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This work is devoted to the analysis of the backward problem for a viscous Hamilton-Jacobi equation with degenerate diffusion and a general Hamiltonian that is not necessarily quadratic. First, we focus on linear degenerate parabolic…

偏微分方程分析 · 数学 2026-03-11 S. E. Chorfi , A. Habbal , M. Jahid , L. Maniar , A. Ratnani

We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled…

数值分析 · 数学 2025-03-05 Xiaoqin Guo , Hung Vinh Tran , Yuming Paul Zhang

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.…

偏微分方程分析 · 数学 2014-07-30 Atsushi Nakayasu

We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…

偏微分方程分析 · 数学 2011-08-22 Scott N. Armstrong , Panagiotis E. Souganidis

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

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

数值分析 · 数学 2013-02-25 Max Jensen , Iain Smears

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

Established populations often exhibit oscillations in their sizes. If a population is isolated, intrinsic stochasticity of elemental processes can ultimately bring it to extinction. Here we study extinction of oscillating populations in a…

统计力学 · 物理学 2016-03-23 Naftali R. Smith , Baruch Meerson

We prove Freidlin-Wentzell type large deviation principles for various rescaled models in populations dynamics that have immigration and possibly harvesting: birth-death processes, Galton-Watson trees, epidemic SI models, and prey-predator…

概率论 · 数学 2020-11-25 Richard C. Kraaij , Louis Mahé

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…

偏微分方程分析 · 数学 2023-01-18 Qinbo Chen

Sharp temporal decay estimates are established for the gradient and time derivative of solutions to a viscous Hamilton-Jacobi equation as well the associated Hamilton-Jacobi equation. Special care is given to the dependence of the estimates…

偏微分方程分析 · 数学 2008-11-11 Said Benachour , Matania Ben-Artzi , Philippe Laurençot

We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…

数值分析 · 数学 2025-10-20 Folkmar Bornemann , Christian Rasch

Kingman's model describes the evolution of a one-locus haploid population of infinite size and discrete generations under the competition of selection and mutation. A random generalisation has been made in a previous paper which assumes all…

概率论 · 数学 2020-12-01 Linglong Yuan

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 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,…

量子物理 · 物理学 2026-02-17 Shi Jin , Nana Liu

A simple method to deal with four dimensional Hamilton-Jacobi equation for null hypersurfaces is introduced. This method allows to find simple geometrical conditions which give rise to the failure of the WKB approximation on curved…

广义相对论与量子宇宙学 · 物理学 2007-05-23 Fabrizio Canfora

The evolution of dispersal is a classical question in evolutionary ecology, which has been widely studied with several mathematical models. The main question is to define the fittest dispersal rate for a population in a bounded domain, and,…

偏微分方程分析 · 数学 2016-02-26 Benoit Perthame , Panagiotis E. Souganidis

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…

偏微分方程分析 · 数学 2022-02-02 Stefano Bianchini , Prerona Dutta , Khai T. Nguyen

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…

偏微分方程分析 · 数学 2014-06-10 Emeric Bouin

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