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相关论文: The Vanishing Discount problem for Hamilton-Jacobi…

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We study a generalized vanishing discount problem for Hamilton--Jacobi equations, removing the standard monotonicity assumption, either in a global sense or when integrated against all Mather measures. Specifically, we consider \[ \lambda…

偏微分方程分析 · 数学 2026-02-11 Panrui Ni , Jun Yan , Maxime Zavidovique

The long-time average behavior of the value function in the calculus of variations is known to be connected to the existence of the limit of the corresponding Abel means. Still in the Tonelli case, such a limit is in turn related to the…

最优化与控制 · 数学 2023-04-04 Piermarco Cannarsa , Cristian Mendico

This paper studies a perturbation problem given by the equation: \begin{equation*} H(x, d_xu_\lambda, \lambda u_\lambda(x))+\lambda V(x,\lambda)=c \quad \text{in $M$}, \end{equation*} where $M$ is a closed manifold and $\lambda>0$ is a…

偏微分方程分析 · 数学 2024-12-31 Qinbo Chen

In a real Hilbert space setting, we reconsider the classical Arrow-Hurwicz differential system in view of solving linearly constrained convex minimization problems. We investigate the asymptotic properties of the differential system and…

最优化与控制 · 数学 2023-01-03 Simon K. Niederländer

Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…

偏微分方程分析 · 数学 2023-01-18 Qinbo Chen

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

We extend Hamilton-Jacobi theory to Lagrange-Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer…

数学物理 · 物理学 2012-09-13 Melvin Leok , Tomoki Ohsawa , Diana Sosa

We develop a variational approach to the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations. Under mild assumptions, we introduce viscosity Mather measures for such partial differential…

偏微分方程分析 · 数学 2020-04-21 Hitoshi Ishii , Hiroyoshi Mitake , Hung V. Tran

In this article we develop an analogue of Aubry Mather theory for time periodic dissipative equation \[ \left\{ \begin{aligned} \dot x&=\partial_p H(x,p,t),\\ \dot p&=-\partial_x H(x,p,t)-f(t)p \end{aligned} \right. \] with $(x,p,t)\in…

动力系统 · 数学 2021-05-28 Ya-Nan Wang , Jun Yan , Jianlu Zhang

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 long-time asymptotic behavior of solutions u of the Hamilton-Jacobi equation u_t(x,t)+H(x,Du(x,t))=0 in \Omega \times (0,\infty), where \Omega is a bounded open subset of R^n, with Hamiltonian H=H(x,p) being convex and coercive…

偏微分方程分析 · 数学 2020-04-21 Hitoshi Ishii

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.…

偏微分方程分析 · 数学 2013-12-18 Jeff Calder , Selim Esedoglu , Alfred O. Hero

Weak KAM theory for discount Hamilton-Jacobi equations and corresponding discount Lagrangian/Hamiltonian dynamics is developed. Then it is applied to error estimates for viscosity solutions in the vanishing discount process. The main…

偏微分方程分析 · 数学 2016-11-24 Hiroyoshi Mitake , Kohei Soga

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

偏微分方程分析 · 数学 2013-06-05 Olivier Ley , Vinh Duc Nguyen

We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…

偏微分方程分析 · 数学 2017-01-31 Antonio Siconolfi , Sahar Zabad

We study the solution theory of the whole-space static (elliptic) Hamilton-Jacobi-Bellman (HJB) equation in spectral Barron spaces. We prove that under the assumption that the coefficients involved are spectral Barron functions and the…

偏微分方程分析 · 数学 2025-09-18 Ye Feng , Jianfeng Lu

In this paper, we study the family of inhomogeneous discounted Hamilton-Jacobi equations \begin{equation}\label{hjs1} \lambda(x)u+h(x,d_x u)=c \quad \tag{$\ast$} \end{equation} on a closed manifold $M$ with a non-identically vanishing…

偏微分方程分析 · 数学 2026-05-08 Liang Jin , Jun Yan , Kai Zhao

We study solutions of Hamilton--Jacobi equations of the form $$\lambda \alpha(x) u_\lambda(x) + H(x, D_x u_\lambda) = c,$$ where $\alpha$ is a nonnegative function, $\lambda$ a positive constant, $c$ a constant and $H $ a convex coercive…

偏微分方程分析 · 数学 2022-10-12 Maxime Zavidovique

In this paper we give a representation formula for the limit of the fnite horizon problem as the horizon becomes infinite, with a nonnegative Lagrangian and unbounded data. It is related to the limit of the discounted infinite horizon…

最优化与控制 · 数学 2014-07-01 Monica Motta , Caterina Sartori

We consider a time-dependent small quantum system weakly coupled to an environnement, whose effective dynamics we address by means of a Lindblad equation. We assume the Hamiltonian part of the Lindbladian is slowly varying in time and the…

数学物理 · 物理学 2022-02-16 Alain Joye