相关论文: The twin blow-up method for Hamilton-Jacobi equati…

We consider in this paper blow-up solutions of the semilinear wave equation in one space dimension, with an exponential source term. Assuming that initial data are in $H^{1}_{loc}\times L^2_{loc}$ or some times in $ W^{1,\infty}\times…

In this work, we study the numerical solution for parabolic equations whose solutions have a common property of blowing up in finite time and the equations are invariant under the following scaling transformation $$u \mapsto…

We consider the semilinear wave equation in higher dimensions with superconformal power nonlinearity. The purpose of this paper is to give a new upper bound on the blow-up rate in some space-time integral, showing a $|\log(T-t)|^q$…

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 a sufficient condition for the existence of a $T$-periodic solution for the planar system $\dot z=F(t,z)$, characterized by the growth to infinity of the rotations made in one period by solutions starting at increasingly large…

Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jacobi equation corresponding to linearly controlled gradient…

Two new methods of numerical integration of Cauchy problems for ODEs with blow-up solutions are described. The first method is based on applying a differential transformation, where the first derivative (given in the original equation) is…

We consider the following five-dimensional heat equation with critical boundary condition \begin{equation*} \partial_t u=\Delta u \mbox{ \ in \ } \mathbb{R}_+^5\times (0,T) , \quad -\partial_{x_5}u =|u|^\frac{2}{3}u \mbox{ \ on \ } \pp…

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

In this work, we study the behavior of blow-up solutions to the multidimensional restricted Euler--Poisson equations which are the localized version of the full Euler--Poisson system. We provide necessary conditions for the existence of…

This paper studies the $d$-dimensional extension of a fictitious domain penalization technique that we previously proposed for Neumann or Robin boundary conditions. We apply Droniou's approach for non-coercive linear elliptic problems to…

In a previous work (Akian, Fodjo, 2016), we introduced a lower complexity probabilistic max-plus numerical method for solving fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite…

We consider the blow-up of solutions to the following parameterized nonlinear wave equation: $ u_{tt} = c(u)^{2} u_{xx} + \lambda c(u)c'(u)( u_x)^2$ with the real parameter $\lambda$. In previous works, it was reported that there exist…

This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

We propose a method of quantization based on Hamilton-Jacobi theory in the presence of a random constraint due to the fluctuations of a set of hidden random variables. Given a Lagrangian, it reproduces the results of canonical quantization…

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…

We consider sweeping domain decomposition preconditioners to solve the Helmholtz equation in the case of stripwise domain decomposition with or without overlaps. We unify their derivation and convergence studies by expressing them as…

This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial integro-differential operators. Our approach innovates in three…

We investigate the blow-up dynamics of smooth solutions to the one-dimensional wave equation with a quadratic spatial derivative nonlinearity, motivated by its applications in Effective Field Theory (EFT) in cosmology. Despite its…

We use the adjoint methods to study the static Hamilton-Jacobi equations and to prove the speed of convergence for those equations. The main new ideas are to introduce adjoint equations corresponding to the formal linearizations of…