相关论文: Viscosity solutions of Hamilton-Jacobi equation in…
The aim of this article is twofold. First, we develop a unified framework for viscosity solutions to both first-order Hamilton-Jacobi equations and semilinear Hamilton-Jacobi equations driven by the idiosyncratic operator, defined on the…
This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…
We study the quantitative small noise limit in the $L^\infty$ norm of certain time-dependent Hamilton-Jacobi equations equipped with Neumann boundary conditions, depending on the regularity of the data and the geometric properties of the…
The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…
In this paper, we establish the convergence of solutions to the viscous Hamilton-Jacobi equation (with a Tonelli Hamiltonian): \[ \lambda u +H(x, du)=\varepsilon(\lambda)\Delta u,\quad \lambda>0 \] as $\lambda\rightarrow 0_+$, once the…
We propose a novel, mesh-free, and gradient-free fixed-point approach for computing viscosity solutions of high-dimensional Hamilton-Jacobi (HJ) equations. By leveraging the Hopf-Lax formula, our approach iteratively solves the associated…
We give a meaning to the Hamilton--Jacobi equation arising from mean-field spin glass models in the viscosity sense, and establish the corresponding well-posedness. Originally defined on the set of monotone probability measures, these…
The present paper first aims to study the BV-type regularity for viscosity solutions of the Hamilton-Jacobi equation \[ u_t(t,x)+H\big(D_{x} u(t,x)\big)~=~0\qquad\forall (t,x)\in ]0,\infty[\times\mathbb{R}^d \] with a coercive and uniformly…
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…
We consider viscosity solutions of Hamilton-Jacobi equations with oscillatory spatial dependence and rough time dependence. The time dependence is in the form of the derivative of a continuous path that converges to a possibly…
Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…
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…
We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…
We prove that the viscosity solution to a Hamilton-Jacobi equation with a smooth convex Hamiltonian of the form $H(x,p)$ is differentiable with respect to the initial condition. Moreover, the directional G\^ateaux derivatives can be…
We investigate a simple velocity jump process in the regime of large deviation asymptotics. New velocities are taken randomly at a constant, large, rate from a Gaussian distribution with vanishing variance. The Kolmogorov forward equation…
We study a random process on R n moving in straight lines and changing randomly its velocity at random exponential times. We focus more precisely on the Kolmogorov equation in the hyperbolic scale (t, x, v) $\to$ t $\epsilon$, x $\epsilon$,…
Viscosity solutions of fully nonlinear, local or non local, Hamilton-Jacobi equations with a super-quadratic growth in the gradient variable are proved to be H\"older continuous, with a modulus depending only on the growth of the…
We study the large time behavior of the sublinear viscosity solution to a singular Hamilton-Jacobi equation that appears in a critical Coagulation-Fragmentation model with multiplicative coagulation and constant fragmentation kernels. Our…
This work concerns the optimal control problem for McKean-Vlasov SDEs. In order to characterize the value function, we develop the viscosity solution theory for Hamilton-Jacobi-Bellman (HJB) equations on the Wasserstein space using…
We present a framework for efficient extraction of the viscosity solutions of nonlinear Hamilton-Jacobi equations with convex Hamiltonians. These viscosity solutions play a central role in areas such as front propagation, mean-field games,…