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相关论文: Fully nonlinear Hamilton-Jacobi equations of degen…

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We investigate a class of degenerate fully nonlinear nonlocal elliptic equations with Hamiltonian terms. By precisely characterizing the interaction between the degeneracy law of equations and the growth behavior of the Hamiltonian terms,…

偏微分方程分析 · 数学 2025-11-18 Yuzhou Fang , Juha Kinnunen , Chao Zhang

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

We prove Lipschitz continuity of viscosity solutions to a class of two-phase free boundary problems governed by fully nonlinear operators.

偏微分方程分析 · 数学 2017-02-13 Daniela De Silva , Ovidiu Savin

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…

最优化与控制 · 数学 2011-10-18 Pierre Cardaliaguet , Catherine Rainer

The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…

最优化与控制 · 数学 2024-05-16 Emmanuel Chasseigne , Robson Carlos Reis , Silvia Sastre-Gomez

For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of…

偏微分方程分析 · 数学 2018-03-19 Isabeau Birindelli , Francoise Demengel , Fabiana Leoni

We study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the…

偏微分方程分析 · 数学 2021-08-26 Hitoshi Ishii , Kaizhi Wang , Lin Wang , Jun Yan

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

最优化与控制 · 数学 2011-02-16 Piermarco Cannarsa , Pierre Cardaliaguet

We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…

数值分析 · 数学 2021-05-21 Bartosz Jaroszkowski , Max Jensen

We prove the comparison principle for viscosity sub and super solutions of degenerate nonlocal operators with general nonlocal gradient nonlinearities. The proofs apply to purely Hamilton-Jacobi equations of order $0<s<1$.

偏微分方程分析 · 数学 2020-12-08 Gonzalo Dávila

We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…

偏微分方程分析 · 数学 2025-11-25 Serena Della Corte , Richard C. Kraaij

This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…

最优化与控制 · 数学 2021-12-28 Jianjun Zhou

We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a…

偏微分方程分析 · 数学 2020-07-06 Tomasz Cieślak , Jakub Siemianowski , Andrzej Święch

This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…

最优化与控制 · 数学 2019-03-28 Jinniao Qiu , Wenning Wei

In the present paper, we propose the investigation of variable-exponent, degenerate/singular elliptic equations in non-divergence form. This current endeavor parallels the by now well established theory of functionals satisfying nonstandard…

偏微分方程分析 · 数学 2019-01-01 Anne C. Bronzi , Edgard A. Pimentel , Giane C. Rampasso , Eduardo V. Teixeira

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 study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

偏微分方程分析 · 数学 2013-06-05 Olivier Ley , Vinh Duc Nguyen

In the paper we prove the convergence of viscosity solutions $u_{\lambda}$ as $\lambda\rightarrow0_+$ for the parametrized degenerate viscous Hamilton-Jacobi equation \[ H(x,d_x u, \lambda u)=\alpha(x)\Delta u,\quad \alpha(x)\geq 0,\quad…

偏微分方程分析 · 数学 2023-09-11 Jianlu Zhang

We consider a class of variable-exponent mixed fully nonlinear local and nonlocal degenerate elliptic equations, which degenerate along the set of critical points, $C:=\big\{x:\,Du(x)=0\big\}.$ Under general conditions, first, we establish…

偏微分方程分析 · 数学 2024-01-23 Priyank Oza , Jagmohan Tyagi

This paper deals with the periodic homogenization of nonlocal parabolic Hamilton-Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal…

偏微分方程分析 · 数学 2019-02-06 Martino Bardi , Annalisa Cesaroni , Erwin Topp
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