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We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

偏微分方程分析 · 数学 2011-08-22 Scott N. Armstrong , Panagiotis E. Souganidis

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…

偏微分方程分析 · 数学 2020-12-08 Andrei Rodríguez-Paredes , Erwin Topp

We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…

概率论 · 数学 2018-11-13 Jean-Christophe Mourrat

We study periodic homogenization problems for second-order pde in half-space type domains with Neumann boundary conditions. In particular, we are interested in "singular problems" for which it is necessary to determine both the homogenized…

偏微分方程分析 · 数学 2009-10-27 Guy Barles , Francesca Da Lio , Pierre-Louis Lions , Panagiotis E. Souganidis

We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

概率论 · 数学 2020-03-17 Yonghua Mao , Yanhong Song

We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent…

偏微分方程分析 · 数学 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

Applying the Jacobi method of second variation to the Bianchi IX system in Misner variables $(\alpha, \beta_+, \beta_-)$, we specialize to the Taub space background $(\beta_- = 0)$ and obtain the governing equations for linearized…

广义相对论与量子宇宙学 · 物理学 2015-11-19 Joseph H. Bae

We consider perturbations of nonlinear eigenvalue problems driven by a nonhomogeneous differential operator plus an indefinite potential. We consider both sublinear and superlinear perturbations and we determine how the set of positive…

偏微分方程分析 · 数学 2018-11-13 Nikolaos S. Papageorgiou , Vicenţiu D. Rădulescu , Dušan D. Repovš

In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

偏微分方程分析 · 数学 2020-02-24 Adina Ciomaga , Daria Ghilli , Erwin Topp

We study the homogenization of an obstacle problem in a perforated domain. The holes are periodically distributed but have random size and shape. The capacity of the holes is assumed to be stationary ergodic. As in the periodic case, we…

偏微分方程分析 · 数学 2007-05-23 Luis A. Caffarelli , Antoine Mellet

We address the problem of existence and uniqueness of solutions $(c,u(\cdot))$ to ergodic Hamilton-Jacobi-Bellman (HJB) equations of the form $H(x,\nabla u(x), D^{2}u(x)) = c$ in the whole space $\mathbb{R}^{m}$ with unbounded and merely…

偏微分方程分析 · 数学 2023-11-09 Hicham Kouhkouh

Interacting systems consisting of two rotators and a point mass near a hyperbolic fixed point are considered, in a case in which the uncoupled systems have three very different characteristic time scales. The abundance of quasi periodic…

chao-dyn · 物理学 2007-05-23 Giovanni Gallavotti , Guido Gentile , Vieri Mastropietro

In this paper, we demonstrate a polynomial convergence rate for homogenization of Hamilton-Jacobi equations with quasi-periodic potentials. We establish a connection between the convergence rate of homogenization and the regularity of the…

偏微分方程分析 · 数学 2024-12-23 Bingyang Hu , Son N. T. Tu , Jianlu Zhang

We consider perturbations of closed Friedmann universes. Perturbation modes of two lowest wavenumbers ($L=0$ and $1$) are generally known to be fictitious, but here we show that both are physical. The issue is more subtle in Einstein static…

广义相对论与量子宇宙学 · 物理学 2020-07-07 Hyerim Noh , Jai-chan Hwang , John D. Barrow

The paper deals with the Neumann spectral problem for a singularly perturbed second order elliptic operator with bounded lower order terms. The main goal is to provide a refined description of the limit behaviour of the principal eigenvalue…

偏微分方程分析 · 数学 2015-03-24 A. Piatnitski , A. Rybalko , V. Rybalko

We consider a linear differential system of Mathieu equations with periodic coefficients over periodic closed orbits and we prove that, arbitrarily close to this system, there is a linear differential system of Hamiltonian damped Mathieu…

混沌动力学 · 物理学 2014-03-17 Mario Bessa

We consider noise perturbations of delay differential equations (DDE) experiencing Hopf bifurcation. The noise is assumed to be exponentially ergodic, i.e. transition density converges to stationary density exponentially fast uniformly in…

We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…

偏微分方程分析 · 数学 2022-04-20 Elena Kosygina , Atilla Yilmaz , Ofer Zeitouni

We present in this paper an approach for computing the homogenized behavior of a medium that is a small random perturbation of a periodic reference material. The random perturbation we consider is, in a sense made precise in our work, a…

偏微分方程分析 · 数学 2010-05-24 Arnaud Anantharaman , Claude Le Bris

We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We…

chao-dyn · 物理学 2009-10-31 A. Soffer , M. I. Weinstein