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We consider the well-posedness and numerical approximation of a Hamilton--Jacobi equation on an evolving hypersurface in $\mathbb R^3$. Definitions of viscosity sub- and supersolutions are extended in a natural way to evolving hypersurfaces…

数值分析 · 数学 2018-10-09 Klaus Deckelnick , Charles M. Elliott , Tatsu-Hiko Miura , Vanessa Styles

We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original…

偏微分方程分析 · 数学 2023-10-03 Elena Kosygina , Atilla Yilmaz

In this note, we demonstrate that a locally semiconvex viscosity supersolution to a possibly degenerate fully nonlinear elliptic Hamilton-Jacobi-Bellman (HJB) equation is differentiable along the directions spanned by the range of the…

最优化与控制 · 数学 2025-01-28 Salvatore Federico , Giorgio Ferrari , Mauro Rosestolato

We prove homogenization for a nondegenerate viscous Hamilton-Jacobi equation in dimension one in stationary ergodic environments with a superlinear (nonconvex) Hamiltonian of fairly general type. The version of the paper herein posted is…

偏微分方程分析 · 数学 2025-04-17 Andrea Davini

In this paper we use the theory of viscosity solutions for Hamilton-Jacobi equations to study propagation phenomena in kinetic equations. We perform the hydrodynamic limit of some kinetic models thanks to an adapted WKB ansatz. Our models…

偏微分方程分析 · 数学 2014-06-10 Emeric Bouin

We show in this paper that maximal $L^q$-regularity for time-dependent viscous Hamilton-Jacobi equations with unbounded right-hand side and superquadratic $\gamma$-growth in the gradient holds in the full range $ q >…

偏微分方程分析 · 数学 2022-08-02 Marco Cirant

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

数值分析 · 数学 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…

最优化与控制 · 数学 2021-06-25 Mikhail I. Gomoyunov , Nikolai Yu. Lukoyanov , Anton R. Plaksin

We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the…

偏微分方程分析 · 数学 2020-06-29 M. Bertsch , F. Smarrazzo , A. Terracina , A. Tesei

In this paper we study the regularity of viscosity solutions to the following Hamilton-Jacobi equations $$ \partial_t u + H(D_{x} u)=0 \qquad \textrm{in} \Omega\subset \mathbb R\times \mathbb R^{n} . $$ In particular, under the assumption…

偏微分方程分析 · 数学 2015-05-18 Stefano Bianchini , Camillo De Lellis , Roger Robyr

Solutions of the Hamilton-Jacobi equation $H(x,-Du(x))=1$, with $H(\cdot,p)$ H\"older continuous and $H(x,\cdot)$ convex and positively homogeneous of degree 1, are shown to be locally semiconcave with a power-like modulus. An essential…

最优化与控制 · 数学 2012-12-20 Piermarco Cannarsa , Pierre Cardaliaguet

In this paper, we establish the existence of spatially inhomogeneous classical self-similar solutions to a non-Lipschitz semi-linear parabolic Cauchy problem with trivial initial data. Specifically we consider bounded solutions to an…

偏微分方程分析 · 数学 2020-01-17 John Christopher Meyer , David John Needham

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

偏微分方程分析 · 数学 2015-06-15 Qiaoling Wei

We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…

偏微分方程分析 · 数学 2017-11-27 Andrea Davini

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

In this paper, we apply the geometric Hamilton--Jacobi theory to obtain solutions of Hamiltonian systems in Classical Mechanics, that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure…

数学物理 · 物理学 2016-07-06 M. de León , C. Sardón

We consider a class of stationary viscous Hamilton--Jacobi equations as $$ \left\{\begin{array}{l} \la u-{\rm div}(A(x) \nabla u)=H(x,\nabla u)\mbox{in }\Omega, u=0{on}\partial\Omega\end{array} \right. $$ where $\la\geq 0$, $A(x)$ is a…

偏微分方程分析 · 数学 2007-08-30 Guy Barles , Alessio Porretta

In this paper, we generalize weak KAM theorem from positive Lagrangian systems to "proper" Hamilton-Jacobi equations. We introduce an implicitly defined solution semigroup of evolutionary Hamilton-Jacobi equations. By exploring the…

动力系统 · 数学 2013-12-06 Xifeng Su , Jun Yan

Uniqueness of positive solutions to viscous Hamilton-Jacobi-Bellman (HJB) equations of the form $-\Delta u(x) + \frac{1}{\gamma} |D{u}(x)|^\gamma = f(x) - \lambda$, with $f$ a coercive function and $\lambda$ a constant, in the subquadratic…

偏微分方程分析 · 数学 2019-09-13 Ari Arapostathis , Anup Biswas , Luis Caffarelli

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

偏微分方程分析 · 数学 2014-08-08 Scott N. Armstrong , Hung V. Tran