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We prove homogenization properties of random Hamilton-Jacobi-Bellman (HJB) equations on continuum percolation clusters, almost surely w.r.t. the law of the environment when the origin belongs to the unbounded component in the continuum.…

偏微分方程分析 · 数学 2022-08-16 Rodrigo Bazaes , Alexander Mielke , Chiranjib Mukherjee

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

We develop and study an asymptotic-preserving (AP) numerical scheme for a linear kinetic equation in a large deviation regime. After applying a Hopf-Cole transform to the distribution function, the system exhibits the behavior of rare…

数值分析 · 数学 2025-09-15 Hélène Hivert , Tino Laidin

We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…

偏微分方程分析 · 数学 2012-05-09 Benjamin J. Fehrman

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

偏微分方程分析 · 数学 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

This paper is concerned with geometric motion of a closed surface whose velocity depends on a nonlocal quantity of the enclosed region. Using the level set formulation, we study a class of nonlocal Hamilton--Jacobi equations and establish a…

偏微分方程分析 · 数学 2023-10-03 Takashi Kagaya , Qing Liu , Hiroyoshi Mitake

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…

偏微分方程分析 · 数学 2026-05-22 Seho Park

In this paper, we introduce and analyze an asymptotic-preserving scheme for Lotka-Volterra parabolic equations. It is a class of nonlinear and nonlocal stiff equations, which describes the evolution of a population structured with…

偏微分方程分析 · 数学 2022-04-11 Vincent Calvez , Hélène Hivert , Havva Yoldaş

We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…

偏微分方程分析 · 数学 2017-02-07 Wenjia Jing , Panagiotis E. Souganidis , Hung V. Tran

We provide a general result concerning the homogenization of nonconvex viscous Hamilton-Jacobi equations in the stationary, ergodic setting. In particular, we show that homogenization occurs for a non-empty set of points within every level…

偏微分方程分析 · 数学 2014-02-24 Benjamin J. Fehrman

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…

偏微分方程分析 · 数学 2021-05-04 Jin Feng , Toshio Mikami , Johannes Zimmer

We investigate the stability with respect to homogenization of classes of integrals arising in the control-theoretic interpretation of some Hamilton-Jacobi equations. The prototypical case is the homogenization of energies with a Lagrangian…

偏微分方程分析 · 数学 2024-11-13 Andrea Braides , Gianni Dal Maso , Claude Le Bris

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…

数学物理 · 物理学 2015-12-15 J. F. Cariñena , X. Gracia , G. Marmo , E. Martinez , M. C. Muñoz-Lecanda , N. Roman-Roy

In this paper we provide a rate of convergence for periodic homogenization of Hamilton-Jacobi-Bellman equations with nonlocal diffusion. The result is based on the regularity of the associated effective problem, where the convexity plays a…

偏微分方程分析 · 数学 2020-12-08 Andrei Rodríguez-Paredes , Erwin Topp

Subdiffusive motion takes place at a much slower timescale than diffusive motion. As a preliminary step to studying reaction-subdiffusion pulled fronts, we consider here the hyperbolic limit $(t,x) \to (t/\varepsilon, x/\varepsilon)$ of an…

偏微分方程分析 · 数学 2019-12-12 Vincent Calvez , Pierre Gabriel , Álvaro Mateos González

In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

偏微分方程分析 · 数学 2020-02-24 Adina Ciomaga , Daria Ghilli , Erwin Topp

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

数值分析 · 数学 2019-01-30 Andrew Christlieb , Wei Guo , Yan Jiang

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

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

We present a simple new proof for the stochastic homogenization of quasiconvex (level-set convex) Hamilton-Jacobi equations set in stationary ergodic environments. Our approach, which is new even in the convex case, yields more information…

偏微分方程分析 · 数学 2012-03-29 Scott N. Armstrong , Panagiotis E. Souganidis
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