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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

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

数值分析 · 数学 2026-05-13 Olivier Bokanowski , Carlos Esteve-Yagüe , Richard Tsai

We consider a stochastic discretization of the stationary viscous Hamilton Jacobi equation on the flat d dimensional torus, associated with a Hamiltonian, convex and superlinear in the momentum variable. We show that each discrete problem…

偏微分方程分析 · 数学 2020-02-18 Andrea Davini , Hitoshi Ishii , Renato Iturriaga , Hector Sanchez Morgado

The well known phenomenon of exponential contraction for solutions to the viscous Hamilton-Jacobi equation in the space-periodic setting is based on the Markov mechanism. However, the corresponding Lyapunov exponent $\lambda(\nu)$…

动力系统 · 数学 2021-05-03 Konstantin Khanin , Ke Zhang , Lei Zhang

Chemical reactions can be modeled by a random time-changed Poisson process on countable states. The macroscopic behaviors, such as large fluctuations, can be studied via the WKB reformulation. The WKB reformulation for the backward equation…

偏微分方程分析 · 数学 2023-06-07 Yuan Gao , Jian-Guo Liu

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 establish multi-scale convergence theory for a class of Hamilton-Jacobi PDEs in space of probability measures. They arise from context of hydrodynamic limit of N-particle deterministic action minimizing (global) Lagrangian dynamics. From…

偏微分方程分析 · 数学 2025-12-25 Jin Feng

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

概率论 · 数学 2007-05-23 Jin Feng

The Oort-Hulst-Safronov equation, shorterned as OHS is a relevant population balance model. Its discrete form, developed by Dubovski is the main focus of our analysis. The existence and density conservation are established for the…

偏微分方程分析 · 数学 2022-06-07 Sonali Kaushik , Rajesh Kumar , Fernando P. da Costa

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

偏微分方程分析 · 数学 2026-04-29 Mikhail I. Gomoyunov

This paper investigates the problem of maintaining the safe operation of Waste-to-Energy (WtE) systems under operational constraints and uncertain waste inflows. We model this as a robust viability problem, formulated as a zero-sum…

最优化与控制 · 数学 2026-04-02 Achraf Bouhmady , Othman Cherkaoui Dekkaki

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and…

统计力学 · 物理学 2017-07-04 Michael Assaf , Baruch Meerson

We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…

偏微分方程分析 · 数学 2014-08-19 Lin Wang , Jun Yan

We propose a type-dependent branching model with mutation and competition for modeling phylogenies of a virus population. The competition kernel depends for any two virus particles on the particles' types, the total mass of the population…

概率论 · 数学 2017-05-10 Sandra Kliem , Anita Winter

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

Here, we study the periodic homogenization problem of nonlinear weakly coupled systems of Hamilton-Jacobi equations in the convex setting. We establish a rate of convergence $O(\sqrt{\varepsilon})$ which is sharp.

偏微分方程分析 · 数学 2025-05-20 Hiroyoshi Mitake , Panrui Ni

In this paper we study the convergence of monotone $P1$ finite element methods for fully nonlinear Hamilton-Jacobi-Bellman equations with degenerate, isotropic diffusions. The main result is strong convergence of the numerical solutions in…

数值分析 · 数学 2015-07-07 Max Jensen

The widespread application of modern machine learning has increased the need for robust statistical algorithms. This work studies one such fundamental statistical measure known as the Tukey depth. We study the problem in the continuum…

统计理论 · 数学 2021-04-06 Martin Molina-Fructuoso , Ryan Murray

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

We introduce a new machinery to study the large time behavior for general classes of Hamilton--Jacobi type equations, which include degenerate parabolic equations and weakly coupled systems. We establish the convergence results by using the…

偏微分方程分析 · 数学 2013-10-30 Filippo Cagnetti , Diogo Gomes , Hiroyoshi Mitake , Hung Tran