相关论文: Minimax Solutions of Hamilton--Jacobi Equations wi…

In this article, the Cauchy problem for the Langevin-type time-fractional equation $D_t^\beta(D_t^\alpha u(t))+D_t^\beta(Au(t))=f(t),(0<t\leq T)$ is studied. Here $\alpha,\beta \in(0,1)$, $D_t^\alpha, D_t^\beta$ is the Caputo derivative and…

We show a connection between global unconstrained optimization of a continuous function $f$ and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution $v$ of the critical Hamilton-Jacobi equation is built…

We show a strong maximum principle and an Alexandrov-Bakelman-Pucci estimate for the weak solutions of a Cauchy problem featuring Caputo time-derivatives and non-local operators in space variables given in terms of Bernstein functions of…

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

We consider an extension of the well-known Hamilton-Jacobi-Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the…

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…

This paper introduces a notion of gradient and an infimal-convolution operator that extend properties of solutions of Hamilton Jacobi equations to more general spaces, in particular to graphs. As a main application, the hypercontractivity…

We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x). \end{cases} \end{equation*} Under some assumptions on…

The covariant Hamilton-Jacobi formulation of Maxwell's equations is derived from the first-order (Palatini-like) Lagrangian using the analysis of constraints within the De~Donder-Weyl covariant Hamiltonian formalism and the corresponding…

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…

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…

We investigate a class of fractional neutral evolution equations on Banach spaces involving Caputo derivatives. Main results establish conditions for the controllability of the fractional-order system and conditions for existence of a…

We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…

Many imaging problems can be formulated as inverse problems expressed as finite-dimensional optimization problems. These optimization problems generally consist of minimizing the sum of a data fidelity and regularization terms. In [23,26],…

Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…

In this paper we derive a sufficient condition for the existence of a unique solution of a Cauchy type q-fractional problem (involving the fractional q-derivative of Riemann-Liouville type) for some nonlinear differential equations. The key…

We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…

We prove the existence of $C^{1}$ critical subsolutions of the Hamilton-Jacobi equation for a time-periodic Hamiltonian system. We draw a consequence for the Minimal Action functional of the system.

We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic…