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Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton-Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex…

偏微分方程分析 · 数学 2016-05-25 Diogo A. Gomes , Hiroyoshi Mitake , Hung V. Tran

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

偏微分方程分析 · 数学 2015-06-15 Qiaoling Wei

In this paper, the theory of the fractional singular Lagrangian systems is investigated with second order derivatives. The fractional quantization for these systems is examined using the WKB approximation. The Hamilton Jacobi treatment can…

综合数学 · 数学 2023-01-20 Eyad Hasan Hasan

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…

偏微分方程分析 · 数学 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

In the recent works \cite{Cannarsa-Chen-Cheng} and \cite{Cannarsa-Cheng3}, an intrinsic approach of the propagation of singularities along the generalized characteristics was obtained, even in global case, by a procedure of sup-convolution…

动力系统 · 数学 2016-08-24 Cui Chen , Wei Cheng

Sharp temporal decay estimates are established for the gradient and time derivative of solutions to a viscous Hamilton-Jacobi equation as well the associated Hamilton-Jacobi equation. Special care is given to the dependence of the estimates…

偏微分方程分析 · 数学 2008-11-11 Said Benachour , Matania Ben-Artzi , Philippe Laurençot

We provide some new integral estimates for solutions to Hamilton-Jacobi equations and we discuss several consequences, ranging from $L^p$-rates of convergence for the vanishing viscosity approximation to regularizing effects for the Cauchy…

偏微分方程分析 · 数学 2024-12-02 Fabio Camilli , Alessandro Goffi , Cristian Mendico

We examine the numerical approximation of time-dependent Hamilton-Jacobi equations on networks, providing a convergence error estimate for the semi-Lagrangian scheme introduced in (Carlini and Siconolfi, 2023), where convergence was proven…

数值分析 · 数学 2025-10-24 Elisabetta Carlini , Valentina Coscetti , Marco Pozza

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

最优化与控制 · 数学 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

In large-scale optimization, the presence of nonsmooth and nonconvex terms in a given problem typically makes it hard to solve. A popular approach to address nonsmooth terms in convex optimization is to approximate them with their…

最优化与控制 · 数学 2024-04-17 Miguel Simões , Andreas Themelis , Panagiotis Patrinos

In this paper, we derive the lower bounds for the gradients of viscosity solutions to the Hamilton--Jacobi equation, where the convex Hamiltonian depends on the unknown function. We obtain gradient estimates using two different methods.…

偏微分方程分析 · 数学 2024-07-08 Kazuya Hirose

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

偏微分方程分析 · 数学 2014-08-08 Scott N. Armstrong , Hung V. Tran

We develop two approximation schemes for solving the cell equation and the discounted cell equation using Aubry-Mather-Fathi theory. The Hamiltonian is supposed to be Tonelli, time-independent , and periodic in space. By Legendre transform…

动力系统 · 数学 2017-07-19 Xifeng Su , Philippe Thieullen

We study a critical case of Coagulation-Fragmentation equations with multiplicative coagulation kernel and constant fragmentation kernel. Our method is based on the study of viscosity solutions to a new singular Hamilton-Jacobi equation,…

偏微分方程分析 · 数学 2020-07-02 Hung V. Tran , Truong-Son Van

Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate…

最优化与控制 · 数学 2013-11-27 Farzin Barekat , Stanley Osher , Jerome Darbon

We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…

动力系统 · 数学 2026-05-19 Boumediene Hamzi , Umesh Vaidya

We study the large time behavior of the sublinear viscosity solution to a singular Hamilton-Jacobi equation that appears in a critical Coagulation-Fragmentation model with multiplicative coagulation and constant fragmentation kernels. Our…

偏微分方程分析 · 数学 2020-10-02 Hiroyoshi Mitake , Hung V. Tran , Truong-Son Van

We present a framework for efficient extraction of the viscosity solutions of nonlinear Hamilton-Jacobi equations with convex Hamiltonians. These viscosity solutions play a central role in areas such as front propagation, mean-field games,…

量子物理 · 物理学 2026-02-17 Shi Jin , Nana Liu

This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…

数值分析 · 数学 2019-10-30 Xiaobing Feng , Thomas Lewis

Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…

偏微分方程分析 · 数学 2024-07-17 Yurii Averboukh