相关论文: Convergence of a discrete selection-mutation model…

This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural SDEs with $N$ samples can be linked to the $N$-particle…

We propose a model to characterize how a diffusing population adapts under a time periodic selection, while its environment undergoes shifts and size changes, leading to significant differences with classical results on fixed domains. After…

In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…

We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…

In this paper, we propose a discrete Hamilton--Jacobi theory for (discrete) Hamiltonian dynamics defined on a (discrete) contact manifold. To this end, we first provide a novel geometric Hamilton--Jacobi theory for continuous contact…

We study a reaction-diffusion equation with a nonlocal reaction term that models a population with variable motility. We establish a global supremum bound for solutions of the equation. We investigate the asymptotic (long-time and…

This paper is concerned with the spreading speeds of nonlocal dispersal predator-prey systems in shifting habitats under general initial conditions. By employing geometric optics techniques and theory of viscosity solutions, we reformulate…

We argue that Hamilton-Jacobi equations provide a convenient and intuitive approach for studying the large-scale behavior of mean-field disordered systems. This point of view is illustrated on the problem of inference of a rank-one matrix.…

We consider the weakly asymmetric exclusion process on a bounded interval with particle reservoirs at the endpoints. The hydrodynamic limit for the empirical density, obtained in the diffusive scaling, is given by the viscous Burgers…

Computing tasks may often be posed as optimization problems. The objective functions for real-world scenarios are often nonconvex and/or nondifferentiable. State-of-the-art methods for solving these problems typically only guarantee…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite…

Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…

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.…

We address the problem of combined stochastic and impulse control for a market maker operating in a limit order book. The problem is formulated as a Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI). We propose an implicit…

For non convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton-Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during…

We derive corrections to the JIMWLK equation in the regime where the charge density in the hadronic wave function is small. We show that the framework of the JIMWLK equation has to be significantly modified at small densities in order to…

The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…

We continue the study of the homogenization of coercive non-convex Hamilton-Jacobi equations in random media identifying two general classes of Hamiltonians with very distinct behavior. For the first class there is no homogenization in a…

The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear…