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For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there…

偏微分方程分析 · 数学 2012-07-30 Fabio Camilli , Claudio Marchi , Dirk Schieborn

Two different types of generalized solutions, namely viscosity and variational solutions, were introduced to solve the first-order evolutionary Hamilton--Jacobi equation. They coincide if the Hamiltonian is convex in the momentum variable.…

最优化与控制 · 数学 2020-06-17 Valentine Roos

We prove that singularities propagate globally for viscosity solutions of Hamilton-Jacobi equations related to magnetic mechanical systems on closed Riemannian manifolds. Our main result shows that for any weak KAM solution $u$, the…

偏微分方程分析 · 数学 2025-09-18 Piermarco Cannarsa , Wei Cheng , Jiahui Hong , Wenxue Wei

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 study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the…

偏微分方程分析 · 数学 2021-08-26 Hitoshi Ishii , Kaizhi Wang , Lin Wang , Jun Yan

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

偏微分方程分析 · 数学 2017-04-20 Yoshikazu Giga , Tokinaga Namba

Combing the weak KAM method for contact Hamiltonian systems and the theory of viscosity solutions for Hamilton-Jacobi equations, we study the Lyapunov stability and instability of viscosity solutions for evolutionary contact Hamilton-Jacobi…

偏微分方程分析 · 数学 2024-01-29 Yang Xu , Jun Yan , Kai Zhao

In this paper, we study the existence and uniqueness of viscosity solutions to a kind of Hamilton-Jacobi-Bellman (HJB) equations combined with algebra equations. This HJB equation is related to a stochastic optimal control problem for which…

最优化与控制 · 数学 2019-06-19 Mingshang Hu , Shaolin Ji , Xiaole Xue

We study the Cauchy problem for the Hamilton-Jacobi equation with a semiconcave initial condition. We prove an inequality between two types of weak solutions emanating from such an initial condition (the variational and the viscosity…

动力系统 · 数学 2014-06-04 Patrick Bernard

This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving common noise. The well-posedness of viscosity solutions to the…

最优化与控制 · 数学 2024-08-28 Hang Cheung , Ho Man Tai , Jinniao Qiu

In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a…

微分几何 · 数学 2011-01-31 Shige Peng , Detang Zhou

For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of…

偏微分方程分析 · 数学 2018-03-19 Isabeau Birindelli , Francoise Demengel , Fabiana Leoni

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 prove the comparison principle for viscosity sub and super solutions of degenerate nonlocal operators with general nonlocal gradient nonlinearities. The proofs apply to purely Hamilton-Jacobi equations of order $0<s<1$.

偏微分方程分析 · 数学 2020-12-08 Gonzalo Dávila

We establish necessary and sufficient conditions for viability of evolution inclusions with locally monotone operators in the sense of Liu and R\"ockner [J. Funct. Anal., 259 (2010), pp. 2902-2922]. This allows us to prove wellposedness of…

最优化与控制 · 数学 2024-12-02 Jichao Jiang , Christian Keller

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

偏微分方程分析 · 数学 2016-08-15 P. -L. Lions , P. E. Souganidis

We are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton-Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order less…

偏微分方程分析 · 数学 2017-11-21 Daria Ghilli

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

It is developed the theory of the Dirichlet problem for harmonic functions. On this basis, for the nondegenerate Beltrami equations in the quasidisks and, in particular, in the smooth domains, it is proved the existence of regular solutions…

复变函数 · 数学 2017-10-19 Artyem Yefimushkin , Vladimir Ryazanov

In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We…

最优化与控制 · 数学 2022-12-26 Jianjun Zhou