We investigate asymptotic behaviors of a metric viscosity solution of a Hamilton-Jacobi equation defined on a general metric space in Gangbo-Świȩch sense. Our results include general stability and large time behavior of the solution.
A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity solutions can be extended to the wider space of Hausdorff continuous functions while also generalizing some of the existing concepts of discontinuous solutions.
We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with a convex non-degenerate hamiltonian and Bohr almost periodic initial data decays to its infimum as time $t\to+\infty$.
We study the representation formulae for the fundamental solutions and viscosity solutions of the Hamilton-Jacobi equations of contact type. We also obtain a vanishing contact structure result for relevant Cauchy problems which can be regarded as an extension to the vanishing discount problem.
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 exists exactly one solution of this elliptic approximation and mainly that, as the viscosity vanishes, it converges to the unique solution of the original problem.
We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define a viscosity solution by treating the discontinuities in the coefficients analogously to ``internal boundaries''. By defining an appropriate penalization function, we prove that viscosity solutions are unique. The existence of viscosity solutions is established by showing that a sequence of front tracking approximations is compact in $L^\infty$, and that the…
We establish that a viscosity solution to a multidimensional Hamilton-Jacobi equation with Bohr almost periodic initial data remains to be spatially almost periodic and the additive subgroup generated by its spectrum does not increase in time. In the case of one space variable and a non-degenerate hamiltonian we prove the decay property of almost periodic viscosity solutions when time $t\to+\infty$. For periodic solutions the more general result is proved on unconditional asymptotic convergence of a viscosity solution to a traveling wave.
We investigate the large-time behavior of viscosity solutions of quasi-monotone weakly coupled systems of Hamilton--Jacobi equations on the $n$-dimensional torus. We establish a convergence result to asymptotic solutions as time goes to infinity under rather restricted assumptions.
Some properties of characteristic curves in connection with viscosity solutions of Hamilton-Jacobi equations defined by Hopf-type formula are studied. We investigate the points where the Hopf-type formula $u(t,x)$ is differentiable, and the strip of the form $(0,t_0)\times \R^n$ of the domain $Ω$ where the viscosity solution $u(t,x)$ is continuously differentiable. Moreover, we present the propagation of singularity in forward of $u(t,x).$
In this paper a duality relation between the Mañé potential and Mather's action functional is derived in the context of convex and state-dependent Hamiltonians. The duality relation is used to obtain min-max representations of viscosity solutions of first order Hamilton-Jacobi equations. These min-max representations naturally suggest class\-es of subsolutions of Hamilton-Jacobi equations that arise in the theory of large deviations. The subsolutions, in turn, are good candidates for designing efficient rare-event simulation algorithms.
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 on the viscosity. The initial condition being only continuous and either bounded or non-negative. The main requirement on the Hamiltonians is that it grows superlinearly or sublinearly at infinity, including in particular H(r) = r^p for r non-negatif and p positif and different from 1.
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. We also note a relationship between the notion of a solution and another notion based on characterization of the modulus of the gradient in the sense of [13].
This paper is concerned with the qualitative properties of viscocity solutions to a class of Hamilton-Jacobi equations (HJEs) in Banach spaces. Specifically, based on the concept of $β$-derivative \cite{DGZ93b} we establish the existence, uniqueness and stability of $β$-viscosity solutions for a class of HJEs in the form $u+H(x,u,Du)=0.$ The obtained results in this paper extend ealier works in the literature, for example, \cite{CL85}, \cite{CL86} and \cite{DGZ93b}.
