相关论文: The vanishing discount problem for monotone system…
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for…
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…
We give an example of the failure of homogenization for a viscous Hamilton-Jacobi equation with non-convex Hamiltonian.
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation.…
We study Hamilton-Jacobi equations on networks in the case where Hamiltonians are quasi-convex with respect to the gradient variable and can be discontinuous with respect to the space variable at vertices. First, we prove that imposing a…
We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…
Systems of Hamilton-Jacobi equations arise naturally when we study the optimal control problems with pathwise deterministic trajectories with random switching. In this work, we are interested in the large time behavior of weakly coupled…
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…
Given a continuous Hamiltonian $H : (x,p,u) \mapsto H(x,p,u)$ defined on $ T^*M \times \mathbb R $, where $M$ is a closed connected manifold, we study viscosity solutions, $u_\lambda : M\to \mathbb R$, of discounted equations: $ H(x, d_x…
In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…
The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
We study discounted Hamilton Jacobi equations on networks, without putting any restriction on their geometry. Assuming the Hamiltonians continuous and coercive, we establish a comparison principle and provide representation formulae for…
For a convex, coercive continuous Hamiltonian on a compact closed Riemannian manifold $M$, we construct a unique forward weak KAM solution of \[ H(x, d_x u)=c(H) \] by a vanishing discount approach, where $c(H)$ is the Ma\~n\'e critical…
We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…
This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation with controlled leading coefficients, which is a type of fully nonlinear backward stochastic partial differential equation (BSPDE for short). In order to formulate…
We prove first-order convergence of semi-discrete monotone finite difference schemes for Hamilton--Jacobi equations on the Wasserstein space over a finite graph. A central challenge is the boundary degeneracy of the Wasserstein simplex,…
We study the representation formulae for the fundamental solutions and viscosity solutions of the Hamilton-Jacobi equations of contact type. We also obtain a vanishing contact structure result for relevant Cauchy problems which can be…
Here, we study the periodic homogenization problem of nonlinear weakly coupled systems of Hamilton-Jacobi equations in the convex setting. We establish a rate of convergence $O(\sqrt{\varepsilon})$ which is sharp.