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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 we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an…

偏微分方程分析 · 数学 2024-05-08 Giovanni Brigati , Francesco Pedrotti

$F$-concavity is a generalization of power concavity and, actually, the largest available generalization of the notion of concavity. We characterize the $F$-concavities preserved by the Dirichlet heat flow in convex domains on ${\mathbb…

偏微分方程分析 · 数学 2023-09-19 Kazuhiro Ishige , Paolo Salani , Asuka Takatsu

We study the nonhomogeneous Dirichlet problem for first order Hamilton-Jacobi equations associated with Tonelli Hamiltonians on a bounded domain $\Omega$ of $\R^n$ assuming the energy level to be supercritical. First, we show that the…

偏微分方程分析 · 数学 2018-03-06 Piermarco Cannarsa , Wei Cheng , Marco Mazzola , Kaizhi Wang

We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…

泛函分析 · 数学 2019-05-24 Richard C. Kraaij

In this paper, we generalize weak KAM theorem from positive Lagrangian systems to "proper" Hamilton-Jacobi equations. We introduce an implicitly defined solution semigroup of evolutionary Hamilton-Jacobi equations. By exploring the…

动力系统 · 数学 2013-12-06 Xifeng Su , Jun Yan

We give an alternative look at the log-Sobolev inequality (LSI in short) for log-concave measures by semigroup tools. The similar idea yields a heat flow proof of LSI under some quadratic Lyapunov condition for symmetric diffusions on…

概率论 · 数学 2016-04-29 Yuan Liu

In this short paper we provide a new proof of the geometric Forward-Reverse Brascamp-Lieb inequality, using the approach of the heat semigroup, or the heat flow. Furthermore, we characterize all the Forward-Reverse Brascamp-Lieb data such…

偏微分方程分析 · 数学 2026-04-24 Ye Zhang

This paper is devoted to a deeper understanding of the heat flow and to the refinement of calculus tools on metric measure spaces (X,d,m). Our main results are: - A general study of the relations between the Hopf-Lax semigroup and…

度量几何 · 数学 2014-09-16 Luigi Ambrosio , Nicola Gigli , Giuseppe Savaré

We investigate the properties of the set of singularities of semiconcave solutions of Hamilton-Jacobi equations of the form \begin{equation*} u_t(t,x)+H(\nabla u(t,x))=0, \qquad\text{a.e. }(t,x)\in…

偏微分方程分析 · 数学 2014-08-26 Piermarco Cannarsa , Marco Mazzola , Carlo Sinestrari

In the nice recent work [48], S. Wang established uniform log-Sobolev inequalities for mean field particles when the energy is flat convex. In this note we comment how to extend his proof to some semi-convex energies provided the curvature…

偏微分方程分析 · 数学 2024-09-27 Pierre Monmarché

We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity…

概率论 · 数学 2012-03-14 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We show that if a Hamilton-Jacobi equation admits a differentiable solution whose gradient is Lipschitz, then this solution is the unique semi-concave weak solution. Our result does not rely on any convexity (nor concavity) assumptions on…

偏微分方程分析 · 数学 2024-10-02 Victor Issa

We prove an inequality of H\"older type traducing the unique continuation property at one time for the heat equation with a potential and Neumann boundary condition. The main feature of the proof is to overcome the propagation of smallness…

偏微分方程分析 · 数学 2021-05-28 Rémi Buffe , Kim Dang Phung

The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. However, the reflection coupling method is not applicable for the…

概率论 · 数学 2025-11-13 Xing Huang , Eva Kopfer , Panpan Ren

We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent…

偏微分方程分析 · 数学 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

In this note, we derive a new logarithmic Sobolev inequality for the heat kernel on the Heisenberg group. The proof is inspired from the historical method of Leonard Gross with the Central Limit Theorem for a random walk. Here the non…

微分几何 · 数学 2020-09-10 Michel Bonnefont , Djalil Chafaï , Ronan Herry

We study the convexity of mutual information as a function of time along the Fokker-Planck flow. The results are generalizations of that along heat flow and Ornstein-Ulenbeck flow, which were established by A. Wibisono and V. Jog. We prove…

信息论 · 计算机科学 2025-11-10 Jiayang Zou , Luyao Fan , Jiayang Gao , Jia Wang

We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to…

偏微分方程分析 · 数学 2019-12-20 Hitoshi Ishii , Taiga Kumagai

In this work, we consider the two and three dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations and examine some asymptotic behaviors of its strong solution. We establish the asymptotic log-Harnack inequality for the…

概率论 · 数学 2020-08-04 Manil T. Mohan
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