We consider the simplest example of a time-dependent first order Hamilton-Jacobi equation, in one space dimension and with a bounded and Lipschitz continuous Hamiltonian which only depends on the spatial derivative. We show that if the initial function has a finite number of jump discontinuities, the corresponding discontinuous viscosity solution of the corresponding Cauchy problem on the real line is unique. Uniqueness follows from a comparison theorem for semicontinuous viscosity sub- and supersolutions, using the barrier effect of spatial discontinuities of a solution. We also prove an exis…
In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function I(t) that arises as the counterpart of a non-negativity constraint on the solution at each time. Although the uniqueness of viscosity solutions is known for many variants of Hamilton-Jacobi equations, the uniqueness for this particular type of constrained problem was not resolved, except in a few particular cases. Here, we provide a general answer to the un…
We construct an explicit representation of viscosity solutions of the Cauchy problem for the Hamilton-Jacobi equation $(H,σ)$ on a given domain $Ω= (0,T)\times \R^n.$ It is known that, if the Hamiltonian $H = H(t,p)$ is not a convex (or concave) function in $p$, or $H(\cdot, p)$ may change its sign on $(0,T)$, then the Hopf-type formula does not define a viscosity solution on $Ω.$ Under some assumptions for $H(t,p)$ on the subdomains $(t_i, t_{i+1})\times \R^n\subset Ω$, we are able to arrange "partial solutions" given by the Hopf-type formula to get a viscosity solution on $Ω.$ Then we study …
Recently I. Capuzzo Dolcetta, F. Leoni and A. Porretta obtain a very surprising regularity result for fully nonlinear, superquadratic, elliptic equations by showing that viscosity subsolutions of such equations are locally Hölder continuous, and even globally if the boundary of the domain is regular enough. The aim of this paper is to provide a simplified proof of their results, together with an interpretation of the regularity phenomena, some extensions and various applications.
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 stochastic regularization results for pathwise (stochastic) viscosity solutions of Hamilton-Jacobi equations with uniformly convex Hamiltonians and rough multiplicative time dependence. Finally, we use the intermittent estimates to study the long time behavior of the pathwise (stochastic) viscosity solutions of convex Hamilton-Jacobi equations.
We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a singular positive semi-definite matrix. Such a problem does not fall into the standard theory of viscosity solutions. Also viability related results, sometimes used to deal with degenerate Hamiltonians, do not seem applicable in our case. We prove the global existence of a viscosity solution by looking at the associated optimal control problem and showing that…
This work is devoted to the studies of a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian, which comes from the dynamics of a multipeakon in the Camassa--Holm equation. It is given by a quadratic form with a singular positive semi-definite matrix. We increase the regularity of the value function considered in our previous paper, which is known to be the viscosity solution. We prove that for a two-peakon Hamiltonian such solutions are actually $1/2$-Hölder continuous in space and time-Lipschitz continuous. The time-Lipschitz regularity is proven in any dimension $N\geq 1$. …
Assume $M$ is a closed, connected and smooth Riemannian manifold. We consider the evolutionary Hamilton-Jacobi equation \begin{equation*} \left\{ \begin{aligned} &\partial_t u(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\quad (x,t)\in M\times(0,+\infty), \\ &u(x,0)=φ(x), \end{aligned} \right. \end{equation*} where $φ\in C(M)$ and the stationary one \begin{equation*} H(x,u(x),\partial_x u(x))=0, \end{equation*} where $H(x,u,p)$ is continuous, convex and coercive in $p$, uniformly Lipschitz in $u$. By introducing a solution semigroup, we provide a representation formula of the viscosity solution of the …
Three definitions of viscosity solutions for Hamilton-Jacobi equations on networks recently appeared in literature ([1,4,6]). Being motivated by various applications, they appear to be considerably different. Aim of this note is to establish their equivalence.
We consider the Cauchy problem for the Hamilton-Jacobi equation with critical dissipation, $$ \partial_t u + (-Δ)^{ 1/2} u = |\nabla u|^p, \quad x \in \mathbb R^N, t > 0, \qquad u(x,0) = u_0(x) , \quad x \in \mathbb R^N, $$ where $p > 1$ and $u_0 \in B^1_{r,1}(\mathbb R^N) \cap B^1_{\infty,1} (\mathbb R^N)$ with $r \in [1,\infty]$. We show that for sufficiently small $u_0 \in \dot B^1_{\infty,1}(\mathbb R^N)$, there exists a global-in-time mild solution. Furthermore, we prove that the solution behaves asymptotically like suitable multiplies of the Poisson kernel.
The objective of this paper is to present some results about viscosity subsolutions of the contact Hamiltonian-Jacobi equations on connected, closed manifold $M$ $$ H(x,\partial_x u,u)= 0, \quad x\in M. $$ Based on implicit variational principles introduced in [12,14], we focus on the monotonicity of the solution semigroups on viscosity subsolutions and the positive invariance of the epigraph for viscosity subsolutions. Besides, we show a similar consequence for strict viscosity subsolutions on $M$.
