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相关论文: Stochastic homogenization of Hamilton-Jacobi equat…

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We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…

偏微分方程分析 · 数学 2022-04-20 Elena Kosygina , Atilla Yilmaz , Ofer Zeitouni

The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…

数学物理 · 物理学 2015-12-15 J. F. Cariñena , X. Gracia , G. Marmo , E. Martinez , M. C. Muñoz-Lecanda , N. Roman-Roy

We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…

概率论 · 数学 2022-08-01 Benjamin Fehrman

This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…

偏微分方程分析 · 数学 2017-06-07 Jessica Guerand , Marwa Koumaiha

Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…

数学物理 · 物理学 2024-01-31 Nadia Loy , Benoit Perthame

We consider homogenization for weakly coupled systems of Hamilton--Jacobi equations with fast switching rates. The fast switching rate terms force the solutions converge to the same limit, which is a solution of the effective equation. We…

偏微分方程分析 · 数学 2015-06-04 Hiroyoshi Mitake , Hung V. Tran

In this note we extend to the random, stationary ergodic setting previous results of periodic homogenization for a particular family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are…

偏微分方程分析 · 数学 2012-09-11 Russell W. Schwab

In this article we describe how the celebrated result by Lions, Papanicolau and Varadhan on the Homogenization of Hamilton-Jacobi equation can be extended beyond the Euclidean setting. More specifically, we show how to obtain a…

偏微分方程分析 · 数学 2019-04-03 Alfonso Sorrentino

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

We consider Hamilton-Jacobi equations in one space dimension with Hamiltonians of the form $H(p,x,\omega) = G(p) + \beta V(x,\omega)$, where $V(\cdot,\omega)$ is a stationary and ergodic potential of unit amplitude. The homogenization of…

偏微分方程分析 · 数学 2020-07-16 Atilla Yilmaz

We consider first-passage percolation with positive, stationary-ergodic weights on the square lattice $\mathbb{Z}^d$. Let $T(x)$ be the first-passage time from the origin to a point $x$ in $\mathbb{Z}^d$. The convergence of the scaled…

概率论 · 数学 2016-10-25 Arjun Krishnan

In this paper we set up a rigorous justification for the reinitialization algorithm. Using the theory of viscosity solutions, we propose a well-posed Hamilton-Jacobi equation with a parameter, which is derived from homogenization for a…

偏微分方程分析 · 数学 2015-07-02 Nao Hamamuki , Eleftherios Ntovoris

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

偏微分方程分析 · 数学 2025-11-03 Yuxi Han , Son Tu

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

We prove that the solution of the discounted approximation of a degenerate viscous Hamilton--Jacobi equation with convex Hamiltonians converges to that of the associated ergodic problem. We characterize the limit in terms of stochastic…

偏微分方程分析 · 数学 2014-08-14 Hiroyoshi Mitake , Hung V. Tran

We consider first-passage percolation with positive, stationary-ergodic weights on the square lattice $\mathbb{Z}^d$. Let $T(x)$ be the first-passage time from the origin to a point $x$ in $\mathbb{Z}^d$. The convergence of the scaled…

概率论 · 数学 2016-06-06 Arjun Krishnan

We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is…

偏微分方程分析 · 数学 2014-10-29 Scott N. Armstrong , Charles K. Smart

We present a homogenization result for $L^\infty$ variational problems in general stationary ergodic random environments. By introducing a generalized notion of distance function (a special solution of an associated eikonal equation) and…

偏微分方程分析 · 数学 2012-01-26 Scott N. Armstrong , Panagiotis E. Souganidis

Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…

偏微分方程分析 · 数学 2023-12-27 Joel Fotso Tachago , Hubert Nnang

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