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We consider a family of optimal control problems in the plane with dynamics and running costs possibly discontinuous across an oscillatory interface $\Gamma_\epsilon$. The oscillations of the interface have small period and amplitude, both…

偏微分方程分析 · 数学 2015-06-10 Yves Achdou , Salomé Oudet , Nicoletta Tchou

We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…

偏微分方程分析 · 数学 2014-04-02 A. Ciomaga , P. E. Souganidis , H. V. Tran

We estimate the variance of the value function for a random optimal control problem. The value function is the solution $w^\epsilon$ of a Hamilton-Jacobi equation with random Hamiltonian $H(p,x,\omega) = K(p) - V(x/\epsilon,\omega)$ in…

概率论 · 数学 2015-06-05 Ivan Matic , James Nolen

In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…

最优化与控制 · 数学 2022-07-15 Simone Cacace , Fabio Camilli

We consider a Hamilton-Jacobi equation where the Hamiltonian is periodic in space and coercive and convex in momentum. Combining the representation formula from optimal control theory and a theorem of Alexander, originally proved in the…

偏微分方程分析 · 数学 2022-07-18 William Cooperman

We formulate and study an elliptic transmission-like problem combining local and nonlocal elements. Let $\mathbb{R}^{n}$ be separated into two components by a smooth hypersurface $\Gamma$. On one side of $\Gamma$, a function satisfies a…

偏微分方程分析 · 数学 2015-06-19 Dennis Kriventsov

We study the averaging of fronts moving with positive oscillatory normal velocity, which is periodic in space and stationary ergodic in time. The problem can be reformulated as the homogenization of coercive level set Hamilton-Jacobi…

偏微分方程分析 · 数学 2014-08-12 W. Jing , P. E. Souganidis , H. V. Tran

A classical optimal control problem posed in the whole space R^2 is perturbed by a singular term of magnitude $\epsilon$^{-1} aimed at driving the trajectories to a prescribed network $\Gamma$. We are interested in the link between the…

偏微分方程分析 · 数学 2026-05-25 Mohamed Camar-Eddine , Mériadec Chuberre , Mounir Haddou , Olivier Ley

We consider the so-called G-equation, a level set Hamilton-Jacobi equation, used as a sharp interface model for flame propagation, perturbed by an oscillatory advection in a spatio-temporal periodic environment. Assuming that the advection…

偏微分方程分析 · 数学 2011-02-16 Pierre Cardaliaguet , James Nolen , Panagiotis E. Souganidis

We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…

概率论 · 数学 2017-10-24 Ruoting Gong , Christian Houdré

We prove a homogenization result for a family of time-dependent Hamilton-Jacobi equations, rescaled by a parameter $\varepsilon$ tending to zero, posed on a periodic network, with a suitable notion of periodicity that will be defined. As…

偏微分方程分析 · 数学 2024-11-07 Marco Pozza , Antonio Siconolfi , Alfonso Sorrentino

In this paper we investigate the effect of a Signorini-type interface condition on the asymptotic behaviour, as $\varepsilon$ tends to zero, of problems posed in $\varepsilon$-periodic domains with inclusions. The Signorini-type condition…

偏微分方程分析 · 数学 2024-06-21 Sara Monsurrò , Carmen Perugia , Federica Raimondi

We study the limit behavior of Cahn--Hilliard-type functionals in which the derivative is replaced by higher-order fractional derivatives and modulated by an oscillating factor. Depending on the ratio between the oscillation scale and the…

偏微分方程分析 · 数学 2026-05-26 Fabrizio Caragiulo , Sergio Scalabrino , Edoardo Voglino

We study asymptotic behavior of the bottom point of the spectrum of convolution type operators in environments with locally periodic microstructure. We show that its limit is described by an additive eigenvalue problem for Hamilton-Jacobi…

偏微分方程分析 · 数学 2024-01-31 Andrey Piatnitski , Volodymyr Rybalko

We consider the interior transmission problem associated with the scattering by an inhomogeneous (possibly anisotropic) highly oscillating periodic media. We show that, under appropriate assumptions, the solution of the interior…

偏微分方程分析 · 数学 2015-10-12 Fioralba Cakoni , Houssem Haddar , Isaac Harris

We study one-dimensional scattering for a decaying potential with rapid periodic oscillations and strong localized singularities. In particular, we consider the Schr\"odinger equation \[ H_\epsilon \psi := (-\partial_x^2 + V_0(x) +…

数学物理 · 物理学 2021-10-01 Vincent Duchêne , Michael I. Weinstein

We study existence, uniqueness, and optimal regularity of solutions to transmission problems for harmonic functions with $C^{1,\alpha}$ interfaces. For this, we develop a novel geometric stability argument based on the mean value property.

偏微分方程分析 · 数学 2022-04-07 L. A. Caffarelli , M. Soria-Carro , P. R. Stinga

In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…

数值分析 · 数学 2018-07-23 Philippe Chartier , Mohammed Lemou , Florian Méhats , Gilles Vilmart

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

最优化与控制 · 数学 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…

最优化与控制 · 数学 2007-05-23 Michael Malisoff
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