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We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…

偏微分方程分析 · 数学 2016-03-29 Scott Armstrong , Pierre Cardaliaguet

This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…

机器学习 · 计算机科学 2025-02-03 Yesom Park , Stanley Osher

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…

数值分析 · 数学 2026-05-13 Olivier Bokanowski , Carlos Esteve-Yagüe , Richard Tsai

The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…

最优化与控制 · 数学 2022-05-10 Anton Plaksin

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…

概率论 · 数学 2024-03-11 Yanyan Hu , Richard C. Kraaij , Fubao Xi

We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…

偏微分方程分析 · 数学 2023-03-10 Emeric Bouin , Vincent Calvez , Emmanuel Grenier , Grégoire Nadin

In the paper we prove the convergence of viscosity solutions $u_{\lambda}$ as $\lambda\rightarrow0_+$ for the parametrized degenerate viscous Hamilton-Jacobi equation \[ H(x,d_x u, \lambda u)=\alpha(x)\Delta u,\quad \alpha(x)\geq 0,\quad…

偏微分方程分析 · 数学 2023-09-11 Jianlu Zhang

We apply the long-wavelength approximation to the low energy effective string action in the context of Hamilton-Jacobi theory. The Hamilton-Jacobi equation for the effective string action is explicitly invariant under scale factor duality.…

高能物理 - 理论 · 物理学 2009-10-30 K. Saygili

The viscosity solution of the Hamilton-Jacobi equation was constructed by an "iterated minimax" procedure. Using Dafermos' front tracking method, we give another proof of this construction in the case of Hamilton-Jacobi equations in one…

偏微分方程分析 · 数学 2013-03-15 Qiaoling Wei

In this paper, training a neural network is identified, exactly, as a search through Hamilton--Jacobi initial-value problems: each gradient step selects the initial data of a viscous Hamilton--Jacobi equation whose Hopf--Cole propagator…

机器学习 · 计算机科学 2026-05-29 Jose Marie Antonio Miñoza , Erika Fille T. Legara , Christopher P. Monterola

Global classical solutions to the viscous Hamilton-Jacobi equation with homogenious Dirichlet boundary conditions are shown to converge to zero at the same speed as the linear heat semigroup when p > 1. For p = 1, an exponential decay to…

偏微分方程分析 · 数学 2007-05-23 Said Benachour , Simona Dabuleanu-Hapca , Philippe Laurençot

We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…

偏微分方程分析 · 数学 2022-08-16 Rodrigo Bazaes , Alexander Mielke , Chiranjib Mukherjee

In this paper, we prove the stability of viscosity solutions of the Hamilton--Jacobi equations for a sequence of networks embedded in Euclidean space. The network considered in this paper is not merely a graph -- it comprises a collection…

偏微分方程分析 · 数学 2023-04-27 Shimpei Makida

Suppose that $H(x,u,p)$ is strictly decreasing in $u$ and satisfies Tonelli conditions in $p$. We show that each viscosity solution of $H(x,u,u_x)=0$ can be reached by many viscosity solutions of $$ w_t+H(x,w,w_x)=0, $$ in a finite time.

偏微分方程分析 · 数学 2021-01-27 Kaizhi Wang , Jun Yan , Kai Zhao

In this paper, we generalize a classical comparison result for solutions to Hamilton-Jacobi equations with Dirichlet boundary conditions, to solutions to Hamilton-Jacobi equations with non-zero boundary trace. As a consequence, we prove the…

偏微分方程分析 · 数学 2023-05-18 Vincenzo Amato , Andrea Gentile

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

偏微分方程分析 · 数学 2019-11-01 Benjamin Seeger

We study the convexity preserving property for a class of time-dependent Hamilton-Jacobi equations in a complete geodesic space. Assuming that the Hamiltonian is nondecreasing, we show that in a Busemann space the unique metric viscosity…

偏微分方程分析 · 数学 2017-10-03 Qing Liu , Atsushi Nakayasu

In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…

偏微分方程分析 · 数学 2025-09-23 Zibo Wang , Jianlu Zhang

In this paper we report the asymptotic behaviors of viscosity solutions of the following degenerate elliptic equations \begin{equation*}\label{main-Eq} Lu=x_n^{2\alpha}\sum_{i,j=1}^{n-1}a_{ij}(x)D_{ij}u(x)…

偏微分方程分析 · 数学 2022-01-05 Xiaobiao Jia

Here, we consider anisotropic degenerate parabolic-hyperbolic equations and degenerate quasilinear Hamilton-Jacobi equations. We prove the equivalence of two notions of entropy and viscosity solutions of two equations, and apply it to…

偏微分方程分析 · 数学 2025-05-20 Hiroyoshi Mitake , Hiroshi Watanabe
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