For each continuous initial data $φ(x)\in C(M,\mathbb{R})$, we obtain the asymptotic Lipschitz regularity of the viscosity solution of the following evolutionary Hamilton-Jacobi equation with convex and coercive Hamiltonians: \partial_tu(x,t)+H(x,\partial_xu(x,t))=0, u(x,0)=φ(x).
Based on a fixed point argument, we give a {\it dynamical representation} of the viscosity solution to Cauchy problem of certain weakly coupled systems of Hamilton-Jacobi equations with continuous initial datum. Using this formula, we obtain some regularity results related to the viscosity solution, including a partial extension of Lions' regularizing effect \cite{L} to the case of weakly coupled systems.
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 shorter and shorter time intervals one recovers the viscosity solution.
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 Hamilton-equations written in terms of two equations in terms of operators H_\dagger and H_\dagger that serve as natural upper and lower bounds for the `true' operator H. In the process, we establish a strong relation between non-linear pseudo-resolvents and viscosity solutions of Hamilton-Jacobi equations. As a consequence we derive a convergence result for …
We establish a framework that allows to prove Gamma-converge of functionals of Lagrangian form on spaces of trajectories based on convergence of viscosity solutions of associated Hamilton-Jacobi equations. Gamma convergence follows from a: equi-coercivity, b: Gamma convergence of the projected functional at time 0, c: convergence of the Hamiltonians that appear as Legendre transform of the Lagrangian in the path-space functional.
Suppose $M$ is a closed Riemannian manifold. For a $C^2$ generic (in the sense of Mañé) Tonelli Hamiltonian $H: T^*M\rightarrow\mathbb{R}$, the minimal viscosity solution $u_λ^-:M\rightarrow \mathbb{R}$ of the negative discounted equation \[-λu+H(x,d_xu)=c(H),\quad x\in M,\ λ>0 \] with the Mañé's critical value $c(H)$ converges to a uniquely established viscosity solution $u_0^-$ of the critical Hamilton-Jacobi equation \[ H(x,d_x u)=c(H),\quad x\in M \] as $λ\rightarrow 0_+$. We also propose a dynamical interpretation of $u_0^-$.
In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is introduced, and we prove that the value function of the optimal stochastic control problem is the maximal viscosity solution of the associated stochastic HJB equation. For the superparabolic cases when the diffusion coefficients are deterministic functions of time, states and controls, the uniqueness is addressed as well.
We prove the uniqueness of the viscosity solution to the Hamilton-Jacobi equation associated with a Bolza problem of the Calculus of Variations, assuming that the Lagrangian is autonomous, continuous, superlinear, and satisfies the usual convexity hypothesis. Under the same assumptions we prove also the uniqueness, in a class of lower semicontinuous functions, of a slightly different notion of solution, where classical derivatives are replaced only by subdifferentials. These results follow from a new comparison theorem for lower semicontinuous viscosity supersolutions of the Hamilton-Jacobi eq…
We discuss various kinds of representation formulas for the viscosity solutions of the contact type Hamilton-Jacobi equations by using the Herglotz' variational principle.
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 $0<s<1$.
It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one cannot expect Lipschitz bounds to hold uniformly with respect to the regularity of coefficients. This phenomenon raises the question whether such solutions satisfy uniform estimates in some weaker norm. We will show that this is the case for a suitable Hölder norm, obtaining uniform estimates in (x,t) for solutions to first and second order Hamilton-Jacobi equat…
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 understand the averaging effect for fully nonlinear degenerate elliptic equations. In this work, we restrict ourselves to the case of Hamilton-Jacobi equations. The second author has already established averaging results for Hamilton-Jacobi equations with convex Hamiltonians ($G$ below) under the classical formulation of the Dirichlet condition. Here we treat the Di…
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
We study homogenization for a class of stationnary Hamilton-Jacobi equations in which the Hamiltonian is obtained by perturbing near the origin an otherwise periodic Hamiltonian. We prove that the limiting problem consists of a Hamilton-Jacobi equation outside the origin, with the same effective Hamiltonian as in periodic homogenization, supplemented at the origin with an effective Dirichlet condition that keeps track of the perturbation. Various comments and extensions are discussed.