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

This article studies the existence of long-time solutions to the Hamiltonian boundary value problem, and their consistent numerical approximation. Such a boundary value problem is, for example, common in Molecular Dynamics, where one aims…

In this work, we characterize the solution of a system of elliptic integro-differential equations describing a phenotypically structured population subject to mutation, selection and migration between two habitats. Assuming that the effects…

We consider random conductance models with long range jumps on $\Z^d$, where the one-step transition probability from $x$ to $y$ is proportional to $w_{x,y}|x-y|^{-d-\alpha}$ with $\alpha\in (0,2)$. Assume that $\{w_{x,y}\}_{(x,y)\in E}$…

We study the local stability properties of solutions to ergodic and discounted mean field games systems, as the time horizon $T \to +\infty$, around stationary equilibria, when the Hamiltonian is quadratic. We replace the usual monotonicity…

We consider homogenization problems for first order Hamilton-Jacobi equations with $u^\epsilon/\epsilon$ periodic dependence, recently introduced by C. Imbert and R. Monneau, and also studied by G. Barles: this unusual dependence leads to a…

The Hamilton-Jacobi problem is revisited bearing in mind the consequences arising from a possible bi-Hamiltonian structure. The problem is formulated on the tangent bundle for Lagrangian systems in order to avoid the bias of the existence…

The aim of this paper is to examine the large-scale behavior of dynamical optimal transport on stationary random graphs embedded in $\R^n$. Our primary contribution is a stochastic homogenization result that characterizes the effective…

We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…

Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free…

Stoquastic Hamiltonians play a role in the computational complexity of the local Hamiltonian problem as well as the study of classical simulability. In particular, stoquastic Hamiltonians can be straightforwardly simulated using Monte Carlo…

In this paper, we study the stochastic-periodic homogenization of Non-stationary Navier-Stokes Type Equations on anisotropic heterogeneous media. More precisely, we are interested in the stochastic-periodic homogenization of its variational…

Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…

Classical geometric mechanics, including the study of symmetries, Lagrangian and Hamiltonian mechanics, and the Hamilton-Jacobi theory, are founded on geometric structures such as jets, symplectic and contact ones. In this paper, we shall…

A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…

This article proposes a numerical scheme for computing the evolution of vehicular traffic on a road network over a finite time horizon. The traffic dynamics on each link is modeled by the Hamilton-Jacobi (HJ) partial differential equation…

We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…

This paper is concerned with optimal control problems for a linear homogeneous stochastic differential equation having regime switching with purely quadratic functional in the large time horizons. We establish the so-called turnpike…

In this paper, we propose and study the stochastic path-dependent Hamilton-Jacobi-Bellman (SPHJB) equation that arises naturally from the optimal stochastic control problem of stochastic differential equations with path-dependence and…

This paper is devoted to the stochastic optimal control problem of ordinary differential equations allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases, the value function turns…

We develop a constructive procedure for arriving at the Hamilton-Jacobi framework for the so-called affine in acceleration theories by analysing the canonical constraint structure. We find two scenarios in dependence of the order of the…