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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 introduce a new PDE approach to establishing the large time asymptotic behavior of solutions of Hamilton-Jacobi equations, which modifies and simplifies the previous ones (Barles and Souganidis, 2000; Barles, Ishii and Mitake, 2012),…

偏微分方程分析 · 数学 2012-10-29 Guy Barles , Hitoshi Ishii , Hiroyoshi Mitake

The long- and short-time behavior of solutions to dissipative evolution equations is studied by applying the concept of hypocoercivity. Aiming at partial differential equations that allow for a modal decomposition, we compute estimates that…

动力系统 · 数学 2025-08-22 F. Achleitner , A. Arnold , V. Mehrmann , E. A. Nigsch

In this note, we discuss a class of time-dependent Hamilton-Jacobi equations depending on a function of time, this function being chosen in order to keep the maximum of the solution to the constant value 0. The main result of the note is…

偏微分方程分析 · 数学 2015-02-16 Sepideh Mirrahimi , Jean-Michel Roquejoffre

We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…

偏微分方程分析 · 数学 2020-01-28 Marco Cirant , Alessandro Goffi

We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…

偏微分方程分析 · 数学 2022-10-28 David Jesus , Edgard A. Pimentel , José Miguel Urbano

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

偏微分方程分析 · 数学 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

We study the stochastic homogenization for a Cauchy problem for a first-order Hamilton-Jacobi equation whose operator is not coercive w.r.t. the gradient variable. We look at Hamiltonians like $H(x,\sigma(x)p,\omega)$ where $\sigma(x)$ is a…

偏微分方程分析 · 数学 2017-07-04 Nicolas Dirr , Federica Dragoni , Paola Mannucci , Claudio Marchi

We study the large time behaviour of mild solutions of HJB equations in infinite dimension by a purely probabilistic approach. For that purpose, we show that the solution of a BSDE in finite horizon $T$ taken at initial time behaves like a…

概率论 · 数学 2015-01-16 Ying Hu , Pierre-Yves Madec , Adrien Richou

We obtain some H\"older regularity estimates for an Hamilton-Jacobi with fractional time derivative of order $\alpha \in (0,1)$ cast by a Caputo derivative. The H\"older seminorms are independent of time, which allows to investigate the…

偏微分方程分析 · 数学 2019-06-18 Olivier Ley , Erwin Topp , Miguel Yangari

The long-time regularity and asymptotic of weak solutions are studied for compressible Navier-Stokes equations with degenerate viscosity in a bounded periodic domain in two and three dimensions. It is shown that the density keeps strictly…

偏微分方程分析 · 数学 2022-04-27 Zhilei Liang

In this paper, we introduce a framework for the discretization of a class of constrained Hamilton-Jacobi equations, a system coupling a Hamilton-Jacobi equation with a Lagrange multiplier determined by the constraint. The equation is…

数值分析 · 数学 2024-03-20 Benoît Gaudeul , Hélène Hivert

A new microscopic formula for the viscosity of liquids and solids is derived rigorously from a first-principles (microscopically reversible) Hamiltonian for particle-bath atomistic motion. The derivation is done within the framework of…

软凝聚态物质 · 物理学 2024-04-17 Alessio Zaccone

We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

偏微分方程分析 · 数学 2025-09-22 Erhan Bayraktar , Mikhail Gomoyunov , Christian Keller

We investigate the properties of the set of singularities of semiconcave solutions of Hamilton-Jacobi equations of the form \begin{equation*} u_t(t,x)+H(\nabla u(t,x))=0, \qquad\text{a.e. }(t,x)\in…

偏微分方程分析 · 数学 2014-08-26 Piermarco Cannarsa , Marco Mazzola , Carlo Sinestrari

In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…

数值分析 · 数学 2013-06-04 Guillaume Costeseque , Jean-Patrick Lebacque , Régis Monneau

In this paper, we establish the higher order convergence rates in periodic homogenization of viscous Hamilton-Jacobi equations, which is convex and grows quadratically in the gradient variable. We observe that although the nonlinear…

偏微分方程分析 · 数学 2017-10-16 Sunghan Kim , Ki-Ahm Lee

We show that if a Hamilton-Jacobi equation admits a differentiable solution whose gradient is Lipschitz, then this solution is the unique semi-concave weak solution. Our result does not rely on any convexity (nor concavity) assumptions on…

偏微分方程分析 · 数学 2024-10-02 Victor Issa

We study the quantitative small noise limit in the $L^\infty$ norm of certain time-dependent Hamilton-Jacobi equations equipped with Neumann boundary conditions, depending on the regularity of the data and the geometric properties of the…

偏微分方程分析 · 数学 2026-01-19 Alessandro Goffi

We study the large time behavior of solutions of first-order convex Hamilton-Jacobi Equations of Eikonal type set in the whole space. We assume that the solutions may have arbitrary growth. A complete study of the structure of solutions of…

偏微分方程分析 · 数学 2018-05-23 Guy Barles , Olivier Ley , Thi-Tuyen Nguyen , Thanh Phan