相关论文: De Giorgi Techniques Applied to Hamilton-Jacobi Eq…

We derive second order estimates for $\chi$-plurisubharmonic solutions of complex Hessian equations with right hand sides depending on gradients on compact Hermitian manifolds.

We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…

The Hamilton--Jacobi formalism generalized to 2--dimensional field theories according to Lepage's canonical framework is applied to several covariant real scalar fields, e.g. massless and massive Klein--Gordon, Sine--Gordon, Liouville and…

We study homogenization of a class of bidimensional stationary Hamilton-Jacobi equations where the Hamiltonian is obtained by perturbing near a half-line of the state space a Hamiltonian that either does not have fast variations with…

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…

We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

Consider the diffusive Hamilton-Jacobi equation $$u_t-\Delta u=|\nabla u|^p+h(x)\ \ \text{ in } \Omega\times(0,T)$$ with Dirichlet conditions, which arises in stochastic control problems as well as in KPZ type models. We study the question…

We discuss a general procedure for arriving at the Hamilton-Jacobi equation of second-class constrained systems, and illustrate it in terms of a number of examples by explicitely obtaining the respective Hamilton principal function, and…

We prove that the entropy solution to a scalar conservation law posed on the real line with a flux that is discontinuous at one point (in the space variable) coincides with the derivative of the solution to a Hamilton-Jacobi (HJ) equation…

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

We develop a semiclassical approximation scheme for the constraint equations of supersymmetric canonical quantum gravity. This is achieved by a Born-Oppenheimer type of expansion, in analogy to the case of the usual Wheeler-DeWitt equation.…

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

We give dimension-free regularity conditions for a class of possibly degenerate sub-elliptic equations in the Heisenberg group exhibiting super-quadratic growth in the horizontal gradient; this solves an issue raised by Manfredi & Mingione…

This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…

We give a simplified proof of regularizing effects for first-order Hamilton-Jacobi Equations of the form $u\_t+H(x,t,Du)=0$ in $\R^N\times(0,+\infty)$ in the case where the idea is to first estimate $u\_t$. As a consequence, we have a…

We construct a family of Fourier Integral Operators, defined for arbitrary large times, representing a global parametrix for the Schr\"odinger propagator when the potential is quadratic at infinity. This construction is based on the…

We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…

We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…

We obtain new a priori estimates for the nonnegative solutions of the equation \[ u_{t}-\Delta u+|\nabla u|^{q}=0 \] in $Q_{\Omega,T}=\Omega\times\left( 0,T\right) ,$ $T\leqq\infty,$ where $q>0,$ and $\Omega=\mathbb{R}^{N},$ or $\Omega$ is…