as finite-dimensional optimization problems. These optimization problems generally consist of minimizing the sum of a data fidelity and regularization terms. In [23,26],…

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

We study the quantitative small noise limit in the $L^\infty$ norm of certain time-dependent Hamilton-Jacobi equations equipped with Neumann boundary conditions, depending on the regularity of the data and the geometric properties of the…

We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…

For two commuting Tonelli Hamiltonians, we recover the commutation of the Lax-Oleinik semi-groups, a result of Barles and Tourin ([BT01]), using a direct geometrical method (Stoke's theorem). We also obtain a "generalization" of a theorem…

The dynamics of globally minimizing orbits of Lagrangian systems can be studied using the Barrier function, as Mather first did, or using the pairs of weak KAM solutions introduced by Fathi. The central observation of the present paper is…

The (extensional) theory of arrays is widely used to model systems. Hence, efficient decision procedures are needed to model check such systems. Current decision procedures for the theory of arrays saturate the read-over-write and…

A newly developed weak Galerkin method is proposed to solve parabolic equations. This method allows the usage of totally discontinuous functions in approximation space and preserves the energy conservation law. Both continuous and…

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…

Small systems in contact with a heat bath evolve by stochastic dynamics. Here we show that, when one such small system is weakly coupled to another one, it is possible to infer the presence of such weak coupling by observing the violation…

We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…

The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…

This is a survey paper on the quantitative analysis of the propagation of singularities for the viscosity solutions to Hamilton-Jacobi equations in the past decades. We also review further applications of the theory to various fields such…

The derivation of the Nordheim-Boltzmann transport equation for weakly interacting quantum fluids is a longstanding problem in mathematical physics. Inspired by the method developed to handle classical dilute gases, a conventional approach…